Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 37,406 : : Positions : : 23,605 31,189 9,309 766 3,312 0 0 0 985 1,840 114 : : : : Changes from: November 2, 2010 : : 1,892 1,986 817 -113 256 0 0 0 -739 -39 -49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 83.4 24.9 2.0 8.9 0.0 0.0 0.0 2.6 4.9 0.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 27 36 12 . 12 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 30,420 : : Positions : : 24,386 22,713 3,099 5,078 2,419 0 0 0 400 0 0 : : : : Changes from: November 2, 2010 : : 1,746 1,641 50 100 250 0 0 0 -69 0 -295 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 74.7 10.2 16.7 8.0 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 28 6 4 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 5,684 : : Positions : : 2,177 4,099 1,602 0 265 0 0 0 146 216 55 : : : : Changes from: November 2, 2010 : : 84 171 55 0 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 72.1 28.2 0.0 4.7 0.0 0.0 0.0 2.6 3.8 1.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 5 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 8,907 : : Positions : : 4,587 4,759 619 537 1,901 0 0 0 458 161 119 : : : : Changes from: November 2, 2010 : : 315 23 -45 85 -11 0 0 0 -87 10 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 53.4 6.9 6.0 21.3 0.0 0.0 0.0 5.1 1.8 1.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 25 6 8 14 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 7,349 : : Positions : : 3,558 5,125 1,408 68 943 0 0 0 607 333 297 : : : : Changes from: November 2, 2010 : : 95 312 163 -3 -69 0 0 0 112 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 69.7 19.2 0.9 12.8 0.0 0.0 0.0 8.3 4.5 4.0 : : : : Number of Traders in Each Category Total Traders: 65 : : 31 37 13 . 12 0 0 0 4 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 1,410 : : Positions : : 645 630 95 143 94 0 0 0 0 55 0 : : : : Changes from: November 2, 2010 : : -450 -276 -101 -44 -76 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 44.7 6.7 10.1 6.7 0.0 0.0 0.0 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 9 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 13,194 : : Positions : : 8,253 11,679 3,671 60 1,000 0 0 0 0 400 0 : : : : Changes from: November 2, 2010 : : 521 121 -235 0 -15 0 0 0 0 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 88.5 27.8 0.5 7.6 0.0 0.0 0.0 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 11 8 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 446,768 : : Positions : : 118,296 263,650 84,512 1,442 32,268 57,833 6,696 40,512 9,450 15,684 57,684 : : : : Changes from: November 2, 2010 : : -2,375 9,589 -4,561 -944 4,317 14,910 -3,774 -286 198 1,586 4,170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.5 59.0 18.9 0.3 7.2 12.9 1.5 9.1 2.1 3.5 12.9 : : : : Number of Traders in Each Category Total Traders: 172 : : 53 69 16 . 16 39 6 24 14 17 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 17,696 : : Positions : : 11,398 12,677 2,321 575 2,682 350 0 100 500 1,322 325 : : : : Changes from: November 2, 2010 : : 748 1,725 725 150 125 300 0 0 150 197 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 71.6 13.1 3.2 15.2 2.0 0.0 0.6 2.8 7.5 1.8 : : : : Number of Traders in Each Category Total Traders: 65 : : 24 35 10 . 11 . 0 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 7,419 : : Positions : : 2,130 3,727 1,014 1,781 1,861 355 0 0 1,995 0 50 : : : : Changes from: November 2, 2010 : : 250 401 -105 239 105 305 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 50.2 13.7 24.0 25.1 4.8 0.0 0.0 26.9 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 11 10 6 10 5 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 3,868 : : Positions : : 2,066 1,002 109 581 248 0 0 0 155 150 251 : : : : Changes from: November 2, 2010 : : 24 16 3 0 0 0 0 0 -3 -75 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 25.9 2.8 15.0 6.4 0.0 0.0 0.0 4.0 3.9 6.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 . 5 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 2,127 : : Positions : : 1,445 1,732 350 345 50 0 0 0 130 0 0 : : : : Changes from: November 2, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 81.4 16.5 16.2 2.4 0.0 0.0 0.0 6.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 8,114 : : Positions : : 5,800 5,642 44 358 192 825 0 257 191 940 455 : : : : Changes from: November 2, 2010 : : 7 -143 19 10 9 37 0 -6 43 215 -86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 69.5 0.5 4.4 2.4 10.2 0.0 3.2 2.4 11.6 5.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 13 17 . . . 6 0 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 6,623 : : Positions : : 6,077 4,978 160 542 107 0 0 0 150 924 0 : : : : Changes from: November 2, 2010 : : 296 563 -20 15 10 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 75.2 2.4 8.2 1.6 0.0 0.0 0.0 2.3 14.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 20 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 2,278 : : Positions : : 2,214 2,136 20 113 25 0 0 0 0 0 0 : : : : Changes from: November 2, 2010 : : 100 70 -40 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.2 93.8 0.9 5.0 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 18 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 2,092 : : Positions : : 1,468 1,571 54 97 72 0 25 0 40 0 30 : : : : Changes from: November 2, 2010 : : 159 148 13 -5 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 75.1 2.6 4.6 3.4 0.0 1.2 0.0 1.9 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 21 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 549,938 : : Positions : : 150,020 202,363 69,939 68,766 112,864 34,948 21,525 44,612 36,884 4,410 80,120 : : : : Changes from: November 2, 2010 : : 3,210 10,468 3,587 6,288 4,703 2,122 -3,632 -1,141 2,063 1,894 7,638 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 36.8 12.7 12.5 20.5 6.4 3.9 8.1 6.7 0.8 14.6 : : : : Number of Traders in Each Category Total Traders: 135 : : 34 41 14 18 29 15 8 15 24 10 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 2,857,598 : : Positions : : 405,573 576,694 220,181 285,894 805,630 266,497 57,582 333,852 93,608 85,009 630,028 : : : : Changes from: November 2, 2010 : : 24,555 27,988 2,947 14,244 -398 10,287 -4,500 4,103 2,120 7,619 31,759 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.2 20.2 7.7 10.0 28.2 9.3 2.0 11.7 3.3 3.0 22.0 : : : : Number of Traders in Each Category Total Traders: 440 : : 55 64 16 32 42 92 44 90 79 87 129 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 163,336 : : Positions : : 47,169 85,965 0 21,309 6,674 2,065 8,789 8,541 74,723 4,545 23,178 : : : : Changes from: November 2, 2010 : : -645 2,136 0 2,902 -873 -990 -83 197 6,670 78 -450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 52.6 0.0 13.0 4.1 1.3 5.4 5.2 45.7 2.8 14.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 19 18 0 8 7 . 6 . . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 242,401 : : Positions : : 51,707 50,236 70,970 66,783 43,490 740 0 865 26,841 15,420 13,946 : : : : Changes from: November 2, 2010 : : 5,542 4,484 6,821 2,323 1,456 -579 0 177 996 1,732 179 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.3 20.7 29.3 27.6 17.9 0.3 0.0 0.4 11.1 6.4 5.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 11 11 10 8 16 . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 154,855 : : Positions : : 12,912 11,120 9,826 29,520 63,128 19,305 4,746 25,287 5,011 1,784 15,483 : : : : Changes from: November 2, 2010 : : 714 141 -256 4,622 1,361 3,143 -1 672 1,622 526 278 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.3 7.2 6.3 19.1 40.8 12.5 3.1 16.3 3.2 1.2 10.0 : : : : Number of Traders in Each Category Total Traders: 72 : : 9 9 8 11 17 17 7 14 11 9 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 627,566 : : Positions : : 122,908 97,099 42,571 114,229 287,531 146 736 14,937 46,820 2,450 97,705 : : : : Changes from: November 2, 2010 : : 1,093 1,599 465 6,990 10,132 -85 -1,080 7,581 6,254 713 4,096 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.6 15.5 6.8 18.2 45.8 0.0 0.1 2.4 7.5 0.4 15.6 : : : : Number of Traders in Each Category Total Traders: 50 : : 9 9 8 21 28 . . . 8 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 36,685 : : Positions : : 9,049 19,363 16,371 2,985 10,999 0 1,782 50 158 1,362 33 : : : : Changes from: November 2, 2010 : : 925 500 -110 32 708 0 250 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 52.8 44.6 8.1 30.0 0.0 4.9 0.1 0.4 3.7 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 21 25 14 6 13 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 108,841 : : Positions : : 12,010 8,216 38,915 15,484 39,573 8,590 24,773 2,743 1,466 10,911 1,339 : : : : Changes from: November 2, 2010 : : 0 70 -716 556 665 570 -1,966 -442 1,000 1,544 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 7.5 35.8 14.2 36.4 7.9 22.8 2.5 1.3 10.0 1.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 6 7 11 11 20 5 6 8 . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 36,773 : : Positions : : 1,381 2,476 7,837 8,345 16,559 4,445 2,157 2,372 135 750 1,300 : : : : Changes from: November 2, 2010 : : -800 0 -1,054 -327 82 1,845 -262 -480 0 350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.8 6.7 21.3 22.7 45.0 12.1 5.9 6.5 0.4 2.0 3.5 : : : : Number of Traders in Each Category Total Traders: 27 : : . . 8 6 12 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 16,718 : : Positions : : 5,185 4,578 2,768 7,575 3,965 4,750 150 0 0 400 0 : : : : Changes from: November 2, 2010 : : 450 0 -300 150 250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.0 27.4 16.6 45.3 23.7 28.4 0.9 0.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 9 9 6 10 6 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 327,992 : : Positions : : 129,597 229,907 36,769 5,812 23,213 63,823 9,457 21,452 12,710 5,428 18,863 : : : : Changes from: November 2, 2010 : : 12,439 14,928 18 2,739 1,215 4,443 836 -5,312 -388 -142 -223 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 70.1 11.2 1.8 7.1 19.5 2.9 6.5 3.9 1.7 5.8 : : : : Number of Traders in Each Category Total Traders: 201 : : 68 73 15 5 14 51 12 31 11 16 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 23,216 : : Positions : : 13,364 13,685 2,088 2,774 241 1,751 0 124 1,032 669 1,004 : : : : Changes from: November 2, 2010 : : 1,132 853 0 265 0 0 0 0 265 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 58.9 9.0 11.9 1.0 7.5 0.0 0.5 4.4 2.9 4.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 16 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 4,996 : : Positions : : 3,069 3,746 1,238 494 333 100 0 0 122 310 0 : : : : Changes from: November 2, 2010 : : 0 100 50 -50 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 75.0 24.8 9.9 6.7 2.0 0.0 0.0 2.4 6.2 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 14 17 8 . 8 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 51,593 : : Positions : : 39,958 32,455 7,509 15,686 2,033 785 851 38 0 0 0 : : : : Changes from: November 2, 2010 : : 2,851 1,711 -345 910 220 525 390 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 62.9 14.6 30.4 3.9 1.5 1.6 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 20 8 5 8 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 15,549 : : Positions : : 10,479 12,359 2,705 1,675 1,515 400 0 0 200 0 0 : : : : Changes from: November 2, 2010 : : 640 440 -400 0 30 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 79.5 17.4 10.8 9.7 2.6 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 17 7 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 6,099 : : Positions : : 1,640 3,445 2,264 1,209 1,145 600 0 0 50 150 0 : : : : Changes from: November 2, 2010 : : -50 0 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 56.5 37.1 19.8 18.8 9.8 0.0 0.0 0.8 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 12 13 10 7 5 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 15,998 : : Positions : : 11,231 12,017 2,358 2,527 659 150 0 0 1,150 300 175 : : : : Changes from: November 2, 2010 : : 791 589 400 32 40 0 0 0 -530 300 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 75.1 14.7 15.8 4.1 0.9 0.0 0.0 7.2 1.9 1.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 13 6 5 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 15,571 : : Positions : : 8,399 7,539 3,840 5,136 1,235 50 610 25 836 375 203 : : : : Changes from: November 2, 2010 : : 443 153 96 443 -96 0 -37 25 0 192 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 48.4 24.7 33.0 7.9 0.3 3.9 0.2 5.4 2.4 1.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 19 18 6 9 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 13,205 : : Positions : : 12,054 7,622 352 3,301 392 0 1,222 93 0 333 27 : : : : Changes from: November 2, 2010 : : -93 -90 29 89 91 0 0 6 0 45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 57.7 2.7 25.0 3.0 0.0 9.3 0.7 0.0 2.5 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 19 . 4 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 31,411 : : Positions : : 8,906 20,206 9,795 3,095 5,380 0 0 50 5,585 1,343 1,005 : : : : Changes from: November 2, 2010 : : 86 776 0 111 -111 -100 0 0 700 -37 -309 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 64.3 31.2 9.9 17.1 0.0 0.0 0.2 17.8 4.3 3.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 17 16 12 5 15 0 0 . 4 . 5 : ----------------------------------------------------------------------------------------------------------------
Updated November 15, 2010