GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 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 : 49,327: 36,197 42,927 7,097 618 5,039 0 0 0 458 0 444: 92 299
Old : 49,327: 36,197 42,927 7,097 618 5,039 0 0 0 458 0 444: 92 299
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,524: 852 1,146 306 157 322 0 0 0 125 -25 -81: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 87.0 14.4 1.3 10.2 0.0 0.0 0.0 0.9 0.0 0.9: 0.2 0.6
Old : 100.0: 73.4 87.0 14.4 1.3 10.2 0.0 0.0 0.0 0.9 0.0 0.9: 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: 27 34 11 . 10 0 0 0 . 0 .:
Old : 57: 27 34 11 . 10 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 33.0 56.8 49.3 15.0 11.8 22.4 18.9
Old : 36.1 33.0 56.8 49.3 15.0 11.8 22.4 18.9
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 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 12,400: 10,149 10,459 786 464 1,327 0 0 0 0 50 0: 138 100
Old : 12,400: 10,149 10,459 786 464 1,327 0 0 0 0 50 0: 138 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 551: 605 555 0 0 -54 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 84.3 6.3 3.7 10.7 0.0 0.0 0.0 0.0 0.4 0.0: 1.1 0.8
Old : 100.0: 81.8 84.3 6.3 3.7 10.7 0.0 0.0 0.0 0.0 0.4 0.0: 1.1 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 : 30: 17 19 4 4 5 0 0 0 0 . 0:
Old : 30: 17 19 4 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 : 41.8 47.5 65.0 66.5 16.7 18.8 25.9 27.1
Old : 41.8 47.5 65.0 66.5 16.7 18.8 25.9 27.1
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 15, 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 : 10,600: 5,838 6,080 924 395 2,627 0 0 0 0 281 219: 992 998
Old : 10,600: 5,838 6,080 924 395 2,627 0 0 0 0 281 219: 992 998
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 514: 363 548 117 -5 123 0 0 0 0 -37 30: -119 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 57.4 8.7 3.7 24.8 0.0 0.0 0.0 0.0 2.7 2.1: 9.4 9.4
Old : 100.0: 55.1 57.4 8.7 3.7 24.8 0.0 0.0 0.0 0.0 2.7 2.1: 9.4 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 23 27 7 6 12 0 0 0 0 . .:
Old : 44: 23 27 7 6 12 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 24.2 54.0 39.9 14.1 8.0 19.6 12.3
Old : 33.1 24.2 54.0 39.9 14.1 8.0 19.6 12.3
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 15, 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 : 6,787: 3,553 4,598 1,120 329 741 0 46 0 745 95 152: 476 826
Old : 6,787: 3,553 4,598 1,120 329 741 0 46 0 745 95 152: 476 826
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 326: 198 147 8 0 51 0 0 0 -46 -10 57: 58 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 67.7 16.5 4.8 10.9 0.0 0.7 0.0 11.0 1.4 2.2: 7.0 12.2
Old : 100.0: 52.4 67.7 16.5 4.8 10.9 0.0 0.7 0.0 11.0 1.4 2.2: 7.0 12.2
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 : 61: 33 38 9 5 14 0 . 0 . . .:
Old : 61: 33 38 9 5 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 : 33.7 29.9 48.3 40.8 27.7 26.1 39.9 35.3
Old : 33.7 29.9 48.3 40.8 27.7 26.1 39.9 35.3
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 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 3,047: 1,421 1,272 235 486 400 120 0 90 190 563 6: 585 230
Old : 3,047: 1,421 1,272 235 486 400 120 0 90 190 563 6: 585 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 170: 72 117 5 -17 15 0 0 0 0 50 0: 78 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 41.7 7.7 16.0 13.1 3.9 0.0 3.0 6.2 18.5 0.2: 19.2 7.5
Old : 100.0: 46.6 41.7 7.7 16.0 13.1 3.9 0.0 3.0 6.2 18.5 0.2: 19.2 7.5
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 : 32: 14 14 . 6 7 . 0 . . . .:
Old : 32: 14 14 . 6 7 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 44.1 38.3 62.4 19.3 32.2 30.8 43.0
Old : 21.9 44.1 38.3 62.4 19.3 32.2 30.8 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 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 : 1,679: 833 1,002 134 53 171 0 0 0 58 155 6: 477 292
Old : 1,679: 833 1,002 134 53 171 0 0 0 58 155 6: 477 292
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 38: 49 64 -15 -10 -1 0 0 0 0 0 0: 5 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 59.7 8.0 3.2 10.2 0.0 0.0 0.0 3.5 9.2 0.4: 28.4 17.4
Old : 100.0: 49.6 59.7 8.0 3.2 10.2 0.0 0.0 0.0 3.5 9.2 0.4: 28.4 17.4
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 : 22: 12 14 . . . 0 0 0 . . .:
Old : 22: 12 14 . . . 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 : 40.1 48.5 58.8 61.6 31.4 42.7 42.2 53.7
Old : 40.1 48.5 58.8 61.6 31.4 42.7 42.2 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 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 : 2,811: 2,673 2,671 40 57 83 0 0 0 0 0 0: 15 0
Old : 2,811: 2,673 2,671 40 57 83 0 0 0 0 0 0: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.1 95.0 1.4 2.0 3.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 0.0
Old : 100.0: 95.1 95.0 1.4 2.0 3.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 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 : 20: 11 10 . . . 0 0 0 0 0 0:
Old : 20: 11 10 . . . 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 : 69.7 76.7 90.9 93.7 68.3 71.8 84.5 86.0
Old : 69.7 76.7 90.9 93.7 68.3 71.8 84.5 86.0
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 15, 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 : 9,860: 8,618 8,740 484 75 728 0 0 0 0 0 0: 30 317
Old : 9,860: 8,618 8,740 484 75 728 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 8, 2011 :
: 121: 121 46 0 75 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 88.6 4.9 0.8 7.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 3.2
Old : 100.0: 87.4 88.6 4.9 0.8 7.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 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 : 30: 21 11 5 . 4 0 0 0 0 0 0:
Old : 30: 21 11 5 . 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 68.8 69.8 88.2 46.5 63.6 59.1 68.9
Old : 49.1 68.8 69.8 88.2 46.5 63.6 59.1 68.9
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 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 25,899: 20,502 21,335 2,817 1,736 2,129 0 0 0 0 248 451: 0 0
Old : 25,899: 20,502 21,335 2,817 1,736 2,129 0 0 0 0 248 451: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 4,910: 4,720 4,660 -230 -80 330 0 0 0 0 -90 90: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 82.4 10.9 6.7 8.2 0.0 0.0 0.0 0.0 1.0 1.7: 0.0 0.0
Old : 100.0: 79.2 82.4 10.9 6.7 8.2 0.0 0.0 0.0 0.0 1.0 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: 18 17 6 5 10 0 0 0 0 . .:
Old : 37: 18 17 6 5 10 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 48.5 74.2 73.4 26.8 29.3 37.0 37.8
Old : 51.8 48.5 74.2 73.4 26.8 29.3 37.0 37.8
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 15, 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 : 369,272: 95,326 197,810 58,760 5,975 28,383 50,645 6,879 23,271 8,123 26,169 53,971: 50,793 26,814
Old : 369,272: 95,326 197,810 58,760 5,975 28,383 50,645 6,879 23,271 8,123 26,169 53,971: 50,793 26,814
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -1,564: -6,892 -3,350 -98 1,718 2,972 71 -394 -1,963 218 -1,583 12,048: -7,921 -11,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 53.6 15.9 1.6 7.7 13.7 1.9 6.3 2.2 7.1 14.6: 13.8 7.3
Old : 100.0: 25.8 53.6 15.9 1.6 7.7 13.7 1.9 6.3 2.2 7.1 14.6: 13.8 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 : 184: 60 75 19 4 22 39 7 21 10 19 24:
Old : 184: 60 75 19 4 22 39 7 21 10 19 24:
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 : 13.8 22.0 24.1 33.2 8.6 14.6 14.7 19.8
Old : 13.8 22.0 24.1 33.2 8.6 14.6 14.7 19.8
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 15, 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 : 78,052: 17,730 20,503 9,043 1,698 18,647 0 0 0 78 5,668 30,225: 2,330 1,312
Old : 78,052: 17,730 20,503 9,043 1,698 18,647 0 0 0 78 5,668 30,225: 2,330 1,312
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 4,778: 736 1,242 313 45 1,370 0 0 0 -67 751 6,807: -4,381 -5,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 26.3 11.6 2.2 23.9 0.0 0.0 0.0 0.1 7.3 38.7: 3.0 1.7
Old : 100.0: 22.7 26.3 11.6 2.2 23.9 0.0 0.0 0.0 0.1 7.3 38.7: 3.0 1.7
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 : 27: 7 7 4 6 10 0 0 0 4 6 10:
Old : 27: 7 7 4 6 10 0 0 0 4 6 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 44.7 65.2 65.9 13.8 11.5 15.8 15.3
Old : 39.9 44.7 65.2 65.9 13.8 11.5 15.8 15.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1000 BARRELS) :
: : Positions :
All : 13,250: 9,041 7,451 757 2,591 1,878 200 0 150 50 580 500: 674 100
Old : 13,250: 9,041 7,451 757 2,591 1,878 200 0 150 50 580 500: 674 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -3,882: -3,318 -3,178 -675 -794 -263 -100 0 -50 -85 375 -65: 674 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 56.2 5.7 19.6 14.2 1.5 0.0 1.1 0.4 4.4 3.8: 5.1 0.8
Old : 100.0: 68.2 56.2 5.7 19.6 14.2 1.5 0.0 1.1 0.4 4.4 3.8: 5.1 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 : 59: 32 31 6 6 10 . 0 . . . .:
Old : 59: 32 31 6 6 10 . 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 : 24.0 29.0 40.8 43.8 20.0 25.0 32.4 36.9
Old : 24.0 29.0 40.8 43.8 20.0 25.0 32.4 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 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 : 7,849: 4,815 5,150 900 1,179 845 803 0 100 200 310 0: 186 265
Old : 7,849: 4,815 5,150 900 1,179 845 803 0 100 200 310 0: 186 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 510: 750 -15 -300 300 150 -174 0 0 0 -100 0: 84 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 65.6 11.5 15.0 10.8 10.2 0.0 1.3 2.5 3.9 0.0: 2.4 3.4
Old : 100.0: 61.3 65.6 11.5 15.0 10.8 10.2 0.0 1.3 2.5 3.9 0.0: 2.4 3.4
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 : 38: 16 12 4 4 6 4 0 . . . 0:
Old : 38: 16 12 4 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 : 36.8 44.8 53.3 64.6 21.7 40.1 36.7 55.2
Old : 36.8 44.8 53.3 64.6 21.7 40.1 36.7 55.2
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 15, 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 : 11,148: 7,230 7,217 39 467 270 870 47 150 310 793 1,191: 1,088 1,013
Old : 11,148: 7,230 7,217 39 467 270 870 47 150 310 793 1,191: 1,088 1,013
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 254: -30 -152 -36 46 -10 125 -18 0 1 20 149: 55 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 64.7 0.3 4.2 2.4 7.8 0.4 1.3 2.8 7.1 10.7: 9.8 9.1
Old : 100.0: 64.9 64.7 0.3 4.2 2.4 7.8 0.4 1.3 2.8 7.1 10.7: 9.8 9.1
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 : 35: 16 22 . . . . . . . . 4:
Old : 35: 16 22 . . . . . . . . 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 : 44.7 46.5 65.3 69.2 22.8 22.0 31.4 32.6
Old : 44.7 46.5 65.3 69.2 22.8 22.0 31.4 32.6
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 15, 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 : 18,650: 17,332 15,275 0 956 541 0 7 33 101 1,400 31: 611 407
Old : 18,650: 17,332 15,275 0 956 541 0 7 33 101 1,400 31: 611 407
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 524: 659 372 0 130 -14 -1 7 1 0 120 -82: -39 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 81.9 0.0 5.1 2.9 0.0 0.0 0.2 0.5 7.5 0.2: 3.3 2.2
Old : 100.0: 92.9 81.9 0.0 5.1 2.9 0.0 0.0 0.2 0.5 7.5 0.2: 3.3 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 : 60: 37 43 0 . . 0 . . . 6 .:
Old : 60: 37 43 0 . . 0 . . . 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 : 33.4 31.9 53.5 53.5 24.6 29.6 37.3 38.7
Old : 33.4 31.9 53.5 53.5 24.6 29.6 37.3 38.7
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 15, 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 : 2,361: 1,209 1,110 24 39 28 0 42 199 0 121 17: 884 805
Old : 2,361: 1,209 1,110 24 39 28 0 42 199 0 121 17: 884 805
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 246: 180 264 24 25 17 0 -6 31 0 0 0: -6 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 47.0 1.0 1.7 1.2 0.0 1.8 8.4 0.0 5.1 0.7: 37.4 34.1
Old : 100.0: 51.2 47.0 1.0 1.7 1.2 0.0 1.8 8.4 0.0 5.1 0.7: 37.4 34.1
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 : 23: 17 17 . . . 0 . . 0 . .:
Old : 23: 17 17 . . . 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 : 27.1 26.1 41.0 40.5 19.9 18.7 23.4 24.7
Old : 27.1 26.1 41.0 40.5 19.9 18.7 23.4 24.7
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 15, 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 : 1,311: 768 923 4 0 32 0 0 0 78 0 5: 424 351
Old : 1,311: 768 923 4 0 32 0 0 0 78 0 5: 424 351
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 58: 137 84 4 0 32 0 0 0 0 0 0: -115 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 70.4 0.3 0.0 2.4 0.0 0.0 0.0 5.9 0.0 0.4: 32.3 26.8
Old : 100.0: 58.6 70.4 0.3 0.0 2.4 0.0 0.0 0.0 5.9 0.0 0.4: 32.3 26.8
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: 18 18 . 0 . 0 0 0 . 0 .:
Old : 25: 18 18 . 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 : 31.5 26.6 48.0 45.0 29.7 25.3 42.0 42.1
Old : 31.5 26.6 48.0 45.0 29.7 25.3 42.0 42.1
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 15, 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 : 488,712: 130,973 149,575 60,267 71,659 89,833 23,861 14,901 20,831 16,196 3,678 123,690: 23,062 14,546
Old : 488,712: 130,973 149,575 60,267 71,659 89,833 23,861 14,901 20,831 16,196 3,678 123,690: 23,062 14,546
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -15,743: -19,491 -10,878 3,642 -1,344 -1,704 -4,214 -2,143 -843 6,719 1,755 1,025: -877 -1,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 30.6 12.3 14.7 18.4 4.9 3.0 4.3 3.3 0.8 25.3: 4.7 3.0
Old : 100.0: 26.8 30.6 12.3 14.7 18.4 4.9 3.0 4.3 3.3 0.8 25.3: 4.7 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 : 123: 35 38 13 17 26 16 7 14 12 12 30:
Old : 123: 35 38 13 17 26 16 7 14 12 12 30:
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 : 26.1 23.5 37.7 35.2 10.7 9.9 14.9 16.1
Old : 26.1 23.5 37.7 35.2 10.7 9.9 14.9 16.1
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 15, 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 : 2,252,017: 244,700 399,147 213,209 300,624 633,504 254,573 38,498 265,097 94,596 72,446 457,416: 88,922 85,284
Old : 2,252,017: 244,700 399,147 213,209 300,624 633,504 254,573 38,498 265,097 94,596 72,446 457,416: 88,922 85,284
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -352,443: -74,414 -62,104 17,338 10,511 -153,059 8,091 -4,019 -37,442 -1,269 6,497 -94,322: -17,365 -18,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 17.7 9.5 13.3 28.1 11.3 1.7 11.8 4.2 3.2 20.3: 3.9 3.8
Old : 100.0: 10.9 17.7 9.5 13.3 28.1 11.3 1.7 11.8 4.2 3.2 20.3: 3.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 336: 44 54 19 29 43 77 32 70 60 53 92:
Old : 336: 44 54 19 29 43 77 32 70 60 53 92:
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 : 19.0 13.8 28.8 25.2 9.6 7.7 13.0 11.9
Old : 19.0 13.8 28.8 25.2 9.6 7.7 13.0 11.9
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 15, 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 : 215,511: 59,865 133,865 15,141 26,819 14,787 3,368 14,757 7,487 99,565 1,308 14,263: 1,035 2,225
Old : 215,511: 59,865 133,865 15,141 26,819 14,787 3,368 14,757 7,487 99,565 1,308 14,263: 1,035 2,225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -4,292: -2,718 392 -1,706 -872 -552 -523 -278 -56 3,329 -580 -2,102: 36 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 62.1 7.0 12.4 6.9 1.6 6.8 3.5 46.2 0.6 6.6: 0.5 1.0
Old : 100.0: 27.8 62.1 7.0 12.4 6.9 1.6 6.8 3.5 46.2 0.6 6.6: 0.5 1.0
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 : 51: 16 16 4 8 9 . 10 8 8 . 8:
Old : 51: 16 16 4 8 9 . 10 8 8 . 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 : 71.4 59.9 85.9 74.7 62.4 58.7 72.7 68.4
Old : 71.4 59.9 85.9 74.7 62.4 58.7 72.7 68.4
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 15, 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 : 204,023: 40,942 29,145 44,343 79,990 31,312 770 0 696 45,024 17,686 4,596: 36,340 40,598
Old : 204,023: 40,942 29,145 44,343 79,990 31,312 770 0 696 45,024 17,686 4,596: 36,340 40,598
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 3,442: 297 -967 1,379 2,304 -123 360 0 -360 318 81 615: 956 1,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 14.3 21.7 39.2 15.3 0.4 0.0 0.3 22.1 8.7 2.3: 17.8 19.9
Old : 100.0: 20.1 14.3 21.7 39.2 15.3 0.4 0.0 0.3 22.1 8.7 2.3: 17.8 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 6 6 7 9 13 . 0 . 5 7 8:
Old : 36: 6 6 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 : 40.6 31.0 57.5 49.1 38.1 27.0 52.7 41.5
Old : 40.6 31.0 57.5 49.1 38.1 27.0 52.7 41.5
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 15, 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 : 77,961: 6,345 7,430 6,135 21,910 36,338 13,361 1,069 6,045 4,226 479 2,598: 2,912 2,091
Old : 77,961: 6,345 7,430 6,135 21,910 36,338 13,361 1,069 6,045 4,226 479 2,598: 2,912 2,091
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -34,684: -6,867 -5,250 -2,129 -7,501 -13,257 -835 114 -5,751 -1,542 263 -2,416: -1,887 -886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 9.5 7.9 28.1 46.6 17.1 1.4 7.8 5.4 0.6 3.3: 3.7 2.7
Old : 100.0: 8.1 9.5 7.9 28.1 46.6 17.1 1.4 7.8 5.4 0.6 3.3: 3.7 2.7
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 : 42: 4 4 9 10 18 9 . 7 5 . 5:
Old : 42: 4 4 9 10 18 9 . 7 5 . 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 : 39.8 48.6 63.0 78.3 18.6 22.3 24.6 28.6
Old : 39.8 48.6 63.0 78.3 18.6 22.3 24.6 28.6
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 15, 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 : 536,301: 74,466 65,772 45,243 87,668 269,952 0 2,487 17,558 38,555 189 77,165: 13,363 15,510
Old : 536,301: 74,466 65,772 45,243 87,668 269,952 0 2,487 17,558 38,555 189 77,165: 13,363 15,510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 21,652: 2,623 2,563 -745 3,171 12,187 0 457 564 3,573 -502 3,002: 448 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 12.3 8.4 16.3 50.3 0.0 0.5 3.3 7.2 0.0 14.4: 2.5 2.9
Old : 100.0: 13.9 12.3 8.4 16.3 50.3 0.0 0.5 3.3 7.2 0.0 14.4: 2.5 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 7 8 9 18 27 0 . . 12 . 13:
Old : 49: 7 8 9 18 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 : 30.7 26.1 50.1 43.9 8.1 6.3 13.6 10.5
Old : 30.7 26.1 50.1 43.9 8.1 6.3 13.6 10.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 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 : 13,874: 5,924 10,145 5,347 906 1,931 0 0 0 525 766 125: 22 1
Old : 13,874: 5,924 10,145 5,347 906 1,931 0 0 0 525 766 125: 22 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,743: 485 2,867 509 -1,424 749 0 -500 0 0 50 0: 0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 73.1 38.5 6.5 13.9 0.0 0.0 0.0 3.8 5.5 0.9: 0.2 0.0
Old : 100.0: 42.7 73.1 38.5 6.5 13.9 0.0 0.0 0.0 3.8 5.5 0.9: 0.2 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 : 42: 18 17 10 . 9 0 0 0 . . .:
Old : 42: 18 17 10 . 9 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 : 42.1 48.0 62.0 70.0 37.4 42.3 48.4 57.4
Old : 42.1 48.0 62.0 70.0 37.4 42.3 48.4 57.4
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 15, 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 : 70,862: 9,930 2,550 30,968 24,630 20,578 4,059 5,594 1,139 0 8,986 1,777: 2,411 5,608
Old : 70,862: 9,930 2,550 30,968 24,630 20,578 4,059 5,594 1,139 0 8,986 1,777: 2,411 5,608
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -4,408: 5 -1,595 -3,106 -1,822 324 71 -300 222 0 -57 -1,982: 58 802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 3.6 43.7 34.8 29.0 5.7 7.9 1.6 0.0 12.7 2.5: 3.4 7.9
Old : 100.0: 14.0 3.6 43.7 34.8 29.0 5.7 7.9 1.6 0.0 12.7 2.5: 3.4 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 5 4 12 10 18 4 . 6 0 4 5:
Old : 39: 5 4 12 10 18 4 . 6 0 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 : 49.7 36.0 67.5 58.6 33.7 32.0 50.3 47.4
Old : 49.7 36.0 67.5 58.6 33.7 32.0 50.3 47.4
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 15, 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 : 26,778: 200 2,251 12,417 8,720 9,332 2,705 897 200 0 1,995 0: 1,924 3,383
Old : 26,778: 200 2,251 12,417 8,720 9,332 2,705 897 200 0 1,995 0: 1,924 3,383
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -8,843: -1,639 -1,076 -1,338 -67 -4,240 -317 -845 0 0 -2,868 -113: -1,196 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 8.4 46.4 32.6 34.8 10.1 3.3 0.7 0.0 7.5 0.0: 7.2 12.6
Old : 100.0: 0.7 8.4 46.4 32.6 34.8 10.1 3.3 0.7 0.0 7.5 0.0: 7.2 12.6
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 : 21: . . 7 5 12 . . . 0 . 0:
Old : 21: . . 7 5 12 . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 50.8 77.2 68.1 47.4 33.1 56.3 45.6
Old : 56.9 50.8 77.2 68.1 47.4 33.1 56.3 45.6
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 15, 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 8, 2011 :
: 0: 0 0 0 0 0 0 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 15, 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 : 27,572: 2,449 1,253 2,544 2,572 7,023 2,418 1,977 4,022 859 2,369 3,675: 4,582 4,681
Old : 27,572: 2,449 1,253 2,544 2,572 7,023 2,418 1,977 4,022 859 2,369 3,675: 4,582 4,681
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -69: 425 66 1,165 -565 -706 -392 980 599 214 625 -575: -798 -491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 4.5 9.2 9.3 25.5 8.8 7.2 14.6 3.1 8.6 13.3: 16.6 17.0
Old : 100.0: 8.9 4.5 9.2 9.3 25.5 8.8 7.2 14.6 3.1 8.6 13.3: 16.6 17.0
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 : 26: . . 4 4 8 . 5 4 . 5 5:
Old : 26: . . 4 4 8 . 5 4 . 5 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 : 39.7 34.8 58.1 55.3 19.5 14.7 24.7 21.6
Old : 39.7 34.8 58.1 55.3 19.5 14.7 24.7 21.6
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 15, 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 : 18,538: 137 0 2,021 3,197 11,163 2,445 1,552 1,157 89 532 138: 1,388 799
Old : 18,538: 137 0 2,021 3,197 11,163 2,445 1,552 1,157 89 532 138: 1,388 799
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -4,750: -3 -1,143 -1,831 -916 -1,336 -496 122 -768 -559 -252 -69: 312 -388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 10.9 17.2 60.2 13.2 8.4 6.2 0.5 2.9 0.7: 7.5 4.3
Old : 100.0: 0.7 0.0 10.9 17.2 60.2 13.2 8.4 6.2 0.5 2.9 0.7: 7.5 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: . 0 7 8 13 5 4 4 . 4 .:
Old : 31: . 0 7 8 13 5 4 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 : 43.1 45.1 65.7 69.5 16.4 17.6 22.9 24.0
Old : 43.1 45.1 65.7 69.5 16.4 17.6 22.9 24.0
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 15, 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 : 95,847: 6,527 6,555 15,772 18,405 46,042 3,953 0 2,255 3,178 729 6,240: 11,882 15,622
Old : 95,847: 6,527 6,555 15,772 18,405 46,042 3,953 0 2,255 3,178 729 6,240: 11,882 15,622
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 5,438: 181 24 -950 -166 5,590 631 0 -254 68 -551 343: -170 452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 6.8 16.5 19.2 48.0 4.1 0.0 2.4 3.3 0.8 6.5: 12.4 16.3
Old : 100.0: 6.8 6.8 16.5 19.2 48.0 4.1 0.0 2.4 3.3 0.8 6.5: 12.4 16.3
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: . 4 5 10 14 . 0 . 4 . 4:
Old : 25: . 4 5 10 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 : 39.2 36.5 56.4 53.3 19.8 15.6 24.6 18.8
Old : 39.2 36.5 56.4 53.3 19.8 15.6 24.6 18.8
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 15, 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 : 319,441: 125,693 208,777 28,618 10,317 24,398 67,799 9,062 17,200 14,478 15,354 21,057: 20,198 13,276
Old : 319,441: 125,693 208,777 28,618 10,317 24,398 67,799 9,062 17,200 14,478 15,354 21,057: 20,198 13,276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 15,541: 8,737 5,002 -274 -379 5,290 1,963 1,352 2,766 -466 1,916 1,721: -4,197 -2,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 65.4 9.0 3.2 7.6 21.2 2.8 5.4 4.5 4.8 6.6: 6.3 4.2
Old : 100.0: 39.3 65.4 9.0 3.2 7.6 21.2 2.8 5.4 4.5 4.8 6.6: 6.3 4.2
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 : 207: 66 76 15 6 17 48 14 31 22 12 26:
Old : 207: 66 76 15 6 17 48 14 31 22 12 26:
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 : 17.6 25.8 26.6 38.8 10.2 14.9 16.4 21.3
Old : 17.6 25.8 26.6 38.8 10.2 14.9 16.4 21.3
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 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 22,585: 6,054 12,645 575 2,914 301 3,152 0 726 5,634 0 120: 6,023 5,879
Old : 22,585: 6,054 12,645 575 2,914 301 3,152 0 726 5,634 0 120: 6,023 5,879
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,564: -50 7 0 1,650 -66 1,725 0 -150 9 0 0: 96 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 56.0 2.5 12.9 1.3 14.0 0.0 3.2 24.9 0.0 0.5: 26.7 26.0
Old : 100.0: 26.8 56.0 2.5 12.9 1.3 14.0 0.0 3.2 24.9 0.0 0.5: 26.7 26.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 7 14 . . . . 0 . . 0 .:
Old : 25: 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 : 53.1 38.2 66.8 56.3 49.5 36.4 61.7 53.9
Old : 53.1 38.2 66.8 56.3 49.5 36.4 61.7 53.9
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 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 24,855: 24,360 11,765 0 11,150 0 0 0 0 0 0 0: 495 1,940
Old : 24,855: 24,360 11,765 0 11,150 0 0 0 0 0 0 0: 495 1,940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -515: -515 -185 0 -150 0 0 0 0 0 0 0: 0 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.0 47.3 0.0 44.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 7.8
Old : 100.0: 98.0 47.3 0.0 44.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 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 : 20: 12 13 0 4 0 0 0 0 0 0 0:
Old : 20: 12 13 0 4 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.2 53.5 94.0 77.3 78.7 52.0 84.2 72.4
Old : 81.2 53.5 94.0 77.3 78.7 52.0 84.2 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 6,394: 3,622 4,840 1,646 428 1,106 0 0 0 0 0 0: 20 20
Old : 6,394: 3,622 4,840 1,646 428 1,106 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 8, 2011 :
: 400: 250 250 0 0 150 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 75.7 25.7 6.7 17.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.3
Old : 100.0: 56.6 75.7 25.7 6.7 17.3 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 : 37: 19 20 7 . 7 0 0 0 0 0 0:
Old : 37: 19 20 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 : 37.5 43.2 63.8 72.4 34.5 33.1 46.2 48.0
Old : 37.5 43.2 63.8 72.4 34.5 33.1 46.2 48.0
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 15, 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 : 55,184: 47,686 32,617 3,832 19,908 1,800 375 236 51 550 0 0: 890 572
Old : 55,184: 47,686 32,617 3,832 19,908 1,800 375 236 51 550 0 0: 890 572
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 4,495: 3,510 4,930 428 -450 15 0 0 0 550 0 0: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 59.1 6.9 36.1 3.3 0.7 0.4 0.1 1.0 0.0 0.0: 1.6 1.0
Old : 100.0: 86.4 59.1 6.9 36.1 3.3 0.7 0.4 0.1 1.0 0.0 0.0: 1.6 1.0
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 : 55: 29 23 6 8 8 . . . . 0 0:
Old : 55: 29 23 6 8 8 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 52.1 72.3 69.6 44.3 46.2 53.2 59.2
Old : 59.3 52.1 72.3 69.6 44.3 46.2 53.2 59.2
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 15, 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 : 13,184: 9,724 7,670 2,526 4,650 795 0 50 19 0 0 0: 120 0
Old : 13,184: 9,724 7,670 2,526 4,650 795 0 50 19 0 0 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 91: 85 135 0 0 0 0 -38 19 0 0 0: -13 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 58.2 19.2 35.3 6.0 0.0 0.4 0.1 0.0 0.0 0.0: 0.9 0.0
Old : 100.0: 73.8 58.2 19.2 35.3 6.0 0.0 0.4 0.1 0.0 0.0 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 13 9 . 4 0 . . 0 0 0:
Old : 25: 11 13 9 . 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 : 58.0 79.9 75.5 93.9 30.6 50.0 45.5 54.0
Old : 58.0 79.9 75.5 93.9 30.6 50.0 45.5 54.0
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 15, 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 : 5,770: 3,945 2,270 1,150 800 225 0 0 0 0 2,475 0: 450 0
Old : 5,770: 3,945 2,270 1,150 800 225 0 0 0 0 2,475 0: 450 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 535: 100 500 0 50 -15 0 0 0 0 0 0: 450 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 39.3 19.9 13.9 3.9 0.0 0.0 0.0 0.0 42.9 0.0: 7.8 0.0
Old : 100.0: 68.4 39.3 19.9 13.9 3.9 0.0 0.0 0.0 0.0 42.9 0.0: 7.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 18 9 4 5 . 0 0 0 0 . 0:
Old : 36: 18 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 : 39.3 76.3 60.6 89.2 39.3 75.5 57.5 86.2
Old : 39.3 76.3 60.6 89.2 39.3 75.5 57.5 86.2
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 15, 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 : 5,371: 2,993 3,396 623 290 1,230 0 0 0 0 308 87: 438 60
Old : 5,371: 2,993 3,396 623 290 1,230 0 0 0 0 308 87: 438 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 729: 635 635 54 -40 40 0 0 0 0 94 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 63.2 11.6 5.4 22.9 0.0 0.0 0.0 0.0 5.7 1.6: 8.2 1.1
Old : 100.0: 55.7 63.2 11.6 5.4 22.9 0.0 0.0 0.0 0.0 5.7 1.6: 8.2 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 : 28: 14 13 6 . 4 0 0 0 0 . .:
Old : 28: 14 13 6 . 4 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 48.1 69.5 78.5 23.9 25.4 31.9 37.8
Old : 49.7 48.1 69.5 78.5 23.9 25.4 31.9 37.8
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 15, 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 : 23,867: 13,894 12,234 5,240 4,493 2,234 0 3,279 0 1,610 680 869: 20 78
Old : 23,867: 13,894 12,234 5,240 4,493 2,234 0 3,279 0 1,610 680 869: 20 78
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 3,494: 1,329 1,491 791 209 261 0 1,200 0 958 178 155: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 51.3 22.0 18.8 9.4 0.0 13.7 0.0 6.7 2.8 3.6: 0.1 0.3
Old : 100.0: 58.2 51.3 22.0 18.8 9.4 0.0 13.7 0.0 6.7 2.8 3.6: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 65: 25 30 9 9 11 0 . 0 . . 4:
Old : 65: 25 30 9 9 11 0 . 0 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 34.9 52.0 52.7 25.7 32.6 42.7 43.6
Old : 31.4 34.9 52.0 52.7 25.7 32.6 42.7 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 5,883: 3,047 1,549 610 1,986 254 0 1,710 0 1,908 160 0: 64 224
Old : 5,883: 3,047 1,549 610 1,986 254 0 1,710 0 1,908 160 0: 64 224
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 26.3 10.4 33.8 4.3 0.0 29.1 0.0 32.4 2.7 0.0: 1.1 3.8
Old : 100.0: 51.8 26.3 10.4 33.8 4.3 0.0 29.1 0.0 32.4 2.7 0.0: 1.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 5 7 . 4 . 0 . 0 . . 0:
Old : 20: 5 7 . 4 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.3 67.2 97.7 84.7 78.7 67.2 86.6 79.0
Old : 85.3 67.2 97.7 84.7 78.7 67.2 86.6 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 12,356: 9,092 7,160 123 3,610 206 1,535 118 914 218 0 150: 118 198
Old : 12,356: 9,092 7,160 123 3,610 206 1,535 118 914 218 0 150: 118 198
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 668: 106 -192 0 540 -33 539 118 91 0 0 0: -35 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 57.9 1.0 29.2 1.7 12.4 1.0 7.4 1.8 0.0 1.2: 1.0 1.6
Old : 100.0: 73.6 57.9 1.0 29.2 1.7 12.4 1.0 7.4 1.8 0.0 1.2: 1.0 1.6
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 : 48: 27 19 . 9 5 . . . . 0 .:
Old : 48: 27 19 . 9 5 . . . . 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 : 42.5 40.8 62.8 61.8 40.3 36.1 53.5 50.8
Old : 42.5 40.8 62.8 61.8 40.3 36.1 53.5 50.8
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 15, 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 : 34,692: 14,803 18,187 3,291 8,930 4,326 50 1,375 425 10,879 300 676: 242 473
Old : 34,692: 14,803 18,187 3,291 8,930 4,326 50 1,375 425 10,879 300 676: 242 473
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 342: 357 -1,272 -316 385 151 -365 835 365 150 150 0: 0 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 52.4 9.5 25.7 12.5 0.1 4.0 1.2 31.4 0.9 1.9: 0.7 1.4
Old : 100.0: 42.7 52.4 9.5 25.7 12.5 0.1 4.0 1.2 31.4 0.9 1.9: 0.7 1.4
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 : 54: 15 23 9 9 11 . . . 5 . 4:
Old : 54: 15 23 9 9 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 : 61.0 48.5 72.8 61.9 58.7 47.1 67.3 55.5
Old : 61.0 48.5 72.8 61.9 58.7 47.1 67.3 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 18, 2011