Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 40,302 : : Positions : : 25,098 32,767 9,852 941 4,204 0 0 0 985 2,073 114 : : : : Changes from: November 9, 2010 : : 1,493 1,578 543 175 892 0 0 0 0 233 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 81.3 24.4 2.3 10.4 0.0 0.0 0.0 2.4 5.1 0.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 28 37 12 . 12 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 31,051 : : Positions : : 25,151 24,039 3,074 4,478 2,324 0 0 0 400 0 0 : : : : Changes from: November 9, 2010 : : 765 1,326 -25 -600 -95 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 77.4 9.9 14.4 7.5 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 29 6 4 7 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 5,868 : : Positions : : 2,217 4,075 1,815 0 352 0 0 0 146 216 55 : : : : Changes from: November 9, 2010 : : 40 -24 213 0 87 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 69.4 30.9 0.0 6.0 0.0 0.0 0.0 2.5 3.7 0.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 6 0 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 9,224 : : Positions : : 4,783 4,892 584 675 2,020 0 0 0 508 201 134 : : : : Changes from: November 9, 2010 : : 196 133 -35 138 119 0 0 0 50 40 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 53.0 6.3 7.3 21.9 0.0 0.0 0.0 5.5 2.2 1.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 26 6 9 15 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 7,649 : : Positions : : 3,769 5,443 1,466 68 911 0 0 0 624 410 285 : : : : Changes from: November 9, 2010 : : 211 318 58 0 -32 0 0 0 17 77 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 71.2 19.2 0.9 11.9 0.0 0.0 0.0 8.2 5.4 3.7 : : : : Number of Traders in Each Category Total Traders: 70 : : 35 39 13 . 12 0 0 0 5 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 1,556 : : Positions : : 809 722 95 71 104 0 0 0 0 55 0 : : : : Changes from: November 9, 2010 : : 164 92 0 -72 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 46.4 6.1 4.6 6.7 0.0 0.0 0.0 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 14,327 : : Positions : : 9,276 12,867 3,896 60 960 0 0 0 0 400 0 : : : : Changes from: November 9, 2010 : : 1,023 1,188 225 0 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 89.8 27.2 0.4 6.7 0.0 0.0 0.0 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 11 8 . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 437,282 : : Positions : : 108,193 254,890 83,697 1,958 32,892 57,093 4,247 41,463 9,445 16,630 58,559 : : : : Changes from: November 9, 2010 : : -10,103 -8,760 -816 516 624 -740 -2,449 951 -5 946 875 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 58.3 19.1 0.4 7.5 13.1 1.0 9.5 2.2 3.8 13.4 : : : : Number of Traders in Each Category Total Traders: 184 : : 56 73 16 4 17 43 9 25 13 17 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 19,217 : : Positions : : 12,294 14,273 3,221 325 2,482 50 0 400 425 1,397 325 : : : : Changes from: November 9, 2010 : : 896 1,596 900 -250 -200 -300 0 300 -75 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 74.3 16.8 1.7 12.9 0.3 0.0 2.1 2.2 7.3 1.7 : : : : Number of Traders in Each Category Total Traders: 66 : : 25 34 11 . 10 . 0 . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 7,809 : : Positions : : 2,130 4,027 1,014 1,871 1,861 445 0 0 2,295 0 50 : : : : Changes from: November 9, 2010 : : 0 300 0 90 0 90 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 51.6 13.0 24.0 23.8 5.7 0.0 0.0 29.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 11 11 6 10 5 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 3,914 : : Positions : : 2,066 1,004 106 581 248 0 0 0 161 105 281 : : : : Changes from: November 9, 2010 : : 0 2 -3 0 0 0 0 0 6 -45 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 25.7 2.7 14.8 6.3 0.0 0.0 0.0 4.1 2.7 7.2 : : : : 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 16, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #022A22 Open Interest is 2,977 : : Positions : : 2,147 2,282 350 395 250 0 0 0 130 0 0 : : : : Changes from: November 9, 2010 : : 702 550 0 50 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 76.7 11.8 13.3 8.4 0.0 0.0 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 7,862 : : Positions : : 5,721 5,614 61 436 177 645 26 286 259 752 379 : : : : Changes from: November 9, 2010 : : -79 -28 17 78 -15 -180 26 29 68 -188 -76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 71.4 0.8 5.5 2.3 8.2 0.3 3.6 3.3 9.6 4.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 15 . . . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 7,036 : : Positions : : 6,316 5,133 124 589 278 0 0 0 150 924 0 : : : : Changes from: November 9, 2010 : : 239 155 -36 47 171 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 73.0 1.8 8.4 4.0 0.0 0.0 0.0 2.1 13.1 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 16, 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 2,388 : : Positions : : 2,289 2,200 35 163 10 0 0 0 0 0 0 : : : : Changes from: November 9, 2010 : : 75 64 15 50 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 92.1 1.5 6.8 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,480 : : Positions : : 1,787 1,349 0 0 0 55 150 45 0 31 0 : : : : Changes from: November 9, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 54.4 0.0 0.0 0.0 2.2 6.0 1.8 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 19 0 0 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 2,305 : : Positions : : 1,596 1,671 49 107 77 0 25 0 58 0 37 : : : : Changes from: November 9, 2010 : : 128 100 -5 10 5 0 0 0 18 0 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 72.5 2.1 4.6 3.3 0.0 1.1 0.0 2.5 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 22 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 539,298 : : Positions : : 158,816 197,603 71,630 63,136 106,297 29,383 26,251 38,492 23,130 2,330 86,976 : : : : Changes from: November 9, 2010 : : 8,795 -4,760 1,690 -5,630 -6,567 -5,565 4,727 -6,120 -13,753 -2,080 6,856 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 36.6 13.3 11.7 19.7 5.4 4.9 7.1 4.3 0.4 16.1 : : : : Number of Traders in Each Category Total Traders: 130 : : 36 39 15 16 28 16 9 16 23 7 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 2,403,506 : : Positions : : 348,686 504,886 209,788 293,790 627,944 236,244 57,847 263,906 95,550 61,828 512,412 : : : : Changes from: November 9, 2010 : : -56,886 -71,808 -10,394 7,896 -177,686 -30,253 266 -69,946 1,942 -23,181 -117,617 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.5 21.0 8.7 12.2 26.1 9.8 2.4 11.0 4.0 2.6 21.3 : : : : Number of Traders in Each Category Total Traders: 380 : : 49 61 18 30 44 83 37 74 76 51 105 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 166,352 : : Positions : : 46,503 88,981 0 21,069 6,181 1,603 8,524 8,603 79,264 5,036 23,150 : : : : Changes from: November 9, 2010 : : -666 3,016 0 -240 -493 -463 -266 61 4,541 491 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 53.5 0.0 12.7 3.7 1.0 5.1 5.2 47.6 3.0 13.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 18 17 0 8 7 . 6 . 4 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 242,805 : : Positions : : 51,332 50,803 70,577 65,312 44,561 656 0 801 26,488 15,966 14,112 : : : : Changes from: November 9, 2010 : : -375 567 -393 -1,471 1,071 -84 0 -64 -353 546 166 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.1 20.9 29.1 26.9 18.4 0.3 0.0 0.3 10.9 6.6 5.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 12 12 9 9 16 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 110,856 : : Positions : : 10,197 9,454 7,514 24,158 41,139 16,809 4,361 19,125 3,785 598 9,452 : : : : Changes from: November 9, 2010 : : -2,714 -1,666 -2,312 -5,362 -21,990 -2,496 -385 -6,163 -1,226 -1,186 -6,031 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.2 8.5 6.8 21.8 37.1 15.2 3.9 17.3 3.4 0.5 8.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 6 6 8 9 14 13 5 13 8 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 604,459 : : Positions : : 117,958 92,138 40,337 110,902 278,689 400 587 13,750 44,558 2,009 94,380 : : : : Changes from: November 9, 2010 : : -4,950 -4,961 -2,234 -3,327 -8,843 253 -149 -1,187 -2,262 -441 -3,325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.5 15.2 6.7 18.3 46.1 0.1 0.1 2.3 7.4 0.3 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 16, 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 40,600 : : Positions : : 11,215 21,283 16,215 2,960 12,574 150 1,352 225 158 1,962 33 : : : : Changes from: November 9, 2010 : : 2,166 1,920 -156 -25 1,575 150 -430 175 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 52.4 39.9 7.3 31.0 0.4 3.3 0.6 0.4 4.8 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 23 26 15 5 13 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 105,013 : : Positions : : 13,155 6,726 40,012 13,959 36,191 6,955 25,229 2,900 466 13,217 1,339 : : : : Changes from: November 9, 2010 : : 1,145 -1,490 1,097 -1,525 -3,382 -1,635 456 157 -1,000 2,306 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.5 6.4 38.1 13.3 34.5 6.6 24.0 2.8 0.4 12.6 1.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 8 9 13 10 21 4 7 7 . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 16,925 : : Positions : : 5,392 4,560 2,768 7,550 4,040 4,525 25 0 0 550 0 : : : : Changes from: November 9, 2010 : : 207 -18 0 -25 75 -225 -125 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 26.9 16.4 44.6 23.9 26.7 0.1 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 9 10 6 10 6 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 322,632 : : Positions : : 119,308 225,398 35,459 5,826 24,481 69,806 7,140 21,914 12,998 6,747 18,726 : : : : Changes from: November 9, 2010 : : -10,289 -4,508 -1,310 14 1,268 5,982 -2,317 462 288 1,319 -137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 69.9 11.0 1.8 7.6 21.6 2.2 6.8 4.0 2.1 5.8 : : : : Number of Traders in Each Category Total Traders: 215 : : 68 77 16 6 16 62 10 31 13 19 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 24,142 : : Positions : : 13,736 14,291 2,223 2,807 241 1,751 0 124 1,101 669 992 : : : : Changes from: November 9, 2010 : : 372 606 135 33 0 0 0 0 69 0 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 59.2 9.2 11.6 1.0 7.3 0.0 0.5 4.6 2.8 4.1 : : : : 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 16, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 5,402 : : Positions : : 3,305 4,182 1,388 494 333 100 0 0 122 260 20 : : : : Changes from: November 9, 2010 : : 236 436 150 0 0 0 0 0 0 -50 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 77.4 25.7 9.1 6.2 1.9 0.0 0.0 2.3 4.8 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 15 17 8 . 8 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 53,691 : : Positions : : 42,226 33,290 7,736 16,241 1,988 785 1,956 36 0 0 0 : : : : Changes from: November 9, 2010 : : 2,268 835 227 555 -45 0 1,105 -2 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 62.0 14.4 30.2 3.7 1.5 3.6 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 20 8 5 9 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 16,329 : : Positions : : 11,234 13,189 2,780 1,675 1,465 400 0 0 200 0 0 : : : : Changes from: November 9, 2010 : : 755 830 75 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 80.8 17.0 10.3 9.0 2.4 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 18 7 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 6,349 : : Positions : : 1,590 3,520 2,314 1,384 1,145 750 0 0 100 100 50 : : : : Changes from: November 9, 2010 : : -50 75 50 175 0 150 0 0 50 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.0 55.4 36.4 21.8 18.0 11.8 0.0 0.0 1.6 1.6 0.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 13 13 10 7 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 16,729 : : Positions : : 11,850 12,678 2,303 2,562 694 150 0 0 1,282 300 175 : : : : Changes from: November 9, 2010 : : 619 661 -55 35 35 0 0 0 132 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 75.8 13.8 15.3 4.1 0.9 0.0 0.0 7.7 1.8 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 13 7 4 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 16,595 : : Positions : : 8,766 8,355 3,869 4,755 1,774 50 718 0 886 278 267 : : : : Changes from: November 9, 2010 : : 367 816 29 -381 539 0 108 -25 50 -97 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 50.3 23.3 28.7 10.7 0.3 4.3 0.0 5.3 1.7 1.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 20 18 7 8 9 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 13,871 : : Positions : : 12,873 8,267 352 3,211 392 0 1,378 93 0 333 27 : : : : Changes from: November 9, 2010 : : 819 645 0 -90 0 0 156 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 59.6 2.5 23.1 2.8 0.0 9.9 0.7 0.0 2.4 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 19 . 4 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 31,280 : : Positions : : 8,810 20,074 9,645 3,095 5,495 0 0 50 5,749 1,343 891 : : : : Changes from: November 9, 2010 : : -96 -132 -150 0 115 0 0 0 164 0 -114 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 64.2 30.8 9.9 17.6 0.0 0.0 0.2 18.4 4.3 2.8 : : : : Number of Traders in Each Category Total Traders: 50 : : 17 17 12 5 15 0 0 . 4 . 5 : ----------------------------------------------------------------------------------------------------------------
Updated November 19, 2010