GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 42,602: 27,764 34,166 9,426 1,021 4,304 0 0 0 985 2,834 64: 59 213
Old : 42,602: 27,764 34,166 9,426 1,021 4,304 0 0 0 985 2,834 64: 59 213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 2,300: 2,666 1,399 -426 80 100 0 0 0 0 761 -50: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 80.2 22.1 2.4 10.1 0.0 0.0 0.0 2.3 6.7 0.2: 0.1 0.5
Old : 100.0: 65.2 80.2 22.1 2.4 10.1 0.0 0.0 0.0 2.3 6.7 0.2: 0.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 28 36 13 . 12 0 0 0 . 4 .:
Old : 60: 28 36 13 . 12 0 0 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 30.3 55.5 46.7 25.9 15.0 35.0 24.5
Old : 36.3 30.3 55.5 46.7 25.9 15.0 35.0 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 32,703: 26,612 25,258 3,168 4,794 2,441 0 0 0 400 0 0: 82 210
Old : 32,703: 26,612 25,258 3,168 4,794 2,441 0 0 0 400 0 0: 82 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 1,652: 1,461 1,219 94 316 117 0 0 0 0 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 77.2 9.7 14.7 7.5 0.0 0.0 0.0 1.2 0.0 0.0: 0.3 0.6
Old : 100.0: 81.4 77.2 9.7 14.7 7.5 0.0 0.0 0.0 1.2 0.0 0.0: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 22 28 6 5 7 0 0 0 . 0 0:
Old : 43: 22 28 6 5 7 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 56.2 74.7 73.0 23.9 28.8 35.1 33.2
Old : 54.0 56.2 74.7 73.0 23.9 28.8 35.1 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 5,871: 2,199 3,988 1,726 0 430 0 0 0 146 216 55: 1,315 1,182
Old : 5,871: 2,199 3,988 1,726 0 430 0 0 0 146 216 55: 1,315 1,182
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 3: -18 -87 -89 0 78 0 0 0 0 0 0: 32 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 67.9 29.4 0.0 7.3 0.0 0.0 0.0 2.5 3.7 0.9: 22.4 20.1
Old : 100.0: 37.5 67.9 29.4 0.0 7.3 0.0 0.0 0.0 2.5 3.7 0.9: 22.4 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 15 6 0 6 0 0 0 . . .:
Old : 24: 15 15 6 0 6 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 38.5 52.5 57.5 28.1 26.6 37.7 38.3
Old : 35.8 38.5 52.5 57.5 28.1 26.6 37.7 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 9,499: 4,734 5,015 638 688 2,081 0 0 0 692 271 154: 1,200 1,290
Old : 9,499: 4,734 5,015 638 688 2,081 0 0 0 692 271 154: 1,200 1,290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 275: -49 123 54 13 61 0 0 0 184 70 20: 5 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 52.8 6.7 7.2 21.9 0.0 0.0 0.0 7.3 2.9 1.6: 12.6 13.6
Old : 100.0: 49.8 52.8 6.7 7.2 21.9 0.0 0.0 0.0 7.3 2.9 1.6: 12.6 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 27 25 7 9 16 0 0 0 4 . .:
Old : 48: 27 25 7 9 16 0 0 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 22.0 40.4 37.5 18.7 15.9 25.6 21.9
Old : 26.2 22.0 40.4 37.5 18.7 15.9 25.6 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 7,969: 4,229 5,495 1,283 173 1,027 0 0 0 580 454 268: 582 552
Old : 7,969: 4,229 5,495 1,283 173 1,027 0 0 0 580 454 268: 582 552
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 320: 460 52 -183 105 116 0 0 0 -44 44 -17: -12 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 69.0 16.1 2.2 12.9 0.0 0.0 0.0 7.3 5.7 3.4: 7.3 6.9
Old : 100.0: 53.1 69.0 16.1 2.2 12.9 0.0 0.0 0.0 7.3 5.7 3.4: 7.3 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 71: 38 39 11 4 12 0 0 0 6 6 8:
Old : 71: 38 39 11 4 12 0 0 0 6 6 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 24.2 42.4 36.5 22.2 21.6 32.2 31.2
Old : 28.8 24.2 42.4 36.5 22.2 21.6 32.2 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,395: 499 743 124 720 415 225 0 0 87 0 15: 1,030 502
Old : 2,395: 499 743 124 720 415 225 0 0 87 0 15: 1,030 502
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 31.0 5.2 30.1 17.3 9.4 0.0 0.0 3.6 0.0 0.6: 43.0 21.0
Old : 100.0: 20.8 31.0 5.2 30.1 17.3 9.4 0.0 0.0 3.6 0.0 0.6: 43.0 21.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 6 8 . 4 4 . 0 0 . 0 .:
Old : 20: 6 8 . 4 4 . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 42.1 51.1 65.3 27.2 38.2 35.5 50.6
Old : 35.4 42.1 51.1 65.3 27.2 38.2 35.5 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 1,581: 898 727 95 71 104 0 0 0 0 55 0: 484 624
Old : 1,581: 898 727 95 71 104 0 0 0 0 55 0: 484 624
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 25: 89 5 0 0 0 0 0 0 0 0 0: -64 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 46.0 6.0 4.5 6.6 0.0 0.0 0.0 0.0 3.5 0.0: 30.6 39.5
Old : 100.0: 56.8 46.0 6.0 4.5 6.6 0.0 0.0 0.0 0.0 3.5 0.0: 30.6 39.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 11 . . . 0 0 0 0 . 0:
Old : 23: 15 11 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 33.6 47.5 49.8 27.7 26.7 44.8 37.4
Old : 29.3 33.6 47.5 49.8 27.7 26.7 44.8 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 1,904: 864 1,109 445 9 132 0 0 0 60 95 0: 403 559
Old : 1,904: 864 1,109 445 9 132 0 0 0 60 95 0: 403 559
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 58.2 23.4 0.5 6.9 0.0 0.0 0.0 3.2 5.0 0.0: 21.2 29.4
Old : 100.0: 45.4 58.2 23.4 0.5 6.9 0.0 0.0 0.0 3.2 5.0 0.0: 21.2 29.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 15 . . . 0 0 0 . . 0:
Old : 23: 14 15 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 37.8 58.6 53.3 30.2 21.2 37.2 29.7
Old : 39.4 37.8 58.6 53.3 30.2 21.2 37.2 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 GALLONS) :
: : Positions :
All : 15,398: 9,804 13,679 4,280 160 1,119 0 0 0 0 400 0: 195 40
Old : 15,398: 9,804 13,679 4,280 160 1,119 0 0 0 0 400 0: 195 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 1,071: 528 812 384 100 159 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 88.8 27.8 1.0 7.3 0.0 0.0 0.0 0.0 2.6 0.0: 1.3 0.3
Old : 100.0: 63.7 88.8 27.8 1.0 7.3 0.0 0.0 0.0 0.0 2.6 0.0: 1.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 17 12 8 . 4 0 0 0 0 . 0:
Old : 34: 17 12 8 . 4 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 61.2 74.3 85.2 49.3 58.4 59.4 71.1
Old : 54.4 61.2 74.3 85.2 49.3 58.4 59.4 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 425,071: 124,178 245,720 83,575 1,547 29,067 40,191 13,265 38,017 9,435 17,050 52,136: 48,472 28,270
Old : 425,071: 124,178 245,720 83,575 1,547 29,067 40,191 13,265 38,017 9,435 17,050 52,136: 48,472 28,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -12,211: 15,985 -9,170 -122 -411 -3,825 -16,901 9,018 -3,446 -10 421 -6,423: 2,531 1,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 57.8 19.7 0.4 6.8 9.5 3.1 8.9 2.2 4.0 12.3: 11.4 6.7
Old : 100.0: 29.2 57.8 19.7 0.4 6.8 9.5 3.1 8.9 2.2 4.0 12.3: 11.4 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 169: 51 68 17 . 18 37 8 23 14 16 25:
Old : 169: 51 68 17 . 18 37 8 23 14 16 25:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 24.1 32.2 35.4 10.3 11.1 17.1 16.7
Old : 19.9 24.1 32.2 35.4 10.3 11.1 17.1 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1000 BARRELS) :
: : Positions :
All : 17,347: 11,261 12,578 2,896 562 2,245 50 0 100 425 1,497 350: 20 15
Old : 17,347: 11,261 12,578 2,896 562 2,245 50 0 100 425 1,497 350: 20 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -1,870: -1,033 -1,695 -325 237 -237 0 0 -300 0 100 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 72.5 16.7 3.2 12.9 0.3 0.0 0.6 2.4 8.6 2.0: 0.1 0.1
Old : 100.0: 64.9 72.5 16.7 3.2 12.9 0.3 0.0 0.6 2.4 8.6 2.0: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 67: 26 34 11 . 10 . 0 . . 7 4:
Old : 67: 26 34 11 . 10 . 0 . . 7 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 26.2 57.2 43.7 33.5 23.2 46.9 37.6
Old : 39.2 26.2 57.2 43.7 33.5 23.2 46.9 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 7,959: 2,280 4,027 1,014 1,846 1,886 390 0 0 2,295 0 50: 44 150
Old : 7,959: 2,280 4,027 1,014 1,846 1,886 390 0 0 2,295 0 50: 44 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 150: 150 0 0 -25 25 -55 0 0 0 0 0: 30 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 50.6 12.7 23.2 23.7 4.9 0.0 0.0 28.8 0.0 0.6: 0.6 1.9
Old : 100.0: 28.6 50.6 12.7 23.2 23.7 4.9 0.0 0.0 28.8 0.0 0.6: 0.6 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 12 11 6 10 5 . 0 0 4 0 .:
Old : 41: 12 11 6 10 5 . 0 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 47.7 61.3 74.1 33.9 36.4 49.4 53.1
Old : 41.3 47.7 61.3 74.1 33.9 36.4 49.4 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1000 METRIC TONS) :
: : Positions :
All : 4,112: 2,231 976 101 600 255 0 0 0 146 185 301: 1,078 1,795
Old : 4,112: 2,231 976 101 600 255 0 0 0 146 185 301: 1,078 1,795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 198: 165 -28 -5 19 7 0 0 0 -15 80 20: 26 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 23.7 2.5 14.6 6.2 0.0 0.0 0.0 3.6 4.5 7.3: 26.2 43.7
Old : 100.0: 54.3 23.7 2.5 14.6 6.2 0.0 0.0 0.0 3.6 4.5 7.3: 26.2 43.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 9 . 5 6 0 0 0 . . .:
Old : 21: 10 9 . 5 6 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 31.1 61.5 44.8 40.7 24.0 51.5 34.0
Old : 44.2 31.1 61.5 44.8 40.7 24.0 51.5 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1000 BARRELS) :
: : Positions :
All : 2,977: 2,147 2,282 350 395 250 0 0 0 130 0 0: 100 50
Old : 2,977: 2,147 2,282 350 395 250 0 0 0 130 0 0: 100 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 76.7 11.8 13.3 8.4 0.0 0.0 0.0 4.4 0.0 0.0: 3.4 1.7
Old : 100.0: 72.1 76.7 11.8 13.3 8.4 0.0 0.0 0.0 4.4 0.0 0.0: 3.4 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 12 . . . 0 0 0 . 0 0:
Old : 27: 13 12 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 58.2 73.2 78.3 28.6 38.6 43.0 51.9
Old : 53.7 58.2 73.2 78.3 28.6 38.6 43.0 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 29,000 U.S. GALLONS) :
: : Positions :
All : 7,947: 5,727 5,548 98 456 175 775 70 269 231 797 394: 278 238
Old : 7,947: 5,727 5,548 98 456 175 775 70 269 231 797 394: 278 238
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 85: 6 -66 37 20 -2 130 44 -17 -28 45 15: -56 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 69.8 1.2 5.7 2.2 9.8 0.9 3.4 2.9 10.0 5.0: 3.5 3.0
Old : 100.0: 72.1 69.8 1.2 5.7 2.2 9.8 0.9 3.4 2.9 10.0 5.0: 3.5 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 15 . . . 4 . . . 4 4:
Old : 30: 14 15 . . . 4 . . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 48.1 74.2 69.4 40.9 33.4 47.6 44.2
Old : 59.9 48.1 74.2 69.4 40.9 33.4 47.6 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 7,530: 6,880 5,570 209 648 246 0 0 0 0 924 0: 195 142
Old : 7,530: 6,880 5,570 209 648 246 0 0 0 0 924 0: 195 142
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 494: 564 437 85 59 -32 0 0 0 -150 0 0: 27 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 74.0 2.8 8.6 3.3 0.0 0.0 0.0 0.0 12.3 0.0: 2.6 1.9
Old : 100.0: 91.4 74.0 2.8 8.6 3.3 0.0 0.0 0.0 0.0 12.3 0.0: 2.6 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 25 21 . . . 0 0 0 0 . 0:
Old : 39: 25 21 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 58.3 60.9 74.0 34.2 49.1 50.7 62.9
Old : 40.5 58.3 60.9 74.0 34.2 49.1 50.7 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 2,418: 2,339 2,230 45 158 5 0 0 0 0 0 0: 29 25
Old : 2,418: 2,339 2,230 45 158 5 0 0 0 0 0 0: 29 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 30: 50 30 10 -5 -5 0 0 0 0 0 0: -25 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.7 92.2 1.9 6.5 0.2 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 1.0
Old : 100.0: 96.7 92.2 1.9 6.5 0.2 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 15 . . . 0 0 0 0 0 0:
Old : 21: 11 15 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 58.5 85.6 76.5 49.3 45.2 60.7 57.0
Old : 58.9 58.5 85.6 76.5 49.3 45.2 60.7 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,708: 1,933 1,415 0 0 0 75 180 45 0 28 0: 655 1,040
Old : 2,708: 1,933 1,415 0 0 0 75 180 45 0 28 0: 655 1,040
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 228: 146 66 0 0 0 20 30 0 0 -3 0: 62 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 52.3 0.0 0.0 0.0 2.8 6.6 1.7 0.0 1.0 0.0: 24.2 38.4
Old : 100.0: 71.4 52.3 0.0 0.0 0.0 2.8 6.6 1.7 0.0 1.0 0.0: 24.2 38.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 17 19 0 0 0 . . . 0 . 0:
Old : 23: 17 19 0 0 0 . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 25.0 58.3 41.9 31.2 21.2 41.4 28.2
Old : 37.1 25.0 58.3 41.9 31.2 21.2 41.4 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,303: 1,544 1,672 36 124 85 0 0 0 89 0 31: 518 391
Old : 2,303: 1,544 1,672 36 124 85 0 0 0 89 0 31: 518 391
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -2: -52 1 -13 17 8 0 -25 0 31 0 -6: 30 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 72.6 1.6 5.4 3.7 0.0 0.0 0.0 3.9 0.0 1.3: 22.5 17.0
Old : 100.0: 67.0 72.6 1.6 5.4 3.7 0.0 0.0 0.0 3.9 0.0 1.3: 22.5 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 21 22 . . . 0 0 0 . 0 .:
Old : 28: 21 22 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 31.7 52.5 47.2 29.7 24.0 36.0 34.0
Old : 38.2 31.7 52.5 47.2 29.7 24.0 36.0 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 491,277: 145,226 181,375 66,339 55,155 96,801 31,893 25,267 34,726 22,055 5,639 75,572: 18,663 16,740
Old : 491,277: 145,226 181,375 66,339 55,155 96,801 31,893 25,267 34,726 22,055 5,639 75,572: 18,663 16,740
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -48,021: -13,590 -16,228 -5,290 -7,981 -9,496 2,510 -984 -3,766 -1,075 3,310 -11,404: -5,909 -1,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 36.9 13.5 11.2 19.7 6.5 5.1 7.1 4.5 1.1 15.4: 3.8 3.4
Old : 100.0: 29.6 36.9 13.5 11.2 19.7 6.5 5.1 7.1 4.5 1.1 15.4: 3.8 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 121: 35 39 11 17 24 17 9 17 14 10 23:
Old : 121: 35 39 11 17 24 17 9 17 14 10 23:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 19.7 38.6 31.4 13.0 10.8 18.4 16.5
Old : 25.0 19.7 38.6 31.4 13.0 10.8 18.4 16.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 2,369,369: 335,366 472,267 219,772 290,695 624,453 215,461 75,718 268,980 98,471 56,849 509,851: 97,016 70,557
Old : 2,369,369: 335,366 472,267 219,772 290,695 624,453 215,461 75,718 268,980 98,471 56,849 509,851: 97,016 70,557
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -34,137: -13,321 -32,620 9,984 -3,095 -3,492 -20,783 17,871 5,074 2,921 -4,979 -2,561: -11,960 -10,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 19.9 9.3 12.3 26.4 9.1 3.2 11.4 4.2 2.4 21.5: 4.1 3.0
Old : 100.0: 14.2 19.9 9.3 12.3 26.4 9.1 3.2 11.4 4.2 2.4 21.5: 4.1 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 390: 47 57 18 31 43 87 36 78 94 45 110:
Old : 390: 47 57 18 31 43 87 36 78 94 45 110:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 14.2 28.3 26.0 8.3 8.1 12.3 12.3
Old : 18.3 14.2 28.3 26.0 8.3 8.1 12.3 12.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 150,371: 36,796 86,918 0 17,745 5,208 2,131 7,517 5,712 80,703 3,644 17,581: 2,240 6,046
Old : 150,371: 36,796 86,918 0 17,745 5,208 2,131 7,517 5,712 80,703 3,644 17,581: 2,240 6,046
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -15,981: -9,707 -2,063 0 -3,324 -973 528 -1,007 -2,890 1,440 -1,392 -5,569: 1,190 1,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 57.8 0.0 11.8 3.5 1.4 5.0 3.8 53.7 2.4 11.7: 1.5 4.0
Old : 100.0: 24.5 57.8 0.0 11.8 3.5 1.4 5.0 3.8 53.7 2.4 11.7: 1.5 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 12 11 0 5 5 . 4 . 4 5 7:
Old : 34: 12 11 0 5 5 . 4 . 4 5 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.6 58.8 89.2 75.6 69.3 50.5 71.9 60.5
Old : 82.6 58.8 89.2 75.6 69.3 50.5 71.9 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 246,709: 51,857 45,120 71,334 70,197 44,193 1,040 0 513 27,094 16,409 14,202: 36,476 56,075
Old : 246,709: 51,857 45,120 71,334 70,197 44,193 1,040 0 513 27,094 16,409 14,202: 36,476 56,075
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 3,904: 525 -5,683 757 4,885 -368 384 0 -288 606 443 90: 2,198 4,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 18.3 28.9 28.5 17.9 0.4 0.0 0.2 11.0 6.7 5.8: 14.8 22.7
Old : 100.0: 21.0 18.3 28.9 28.5 17.9 0.4 0.0 0.2 11.0 6.7 5.8: 14.8 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 10 10 9 9 16 . 0 . 4 . .:
Old : 38: 10 10 9 9 16 . 0 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 30.1 53.6 47.4 33.1 27.1 47.5 39.2
Old : 34.7 30.1 53.6 47.4 33.1 27.1 47.5 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 112,828: 10,183 9,541 6,714 24,089 42,807 18,065 5,005 18,818 3,480 403 9,579: 3,181 2,586
Old : 112,828: 10,183 9,541 6,714 24,089 42,807 18,065 5,005 18,818 3,480 403 9,579: 3,181 2,586
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 1,973: -14 87 -800 -70 1,669 1,256 645 -306 -305 -195 127: 346 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 8.5 6.0 21.3 37.9 16.0 4.4 16.7 3.1 0.4 8.5: 2.8 2.3
Old : 100.0: 9.0 8.5 6.0 21.3 37.9 16.0 4.4 16.7 3.1 0.4 8.5: 2.8 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 7 7 7 10 15 12 5 11 8 6 11:
Old : 56: 7 7 7 10 15 12 5 11 8 6 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 41.2 52.4 64.1 13.9 18.8 20.1 24.9
Old : 31.4 41.2 52.4 64.1 13.9 18.8 20.1 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 603,299: 113,663 92,163 43,257 108,735 280,088 528 647 13,029 43,043 1,624 95,142: 14,549 11,870
Old : 603,299: 113,663 92,163 43,257 108,735 280,088 528 647 13,029 43,043 1,624 95,142: 14,549 11,870
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -1,160: -4,295 26 2,920 -2,167 1,400 128 60 -721 -1,515 -385 762: 161 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 15.3 7.2 18.0 46.4 0.1 0.1 2.2 7.1 0.3 15.8: 2.4 2.0
Old : 100.0: 18.8 15.3 7.2 18.0 46.4 0.1 0.1 2.2 7.1 0.3 15.8: 2.4 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 9 9 8 21 28 . . . 8 . 10:
Old : 50: 9 9 8 21 28 . . . 8 . 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 26.0 50.8 41.6 9.6 6.3 14.5 11.8
Old : 33.1 26.0 50.8 41.6 9.6 6.3 14.5 11.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 41,687: 12,622 22,732 16,199 2,960 12,512 0 1,352 0 233 1,962 58: 63 111
Old : 41,687: 12,622 22,732 16,199 2,960 12,512 0 1,352 0 233 1,962 58: 63 111
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 1,087: 1,407 1,449 -16 0 -62 -150 0 -225 75 0 25: 33 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 54.5 38.9 7.1 30.0 0.0 3.2 0.0 0.6 4.7 0.1: 0.2 0.3
Old : 100.0: 30.3 54.5 38.9 7.1 30.0 0.0 3.2 0.0 0.6 4.7 0.1: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 23 26 15 5 14 0 . 0 . . .:
Old : 58: 23 26 15 5 14 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 29.4 64.4 45.4 33.4 15.5 40.5 27.2
Old : 48.2 29.4 64.4 45.4 33.4 15.5 40.5 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 85,934: 9,695 4,264 36,022 11,115 28,740 5,951 26,378 1,288 0 7,294 1,062: 3,176 5,793
Old : 85,934: 9,695 4,264 36,022 11,115 28,740 5,951 26,378 1,288 0 7,294 1,062: 3,176 5,793
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -19,079: -3,460 -2,462 -3,990 -2,844 -7,451 -1,004 1,149 -1,612 -466 -5,923 -277: -819 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 5.0 41.9 12.9 33.4 6.9 30.7 1.5 0.0 8.5 1.2: 3.7 6.7
Old : 100.0: 11.3 5.0 41.9 12.9 33.4 6.9 30.7 1.5 0.0 8.5 1.2: 3.7 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 6 5 13 8 16 4 7 6 0 4 5:
Old : 44: 6 5 13 8 16 4 7 6 0 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 43.1 64.5 58.9 32.7 35.2 44.1 43.3
Old : 45.6 43.1 64.5 58.9 32.7 35.2 44.1 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 16,925: 5,392 4,560 2,768 7,550 4,190 4,525 25 0 0 550 0: 50 50
Old : 16,925: 5,392 4,560 2,768 7,550 4,190 4,525 25 0 0 550 0: 50 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 0: 0 0 0 0 150 0 0 0 0 0 0: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 26.9 16.4 44.6 24.8 26.7 0.1 0.0 0.0 3.2 0.0: 0.3 0.3
Old : 100.0: 31.9 26.9 16.4 44.6 24.8 26.7 0.1 0.0 0.0 3.2 0.0: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 9 10 6 10 7 . . 0 0 . 0:
Old : 35: 9 10 6 10 7 . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 54.1 80.1 74.4 36.2 36.0 46.8 45.5
Old : 62.2 54.1 80.1 74.4 36.2 36.0 46.8 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 314,398: 111,379 218,823 36,087 5,607 24,259 65,226 2,487 22,073 13,184 6,467 20,294: 21,897 14,389
Old : 314,398: 111,379 218,823 36,087 5,607 24,259 65,226 2,487 22,073 13,184 6,467 20,294: 21,897 14,389
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -8,233: -7,928 -6,575 628 -218 -222 -4,580 -4,653 158 187 -280 1,568: 1,956 1,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 69.6 11.5 1.8 7.7 20.7 0.8 7.0 4.2 2.1 6.5: 7.0 4.6
Old : 100.0: 35.4 69.6 11.5 1.8 7.7 20.7 0.8 7.0 4.2 2.1 6.5: 7.0 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 190: 60 69 17 5 17 53 7 24 13 16 19:
Old : 190: 60 69 17 5 17 53 7 24 13 16 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 26.9 29.1 40.4 8.9 13.2 15.2 20.0
Old : 19.3 26.9 29.1 40.4 8.9 13.2 15.2 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 24,171: 13,599 14,607 2,349 2,554 199 1,751 70 580 651 669 992: 4,050 4,500
Old : 24,171: 13,599 14,607 2,349 2,554 199 1,751 70 580 651 669 992: 4,050 4,500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 29: -137 316 126 -253 -42 0 70 456 -450 0 0: 76 -518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 60.4 9.7 10.6 0.8 7.2 0.3 2.4 2.7 2.8 4.1: 16.8 18.6
Old : 100.0: 56.3 60.4 9.7 10.6 0.8 7.2 0.3 2.4 2.7 2.8 4.1: 16.8 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 16 18 . 4 . . . . . . .:
Old : 37: 16 18 . 4 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 43.1 52.7 58.2 34.6 42.7 49.5 55.3
Old : 35.1 43.1 52.7 58.2 34.6 42.7 49.5 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 5,452: 3,355 4,232 1,388 494 333 100 0 0 122 260 20: 134 113
Old : 5,452: 3,355 4,232 1,388 494 333 100 0 0 122 260 20: 134 113
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 77.6 25.5 9.1 6.1 1.8 0.0 0.0 2.2 4.8 0.4: 2.5 2.1
Old : 100.0: 61.5 77.6 25.5 9.1 6.1 1.8 0.0 0.0 2.2 4.8 0.4: 2.5 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 15 17 8 . 8 . 0 0 . . .:
Old : 39: 15 17 8 . 8 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 44.2 61.7 66.2 40.1 42.6 55.9 61.6
Old : 41.4 44.2 61.7 66.2 40.1 42.6 55.9 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 59,802: 49,011 37,667 6,766 16,991 2,543 485 2,186 35 0 200 0: 962 180
Old : 59,802: 49,011 37,667 6,766 16,991 2,543 485 2,186 35 0 200 0: 962 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 6,111: 6,785 4,377 -970 750 555 -300 230 -1 0 200 0: 42 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 63.0 11.3 28.4 4.3 0.8 3.7 0.1 0.0 0.3 0.0: 1.6 0.3
Old : 100.0: 82.0 63.0 11.3 28.4 4.3 0.8 3.7 0.1 0.0 0.3 0.0: 1.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 21 23 8 5 8 . . . 0 . 0:
Old : 45: 21 23 8 5 8 . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 46.1 74.9 69.8 46.6 38.6 56.1 53.9
Old : 61.9 46.1 74.9 69.8 46.6 38.6 56.1 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 17,916: 13,121 14,626 2,680 1,825 1,465 400 0 0 0 0 0: 250 0
Old : 17,916: 13,121 14,626 2,680 1,825 1,465 400 0 0 0 0 0: 250 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 1,587: 1,887 1,437 -100 150 0 0 0 0 -200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 81.6 15.0 10.2 8.2 2.2 0.0 0.0 0.0 0.0 0.0: 1.4 0.0
Old : 100.0: 73.2 81.6 15.0 10.2 8.2 2.2 0.0 0.0 0.0 0.0 0.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 13 18 7 . . . 0 0 0 0 0:
Old : 31: 13 18 7 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 74.4 80.4 89.9 52.7 56.5 59.9 65.3
Old : 65.0 74.4 80.4 89.9 52.7 56.5 59.9 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 6,774: 2,015 3,245 2,314 1,334 1,145 750 0 0 100 850 50: 400 150
Old : 6,774: 2,015 3,245 2,314 1,334 1,145 750 0 0 100 850 50: 400 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 425: 425 -275 0 -50 0 0 0 0 0 750 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 47.9 34.2 19.7 16.9 11.1 0.0 0.0 1.5 12.5 0.7: 5.9 2.2
Old : 100.0: 29.7 47.9 34.2 19.7 16.9 11.1 0.0 0.0 1.5 12.5 0.7: 5.9 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 14 14 10 7 5 . 0 0 . . .:
Old : 43: 14 14 10 7 5 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 46.6 60.7 70.3 33.1 46.1 48.9 59.7
Old : 40.7 46.6 60.7 70.3 33.1 46.1 48.9 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 17,871: 12,235 14,133 2,096 2,462 876 150 0 0 2,189 0 50: 275 350
Old : 17,871: 12,235 14,133 2,096 2,462 876 150 0 0 2,189 0 50: 275 350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 1,142: 385 1,455 -207 -100 182 0 0 0 907 -300 -125: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 79.1 11.7 13.8 4.9 0.8 0.0 0.0 12.2 0.0 0.3: 1.5 2.0
Old : 100.0: 68.5 79.1 11.7 13.8 4.9 0.8 0.0 0.0 12.2 0.0 0.3: 1.5 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 25 16 7 4 5 . 0 0 . 0 .:
Old : 39: 25 16 7 4 5 . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 61.7 63.3 80.7 42.1 51.9 55.4 66.6
Old : 46.4 61.7 63.3 80.7 42.1 51.9 55.4 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 16,753: 8,573 8,505 4,026 4,716 1,868 0 493 150 886 278 267: 983 476
Old : 16,753: 8,573 8,505 4,026 4,716 1,868 0 493 150 886 278 267: 983 476
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 158: -193 150 157 -39 94 -50 -225 150 0 0 0: 0 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 50.8 24.0 28.2 11.2 0.0 2.9 0.9 5.3 1.7 1.6: 5.9 2.8
Old : 100.0: 51.2 50.8 24.0 28.2 11.2 0.0 2.9 0.9 5.3 1.7 1.6: 5.9 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 19 17 7 8 9 0 . . 4 . .:
Old : 45: 19 17 7 8 9 0 . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 41.5 51.7 56.7 26.4 39.0 41.5 49.5
Old : 30.9 41.5 51.7 56.7 26.4 39.0 41.5 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 14,644: 13,398 8,740 397 3,337 392 0 1,297 90 27 412 27: 313 349
Old : 14,644: 13,398 8,740 397 3,337 392 0 1,297 90 27 412 27: 313 349
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 773: 525 473 45 126 0 0 -81 -3 27 79 0: 179 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 59.7 2.7 22.8 2.7 0.0 8.9 0.6 0.2 2.8 0.2: 2.1 2.4
Old : 100.0: 91.5 59.7 2.7 22.8 2.7 0.0 8.9 0.6 0.2 2.8 0.2: 2.1 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 22 20 . 5 . 0 . . . 4 .:
Old : 42: 22 20 . 5 . 0 . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 44.3 77.9 67.3 50.7 40.9 62.7 56.9
Old : 52.8 44.3 77.9 67.3 50.7 40.9 62.7 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Disaggregated Commitments of Traders - Options and Futures Combined, November 23, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 32,366: 9,285 20,674 9,645 3,065 5,672 0 0 50 6,033 1,418 1,155: 526 332
Old : 32,366: 9,285 20,674 9,645 3,065 5,672 0 0 50 6,033 1,418 1,155: 526 332
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 1,086: 475 600 0 -30 177 0 0 0 284 75 264: -114 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 63.9 29.8 9.5 17.5 0.0 0.0 0.2 18.6 4.4 3.6: 1.6 1.0
Old : 100.0: 28.7 63.9 29.8 9.5 17.5 0.0 0.0 0.2 18.6 4.4 3.6: 1.6 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 17 17 12 5 15 0 0 . 5 . 5:
Old : 51: 17 17 12 5 15 0 0 . 5 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 49.9 49.5 68.3 27.3 48.3 45.5 61.6
Old : 28.9 49.9 49.5 68.3 27.3 48.3 45.5 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 29, 2010