Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 48,785 : : Positions : : 35,011 42,199 7,138 276 5,671 0 0 0 533 0 340 : : : : Changes from: November 15, 2011 : : -1,186 -728 41 -342 632 0 0 0 75 0 -104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 86.5 14.6 0.6 11.6 0.0 0.0 0.0 1.1 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 59 : : 28 34 11 . 12 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 14,553 : : Positions : : 11,652 11,937 746 499 2,017 0 0 0 0 0 0 : : : : Changes from: November 15, 2011 : : 1,503 1,478 -40 35 690 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 82.0 5.1 3.4 13.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 22 . 6 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 11,009 : : Positions : : 6,146 6,353 939 385 2,659 0 0 0 24 293 283 : : : : Changes from: November 15, 2011 : : 308 273 15 -10 32 0 0 0 24 12 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 57.7 8.5 3.5 24.2 0.0 0.0 0.0 0.2 2.7 2.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 27 7 6 12 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 7,086 : : Positions : : 3,752 4,873 1,118 320 811 0 46 25 621 30 263 : : : : Changes from: November 15, 2011 : : 199 275 -2 -9 70 0 0 25 -124 -65 111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 68.8 15.8 4.5 11.4 0.0 0.6 0.4 8.8 0.4 3.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 35 38 9 5 14 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165H Open Interest is 3,735 : : Positions : : 2,324 1,797 363 125 374 0 0 0 0 0 0 : : : : Changes from: November 15, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 48.1 9.7 3.3 10.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 15 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 3,133 : : Positions : : 1,444 1,405 245 411 423 120 0 90 190 548 6 : : : : Changes from: November 15, 2011 : : 23 133 10 -75 23 0 0 0 0 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 44.8 7.8 13.1 13.5 3.8 0.0 2.9 6.1 17.5 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 14 . 6 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 1,377 : : Positions : : 1,011 694 0 83 148 0 0 0 0 95 15 : : : : Changes from: November 15, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 50.4 0.0 6.0 10.7 0.0 0.0 0.0 0.0 6.9 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 10 0 . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 1,641 : : Positions : : 795 917 125 53 167 0 0 0 58 135 6 : : : : Changes from: November 15, 2011 : : -38 -85 -9 0 -4 0 0 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 55.9 7.6 3.2 10.2 0.0 0.0 0.0 3.5 8.2 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165R Open Interest is 3,466 : : Positions : : 3,328 3,311 40 57 83 0 0 0 0 0 0 : : : : Changes from: November 15, 2011 : : 655 640 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 95.5 1.2 1.6 2.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 9,625 : : Positions : : 8,383 8,480 484 100 728 0 0 0 0 0 0 : : : : Changes from: November 15, 2011 : : -235 -260 0 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 88.1 5.0 1.0 7.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 11 5 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 27,805 : : Positions : : 22,484 23,158 2,763 1,666 2,282 0 0 0 0 423 276 : : : : Changes from: November 15, 2011 : : 1,982 1,823 -54 -70 153 0 0 0 0 175 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 83.3 9.9 6.0 8.2 0.0 0.0 0.0 0.0 1.5 1.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 18 5 6 10 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 286,748 : : Positions : : 81,949 166,040 53,891 10,193 17,607 47,579 6,894 17,977 10,836 30,615 12,428 : : : : Changes from: November 15, 2011 : : 4,000 -7,511 -2,336 2,813 347 -3,086 111 -4,666 477 -468 -1,726 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 57.9 18.8 3.6 6.1 16.6 2.4 6.3 3.8 10.7 4.3 : : : : Number of Traders in Each Category Total Traders: 171 : : 57 67 18 4 17 38 8 18 11 18 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 14,248 : : Positions : : 9,531 8,201 1,208 2,561 1,935 200 0 0 750 851 550 : : : : Changes from: November 15, 2011 : : 490 750 451 -30 57 0 0 -150 700 271 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 57.6 8.5 18.0 13.6 1.4 0.0 0.0 5.3 6.0 3.9 : : : : Number of Traders in Each Category Total Traders: 66 : : 31 35 7 6 10 . 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 8,049 : : Positions : : 5,090 5,150 825 1,229 995 653 0 100 200 410 0 : : : : Changes from: November 15, 2011 : : 275 0 -75 50 150 -150 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 64.0 10.2 15.3 12.4 8.1 0.0 1.2 2.5 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 12 4 4 7 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 10,308 : : Positions : : 7,334 6,712 3 585 177 732 57 164 325 1,098 808 : : : : Changes from: November 15, 2011 : : 104 -505 -36 118 -93 -138 10 14 15 305 -383 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 65.1 0.0 5.7 1.7 7.1 0.6 1.6 3.2 10.7 7.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 21 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 18,954 : : Positions : : 17,785 15,608 20 940 444 0 7 33 436 1,427 127 : : : : Changes from: November 15, 2011 : : 618 494 12 -15 -41 0 0 0 335 27 96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 82.3 0.1 5.0 2.3 0.0 0.0 0.2 2.3 7.5 0.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 37 42 . . . 0 . . . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 2,669 : : Positions : : 1,724 1,534 24 39 28 0 35 186 30 121 17 : : : : Changes from: November 15, 2011 : : 515 424 0 0 0 0 -7 -13 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 57.5 0.9 1.5 1.0 0.0 1.3 7.0 1.1 4.5 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 20 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 1,437 : : Positions : : 998 1,114 4 0 32 0 0 0 128 0 0 : : : : Changes from: November 15, 2011 : : 230 191 0 0 0 0 0 0 50 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 77.5 0.3 0.0 2.2 0.0 0.0 0.0 8.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 20 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 414,152 : : Positions : : 118,489 121,967 51,246 65,775 68,135 29,307 17,285 23,684 11,607 11,394 92,908 : : : : Changes from: November 15, 2011 : : 5,932 -6,059 -11,035 -5,369 -10,276 5,734 743 6,140 -4,207 4,250 -13,154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 29.4 12.4 15.9 16.5 7.1 4.2 5.7 2.8 2.8 22.4 : : : : Number of Traders in Each Category Total Traders: 121 : : 38 38 14 15 22 14 8 14 13 10 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 1,295,618 : : Positions : : 144,215 265,768 214,000 269,910 215,599 210,899 44,866 182,352 103,053 111,740 146,717 : : : : Changes from: November 15, 2011 : : -13,786 -33,964 -12,642 6,980 -16,261 -19,783 5,980 392 12,617 2,915 -10,680 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 20.5 16.5 20.8 16.6 16.3 3.5 14.1 8.0 8.6 11.3 : : : : Number of Traders in Each Category Total Traders: 318 : : 46 57 23 28 39 73 31 60 41 52 69 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 207,450 : : Positions : : 41,343 29,687 43,537 79,400 32,595 782 0 960 46,412 15,455 4,078 : : : : Changes from: November 15, 2011 : : 401 542 -806 -590 1,283 12 0 264 1,388 -2,231 -518 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.9 14.3 21.0 38.3 15.7 0.4 0.0 0.5 22.4 7.4 2.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 7 7 7 9 13 . 0 . 4 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 15,816 : : Positions : : 7,245 11,072 5,623 1,556 2,020 0 0 0 525 766 125 : : : : Changes from: November 15, 2011 : : 1,321 927 276 650 89 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 70.0 35.6 9.8 12.8 0.0 0.0 0.0 3.3 4.8 0.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 17 10 . 10 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 56,294 : : Positions : : 5,043 2,076 24,251 16,730 18,296 2,898 4,927 241 0 7,151 1,381 : : : : Changes from: November 15, 2011 : : -4,887 -474 -6,717 -7,900 -2,282 -1,161 -667 -898 0 -1,835 -396 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.0 3.7 43.1 29.7 32.5 5.1 8.8 0.4 0.0 12.7 2.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 4 . 8 9 14 . . . 0 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 27,281 : : Positions : : 200 2,251 12,269 8,515 9,735 2,653 897 200 0 1,995 0 : : : : Changes from: November 15, 2011 : : 0 0 -148 -205 403 -52 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.7 8.3 45.0 31.2 35.7 9.7 3.3 0.7 0.0 7.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : . . 7 5 12 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 11,185 : : Positions : : 3,000 1,570 3,540 7,495 1,970 2,627 0 0 0 100 0 : : : : Changes from: November 15, 2011 : : 0 0 0 30 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 14.0 31.6 67.0 17.6 23.5 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 8 8 6 7 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 285,769 : : Positions : : 109,732 184,954 30,026 9,771 20,006 65,844 10,896 15,900 13,027 15,970 13,487 : : : : Changes from: November 15, 2011 : : -7,048 -14,226 159 -711 -513 -1,874 1,821 -749 -1,306 -860 1,693 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 64.7 10.5 3.4 7.0 23.0 3.8 5.6 4.6 5.6 4.7 : : : : Number of Traders in Each Category Total Traders: 199 : : 62 67 15 6 17 49 14 26 16 14 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 22,788 : : Positions : : 6,238 12,387 546 3,041 526 2,869 0 852 5,658 0 111 : : : : Changes from: November 15, 2011 : : 184 -258 -29 127 225 -283 0 126 24 0 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 54.4 2.4 13.3 2.3 12.6 0.0 3.7 24.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165L Open Interest is 24,705 : : Positions : : 24,210 11,615 0 11,150 0 0 0 0 0 0 0 : : : : Changes from: November 15, 2011 : : -150 -150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.0 47.0 0.0 45.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 13 0 4 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 6,594 : : Positions : : 3,722 4,840 1,716 428 1,136 0 0 0 0 170 0 : : : : Changes from: November 15, 2011 : : 100 0 70 0 30 0 0 0 0 170 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 73.4 26.0 6.5 17.2 0.0 0.0 0.0 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 20 8 . 7 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 59,920 : : Positions : : 53,175 33,174 3,484 24,298 1,785 375 119 51 150 0 0 : : : : Changes from: November 15, 2011 : : 5,489 557 -348 4,390 -15 0 -117 0 -400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 55.4 5.8 40.6 3.0 0.6 0.2 0.1 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 33 23 6 7 8 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 14,800 : : Positions : : 11,210 9,226 2,661 4,715 790 0 50 19 0 0 0 : : : : Changes from: November 15, 2011 : : 1,486 1,556 135 65 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 62.3 18.0 31.9 5.3 0.0 0.3 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 8 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 6,095 : : Positions : : 4,045 2,395 1,150 750 450 0 0 0 450 2,500 0 : : : : Changes from: November 15, 2011 : : 100 125 0 -50 225 0 0 0 450 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 39.3 18.9 12.3 7.4 0.0 0.0 0.0 7.4 41.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 12 5 4 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 5,196 : : Positions : : 2,887 3,431 579 290 1,180 0 0 0 0 76 87 : : : : Changes from: November 15, 2011 : : -106 35 -44 0 -50 0 0 0 0 -232 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 66.0 11.1 5.6 22.7 0.0 0.0 0.0 0.0 1.5 1.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 6 . 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 25,248 : : Positions : : 15,426 13,826 5,594 4,123 2,489 0 3,279 0 620 354 1,099 : : : : Changes from: November 15, 2011 : : 1,532 1,592 354 -370 255 0 0 0 -990 -326 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 54.8 22.2 16.3 9.9 0.0 13.0 0.0 2.5 1.4 4.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 26 29 9 9 11 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565D Open Interest is 5,883 : : Positions : : 3,047 1,549 610 2,136 254 0 1,560 0 1,908 160 0 : : : : Changes from: November 15, 2011 : : 0 0 0 150 0 0 -150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 26.3 10.4 36.3 4.3 0.0 26.5 0.0 32.4 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 7 . 4 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 12,944 : : Positions : : 9,824 7,606 78 3,566 241 1,520 354 820 218 126 150 : : : : Changes from: November 15, 2011 : : 732 446 -45 -44 35 -15 236 -94 0 126 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 58.8 0.6 27.5 1.9 11.7 2.7 6.3 1.7 1.0 1.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 21 . 9 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2011 : 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 35,081 : : Positions : : 15,607 17,974 3,309 10,090 3,918 50 1,400 400 10,879 150 676 : : : : Changes from: November 15, 2011 : : 804 -213 18 1,160 -408 0 25 -25 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 51.2 9.4 28.8 11.2 0.1 4.0 1.1 31.0 0.4 1.9 : : : : Number of Traders in Each Category Total Traders: 53 : : 15 23 8 10 11 . . . 5 . 4 : ----------------------------------------------------------------------------------------------------------------
Updated November 28, 2011