Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 48,193 : : Positions : : 34,341 41,465 7,361 410 5,722 0 0 0 405 0 250 : : : : Changes from: November 22, 2011 : : -670 -734 223 134 51 0 0 0 -128 0 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 86.0 15.3 0.9 11.9 0.0 0.0 0.0 0.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 62 : : 26 37 12 . 12 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 15,097 : : Positions : : 11,896 12,081 746 599 2,317 0 0 0 0 0 0 : : : : Changes from: November 22, 2011 : : 244 144 0 100 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 80.0 4.9 4.0 15.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 23 . 6 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 11,214 : : Positions : : 6,331 6,586 900 370 2,649 0 0 0 52 348 253 : : : : Changes from: November 22, 2011 : : 185 233 -39 -15 -10 0 0 0 28 55 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 58.7 8.0 3.3 23.6 0.0 0.0 0.0 0.5 3.1 2.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 29 6 7 13 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 7,462 : : Positions : : 4,038 5,160 1,224 350 795 0 46 25 589 30 301 : : : : Changes from: November 22, 2011 : : 286 287 106 30 -16 0 0 0 -32 0 38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 69.2 16.4 4.7 10.7 0.0 0.6 0.3 7.9 0.4 4.0 : : : : Number of Traders in Each Category Total Traders: 65 : : 37 39 9 5 14 0 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 3,813 : : Positions : : 2,585 1,959 363 175 336 0 0 0 0 0 0 : : : : Changes from: November 22, 2011 : : 261 162 0 50 -38 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 51.4 9.5 4.6 8.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 16 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 3,274 : : Positions : : 1,610 1,507 245 391 472 0 0 90 190 583 6 : : : : Changes from: November 22, 2011 : : 166 102 0 -20 49 -120 0 0 0 35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 46.0 7.5 11.9 14.4 0.0 0.0 2.7 5.8 17.8 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 15 . 6 7 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 1,537 : : Positions : : 1,041 749 0 88 218 0 0 0 25 85 30 : : : : Changes from: November 22, 2011 : : 30 55 0 5 70 0 0 0 25 -10 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 48.7 0.0 5.7 14.2 0.0 0.0 0.0 1.6 5.5 2.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 10 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 1,710 : : Positions : : 831 992 121 95 175 0 0 0 0 60 45 : : : : Changes from: November 22, 2011 : : 36 75 -4 42 8 0 0 0 -58 -75 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 58.0 7.1 5.6 10.2 0.0 0.0 0.0 0.0 3.5 2.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 22, 2011 : : 0 0 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 29, 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 9,550 : : Positions : : 8,258 8,355 534 180 728 0 0 0 0 0 0 : : : : Changes from: November 22, 2011 : : -125 -125 50 80 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 87.5 5.6 1.9 7.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 11 6 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 26,894 : : Positions : : 21,673 22,262 2,788 1,676 2,207 0 0 0 0 523 226 : : : : Changes from: November 22, 2011 : : -811 -896 25 10 -75 0 0 0 0 100 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 82.8 10.4 6.2 8.2 0.0 0.0 0.0 0.0 1.9 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 18 6 5 10 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 271,199 : : Positions : : 78,304 158,915 52,458 7,326 19,005 42,826 7,027 17,204 10,165 26,794 9,326 : : : : Changes from: November 22, 2011 : : -3,645 -7,125 -1,433 -2,867 1,398 -4,753 133 -773 -671 -3,821 -3,102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 58.6 19.3 2.7 7.0 15.8 2.6 6.3 3.7 9.9 3.4 : : : : Number of Traders in Each Category Total Traders: 159 : : 56 70 16 4 15 32 8 20 12 11 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 15,298 : : Positions : : 10,281 8,901 1,323 2,661 2,120 200 0 0 850 1,016 500 : : : : Changes from: November 22, 2011 : : 750 700 115 100 185 0 0 0 100 165 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 58.2 8.6 17.4 13.9 1.3 0.0 0.0 5.6 6.6 3.3 : : : : Number of Traders in Each Category Total Traders: 69 : : 33 36 8 6 10 . 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 8,499 : : Positions : : 5,540 5,345 825 1,484 995 653 0 100 200 410 0 : : : : Changes from: November 22, 2011 : : 450 195 0 255 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 62.9 9.7 17.5 11.7 7.7 0.0 1.2 2.4 4.8 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 29, 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 10,144 : : Positions : : 7,651 6,601 0 658 118 712 84 139 349 1,425 519 : : : : Changes from: November 22, 2011 : : 317 -111 -3 73 -59 -20 27 -25 24 327 -289 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 65.1 0.0 6.5 1.2 7.0 0.8 1.4 3.4 14.0 5.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 20 0 . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 19,158 : : Positions : : 18,042 15,760 23 995 431 0 22 28 456 1,527 80 : : : : Changes from: November 22, 2011 : : 257 152 3 55 -13 0 15 -5 20 100 -47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 82.3 0.1 5.2 2.2 0.0 0.1 0.1 2.4 8.0 0.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 37 43 . . . 0 . . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 2,872 : : Positions : : 1,876 1,724 0 39 8 0 22 203 30 121 17 : : : : Changes from: November 22, 2011 : : 152 190 -24 0 -20 0 -13 17 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 60.0 0.0 1.4 0.3 0.0 0.8 7.1 1.0 4.2 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 19 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 1,858 : : Positions : : 1,225 1,355 64 0 88 0 0 0 104 132 0 : : : : Changes from: November 22, 2011 : : 227 241 60 0 56 0 0 0 -24 132 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 72.9 3.4 0.0 4.7 0.0 0.0 0.0 5.6 7.1 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 21 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 420,262 : : Positions : : 115,970 121,885 49,605 67,304 68,322 29,302 16,799 25,364 13,324 7,075 98,250 : : : : Changes from: November 22, 2011 : : -2,519 -82 -1,641 1,529 187 -5 -486 1,680 1,717 -4,319 5,342 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 29.0 11.8 16.0 16.3 7.0 4.0 6.0 3.2 1.7 23.4 : : : : Number of Traders in Each Category Total Traders: 121 : : 35 38 14 15 21 15 7 14 15 9 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 1,302,512 : : Positions : : 156,238 276,302 209,706 267,472 210,782 212,820 39,425 187,525 95,185 112,101 148,539 : : : : Changes from: November 22, 2011 : : 12,023 10,534 -4,294 -2,438 -4,817 1,921 -5,441 5,173 -7,868 361 1,822 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.0 21.2 16.1 20.5 16.2 16.3 3.0 14.4 7.3 8.6 11.4 : : : : Number of Traders in Each Category Total Traders: 316 : : 43 54 26 25 39 71 29 62 41 55 75 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 208,247 : : Positions : : 41,331 30,040 44,417 79,959 32,464 782 0 960 46,813 18,806 4,299 : : : : Changes from: November 22, 2011 : : -12 353 880 559 -131 0 0 0 401 3,351 221 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.8 14.4 21.3 38.4 15.6 0.4 0.0 0.5 22.5 9.0 2.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 7 7 7 9 13 . 0 . 4 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 18,717 : : Positions : : 8,828 11,946 5,856 1,875 2,554 75 0 75 200 1,158 300 : : : : Changes from: November 22, 2011 : : 1,583 874 233 319 534 75 0 75 -325 392 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 63.8 31.3 10.0 13.6 0.4 0.0 0.4 1.1 6.2 1.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 17 10 6 11 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 57,131 : : Positions : : 5,043 2,076 24,493 16,758 18,099 3,163 4,927 241 660 7,178 1,827 : : : : Changes from: November 22, 2011 : : 0 0 242 28 -197 265 0 0 660 27 446 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.8 3.6 42.9 29.3 31.7 5.5 8.6 0.4 1.2 12.6 3.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 4 . 8 9 14 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 28,963 : : Positions : : 200 2,251 13,115 8,466 10,232 2,592 1,990 200 0 2,420 400 : : : : Changes from: November 22, 2011 : : 0 0 846 -49 497 -61 1,093 0 0 425 400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.7 7.8 45.3 29.2 35.3 8.9 6.9 0.7 0.0 8.4 1.4 : : : : Number of Traders in Each Category Total Traders: 23 : : . . 7 5 12 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 11,335 : : Positions : : 3,150 1,570 3,540 7,645 1,970 2,627 0 0 0 100 0 : : : : Changes from: November 22, 2011 : : 150 0 0 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.8 13.9 31.2 67.4 17.4 23.2 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 9 8 6 7 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 266,266 : : Positions : : 102,190 173,163 28,840 9,983 15,718 61,745 10,517 16,883 12,607 14,322 12,610 : : : : Changes from: November 22, 2011 : : -7,542 -11,791 -1,186 212 -4,288 -4,099 -379 983 -420 -1,648 -877 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 65.0 10.8 3.7 5.9 23.2 3.9 6.3 4.7 5.4 4.7 : : : : Number of Traders in Each Category Total Traders: 192 : : 64 73 15 8 18 44 13 26 14 9 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 23,122 : : Positions : : 6,446 12,337 504 3,108 526 2,801 0 978 5,837 0 90 : : : : Changes from: November 22, 2011 : : 208 -50 -42 67 0 -68 0 126 179 0 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 53.4 2.2 13.4 2.3 12.1 0.0 4.2 25.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 13 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 25,905 : : Positions : : 25,410 11,615 0 12,350 0 0 0 0 0 0 0 : : : : Changes from: November 22, 2011 : : 1,200 0 0 1,200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.1 44.8 0.0 47.7 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 29, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE (1000 U.S. Barrels) : CFTC Code #111A11 Open Interest is 9,546 : : Positions : : 6,999 8,016 1,077 259 258 0 0 0 0 0 0 : : : : Changes from: November 22, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 84.0 11.3 2.7 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 8,504 : : Positions : : 4,747 6,065 1,997 572 1,290 0 0 0 400 507 50 : : : : Changes from: November 22, 2011 : : 1,025 1,225 281 144 154 0 0 0 400 337 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 71.3 23.5 6.7 15.2 0.0 0.0 0.0 4.7 6.0 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 22 7 . 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 59,746 : : Positions : : 52,641 32,662 3,604 24,446 2,055 425 133 2 150 0 0 : : : : Changes from: November 22, 2011 : : -534 -512 120 148 270 50 14 -49 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 54.7 6.0 40.9 3.4 0.7 0.2 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 33 24 6 7 8 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 15,041 : : Positions : : 11,410 9,611 2,746 4,665 765 0 0 0 0 0 0 : : : : Changes from: November 22, 2011 : : 200 385 85 -50 -25 0 -50 -19 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 63.9 18.3 31.0 5.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 8 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 6,845 : : Positions : : 4,620 2,645 1,225 925 450 0 0 0 550 2,825 0 : : : : Changes from: November 22, 2011 : : 575 250 75 175 0 0 0 0 100 325 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 38.6 17.9 13.5 6.6 0.0 0.0 0.0 8.0 41.3 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 13 5 4 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 5,271 : : Positions : : 2,937 3,506 604 290 1,180 0 0 0 0 76 87 : : : : Changes from: November 22, 2011 : : 50 75 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 66.5 11.5 5.5 22.4 0.0 0.0 0.0 0.0 1.4 1.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 6 . 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 26,291 : : Positions : : 16,217 14,333 5,682 4,059 2,553 0 3,879 0 620 190 1,199 : : : : Changes from: November 22, 2011 : : 791 507 88 -64 64 0 600 0 0 -164 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 54.5 21.6 15.4 9.7 0.0 14.8 0.0 2.4 0.7 4.6 : : : : Number of Traders in Each Category Total Traders: 62 : : 25 29 9 9 11 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 6,115 : : Positions : : 3,279 1,631 610 2,136 254 0 1,710 0 1,908 160 0 : : : : Changes from: November 22, 2011 : : 232 82 0 0 0 0 150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 26.7 10.0 34.9 4.2 0.0 28.0 0.0 31.2 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 5 8 . 4 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 13,452 : : Positions : : 10,382 8,087 78 3,629 232 1,500 366 793 218 126 150 : : : : Changes from: November 22, 2011 : : 558 481 0 63 -9 -20 12 -27 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 60.1 0.6 27.0 1.7 11.2 2.7 5.9 1.6 0.9 1.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 22 . 9 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 29, 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 35,711 : : Positions : : 15,937 17,959 3,309 10,135 3,918 50 2,000 400 11,179 150 676 : : : : Changes from: November 22, 2011 : : 330 -15 0 45 0 0 600 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 50.3 9.3 28.4 11.0 0.1 5.6 1.1 31.3 0.4 1.9 : : : : Number of Traders in Each Category Total Traders: 53 : : 15 23 8 10 11 . . . 5 . 4 : ----------------------------------------------------------------------------------------------------------------
Updated December 2, 2011