GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, November 8, 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 : 47,803: 35,345 41,781 6,791 461 4,717 0 0 0 333 25 525: 92 294
Old : 47,803: 35,345 41,781 6,791 461 4,717 0 0 0 333 25 525: 92 294
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -5,780: -3,575 -4,719 -350 265 -1,094 0 0 0 -693 -35 -58: -10 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 87.4 14.2 1.0 9.9 0.0 0.0 0.0 0.7 0.1 1.1: 0.2 0.6
Old : 100.0: 73.9 87.4 14.2 1.0 9.9 0.0 0.0 0.0 0.7 0.1 1.1: 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 : 57: 28 33 11 . 10 0 0 0 . . .:
Old : 57: 28 33 11 . 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 : 34.9 34.2 55.6 51.2 14.2 10.6 21.5 17.2
Old : 34.9 34.2 55.6 51.2 14.2 10.6 21.5 17.2
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 - Options and Futures Combined, November 8, 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 : 11,849: 9,544 9,904 786 464 1,381 0 0 0 0 0 0: 138 100
Old : 11,849: 9,544 9,904 786 464 1,381 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 1, 2011 :
: -840: -660 -529 -265 -456 160 0 0 0 0 0 0: -75 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 83.6 6.6 3.9 11.7 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 0.8
Old : 100.0: 80.5 83.6 6.6 3.9 11.7 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 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 : 29: 17 19 4 4 4 0 0 0 0 0 0:
Old : 29: 17 19 4 4 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 : 38.2 44.2 62.1 67.3 17.7 22.0 27.5 30.7
Old : 38.2 44.2 62.1 67.3 17.7 22.0 27.5 30.7
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 - Options and Futures Combined, November 8, 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 : 10,086: 5,475 5,532 807 400 2,504 0 0 0 0 318 189: 1,111 1,143
Old : 10,086: 5,475 5,532 807 400 2,504 0 0 0 0 318 189: 1,111 1,143
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -929: -378 -823 -672 -153 218 0 0 0 -132 -46 -4: 39 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 54.8 8.0 4.0 24.8 0.0 0.0 0.0 0.0 3.2 1.9: 11.0 11.3
Old : 100.0: 54.3 54.8 8.0 4.0 24.8 0.0 0.0 0.0 0.0 3.2 1.9: 11.0 11.3
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 : 42: 23 27 5 7 11 0 0 0 0 . .:
Old : 42: 23 27 5 7 11 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 : 33.5 26.3 55.1 42.8 14.3 7.9 19.8 12.8
Old : 33.5 26.3 55.1 42.8 14.3 7.9 19.8 12.8
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 - Options and Futures Combined, November 8, 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 : 6,461: 3,355 4,451 1,112 329 690 0 46 0 791 105 95: 418 745
Old : 6,461: 3,355 4,451 1,112 329 690 0 46 0 791 105 95: 418 745
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -1,590: -1,177 -1,179 156 102 -492 0 46 0 -120 42 -2: 45 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 68.9 17.2 5.1 10.7 0.0 0.7 0.0 12.2 1.6 1.5: 6.5 11.5
Old : 100.0: 51.9 68.9 17.2 5.1 10.7 0.0 0.7 0.0 12.2 1.6 1.5: 6.5 11.5
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 : 61: 34 37 9 5 13 0 . 0 4 . .:
Old : 61: 34 37 9 5 13 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 : 33.0 31.5 48.7 42.5 28.5 27.7 41.4 36.5
Old : 33.0 31.5 48.7 42.5 28.5 27.7 41.4 36.5
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 - Options and Futures Combined, November 8, 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 : 2,877: 1,349 1,155 230 503 385 120 0 90 190 513 6: 507 225
Old : 2,877: 1,349 1,155 230 503 385 120 0 90 190 513 6: 507 225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -501: -301 -493 -1 165 -151 45 0 0 -125 -86 6: 26 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 40.1 8.0 17.5 13.4 4.2 0.0 3.1 6.6 17.8 0.2: 17.6 7.8
Old : 100.0: 46.9 40.1 8.0 17.5 13.4 4.2 0.0 3.1 6.6 17.8 0.2: 17.6 7.8
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 : 30: 14 12 . 6 7 . 0 . . . .:
Old : 30: 14 12 . 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 : 22.6 45.1 39.8 64.2 18.2 33.9 29.3 43.5
Old : 22.6 45.1 39.8 64.2 18.2 33.9 29.3 43.5
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 - Options and Futures Combined, November 8, 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: 784 938 149 63 172 0 0 0 58 155 6: 472 307
Old : 1,641: 784 938 149 63 172 0 0 0 58 155 6: 472 307
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -573: -312 -466 -107 45 -104 0 0 0 58 15 -95: -13 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 57.2 9.1 3.8 10.5 0.0 0.0 0.0 3.5 9.4 0.4: 28.8 18.7
Old : 100.0: 47.8 57.2 9.1 3.8 10.5 0.0 0.0 0.0 3.5 9.4 0.4: 28.8 18.7
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 : 22: 12 12 . . . 0 0 0 . . .:
Old : 22: 12 12 . . . 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 : 41.5 47.8 59.1 62.7 31.9 42.7 43.4 54.4
Old : 41.5 47.8 59.1 62.7 31.9 42.7 43.4 54.4
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 - Options and Futures Combined, November 8, 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 : 9,739: 8,497 8,694 484 0 728 0 0 0 0 0 0: 30 317
Old : 9,739: 8,497 8,694 484 0 728 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 1, 2011 :
: -902: -125 -881 -871 -160 109 0 0 0 0 0 0: -15 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 89.3 5.0 0.0 7.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 3.3
Old : 100.0: 87.2 89.3 5.0 0.0 7.5 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 : 29: 21 11 5 0 4 0 0 0 0 0 0:
Old : 29: 21 11 5 0 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 : 48.9 69.9 69.9 88.9 46.3 64.7 59.1 69.3
Old : 48.9 69.9 69.9 88.9 46.3 64.7 59.1 69.3
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 - Options and Futures Combined, November 8, 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 : 20,989: 15,782 16,675 3,047 1,816 1,799 0 0 0 0 338 361: 0 0
Old : 20,989: 15,782 16,675 3,047 1,816 1,799 0 0 0 0 338 361: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -1,981: -1,861 -895 232 175 -277 0 0 0 0 -909 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 79.4 14.5 8.7 8.6 0.0 0.0 0.0 0.0 1.6 1.7: 0.0 0.0
Old : 100.0: 75.2 79.4 14.5 8.7 8.6 0.0 0.0 0.0 0.0 1.6 1.7: 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: 16 16 5 6 9 0 0 0 0 . .:
Old : 37: 16 16 5 6 9 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 : 57.3 47.8 75.5 69.9 35.1 38.2 48.7 47.9
Old : 57.3 47.8 75.5 69.9 35.1 38.2 48.7 47.9
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 - Options and Futures Combined, November 8, 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 : 370,837: 102,218 201,160 58,858 4,257 25,411 50,574 7,273 25,234 7,905 27,752 41,923: 58,714 37,827
Old : 370,837: 102,218 201,160 58,858 4,257 25,411 50,574 7,273 25,234 7,905 27,752 41,923: 58,714 37,827
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 7,103: -3,672 -4,273 -1,476 1,005 -1,212 2,627 -2,161 3,006 524 3,835 -7,871: 15,178 14,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 54.2 15.9 1.1 6.9 13.6 2.0 6.8 2.1 7.5 11.3: 15.8 10.2
Old : 100.0: 27.6 54.2 15.9 1.1 6.9 13.6 2.0 6.8 2.1 7.5 11.3: 15.8 10.2
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 : 172: 59 68 18 4 21 34 8 26 12 14 21:
Old : 172: 59 68 18 4 21 34 8 26 12 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 : 13.0 22.3 22.4 33.4 8.8 15.9 15.3 21.8
Old : 13.0 22.3 22.4 33.4 8.8 15.9 15.3 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
Disaggregated Commitments of Traders - Options and Futures Combined, November 8, 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 : 73,275: 16,994 19,261 8,730 1,652 17,277 0 0 0 145 4,917 23,418: 6,711 6,749
Old : 73,275: 16,994 19,261 8,730 1,652 17,277 0 0 0 145 4,917 23,418: 6,711 6,749
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 4,685: 961 1,379 89 -71 1,689 0 0 0 28 -1,253 -2,695: 4,612 5,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 26.3 11.9 2.3 23.6 0.0 0.0 0.0 0.2 6.7 32.0: 9.2 9.2
Old : 100.0: 23.2 26.3 11.9 2.3 23.6 0.0 0.0 0.0 0.2 6.7 32.0: 9.2 9.2
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 : 23: 7 7 5 5 10 0 0 0 . 4 6:
Old : 23: 7 7 5 5 10 0 0 0 . 4 6:
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 45.6 65.7 66.7 14.4 12.1 16.5 15.8
Old : 40.1 45.6 65.7 66.7 14.4 12.1 16.5 15.8
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 - Options and Futures Combined, November 8, 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 : 7,339: 4,065 5,165 1,200 879 695 977 0 100 200 410 0: 102 90
Old : 7,339: 4,065 5,165 1,200 879 695 977 0 100 200 410 0: 102 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 25: -90 10 150 15 0 -47 0 0 0 0 0: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 70.4 16.4 12.0 9.5 13.3 0.0 1.4 2.7 5.6 0.0: 1.4 1.2
Old : 100.0: 55.4 70.4 16.4 12.0 9.5 13.3 0.0 1.4 2.7 5.6 0.0: 1.4 1.2
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 : 40: 15 13 5 4 6 4 0 . . . 0:
Old : 40: 15 13 5 4 6 4 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 : 36.7 44.2 54.9 65.2 24.3 42.8 40.6 58.3
Old : 36.7 44.2 54.9 65.2 24.3 42.8 40.6 58.3
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 - Options and Futures Combined, November 8, 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 : 10,894: 7,260 7,369 75 421 280 745 65 150 309 773 1,042: 1,033 794
Old : 10,894: 7,260 7,369 75 421 280 745 65 150 309 773 1,042: 1,033 794
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 205: -140 159 -38 -48 20 98 -19 19 9 -60 41: 196 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 67.6 0.7 3.9 2.6 6.8 0.6 1.4 2.8 7.1 9.6: 9.5 7.3
Old : 100.0: 66.6 67.6 0.7 3.9 2.6 6.8 0.6 1.4 2.8 7.1 9.6: 9.5 7.3
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 : 34: 15 19 . . . . . . . 4 5:
Old : 34: 15 19 . . . . . . . 4 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 : 42.9 48.0 63.1 72.0 19.2 22.4 29.8 33.2
Old : 42.9 48.0 63.1 72.0 19.2 22.4 29.8 33.2
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 - Options and Futures Combined, November 8, 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 : 18,125: 16,674 14,904 0 825 555 1 0 32 101 1,280 113: 650 417
Old : 18,125: 16,674 14,904 0 825 555 1 0 32 101 1,280 113: 650 417
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 847: 469 443 0 211 72 1 0 32 -15 -41 -47: 335 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 82.2 0.0 4.6 3.1 0.0 0.0 0.2 0.6 7.1 0.6: 3.6 2.3
Old : 100.0: 92.0 82.2 0.0 4.6 3.1 0.0 0.0 0.2 0.6 7.1 0.6: 3.6 2.3
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 : 62: 38 45 0 . . . 0 . . 6 4:
Old : 62: 38 45 0 . . . 0 . . 6 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 : 33.2 32.5 52.6 53.1 25.0 28.8 36.5 37.6
Old : 33.2 32.5 52.6 53.1 25.0 28.8 36.5 37.6
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 - Options and Futures Combined, November 8, 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 : 2,115: 1,029 846 0 14 11 0 48 168 0 121 17: 890 890
Old : 2,115: 1,029 846 0 14 11 0 48 168 0 121 17: 890 890
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -376: -406 -266 0 -23 -35 0 -109 90 0 -55 -17: -8 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 40.0 0.0 0.7 0.5 0.0 2.3 7.9 0.0 5.7 0.8: 42.1 42.1
Old : 100.0: 48.7 40.0 0.0 0.7 0.5 0.0 2.3 7.9 0.0 5.7 0.8: 42.1 42.1
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 : 20: 14 13 0 . . 0 . . 0 . .:
Old : 20: 14 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 : 28.4 24.5 43.6 40.7 24.3 18.4 27.0 24.6
Old : 28.4 24.5 43.6 40.7 24.3 18.4 27.0 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 - Options and Futures Combined, November 8, 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 : 1,253: 631 839 0 0 0 0 0 0 78 0 5: 539 409
Old : 1,253: 631 839 0 0 0 0 0 0 78 0 5: 539 409
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -260: -264 -193 -32 0 -20 0 0 0 26 -48 -36: 66 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 67.0 0.0 0.0 0.0 0.0 0.0 0.0 6.2 0.0 0.4: 43.0 32.6
Old : 100.0: 50.4 67.0 0.0 0.0 0.0 0.0 0.0 0.0 6.2 0.0 0.4: 43.0 32.6
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 : 23: 16 18 0 0 0 0 0 0 . 0 .:
Old : 23: 16 18 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 : 26.4 26.4 41.2 42.9 21.9 25.1 35.0 39.3
Old : 26.4 26.4 41.2 42.9 21.9 25.1 35.0 39.3
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 - Options and Futures Combined, November 8, 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 : 504,455: 150,464 160,453 56,625 73,003 91,537 28,075 17,044 21,674 9,478 1,923 122,665: 23,939 16,157
Old : 504,455: 150,464 160,453 56,625 73,003 91,537 28,075 17,044 21,674 9,478 1,923 122,665: 23,939 16,157
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 3,613: -1,367 -5,742 -3,516 2,138 -2,608 388 -2,173 1,706 143 674 9,846: -978 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 31.8 11.2 14.5 18.1 5.6 3.4 4.3 1.9 0.4 24.3: 4.7 3.2
Old : 100.0: 29.8 31.8 11.2 14.5 18.1 5.6 3.4 4.3 1.9 0.4 24.3: 4.7 3.2
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 : 121: 35 38 14 16 26 17 7 16 16 7 27:
Old : 121: 35 38 14 16 26 17 7 16 16 7 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 : 27.0 22.8 38.2 33.9 11.7 10.2 16.3 16.2
Old : 27.0 22.8 38.2 33.9 11.7 10.2 16.3 16.2
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 - Options and Futures Combined, November 8, 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 : 2,604,460: 319,114 461,250 195,871 290,112 786,563 246,482 42,517 302,539 95,865 65,949 551,738: 106,287 103,790
Old : 2,604,460: 319,114 461,250 195,871 290,112 786,563 246,482 42,517 302,539 95,865 65,949 551,738: 106,287 103,790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 48,323: 10,288 15,045 6,322 10,254 -6,718 11,820 -1,929 6,231 -1,074 2,421 -6,219: 27,672 29,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 17.7 7.5 11.1 30.2 9.5 1.6 11.6 3.7 2.5 21.2: 4.1 4.0
Old : 100.0: 12.3 17.7 7.5 11.1 30.2 9.5 1.6 11.6 3.7 2.5 21.2: 4.1 4.0
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 : 370: 53 58 23 27 45 79 41 86 69 62 108:
Old : 370: 53 58 23 27 45 79 41 86 69 62 108:
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 : 18.0 13.6 28.4 25.6 7.8 6.6 10.7 10.2
Old : 18.0 13.6 28.4 25.6 7.8 6.6 10.7 10.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Disaggregated Commitments of Traders - Options and Futures Combined, November 8, 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 : 219,803: 62,583 133,473 16,847 27,691 15,339 3,891 15,035 7,543 96,237 1,888 16,365: 999 2,470
Old : 219,803: 62,583 133,473 16,847 27,691 15,339 3,891 15,035 7,543 96,237 1,888 16,365: 999 2,470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -6,687: -2,813 -5,773 -201 362 -317 71 -306 -534 -2,662 -122 -108: -122 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 60.7 7.7 12.6 7.0 1.8 6.8 3.4 43.8 0.9 7.4: 0.5 1.1
Old : 100.0: 28.5 60.7 7.7 12.6 7.0 1.8 6.8 3.4 43.8 0.9 7.4: 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 : 51: 16 16 5 7 9 . 10 8 7 . 9:
Old : 51: 16 16 5 7 9 . 10 8 7 . 9:
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 : 68.9 58.2 83.9 73.6 58.8 56.7 69.8 66.3
Old : 68.9 58.2 83.9 73.6 58.8 56.7 69.8 66.3
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 - Options and Futures Combined, November 8, 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 : 200,581: 40,645 30,112 42,964 77,686 31,435 410 0 1,056 44,706 17,605 3,981: 35,384 38,706
Old : 200,581: 40,645 30,112 42,964 77,686 31,435 410 0 1,056 44,706 17,605 3,981: 35,384 38,706
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 1,391: 813 470 -2,170 -2,057 1,040 -948 0 924 174 919 -112: 1,670 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 15.0 21.4 38.7 15.7 0.2 0.0 0.5 22.3 8.8 2.0: 17.6 19.3
Old : 100.0: 20.3 15.0 21.4 38.7 15.7 0.2 0.0 0.5 22.3 8.8 2.0: 17.6 19.3
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 : 37: 6 7 7 9 13 . 0 . 5 7 8:
Old : 37: 6 7 7 9 13 . 0 . 5 7 8:
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 : 40.8 31.1 57.7 49.9 38.4 28.2 53.0 42.5
Old : 40.8 31.1 57.7 49.9 38.4 28.2 53.0 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Disaggregated Commitments of Traders - Options and Futures Combined, November 8, 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 : 112,645: 13,212 12,680 8,265 29,411 49,595 14,196 956 11,796 5,769 217 5,014: 4,799 2,976
Old : 112,645: 13,212 12,680 8,265 29,411 49,595 14,196 956 11,796 5,769 217 5,014: 4,799 2,976
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 9,172: 1,669 587 2,100 5,057 2,665 1,002 -467 18 -134 211 296: 1,554 803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 11.3 7.3 26.1 44.0 12.6 0.8 10.5 5.1 0.2 4.5: 4.3 2.6
Old : 100.0: 11.7 11.3 7.3 26.1 44.0 12.6 0.8 10.5 5.1 0.2 4.5: 4.3 2.6
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 : 61: 6 6 10 11 19 11 5 9 12 5 14:
Old : 61: 6 6 10 11 19 11 5 9 12 5 14:
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 : 33.5 48.7 53.4 72.7 15.4 22.3 21.0 27.9
Old : 33.5 48.7 53.4 72.7 15.4 22.3 21.0 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Disaggregated Commitments of Traders - Options and Futures Combined, November 8, 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 : 514,649: 71,842 63,209 45,988 84,497 257,765 0 2,030 16,994 34,982 692 74,163: 12,915 15,299
Old : 514,649: 71,842 63,209 45,988 84,497 257,765 0 2,030 16,994 34,982 692 74,163: 12,915 15,299
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 27,486: 3,489 1,784 -2,178 3,822 16,008 0 -897 2,664 4,557 -280 3,035: -88 1,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 12.3 8.9 16.4 50.1 0.0 0.4 3.3 6.8 0.1 14.4: 2.5 3.0
Old : 100.0: 14.0 12.3 8.9 16.4 50.1 0.0 0.4 3.3 6.8 0.1 14.4: 2.5 3.0
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 : 49: 7 8 8 19 27 0 . . 12 . 13:
Old : 49: 7 8 8 19 27 0 . . 12 . 13:
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 : 31.1 26.0 50.2 43.8 8.6 6.6 14.4 10.7
Old : 31.1 26.0 50.2 43.8 8.6 6.6 14.4 10.7
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 - Options and Futures Combined, November 8, 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 : 75,270: 9,925 4,145 34,074 26,452 20,254 3,988 5,894 917 0 9,043 3,759: 2,353 4,806
Old : 75,270: 9,925 4,145 34,074 26,452 20,254 3,988 5,894 917 0 9,043 3,759: 2,353 4,806
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 331: 0 400 121 259 107 -15 0 -149 0 -124 2: 265 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 5.5 45.3 35.1 26.9 5.3 7.8 1.2 0.0 12.0 5.0: 3.1 6.4
Old : 100.0: 13.2 5.5 45.3 35.1 26.9 5.3 7.8 1.2 0.0 12.0 5.0: 3.1 6.4
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 : 41: 5 5 12 10 18 4 . 6 0 5 6:
Old : 41: 5 5 12 10 18 4 . 6 0 5 6:
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 : 50.7 36.4 68.4 56.7 37.5 30.5 51.5 45.2
Old : 50.7 36.4 68.4 56.7 37.5 30.5 51.5 45.2
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 - Options and Futures Combined, November 8, 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 : 35,621: 1,839 3,327 13,755 8,787 13,572 3,022 1,742 200 0 4,863 113: 3,120 3,017
Old : 35,621: 1,839 3,327 13,755 8,787 13,572 3,022 1,742 200 0 4,863 113: 3,120 3,017
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 786: 400 0 2,546 -3,395 1,274 -919 1,742 -1,450 0 3,685 -750: -315 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 9.3 38.6 24.7 38.1 8.5 4.9 0.6 0.0 13.7 0.3: 8.8 8.5
Old : 100.0: 5.2 9.3 38.6 24.7 38.1 8.5 4.9 0.6 0.0 13.7 0.3: 8.8 8.5
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 : 29: . 4 9 6 14 . . . 0 4 .:
Old : 29: . 4 9 6 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 : 46.4 42.3 64.1 59.5 35.0 27.1 43.3 39.9
Old : 46.4 42.3 64.1 59.5 35.0 27.1 43.3 39.9
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 - Options and Futures Combined, November 8, 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 : 11,215: 3,000 1,570 3,540 7,465 2,000 2,627 0 0 0 100 0: 48 80
Old : 11,215: 3,000 1,570 3,540 7,465 2,000 2,627 0 0 0 100 0: 48 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -375: 450 -150 0 0 -225 -600 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 14.0 31.6 66.6 17.8 23.4 0.0 0.0 0.0 0.9 0.0: 0.4 0.7
Old : 100.0: 26.7 14.0 31.6 66.6 17.8 23.4 0.0 0.0 0.0 0.9 0.0: 0.4 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 : 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 : 59.8 76.1 81.1 87.1 54.4 62.6 72.0 72.8
Old : 59.8 76.1 81.1 87.1 54.4 62.6 72.0 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Disaggregated Commitments of Traders - Options and Futures Combined, November 8, 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 : 27,641: 2,024 1,187 1,379 3,138 7,729 2,810 997 3,423 645 1,744 4,250: 5,380 5,172
Old : 27,641: 2,024 1,187 1,379 3,138 7,729 2,810 997 3,423 645 1,744 4,250: 5,380 5,172
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 28: -400 -253 872 -564 -530 -562 427 -345 -483 379 178: 1,298 736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 4.3 5.0 11.4 28.0 10.2 3.6 12.4 2.3 6.3 15.4: 19.5 18.7
Old : 100.0: 7.3 4.3 5.0 11.4 28.0 10.2 3.6 12.4 2.3 6.3 15.4: 19.5 18.7
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 : 26: . . 4 5 9 6 . 4 . 4 5:
Old : 26: . . 4 5 9 6 . 4 . 4 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 : 40.3 37.1 57.7 58.0 15.3 13.6 19.4 19.7
Old : 40.3 37.1 57.7 58.0 15.3 13.6 19.4 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
Disaggregated Commitments of Traders - Options and Futures Combined, November 8, 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 : 23,288: 140 1,143 3,851 4,112 12,499 2,942 1,431 1,926 648 784 207: 1,076 1,187
Old : 23,288: 140 1,143 3,851 4,112 12,499 2,942 1,431 1,926 648 784 207: 1,076 1,187
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 1,227: -190 -273 -1,247 1,458 543 1,223 -1,047 813 127 19 -298: 256 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 4.9 16.5 17.7 53.7 12.6 6.1 8.3 2.8 3.4 0.9: 4.6 5.1
Old : 100.0: 0.6 4.9 16.5 17.7 53.7 12.6 6.1 8.3 2.8 3.4 0.9: 4.6 5.1
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 : 48: 4 5 8 9 15 6 9 9 4 7 6:
Old : 48: 4 5 8 9 15 6 9 9 4 7 6:
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 : 44.2 42.6 66.6 65.5 17.6 16.6 24.9 23.9
Old : 44.2 42.6 66.6 65.5 17.6 16.6 24.9 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
Disaggregated Commitments of Traders - Options and Futures Combined, November 8, 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 : 90,409: 6,346 6,530 16,722 18,571 40,452 3,322 0 2,508 3,110 1,280 5,897: 12,052 15,171
Old : 90,409: 6,346 6,530 16,722 18,571 40,452 3,322 0 2,508 3,110 1,280 5,897: 12,052 15,171
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 6,545: -1,036 517 2,793 736 3,363 -408 0 525 1,316 436 354: -360 615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 7.2 18.5 20.5 44.7 3.7 0.0 2.8 3.4 1.4 6.5: 13.3 16.8
Old : 100.0: 7.0 7.2 18.5 20.5 44.7 3.7 0.0 2.8 3.4 1.4 6.5: 13.3 16.8
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 : 25: . 4 6 9 14 . 0 . 4 . 4:
Old : 25: . 4 6 9 14 . 0 . 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 : 38.6 37.2 56.7 53.7 20.6 17.9 25.9 21.5
Old : 38.6 37.2 56.7 53.7 20.6 17.9 25.9 21.5
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 - Options and Futures Combined, November 8, 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 : 303,900: 116,956 203,775 28,892 10,697 19,108 65,836 7,710 14,434 14,943 13,437 19,336: 24,395 15,404
Old : 303,900: 116,956 203,775 28,892 10,697 19,108 65,836 7,710 14,434 14,943 13,437 19,336: 24,395 15,404
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 15,626: 9,328 13,292 873 -715 1,020 -337 1,508 -370 1,006 -1,170 -962: 5,068 3,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 67.1 9.5 3.5 6.3 21.7 2.5 4.7 4.9 4.4 6.4: 8.0 5.1
Old : 100.0: 38.5 67.1 9.5 3.5 6.3 21.7 2.5 4.7 4.9 4.4 6.4: 8.0 5.1
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 : 202: 60 74 16 6 15 55 9 30 19 9 20:
Old : 202: 60 74 16 6 15 55 9 30 19 9 20:
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 : 17.4 25.7 26.9 39.2 11.1 15.8 17.1 23.1
Old : 17.4 25.7 26.9 39.2 11.1 15.8 17.1 23.1
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 - Options and Futures Combined, November 8, 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 : 21,021: 6,104 12,638 575 1,264 367 1,427 0 876 5,625 0 120: 5,927 5,756
Old : 21,021: 6,104 12,638 575 1,264 367 1,427 0 876 5,625 0 120: 5,927 5,756
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 519: 275 97 0 0 0 0 0 0 209 0 0: 35 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 60.1 2.7 6.0 1.7 6.8 0.0 4.2 26.8 0.0 0.6: 28.2 27.4
Old : 100.0: 29.0 60.1 2.7 6.0 1.7 6.8 0.0 4.2 26.8 0.0 0.6: 28.2 27.4
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 : 24: 7 14 . . . . 0 . . 0 .:
Old : 24: 7 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 : 56.1 33.3 66.3 52.9 50.9 31.1 59.3 49.7
Old : 56.1 33.3 66.3 52.9 50.9 31.1 59.3 49.7
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 - Options and Futures Combined, November 8, 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 : 25,370: 24,875 11,950 0 11,300 0 0 0 0 0 0 0: 495 2,120
Old : 25,370: 24,875 11,950 0 11,300 0 0 0 0 0 0 0: 495 2,120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -3,555: -3,470 -2,525 0 -750 0 0 0 0 0 0 0: -85 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.0 47.1 0.0 44.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 8.4
Old : 100.0: 98.0 47.1 0.0 44.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 8.4
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 4 0 0 0 0 0 0 0:
Old : 20: 12 12 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 : 80.5 54.5 94.1 77.7 79.7 51.6 84.8 72.9
Old : 80.5 54.5 94.1 77.7 79.7 51.6 84.8 72.9
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 - Options and Futures Combined, November 8, 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 : 5,994: 3,372 4,590 1,646 428 956 0 0 0 0 0 0: 20 20
Old : 5,994: 3,372 4,590 1,646 428 956 0 0 0 0 0 0: 20 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -1,088: -720 -641 -58 -250 -197 0 0 0 -100 0 0: -13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 76.6 27.5 7.1 15.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.3
Old : 100.0: 56.3 76.6 27.5 7.1 15.9 0.0 0.0 0.0 0.0 0.0 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 : 36: 18 19 7 . 7 0 0 0 0 0 0:
Old : 36: 18 19 7 . 7 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 : 40.0 43.6 65.6 74.8 36.9 32.8 48.5 48.6
Old : 40.0 43.6 65.6 74.8 36.9 32.8 48.5 48.6
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 - Options and Futures Combined, November 8, 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 : 50,689: 44,176 27,687 3,404 20,358 1,785 375 236 51 0 0 0: 898 572
Old : 50,689: 44,176 27,687 3,404 20,358 1,785 375 236 51 0 0 0: 898 572
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -4,961: -3,891 -3,468 -679 -699 -500 75 -175 49 0 0 0: -15 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 54.6 6.7 40.2 3.5 0.7 0.5 0.1 0.0 0.0 0.0: 1.8 1.1
Old : 100.0: 87.2 54.6 6.7 40.2 3.5 0.7 0.5 0.1 0.0 0.0 0.0: 1.8 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 : 53: 31 23 5 8 7 . . . 0 0 0:
Old : 53: 31 23 5 8 7 . . . 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 : 57.8 57.0 71.2 71.7 45.5 51.1 55.6 62.9
Old : 57.8 57.0 71.2 71.7 45.5 51.1 55.6 62.9
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 - Options and Futures Combined, November 8, 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 : 13,093: 9,639 7,535 2,526 4,650 795 0 88 0 0 0 0: 133 25
Old : 13,093: 9,639 7,535 2,526 4,650 795 0 88 0 0 0 0: 133 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -2,484: -1,676 -2,522 -846 175 25 0 -112 0 0 -50 0: 13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 57.5 19.3 35.5 6.1 0.0 0.7 0.0 0.0 0.0 0.0: 1.0 0.2
Old : 100.0: 73.6 57.5 19.3 35.5 6.1 0.0 0.7 0.0 0.0 0.0 0.0: 1.0 0.2
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 : 25: 11 12 9 . 4 0 . 0 0 0 0:
Old : 25: 11 12 9 . 4 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 : 59.6 79.8 77.2 94.6 32.0 52.3 46.9 56.6
Old : 59.6 79.8 77.2 94.6 32.0 52.3 46.9 56.6
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 - Options and Futures Combined, November 8, 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 : 5,235: 3,845 1,770 1,150 750 240 0 0 0 0 2,475 0: 0 0
Old : 5,235: 3,845 1,770 1,150 750 240 0 0 0 0 2,475 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -1,310: -1,075 -435 -25 110 -210 0 0 0 0 -775 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 33.8 22.0 14.3 4.6 0.0 0.0 0.0 0.0 47.3 0.0: 0.0 0.0
Old : 100.0: 73.4 33.8 22.0 14.3 4.6 0.0 0.0 0.0 0.0 47.3 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: 19 9 4 5 . 0 0 0 0 . 0:
Old : 37: 19 9 4 5 . 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 : 41.5 75.5 64.9 89.0 41.5 74.6 61.0 84.5
Old : 41.5 75.5 64.9 89.0 41.5 74.6 61.0 84.5
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 - Options and Futures Combined, November 8, 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 : 4,642: 2,358 2,761 569 330 1,190 0 0 0 0 214 87: 438 60
Old : 4,642: 2,358 2,761 569 330 1,190 0 0 0 0 214 87: 438 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -1,308: -442 -1,161 -850 -300 0 0 0 0 -114 214 -31: 129 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 59.5 12.3 7.1 25.6 0.0 0.0 0.0 0.0 4.6 1.9: 9.4 1.3
Old : 100.0: 50.8 59.5 12.3 7.1 25.6 0.0 0.0 0.0 0.0 4.6 1.9: 9.4 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 : 25: 11 11 5 . 4 0 0 0 0 . .:
Old : 25: 11 11 5 . 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 : 55.5 55.9 72.1 84.6 25.8 29.4 34.8 39.7
Old : 55.5 55.9 72.1 84.6 25.8 29.4 34.8 39.7
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 - Options and Futures Combined, November 8, 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 : 20,373: 12,565 10,743 4,449 4,284 1,973 0 2,079 0 652 502 714: 20 78
Old : 20,373: 12,565 10,743 4,449 4,284 1,973 0 2,079 0 652 502 714: 20 78
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 982: 447 770 582 -62 159 -25 0 -21 0 258 -98: -62 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 52.7 21.8 21.0 9.7 0.0 10.2 0.0 3.2 2.5 3.5: 0.1 0.4
Old : 100.0: 61.7 52.7 21.8 21.0 9.7 0.0 10.2 0.0 3.2 2.5 3.5: 0.1 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 : 63: 25 27 10 8 11 0 . 0 . 4 4:
Old : 63: 25 27 10 8 11 0 . 0 . 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 : 35.9 31.8 55.7 50.8 27.9 29.2 45.4 42.6
Old : 35.9 31.8 55.7 50.8 27.9 29.2 45.4 42.6
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 - Options and Futures Combined, November 8, 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 : 11,688: 8,986 7,352 123 3,070 239 996 0 823 218 0 150: 153 54
Old : 11,688: 8,986 7,352 123 3,070 239 996 0 823 218 0 150: 153 54
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 237: 292 88 0 149 -45 -55 0 45 -89 0 0: 89 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 62.9 1.1 26.3 2.0 8.5 0.0 7.0 1.9 0.0 1.3: 1.3 0.5
Old : 100.0: 76.9 62.9 1.1 26.3 2.0 8.5 0.0 7.0 1.9 0.0 1.3: 1.3 0.5
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 : 47: 26 18 . 9 6 . 0 . . 0 .:
Old : 47: 26 18 . 9 6 . 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 : 40.7 42.5 61.6 63.1 39.4 38.4 53.1 53.7
Old : 40.7 42.5 61.6 63.1 39.4 38.4 53.1 53.7
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 - Options and Futures Combined, November 8, 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 : 34,350: 14,446 19,459 3,607 8,545 4,175 415 540 60 10,729 150 676: 242 745
Old : 34,350: 14,446 19,459 3,607 8,545 4,175 415 540 60 10,729 150 676: 242 745
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 2,394: 1,413 774 -603 891 669 0 0 0 855 0 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 56.6 10.5 24.9 12.2 1.2 1.6 0.2 31.2 0.4 2.0: 0.7 2.2
Old : 100.0: 42.1 56.6 10.5 24.9 12.2 1.2 1.6 0.2 31.2 0.4 2.0: 0.7 2.2
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 : 51: 14 22 9 8 11 . . . 5 . 4:
Old : 51: 14 22 9 8 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 : 61.1 49.2 73.5 63.7 58.4 48.0 67.1 58.4
Old : 61.1 49.2 73.5 63.7 58.4 48.0 67.1 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 14, 2011