GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 48,785: 35,011 42,199 7,138 276 5,671 0 0 0 533 0 340: 92 299 Old : 48,785: 35,011 42,199 7,138 276 5,671 0 0 0 533 0 340: 92 299 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : -542: -1,186 -728 41 -342 632 0 0 0 75 0 -104: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.8 86.5 14.6 0.6 11.6 0.0 0.0 0.0 1.1 0.0 0.7: 0.2 0.6 Old : 100.0: 71.8 86.5 14.6 0.6 11.6 0.0 0.0 0.0 1.1 0.0 0.7: 0.2 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 : 59: 28 34 11 . 12 0 0 0 . 0 .: Old : 59: 28 34 11 . 12 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 : 34.8 30.7 55.1 47.4 16.0 12.2 22.7 19.4 Old : 34.8 30.7 55.1 47.4 16.0 12.2 22.7 19.4 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 14,553: 11,652 11,937 746 499 2,017 0 0 0 0 0 0: 138 100 Old : 14,553: 11,652 11,937 746 499 2,017 0 0 0 0 0 0: 138 100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 2,153: 1,503 1,478 -40 35 690 0 0 0 0 -50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.1 82.0 5.1 3.4 13.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.7 Old : 100.0: 80.1 82.0 5.1 3.4 13.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.7 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 : 33: 19 22 . 6 5 0 0 0 0 0 0: Old : 33: 19 22 . 6 5 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 : 39.8 42.9 63.8 65.8 14.5 15.3 22.3 22.4 Old : 39.8 42.9 63.8 65.8 14.5 15.3 22.3 22.4 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 11,009: 6,146 6,353 939 385 2,659 0 0 0 24 293 283: 958 1,036 Old : 11,009: 6,146 6,353 939 385 2,659 0 0 0 24 293 283: 958 1,036 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 409: 308 273 15 -10 32 0 0 0 24 12 64: -34 38 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.8 57.7 8.5 3.5 24.2 0.0 0.0 0.0 0.2 2.7 2.6: 8.7 9.4 Old : 100.0: 55.8 57.7 8.5 3.5 24.2 0.0 0.0 0.0 0.2 2.7 2.6: 8.7 9.4 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 : 45: 23 27 7 6 12 0 0 0 . . 4: Old : 45: 23 27 7 6 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 : 31.5 23.7 52.5 39.5 13.6 8.1 19.0 12.2 Old : 31.5 23.7 52.5 39.5 13.6 8.1 19.0 12.2 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 7,086: 3,752 4,873 1,118 320 811 0 46 25 621 30 263: 496 718 Old : 7,086: 3,752 4,873 1,118 320 811 0 46 25 621 30 263: 496 718 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 299: 199 275 -2 -9 70 0 0 25 -124 -65 111: 20 -108 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.9 68.8 15.8 4.5 11.4 0.0 0.6 0.4 8.8 0.4 3.7: 7.0 10.1 Old : 100.0: 52.9 68.8 15.8 4.5 11.4 0.0 0.6 0.4 8.8 0.4 3.7: 7.0 10.1 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 : 62: 35 38 9 5 14 0 . . 4 . .: Old : 62: 35 38 9 5 14 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 : 31.3 28.6 45.4 41.7 23.7 25.6 35.3 35.0 Old : 31.3 28.6 45.4 41.7 23.7 25.6 35.3 35.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H Disaggregated Commitments of Traders - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 3,735: 2,324 1,797 363 125 374 0 0 0 0 0 0: 674 1,439 Old : 3,735: 2,324 1,797 363 125 374 0 0 0 0 0 0: 674 1,439 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.2 48.1 9.7 3.3 10.0 0.0 0.0 0.0 0.0 0.0 0.0: 18.0 38.5 Old : 100.0: 62.2 48.1 9.7 3.3 10.0 0.0 0.0 0.0 0.0 0.0 0.0: 18.0 38.5 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 : 20: 14 15 . . 4 0 0 0 0 0 0: Old : 20: 14 15 . . 4 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 : 56.0 30.9 69.5 44.5 42.8 14.8 43.8 20.0 Old : 56.0 30.9 69.5 44.5 42.8 14.8 43.8 20.0 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 3,133: 1,444 1,405 245 411 423 120 0 90 190 548 6: 615 250 Old : 3,133: 1,444 1,405 245 411 423 120 0 90 190 548 6: 615 250 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 86: 23 133 10 -75 23 0 0 0 0 -15 0: 30 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.1 44.8 7.8 13.1 13.5 3.8 0.0 2.9 6.1 17.5 0.2: 19.6 8.0 Old : 100.0: 46.1 44.8 7.8 13.1 13.5 3.8 0.0 2.9 6.1 17.5 0.2: 19.6 8.0 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 : 32: 15 14 . 6 7 . 0 . . . .: Old : 32: 15 14 . 6 7 . 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 : 22.0 41.3 38.0 61.6 19.8 29.8 29.7 40.6 Old : 22.0 41.3 38.0 61.6 19.8 29.8 29.7 40.6 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 1,377: 1,011 694 0 83 148 0 0 0 0 95 15: 203 342 Old : 1,377: 1,011 694 0 83 148 0 0 0 0 95 15: 203 342 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.4 50.4 0.0 6.0 10.7 0.0 0.0 0.0 0.0 6.9 1.1: 14.7 24.8 Old : 100.0: 73.4 50.4 0.0 6.0 10.7 0.0 0.0 0.0 0.0 6.9 1.1: 14.7 24.8 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 : 22: 15 10 0 . . 0 0 0 0 . .: Old : 22: 15 10 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 : 32.0 37.8 55.0 57.0 28.9 23.6 42.3 33.0 Old : 32.0 37.8 55.0 57.0 28.9 23.6 42.3 33.0 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 1,641: 795 917 125 53 167 0 0 0 58 135 6: 490 363 Old : 1,641: 795 917 125 53 167 0 0 0 58 135 6: 490 363 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : -38: -38 -85 -9 0 -4 0 0 0 0 -20 0: 13 71 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.4 55.9 7.6 3.2 10.2 0.0 0.0 0.0 3.5 8.2 0.4: 29.9 22.1 Old : 100.0: 48.4 55.9 7.6 3.2 10.2 0.0 0.0 0.0 3.5 8.2 0.4: 29.9 22.1 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 : 21: 12 13 . . . 0 0 0 . . .: Old : 21: 12 13 . . . 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 : 39.0 48.4 57.5 61.5 30.6 42.4 42.4 52.4 Old : 39.0 48.4 57.5 61.5 30.6 42.4 42.4 52.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R Disaggregated Commitments of Traders - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 3,466: 3,328 3,311 40 57 83 0 0 0 0 0 0: 15 15 Old : 3,466: 3,328 3,311 40 57 83 0 0 0 0 0 0: 15 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 655: 655 640 0 0 0 0 0 0 0 0 0: 0 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.0 95.5 1.2 1.6 2.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.4 Old : 100.0: 96.0 95.5 1.2 1.6 2.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.4 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 : 20: 12 12 . . . 0 0 0 0 0 0: Old : 20: 12 12 . . . 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 : 65.5 63.8 91.2 87.5 48.0 52.4 62.9 63.7 Old : 65.5 63.8 91.2 87.5 48.0 52.4 62.9 63.7 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 9,625: 8,383 8,480 484 100 728 0 0 0 0 0 0: 30 317 Old : 9,625: 8,383 8,480 484 100 728 0 0 0 0 0 0: 30 317 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : -235: -235 -260 0 25 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.1 88.1 5.0 1.0 7.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 3.3 Old : 100.0: 87.1 88.1 5.0 1.0 7.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 3.3 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 : 31: 21 11 5 . 4 0 0 0 0 0 0: Old : 31: 21 11 5 . 4 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 : 46.9 68.1 68.9 87.7 44.3 63.3 57.2 68.8 Old : 46.9 68.1 68.9 87.7 44.3 63.3 57.2 68.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 Disaggregated Commitments of Traders - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 27,805: 22,484 23,158 2,763 1,666 2,282 0 0 0 0 423 276: 0 0 Old : 27,805: 22,484 23,158 2,763 1,666 2,282 0 0 0 0 423 276: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 1,906: 1,982 1,823 -54 -70 153 0 0 0 0 175 -175: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.9 83.3 9.9 6.0 8.2 0.0 0.0 0.0 0.0 1.5 1.0: 0.0 0.0 Old : 100.0: 80.9 83.3 9.9 6.0 8.2 0.0 0.0 0.0 0.0 1.5 1.0: 0.0 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 : 37: 19 18 5 6 10 0 0 0 0 . .: Old : 37: 19 18 5 6 10 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 : 48.2 47.3 71.8 68.9 32.9 33.7 44.0 43.4 Old : 48.2 47.3 71.8 68.9 32.9 33.7 44.0 43.4 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 286,748: 81,949 166,040 53,891 10,193 17,607 47,579 6,894 17,977 10,836 30,615 12,428: 44,481 24,994 Old : 286,748: 81,949 166,040 53,891 10,193 17,607 47,579 6,894 17,977 10,836 30,615 12,428: 44,481 24,994 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : -10,826: 4,000 -7,511 -2,336 2,813 347 -3,086 111 -4,666 477 -468 -1,726: -3,836 274 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 57.9 18.8 3.6 6.1 16.6 2.4 6.3 3.8 10.7 4.3: 15.5 8.7 Old : 100.0: 28.6 57.9 18.8 3.6 6.1 16.6 2.4 6.3 3.8 10.7 4.3: 15.5 8.7 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 : 171: 57 67 18 4 17 38 8 18 11 18 22: Old : 171: 57 67 18 4 17 38 8 18 11 18 22: 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 : 13.6 27.5 22.7 40.3 10.1 19.5 17.7 27.0 Old : 13.6 27.5 22.7 40.3 10.1 19.5 17.7 27.0 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 14,248: 9,531 8,201 1,208 2,561 1,935 200 0 0 750 851 550: 74 150 Old : 14,248: 9,531 8,201 1,208 2,561 1,935 200 0 0 750 851 550: 74 150 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 998: 490 750 451 -30 57 0 0 -150 700 271 50: -600 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.9 57.6 8.5 18.0 13.6 1.4 0.0 0.0 5.3 6.0 3.9: 0.5 1.1 Old : 100.0: 66.9 57.6 8.5 18.0 13.6 1.4 0.0 0.0 5.3 6.0 3.9: 0.5 1.1 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 : 66: 31 35 7 6 10 . 0 0 . 5 .: Old : 66: 31 35 7 6 10 . 0 0 . 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 : 27.6 26.9 45.1 42.5 21.8 24.3 36.3 35.9 Old : 27.6 26.9 45.1 42.5 21.8 24.3 36.3 35.9 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 8,049: 5,090 5,150 825 1,229 995 653 0 100 200 410 0: 186 165 Old : 8,049: 5,090 5,150 825 1,229 995 653 0 100 200 410 0: 186 165 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 200: 275 0 -75 50 150 -150 0 0 0 100 0: 0 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.2 64.0 10.2 15.3 12.4 8.1 0.0 1.2 2.5 5.1 0.0: 2.3 2.0 Old : 100.0: 63.2 64.0 10.2 15.3 12.4 8.1 0.0 1.2 2.5 5.1 0.0: 2.3 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 : 40: 16 12 4 4 7 . 0 . . . 0: Old : 40: 16 12 4 4 7 . 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 : 39.3 43.7 55.3 63.6 23.9 39.7 38.6 54.4 Old : 39.3 43.7 55.3 63.6 23.9 39.7 38.6 54.4 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 10,308: 7,334 6,712 3 585 177 732 57 164 325 1,098 808: 765 707 Old : 10,308: 7,334 6,712 3 585 177 732 57 164 325 1,098 808: 765 707 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : -840: 104 -505 -36 118 -93 -138 10 14 15 305 -383: -323 -306 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.1 65.1 0.0 5.7 1.7 7.1 0.6 1.6 3.2 10.7 7.8: 7.4 6.9 Old : 100.0: 71.1 65.1 0.0 5.7 1.7 7.1 0.6 1.6 3.2 10.7 7.8: 7.4 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 : 34: 17 21 . . . . . . 4 . 4: Old : 34: 17 21 . . . . . . 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 : 45.7 46.0 65.6 69.7 27.0 27.3 36.1 37.7 Old : 45.7 46.0 65.6 69.7 27.0 27.3 36.1 37.7 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 18,954: 17,785 15,608 20 940 444 0 7 33 436 1,427 127: 109 368 Old : 18,954: 17,785 15,608 20 940 444 0 7 33 436 1,427 127: 109 368 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 544: 618 494 12 -15 -41 0 0 0 335 27 96: -476 -17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.8 82.3 0.1 5.0 2.3 0.0 0.0 0.2 2.3 7.5 0.7: 0.6 1.9 Old : 100.0: 93.8 82.3 0.1 5.0 2.3 0.0 0.0 0.2 2.3 7.5 0.7: 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 : 62: 37 42 . . . 0 . . . 7 5: Old : 62: 37 42 . . . 0 . . . 7 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 : 32.9 30.1 52.9 50.2 24.8 27.8 37.6 36.8 Old : 32.9 30.1 52.9 50.2 24.8 27.8 37.6 36.8 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 2,669: 1,724 1,534 24 39 28 0 35 186 30 121 17: 660 709 Old : 2,669: 1,724 1,534 24 39 28 0 35 186 30 121 17: 660 709 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 308: 515 424 0 0 0 0 -7 -13 30 0 0: -224 -96 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.6 57.5 0.9 1.5 1.0 0.0 1.3 7.0 1.1 4.5 0.6: 24.7 26.6 Old : 100.0: 64.6 57.5 0.9 1.5 1.0 0.0 1.3 7.0 1.1 4.5 0.6: 24.7 26.6 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 : 27: 19 20 . . . 0 . . . . .: Old : 27: 19 20 . . . 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 : 26.9 26.9 42.7 42.6 19.7 18.4 26.8 24.6 Old : 26.9 26.9 42.7 42.6 19.7 18.4 26.8 24.6 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 1,437: 998 1,114 4 0 32 0 0 0 128 0 0: 275 291 Old : 1,437: 998 1,114 4 0 32 0 0 0 128 0 0: 275 291 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 126: 230 191 0 0 0 0 0 0 50 0 -5: -149 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.5 77.5 0.3 0.0 2.2 0.0 0.0 0.0 8.9 0.0 0.0: 19.1 20.3 Old : 100.0: 69.5 77.5 0.3 0.0 2.2 0.0 0.0 0.0 8.9 0.0 0.0: 19.1 20.3 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 : 31: 23 20 . 0 . 0 0 0 . 0 0: Old : 31: 23 20 . 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 : 30.9 27.1 46.6 43.8 28.3 25.5 41.1 40.6 Old : 30.9 27.1 46.6 43.8 28.3 25.5 41.1 40.6 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 414,152: 118,489 121,967 51,246 65,775 68,135 29,307 17,285 23,684 11,607 11,394 92,908: 18,776 13,004 Old : 414,152: 118,489 121,967 51,246 65,775 68,135 29,307 17,285 23,684 11,607 11,394 92,908: 18,776 13,004 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : -24,804: 5,932 -6,059 -11,035 -5,369 -10,276 5,734 743 6,140 -4,207 4,250 -13,154: -3,938 -1,079 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 29.4 12.4 15.9 16.5 7.1 4.2 5.7 2.8 2.8 22.4: 4.5 3.1 Old : 100.0: 28.6 29.4 12.4 15.9 16.5 7.1 4.2 5.7 2.8 2.8 22.4: 4.5 3.1 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 : 121: 38 38 14 15 22 14 8 14 13 10 27: Old : 121: 38 38 14 15 22 14 8 14 13 10 27: 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 : 23.3 26.1 35.5 37.6 9.2 11.4 15.6 18.7 Old : 23.3 26.1 35.5 37.6 9.2 11.4 15.6 18.7 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 1,295,618: 144,215 265,768 214,000 269,910 215,599 210,899 44,866 182,352 103,053 111,740 146,717: 78,783 58,666 Old : 1,295,618: 144,215 265,768 214,000 269,910 215,599 210,899 44,866 182,352 103,053 111,740 146,717: 78,783 58,666 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : -61,507: -13,786 -33,964 -12,642 6,980 -16,261 -19,783 5,980 392 12,617 2,915 -10,680: -1,364 -16,869 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 20.5 16.5 20.8 16.6 16.3 3.5 14.1 8.0 8.6 11.3: 6.1 4.5 Old : 100.0: 11.1 20.5 16.5 20.8 16.6 16.3 3.5 14.1 8.0 8.6 11.3: 6.1 4.5 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 : 318: 46 57 23 28 39 73 31 60 41 52 69: Old : 318: 46 57 23 28 39 73 31 60 41 52 69: 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 : 20.1 13.5 30.6 24.1 16.1 11.6 21.6 18.3 Old : 20.1 13.5 30.6 24.1 16.1 11.6 21.6 18.3 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 207,450: 41,343 29,687 43,537 79,400 32,595 782 0 960 46,412 15,455 4,078: 37,743 45,275 Old : 207,450: 41,343 29,687 43,537 79,400 32,595 782 0 960 46,412 15,455 4,078: 37,743 45,275 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 3,427: 401 542 -806 -590 1,283 12 0 264 1,388 -2,231 -518: 1,403 4,677 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.9 14.3 21.0 38.3 15.7 0.4 0.0 0.5 22.4 7.4 2.0: 18.2 21.8 Old : 100.0: 19.9 14.3 21.0 38.3 15.7 0.4 0.0 0.5 22.4 7.4 2.0: 18.2 21.8 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 : 36: 7 7 7 9 13 . 0 . 4 7 7: Old : 36: 7 7 7 9 13 . 0 . 4 7 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 : 40.1 30.1 57.5 48.0 38.1 26.8 52.2 40.2 Old : 40.1 30.1 57.5 48.0 38.1 26.8 52.2 40.2 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 15,816: 7,245 11,072 5,623 1,556 2,020 0 0 0 525 766 125: 278 277 Old : 15,816: 7,245 11,072 5,623 1,556 2,020 0 0 0 525 766 125: 278 277 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 1,942: 1,321 927 276 650 89 0 0 0 0 0 0: 256 276 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.8 70.0 35.6 9.8 12.8 0.0 0.0 0.0 3.3 4.8 0.8: 1.8 1.8 Old : 100.0: 45.8 70.0 35.6 9.8 12.8 0.0 0.0 0.0 3.3 4.8 0.8: 1.8 1.8 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 : 43: 19 17 10 . 10 0 0 0 . . .: Old : 43: 19 17 10 . 10 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 : 37.2 51.6 58.1 70.1 32.8 45.5 43.2 56.6 Old : 37.2 51.6 58.1 70.1 32.8 45.5 43.2 56.6 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 56,294: 5,043 2,076 24,251 16,730 18,296 2,898 4,927 241 0 7,151 1,381: 4,184 5,492 Old : 56,294: 5,043 2,076 24,251 16,730 18,296 2,898 4,927 241 0 7,151 1,381: 4,184 5,492 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : -14,568: -4,887 -474 -6,717 -7,900 -2,282 -1,161 -667 -898 0 -1,835 -396: 1,773 -116 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 3.7 43.1 29.7 32.5 5.1 8.8 0.4 0.0 12.7 2.5: 7.4 9.8 Old : 100.0: 9.0 3.7 43.1 29.7 32.5 5.1 8.8 0.4 0.0 12.7 2.5: 7.4 9.8 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 : 29: 4 . 8 9 14 . . . 0 . 4: Old : 29: 4 . 8 9 14 . . . 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 : 56.4 44.3 72.1 67.3 38.2 37.8 50.9 48.9 Old : 56.4 44.3 72.1 67.3 38.2 37.8 50.9 48.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Disaggregated Commitments of Traders - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 27,281: 200 2,251 12,269 8,515 9,735 2,653 897 200 0 1,995 0: 2,224 3,688 Old : 27,281: 200 2,251 12,269 8,515 9,735 2,653 897 200 0 1,995 0: 2,224 3,688 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 503: 0 0 -148 -205 403 -52 0 0 0 0 0: 300 305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 8.3 45.0 31.2 35.7 9.7 3.3 0.7 0.0 7.3 0.0: 8.2 13.5 Old : 100.0: 0.7 8.3 45.0 31.2 35.7 9.7 3.3 0.7 0.0 7.3 0.0: 8.2 13.5 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 : 21: . . 7 5 12 . . . 0 . 0: Old : 21: . . 7 5 12 . . . 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 : 56.0 50.0 75.7 67.0 46.0 32.5 54.5 44.0 Old : 56.0 50.0 75.7 67.0 46.0 32.5 54.5 44.0 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 11,185: 3,000 1,570 3,540 7,495 1,970 2,627 0 0 0 100 0: 48 50 Old : 11,185: 3,000 1,570 3,540 7,495 1,970 2,627 0 0 0 100 0: 48 50 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : -30: 0 0 0 30 -30 0 0 0 0 0 0: 0 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.8 14.0 31.6 67.0 17.6 23.5 0.0 0.0 0.0 0.9 0.0: 0.4 0.4 Old : 100.0: 26.8 14.0 31.6 67.0 17.6 23.5 0.0 0.0 0.0 0.9 0.0: 0.4 0.4 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 : 30: 8 8 6 7 4 . 0 0 0 . 0: Old : 30: 8 8 6 7 4 . 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 : 59.7 76.3 81.0 87.3 54.5 63.0 72.2 73.3 Old : 59.7 76.3 81.0 87.3 54.5 63.0 72.2 73.3 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 285,769: 109,732 184,954 30,026 9,771 20,006 65,844 10,896 15,900 13,027 15,970 13,487: 17,747 14,785 Old : 285,769: 109,732 184,954 30,026 9,771 20,006 65,844 10,896 15,900 13,027 15,970 13,487: 17,747 14,785 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : -11,780: -7,048 -14,226 159 -711 -513 -1,874 1,821 -749 -1,306 -860 1,693: -2,142 1,765 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.4 64.7 10.5 3.4 7.0 23.0 3.8 5.6 4.6 5.6 4.7: 6.2 5.2 Old : 100.0: 38.4 64.7 10.5 3.4 7.0 23.0 3.8 5.6 4.6 5.6 4.7: 6.2 5.2 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 : 199: 62 67 15 6 17 49 14 26 16 14 21: Old : 199: 62 67 15 6 17 49 14 26 16 14 21: 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 : 17.8 23.7 26.8 38.3 10.9 15.2 17.9 22.5 Old : 17.8 23.7 26.8 38.3 10.9 15.2 17.9 22.5 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 22,788: 6,238 12,387 546 3,041 526 2,869 0 852 5,658 0 111: 5,988 5,871 Old : 22,788: 6,238 12,387 546 3,041 526 2,869 0 852 5,658 0 111: 5,988 5,871 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 203: 184 -258 -29 127 225 -283 0 126 24 0 -9: -35 -8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.4 54.4 2.4 13.3 2.3 12.6 0.0 3.7 24.8 0.0 0.5: 26.3 25.8 Old : 100.0: 27.4 54.4 2.4 13.3 2.3 12.6 0.0 3.7 24.8 0.0 0.5: 26.3 25.8 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 : 26: 9 14 . . . . 0 . . 0 .: Old : 26: 9 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 : 52.3 38.1 66.0 56.3 48.1 36.2 60.7 53.6 Old : 52.3 38.1 66.0 56.3 48.1 36.2 60.7 53.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L Disaggregated Commitments of Traders - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 24,705: 24,210 11,615 0 11,150 0 0 0 0 0 0 0: 495 1,940 Old : 24,705: 24,210 11,615 0 11,150 0 0 0 0 0 0 0: 495 1,940 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : -150: -150 -150 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 98.0 47.0 0.0 45.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 7.9 Old : 100.0: 98.0 47.0 0.0 45.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 7.9 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 : 20: 12 13 0 4 0 0 0 0 0 0 0: Old : 20: 12 13 0 4 0 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 : 81.3 53.7 93.9 77.4 78.6 52.4 84.1 72.4 Old : 81.3 53.7 93.9 77.4 78.6 52.4 84.1 72.4 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 6,594: 3,722 4,840 1,716 428 1,136 0 0 0 0 170 0: 20 20 Old : 6,594: 3,722 4,840 1,716 428 1,136 0 0 0 0 170 0: 20 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 200: 100 0 70 0 30 0 0 0 0 170 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.4 73.4 26.0 6.5 17.2 0.0 0.0 0.0 0.0 2.6 0.0: 0.3 0.3 Old : 100.0: 56.4 73.4 26.0 6.5 17.2 0.0 0.0 0.0 0.0 2.6 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 : 38: 19 20 8 . 7 0 0 0 0 . 0: Old : 38: 19 20 8 . 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 : 37.9 41.1 64.9 68.6 33.5 29.8 45.9 45.3 Old : 37.9 41.1 64.9 68.6 33.5 29.8 45.9 45.3 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 59,920: 53,175 33,174 3,484 24,298 1,785 375 119 51 150 0 0: 900 493 Old : 59,920: 53,175 33,174 3,484 24,298 1,785 375 119 51 150 0 0: 900 493 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 4,736: 5,489 557 -348 4,390 -15 0 -117 0 -400 0 0: 10 -79 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.7 55.4 5.8 40.6 3.0 0.6 0.2 0.1 0.3 0.0 0.0: 1.5 0.8 Old : 100.0: 88.7 55.4 5.8 40.6 3.0 0.6 0.2 0.1 0.3 0.0 0.0: 1.5 0.8 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 : 54: 33 23 6 7 8 . . . . 0 0: Old : 54: 33 23 6 7 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 : 60.7 54.7 73.4 71.5 47.9 48.6 57.8 61.6 Old : 60.7 54.7 73.4 71.5 47.9 48.6 57.8 61.6 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 14,800: 11,210 9,226 2,661 4,715 790 0 50 19 0 0 0: 120 0 Old : 14,800: 11,210 9,226 2,661 4,715 790 0 50 19 0 0 0: 120 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 1,616: 1,486 1,556 135 65 -5 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.7 62.3 18.0 31.9 5.3 0.0 0.3 0.1 0.0 0.0 0.0: 0.8 0.0 Old : 100.0: 75.7 62.3 18.0 31.9 5.3 0.0 0.3 0.1 0.0 0.0 0.0: 0.8 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 : 25: 11 13 8 . . 0 . . 0 0 0: Old : 25: 11 13 8 . . 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 : 63.2 82.2 79.4 94.5 41.5 59.2 55.1 62.5 Old : 63.2 82.2 79.4 94.5 41.5 59.2 55.1 62.5 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 6,095: 4,045 2,395 1,150 750 450 0 0 0 450 2,500 0: 0 0 Old : 6,095: 4,045 2,395 1,150 750 450 0 0 0 450 2,500 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 325: 100 125 0 -50 225 0 0 0 450 25 0: -450 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.4 39.3 18.9 12.3 7.4 0.0 0.0 0.0 7.4 41.0 0.0: 0.0 0.0 Old : 100.0: 66.4 39.3 18.9 12.3 7.4 0.0 0.0 0.0 7.4 41.0 0.0: 0.0 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 : 37: 18 12 5 4 4 0 0 0 . . 0: Old : 37: 18 12 5 4 4 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 : 37.2 73.3 61.0 86.1 37.2 71.5 57.3 81.6 Old : 37.2 73.3 61.0 86.1 37.2 71.5 57.3 81.6 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 5,196: 2,887 3,431 579 290 1,180 0 0 0 0 76 87: 463 132 Old : 5,196: 2,887 3,431 579 290 1,180 0 0 0 0 76 87: 463 132 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : -175: -106 35 -44 0 -50 0 0 0 0 -232 0: 25 72 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.6 66.0 11.1 5.6 22.7 0.0 0.0 0.0 0.0 1.5 1.7: 8.9 2.5 Old : 100.0: 55.6 66.0 11.1 5.6 22.7 0.0 0.0 0.0 0.0 1.5 1.7: 8.9 2.5 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 : 26: 13 13 6 . 4 0 0 0 0 . .: Old : 26: 13 13 6 . 4 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 : 49.5 49.5 70.2 80.1 28.2 29.4 36.5 41.2 Old : 49.5 49.5 70.2 80.1 28.2 29.4 36.5 41.2 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 25,248: 15,426 13,826 5,594 4,123 2,489 0 3,279 0 620 354 1,099: 20 78 Old : 25,248: 15,426 13,826 5,594 4,123 2,489 0 3,279 0 620 354 1,099: 20 78 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 1,381: 1,532 1,592 354 -370 255 0 0 0 -990 -326 230: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.1 54.8 22.2 16.3 9.9 0.0 13.0 0.0 2.5 1.4 4.4: 0.1 0.3 Old : 100.0: 61.1 54.8 22.2 16.3 9.9 0.0 13.0 0.0 2.5 1.4 4.4: 0.1 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 : 63: 26 29 9 9 11 0 . 0 . . 4: Old : 63: 26 29 9 9 11 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 : 31.8 35.6 52.7 51.4 25.8 33.1 42.3 43.7 Old : 31.8 35.6 52.7 51.4 25.8 33.1 42.3 43.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D Disaggregated Commitments of Traders - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 5,883: 3,047 1,549 610 2,136 254 0 1,560 0 1,908 160 0: 64 224 Old : 5,883: 3,047 1,549 610 2,136 254 0 1,560 0 1,908 160 0: 64 224 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 0: 0 0 0 150 0 0 -150 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.8 26.3 10.4 36.3 4.3 0.0 26.5 0.0 32.4 2.7 0.0: 1.1 3.8 Old : 100.0: 51.8 26.3 10.4 36.3 4.3 0.0 26.5 0.0 32.4 2.7 0.0: 1.1 3.8 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 : 20: 5 7 . 4 . 0 . 0 . . 0: Old : 20: 5 7 . 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 : 85.3 67.2 97.7 84.7 78.7 67.2 86.6 79.0 Old : 85.3 67.2 97.7 84.7 78.7 67.2 86.6 79.0 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 12,944: 9,824 7,606 78 3,566 241 1,520 354 820 218 126 150: 93 81 Old : 12,944: 9,824 7,606 78 3,566 241 1,520 354 820 218 126 150: 93 81 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 588: 732 446 -45 -44 35 -15 236 -94 0 126 0: -25 -117 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.9 58.8 0.6 27.5 1.9 11.7 2.7 6.3 1.7 1.0 1.2: 0.7 0.6 Old : 100.0: 75.9 58.8 0.6 27.5 1.9 11.7 2.7 6.3 1.7 1.0 1.2: 0.7 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 : 50: 28 21 . 9 5 . . . . . .: Old : 50: 28 21 . 9 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 : 42.3 43.7 64.4 64.9 41.3 39.2 55.0 54.4 Old : 42.3 43.7 64.4 64.9 41.3 39.2 55.0 54.4 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 - Futures Only, November 22, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 35,081: 15,607 17,974 3,309 10,090 3,918 50 1,400 400 10,879 150 676: 242 473 Old : 35,081: 15,607 17,974 3,309 10,090 3,918 50 1,400 400 10,879 150 676: 242 473 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2011 : : 389: 804 -213 18 1,160 -408 0 25 -25 0 -150 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.5 51.2 9.4 28.8 11.2 0.1 4.0 1.1 31.0 0.4 1.9: 0.7 1.3 Old : 100.0: 44.5 51.2 9.4 28.8 11.2 0.1 4.0 1.1 31.0 0.4 1.9: 0.7 1.3 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 : 53: 15 23 8 10 11 . . . 5 . 4: Old : 53: 15 23 8 10 11 . . . 5 . 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 : 61.4 48.3 72.8 62.8 59.1 46.9 67.6 56.7 Old : 61.4 48.3 72.8 62.8 59.1 46.9 67.6 56.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 28, 2011