GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 48,785: 35,011 42,199 7,138 276 5,671 0 0 0 533 0 340: 92 299
Old : 48,785: 35,011 42,199 7,138 276 5,671 0 0 0 533 0 340: 92 299
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -542: -1,186 -728 41 -342 632 0 0 0 75 0 -104: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 86.5 14.6 0.6 11.6 0.0 0.0 0.0 1.1 0.0 0.7: 0.2 0.6
Old : 100.0: 71.8 86.5 14.6 0.6 11.6 0.0 0.0 0.0 1.1 0.0 0.7: 0.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 28 34 11 . 12 0 0 0 . 0 .:
Old : 59: 28 34 11 . 12 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 30.7 55.1 47.4 16.0 12.2 22.7 19.4
Old : 34.8 30.7 55.1 47.4 16.0 12.2 22.7 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 14,553: 11,652 11,937 746 499 2,017 0 0 0 0 0 0: 138 100
Old : 14,553: 11,652 11,937 746 499 2,017 0 0 0 0 0 0: 138 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 2,153: 1,503 1,478 -40 35 690 0 0 0 0 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 82.0 5.1 3.4 13.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.7
Old : 100.0: 80.1 82.0 5.1 3.4 13.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 22 . 6 5 0 0 0 0 0 0:
Old : 33: 19 22 . 6 5 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 42.9 63.8 65.8 14.5 15.3 22.3 22.4
Old : 39.8 42.9 63.8 65.8 14.5 15.3 22.3 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 11,009: 6,146 6,353 939 385 2,659 0 0 0 24 293 283: 958 1,036
Old : 11,009: 6,146 6,353 939 385 2,659 0 0 0 24 293 283: 958 1,036
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 409: 308 273 15 -10 32 0 0 0 24 12 64: -34 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 57.7 8.5 3.5 24.2 0.0 0.0 0.0 0.2 2.7 2.6: 8.7 9.4
Old : 100.0: 55.8 57.7 8.5 3.5 24.2 0.0 0.0 0.0 0.2 2.7 2.6: 8.7 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 23 27 7 6 12 0 0 0 . . 4:
Old : 45: 23 27 7 6 12 0 0 0 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 23.7 52.5 39.5 13.6 8.1 19.0 12.2
Old : 31.5 23.7 52.5 39.5 13.6 8.1 19.0 12.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 7,086: 3,752 4,873 1,118 320 811 0 46 25 621 30 263: 496 718
Old : 7,086: 3,752 4,873 1,118 320 811 0 46 25 621 30 263: 496 718
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 299: 199 275 -2 -9 70 0 0 25 -124 -65 111: 20 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 68.8 15.8 4.5 11.4 0.0 0.6 0.4 8.8 0.4 3.7: 7.0 10.1
Old : 100.0: 52.9 68.8 15.8 4.5 11.4 0.0 0.6 0.4 8.8 0.4 3.7: 7.0 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 62: 35 38 9 5 14 0 . . 4 . .:
Old : 62: 35 38 9 5 14 0 . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 28.6 45.4 41.7 23.7 25.6 35.3 35.0
Old : 31.3 28.6 45.4 41.7 23.7 25.6 35.3 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 3,735: 2,324 1,797 363 125 374 0 0 0 0 0 0: 674 1,439
Old : 3,735: 2,324 1,797 363 125 374 0 0 0 0 0 0: 674 1,439
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 48.1 9.7 3.3 10.0 0.0 0.0 0.0 0.0 0.0 0.0: 18.0 38.5
Old : 100.0: 62.2 48.1 9.7 3.3 10.0 0.0 0.0 0.0 0.0 0.0 0.0: 18.0 38.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 15 . . 4 0 0 0 0 0 0:
Old : 20: 14 15 . . 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 30.9 69.5 44.5 42.8 14.8 43.8 20.0
Old : 56.0 30.9 69.5 44.5 42.8 14.8 43.8 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 3,133: 1,444 1,405 245 411 423 120 0 90 190 548 6: 615 250
Old : 3,133: 1,444 1,405 245 411 423 120 0 90 190 548 6: 615 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 86: 23 133 10 -75 23 0 0 0 0 -15 0: 30 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 44.8 7.8 13.1 13.5 3.8 0.0 2.9 6.1 17.5 0.2: 19.6 8.0
Old : 100.0: 46.1 44.8 7.8 13.1 13.5 3.8 0.0 2.9 6.1 17.5 0.2: 19.6 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 15 14 . 6 7 . 0 . . . .:
Old : 32: 15 14 . 6 7 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 41.3 38.0 61.6 19.8 29.8 29.7 40.6
Old : 22.0 41.3 38.0 61.6 19.8 29.8 29.7 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 1,377: 1,011 694 0 83 148 0 0 0 0 95 15: 203 342
Old : 1,377: 1,011 694 0 83 148 0 0 0 0 95 15: 203 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 50.4 0.0 6.0 10.7 0.0 0.0 0.0 0.0 6.9 1.1: 14.7 24.8
Old : 100.0: 73.4 50.4 0.0 6.0 10.7 0.0 0.0 0.0 0.0 6.9 1.1: 14.7 24.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 10 0 . . 0 0 0 0 . .:
Old : 22: 15 10 0 . . 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 37.8 55.0 57.0 28.9 23.6 42.3 33.0
Old : 32.0 37.8 55.0 57.0 28.9 23.6 42.3 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 1,641: 795 917 125 53 167 0 0 0 58 135 6: 490 363
Old : 1,641: 795 917 125 53 167 0 0 0 58 135 6: 490 363
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -38: -38 -85 -9 0 -4 0 0 0 0 -20 0: 13 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 55.9 7.6 3.2 10.2 0.0 0.0 0.0 3.5 8.2 0.4: 29.9 22.1
Old : 100.0: 48.4 55.9 7.6 3.2 10.2 0.0 0.0 0.0 3.5 8.2 0.4: 29.9 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 13 . . . 0 0 0 . . .:
Old : 21: 12 13 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 48.4 57.5 61.5 30.6 42.4 42.4 52.4
Old : 39.0 48.4 57.5 61.5 30.6 42.4 42.4 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 3,466: 3,328 3,311 40 57 83 0 0 0 0 0 0: 15 15
Old : 3,466: 3,328 3,311 40 57 83 0 0 0 0 0 0: 15 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 655: 655 640 0 0 0 0 0 0 0 0 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.0 95.5 1.2 1.6 2.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.4
Old : 100.0: 96.0 95.5 1.2 1.6 2.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 12 . . . 0 0 0 0 0 0:
Old : 20: 12 12 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 63.8 91.2 87.5 48.0 52.4 62.9 63.7
Old : 65.5 63.8 91.2 87.5 48.0 52.4 62.9 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 GALLONS) :
: : Positions :
All : 9,625: 8,383 8,480 484 100 728 0 0 0 0 0 0: 30 317
Old : 9,625: 8,383 8,480 484 100 728 0 0 0 0 0 0: 30 317
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -235: -235 -260 0 25 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 88.1 5.0 1.0 7.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 3.3
Old : 100.0: 87.1 88.1 5.0 1.0 7.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 11 5 . 4 0 0 0 0 0 0:
Old : 31: 21 11 5 . 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 68.1 68.9 87.7 44.3 63.3 57.2 68.8
Old : 46.9 68.1 68.9 87.7 44.3 63.3 57.2 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 27,805: 22,484 23,158 2,763 1,666 2,282 0 0 0 0 423 276: 0 0
Old : 27,805: 22,484 23,158 2,763 1,666 2,282 0 0 0 0 423 276: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 1,906: 1,982 1,823 -54 -70 153 0 0 0 0 175 -175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 83.3 9.9 6.0 8.2 0.0 0.0 0.0 0.0 1.5 1.0: 0.0 0.0
Old : 100.0: 80.9 83.3 9.9 6.0 8.2 0.0 0.0 0.0 0.0 1.5 1.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 19 18 5 6 10 0 0 0 0 . .:
Old : 37: 19 18 5 6 10 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 47.3 71.8 68.9 32.9 33.7 44.0 43.4
Old : 48.2 47.3 71.8 68.9 32.9 33.7 44.0 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 355,290: 97,771 189,738 55,754 8,960 29,021 47,541 6,660 18,725 9,480 25,514 50,177: 46,822 26,496
Old : 355,290: 97,771 189,738 55,754 8,960 29,021 47,541 6,660 18,725 9,480 25,514 50,177: 46,822 26,496
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -13,982: 2,445 -8,072 -3,006 2,985 638 -3,104 -219 -4,546 1,357 -655 -3,794: -3,972 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 53.4 15.7 2.5 8.2 13.4 1.9 5.3 2.7 7.2 14.1: 13.2 7.5
Old : 100.0: 27.5 53.4 15.7 2.5 8.2 13.4 1.9 5.3 2.7 7.2 14.1: 13.2 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 : 176: 57 69 18 4 19 39 9 19 14 17 25:
Old : 176: 57 69 18 4 19 39 9 19 14 17 25:
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 : 14.6 24.1 24.4 37.0 8.1 15.6 14.2 21.9
Old : 14.6 24.1 24.4 37.0 8.1 15.6 14.2 21.9
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 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 70,486: 16,390 17,807 8,765 1,325 16,720 0 0 0 82 7,082 26,354: 2,175 1,198
Old : 70,486: 16,390 17,807 8,765 1,325 16,720 0 0 0 82 7,082 26,354: 2,175 1,198
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -7,566: -1,340 -2,695 -278 -373 -1,927 0 0 0 4 1,413 -3,871: -155 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 25.3 12.4 1.9 23.7 0.0 0.0 0.0 0.1 10.0 37.4: 3.1 1.7
Old : 100.0: 23.3 25.3 12.4 1.9 23.7 0.0 0.0 0.0 0.1 10.0 37.4: 3.1 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 6 4 10 0 0 0 . 8 10:
Old : 27: 7 7 6 4 10 0 0 0 . 8 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 : 40.1 45.7 65.7 65.9 15.5 12.9 17.4 17.5
Old : 40.1 45.7 65.7 65.9 15.5 12.9 17.4 17.5
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 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1000 BARRELS) :
: : Positions :
All : 14,248: 9,531 8,201 1,208 2,561 1,935 200 0 0 750 851 550: 74 150
Old : 14,248: 9,531 8,201 1,208 2,561 1,935 200 0 0 750 851 550: 74 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 998: 490 750 451 -30 57 0 0 -150 700 271 50: -600 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 57.6 8.5 18.0 13.6 1.4 0.0 0.0 5.3 6.0 3.9: 0.5 1.1
Old : 100.0: 66.9 57.6 8.5 18.0 13.6 1.4 0.0 0.0 5.3 6.0 3.9: 0.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 66: 31 35 7 6 10 . 0 0 . 5 .:
Old : 66: 31 35 7 6 10 . 0 0 . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 26.9 45.1 42.5 21.8 24.3 36.3 35.9
Old : 27.6 26.9 45.1 42.5 21.8 24.3 36.3 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 8,049: 5,090 5,150 825 1,229 995 653 0 100 200 410 0: 186 165
Old : 8,049: 5,090 5,150 825 1,229 995 653 0 100 200 410 0: 186 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 200: 275 0 -75 50 150 -150 0 0 0 100 0: 0 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 64.0 10.2 15.3 12.4 8.1 0.0 1.2 2.5 5.1 0.0: 2.3 2.0
Old : 100.0: 63.2 64.0 10.2 15.3 12.4 8.1 0.0 1.2 2.5 5.1 0.0: 2.3 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 16 12 4 4 7 . 0 . . . 0:
Old : 40: 16 12 4 4 7 . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 43.7 55.3 63.6 23.9 39.7 38.6 54.4
Old : 39.3 43.7 55.3 63.6 23.9 39.7 38.6 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 29,000 U.S. GALLONS) :
: : Positions :
All : 10,308: 7,334 6,712 3 585 177 732 57 164 325 1,098 808: 765 707
Old : 10,308: 7,334 6,712 3 585 177 732 57 164 325 1,098 808: 765 707
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -840: 104 -505 -36 118 -93 -138 10 14 15 305 -383: -323 -306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 65.1 0.0 5.7 1.7 7.1 0.6 1.6 3.2 10.7 7.8: 7.4 6.9
Old : 100.0: 71.1 65.1 0.0 5.7 1.7 7.1 0.6 1.6 3.2 10.7 7.8: 7.4 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 17 21 . . . . . . 4 . 4:
Old : 34: 17 21 . . . . . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 46.0 65.6 69.7 27.0 27.3 36.1 37.7
Old : 45.7 46.0 65.6 69.7 27.0 27.3 36.1 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 19,154: 17,948 15,699 5 983 486 0 7 33 436 1,427 127: 119 392
Old : 19,154: 17,948 15,699 5 983 486 0 7 33 436 1,427 127: 119 392
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 505: 616 423 5 28 -55 0 0 0 335 27 96: -493 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 82.0 0.0 5.1 2.5 0.0 0.0 0.2 2.3 7.5 0.7: 0.6 2.0
Old : 100.0: 93.7 82.0 0.0 5.1 2.5 0.0 0.0 0.2 2.3 7.5 0.7: 0.6 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 62: 37 42 . . . 0 . . . 7 5:
Old : 62: 37 42 . . . 0 . . . 7 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 29.9 52.7 50.1 24.6 27.5 37.3 36.7
Old : 32.6 29.9 52.7 50.1 24.6 27.5 37.3 36.7
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 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 2,669: 1,724 1,534 24 39 28 0 35 186 30 121 17: 660 709
Old : 2,669: 1,724 1,534 24 39 28 0 35 186 30 121 17: 660 709
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 308: 515 424 0 0 0 0 -7 -13 30 0 0: -224 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 57.5 0.9 1.5 1.0 0.0 1.3 7.0 1.1 4.5 0.6: 24.7 26.6
Old : 100.0: 64.6 57.5 0.9 1.5 1.0 0.0 1.3 7.0 1.1 4.5 0.6: 24.7 26.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 20 . . . 0 . . . . .:
Old : 27: 19 20 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 26.9 42.7 42.6 19.7 18.4 26.8 24.6
Old : 26.9 26.9 42.7 42.6 19.7 18.4 26.8 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 1,437: 998 1,114 4 0 32 0 0 0 128 0 0: 275 291
Old : 1,437: 998 1,114 4 0 32 0 0 0 128 0 0: 275 291
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 126: 230 191 0 0 0 0 0 0 50 0 -5: -149 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 77.5 0.3 0.0 2.2 0.0 0.0 0.0 8.9 0.0 0.0: 19.1 20.3
Old : 100.0: 69.5 77.5 0.3 0.0 2.2 0.0 0.0 0.0 8.9 0.0 0.0: 19.1 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 23 20 . 0 . 0 0 0 . 0 0:
Old : 31: 23 20 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 27.1 46.6 43.8 28.3 25.5 41.1 40.6
Old : 30.9 27.1 46.6 43.8 28.3 25.5 41.1 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 468,450: 137,954 145,630 48,715 65,805 80,326 29,615 15,571 27,155 12,103 7,985 112,111: 20,470 13,867
Old : 468,450: 137,954 145,630 48,715 65,805 80,326 29,615 15,571 27,155 12,103 7,985 112,111: 20,470 13,867
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -20,262: 6,982 -3,945 -11,552 -5,854 -9,507 5,754 670 6,325 -4,093 4,306 -11,579: -2,591 -678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 31.1 10.4 14.0 17.1 6.3 3.3 5.8 2.6 1.7 23.9: 4.4 3.0
Old : 100.0: 29.4 31.1 10.4 14.0 17.1 6.3 3.3 5.8 2.6 1.7 23.9: 4.4 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 : 121: 38 38 15 14 22 15 7 14 13 10 27:
Old : 121: 38 38 15 14 22 15 7 14 13 10 27:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 24.6 34.2 36.4 8.0 10.1 13.2 16.5
Old : 22.8 24.6 34.2 36.4 8.0 10.1 13.2 16.5
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 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 2,225,957: 232,235 367,096 204,446 313,982 624,319 228,925 39,237 277,313 104,294 68,459 466,000: 88,424 69,551
Old : 2,225,957: 232,235 367,096 204,446 313,982 624,319 228,925 39,237 277,313 104,294 68,459 466,000: 88,424 69,551
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -26,060: -12,465 -32,051 -8,763 13,358 -9,185 -25,648 738 12,216 9,698 -3,987 8,584: -498 -15,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 16.5 9.2 14.1 28.0 10.3 1.8 12.5 4.7 3.1 20.9: 4.0 3.1
Old : 100.0: 10.4 16.5 9.2 14.1 28.0 10.3 1.8 12.5 4.7 3.1 20.9: 4.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 348: 49 60 17 34 44 81 39 77 59 47 89:
Old : 348: 49 60 17 34 44 81 39 77 59 47 89:
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 : 19.1 14.2 29.0 25.7 9.9 7.6 13.2 12.0
Old : 19.1 14.2 29.0 25.7 9.9 7.6 13.2 12.0
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 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 192,968: 55,407 113,671 14,760 21,298 13,022 2,191 12,963 9,671 78,816 1,135 17,233: 1,870 3,976
Old : 192,968: 55,407 113,671 14,760 21,298 13,022 2,191 12,963 9,671 78,816 1,135 17,233: 1,870 3,976
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -22,543: -4,458 -20,194 -382 -5,521 -1,766 -1,177 -1,794 2,184 -20,749 -173 2,970: 835 1,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 58.9 7.6 11.0 6.7 1.1 6.7 5.0 40.8 0.6 8.9: 1.0 2.1
Old : 100.0: 28.7 58.9 7.6 11.0 6.7 1.1 6.7 5.0 40.8 0.6 8.9: 1.0 2.1
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 : 31: 12 10 . 6 7 . . 4 4 . 5:
Old : 31: 12 10 . 6 7 . . 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 : 70.6 57.8 87.8 75.0 59.3 56.7 70.6 67.2
Old : 70.6 57.8 87.8 75.0 59.3 56.7 70.6 67.2
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 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 207,450: 41,343 29,687 43,537 79,400 32,595 782 0 960 46,412 15,455 4,078: 37,743 45,275
Old : 207,450: 41,343 29,687 43,537 79,400 32,595 782 0 960 46,412 15,455 4,078: 37,743 45,275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 3,427: 401 542 -806 -590 1,283 12 0 264 1,388 -2,231 -518: 1,403 4,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 14.3 21.0 38.3 15.7 0.4 0.0 0.5 22.4 7.4 2.0: 18.2 21.8
Old : 100.0: 19.9 14.3 21.0 38.3 15.7 0.4 0.0 0.5 22.4 7.4 2.0: 18.2 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 7 7 7 9 13 . 0 . 4 7 7:
Old : 36: 7 7 7 9 13 . 0 . 4 7 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 30.1 57.5 48.0 38.1 26.8 52.2 40.2
Old : 40.1 30.1 57.5 48.0 38.1 26.8 52.2 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 78,917: 6,268 7,335 6,332 22,820 36,687 14,067 1,108 5,396 4,163 498 2,910: 3,094 2,163
Old : 78,917: 6,268 7,335 6,332 22,820 36,687 14,067 1,108 5,396 4,163 498 2,910: 3,094 2,163
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 956: -78 -96 196 910 349 706 39 -649 -63 19 312: 182 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 9.3 8.0 28.9 46.5 17.8 1.4 6.8 5.3 0.6 3.7: 3.9 2.7
Old : 100.0: 7.9 9.3 8.0 28.9 46.5 17.8 1.4 6.8 5.3 0.6 3.7: 3.9 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 : 44: 4 4 9 10 18 9 . 7 6 . 7:
Old : 44: 4 4 9 10 18 9 . 7 6 . 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 49.8 62.4 78.1 19.1 23.3 25.3 29.4
Old : 38.9 49.8 62.4 78.1 19.1 23.3 25.3 29.4
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 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 538,307: 74,460 66,522 44,610 88,652 276,514 0 2,344 15,007 38,686 0 77,112: 11,918 12,155
Old : 538,307: 74,460 66,522 44,610 88,652 276,514 0 2,344 15,007 38,686 0 77,112: 11,918 12,155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 2,006: -5 750 -633 984 6,562 0 -143 -2,551 131 -189 -53: -1,445 -3,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 12.4 8.3 16.5 51.4 0.0 0.4 2.8 7.2 0.0 14.3: 2.2 2.3
Old : 100.0: 13.8 12.4 8.3 16.5 51.4 0.0 0.4 2.8 7.2 0.0 14.3: 2.2 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 : 50: 7 8 10 18 28 0 . . 13 0 13:
Old : 50: 7 8 10 18 28 0 . . 13 0 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 : 30.6 26.6 50.3 44.3 8.0 6.1 13.3 10.2
Old : 30.6 26.6 50.3 44.3 8.0 6.1 13.3 10.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 15,816: 7,245 11,072 5,623 1,556 2,020 0 0 0 525 766 125: 278 277
Old : 15,816: 7,245 11,072 5,623 1,556 2,020 0 0 0 525 766 125: 278 277
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 1,942: 1,321 927 276 650 89 0 0 0 0 0 0: 256 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 70.0 35.6 9.8 12.8 0.0 0.0 0.0 3.3 4.8 0.8: 1.8 1.8
Old : 100.0: 45.8 70.0 35.6 9.8 12.8 0.0 0.0 0.0 3.3 4.8 0.8: 1.8 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 19 17 10 . 10 0 0 0 . . .:
Old : 43: 19 17 10 . 10 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 51.6 58.1 70.1 32.8 45.5 43.2 56.6
Old : 37.2 51.6 58.1 70.1 32.8 45.5 43.2 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 56,294: 5,043 2,076 24,251 16,730 18,296 2,898 4,927 241 0 7,151 1,381: 4,184 5,492
Old : 56,294: 5,043 2,076 24,251 16,730 18,296 2,898 4,927 241 0 7,151 1,381: 4,184 5,492
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -14,568: -4,887 -474 -6,717 -7,900 -2,282 -1,161 -667 -898 0 -1,835 -396: 1,773 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 3.7 43.1 29.7 32.5 5.1 8.8 0.4 0.0 12.7 2.5: 7.4 9.8
Old : 100.0: 9.0 3.7 43.1 29.7 32.5 5.1 8.8 0.4 0.0 12.7 2.5: 7.4 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 4 . 8 9 14 . . . 0 . 4:
Old : 29: 4 . 8 9 14 . . . 0 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 44.3 72.1 67.3 38.2 37.8 50.9 48.9
Old : 56.4 44.3 72.1 67.3 38.2 37.8 50.9 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 27,281: 200 2,251 12,269 8,515 9,735 2,653 897 200 0 1,995 0: 2,224 3,688
Old : 27,281: 200 2,251 12,269 8,515 9,735 2,653 897 200 0 1,995 0: 2,224 3,688
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 503: 0 0 -148 -205 403 -52 0 0 0 0 0: 300 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 8.3 45.0 31.2 35.7 9.7 3.3 0.7 0.0 7.3 0.0: 8.2 13.5
Old : 100.0: 0.7 8.3 45.0 31.2 35.7 9.7 3.3 0.7 0.0 7.3 0.0: 8.2 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: . . 7 5 12 . . . 0 . 0:
Old : 21: . . 7 5 12 . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 50.0 75.7 67.0 46.0 32.5 54.5 44.0
Old : 56.0 50.0 75.7 67.0 46.0 32.5 54.5 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 11,185: 3,000 1,570 3,540 7,495 1,970 2,627 0 0 0 100 0: 48 50
Old : 11,185: 3,000 1,570 3,540 7,495 1,970 2,627 0 0 0 100 0: 48 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -30: 0 0 0 30 -30 0 0 0 0 0 0: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 14.0 31.6 67.0 17.6 23.5 0.0 0.0 0.0 0.9 0.0: 0.4 0.4
Old : 100.0: 26.8 14.0 31.6 67.0 17.6 23.5 0.0 0.0 0.0 0.9 0.0: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 8 8 6 7 4 . 0 0 0 . 0:
Old : 30: 8 8 6 7 4 . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 76.3 81.0 87.3 54.5 63.0 72.2 73.3
Old : 59.7 76.3 81.0 87.3 54.5 63.0 72.2 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 24,461: 2,606 1,235 2,009 1,842 6,834 2,239 2,482 3,025 976 1,584 2,973: 3,799 4,486
Old : 24,461: 2,606 1,235 2,009 1,842 6,834 2,239 2,482 3,025 976 1,584 2,973: 3,799 4,486
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -3,111: 158 -18 -535 -731 -189 -179 505 -997 117 -784 -702: -784 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 5.1 8.2 7.5 27.9 9.2 10.1 12.4 4.0 6.5 12.2: 15.5 18.3
Old : 100.0: 10.7 5.1 8.2 7.5 27.9 9.2 10.1 12.4 4.0 6.5 12.2: 15.5 18.3
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 : 24: . . . 4 8 . 5 4 . . 4:
Old : 24: . . . 4 8 . 5 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 : 41.5 37.7 64.6 55.1 21.9 16.0 26.1 22.8
Old : 41.5 37.7 64.6 55.1 21.9 16.0 26.1 22.8
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 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 19,047: 148 0 3,004 2,677 11,458 1,661 1,963 1,289 66 642 133: 1,287 885
Old : 19,047: 148 0 3,004 2,677 11,458 1,661 1,963 1,289 66 642 133: 1,287 885
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 509: 11 0 983 -520 295 -784 411 132 -23 110 -5: -100 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 15.8 14.1 60.2 8.7 10.3 6.8 0.3 3.4 0.7: 6.8 4.6
Old : 100.0: 0.8 0.0 15.8 14.1 60.2 8.7 10.3 6.8 0.3 3.4 0.7: 6.8 4.6
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 : 32: . 0 8 7 13 5 5 5 . 5 .:
Old : 32: . 0 8 7 13 5 5 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 : 45.7 43.5 69.4 67.2 15.6 16.0 21.9 22.4
Old : 45.7 43.5 69.4 67.2 15.6 16.0 21.9 22.4
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 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 97,629: 6,704 6,539 15,575 19,217 46,195 4,543 0 2,684 2,133 676 6,201: 13,594 16,117
Old : 97,629: 6,704 6,539 15,575 19,217 46,195 4,543 0 2,684 2,133 676 6,201: 13,594 16,117
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 1,782: 177 -16 -197 812 153 590 0 430 -1,045 -53 -39: 1,712 494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 6.7 16.0 19.7 47.3 4.7 0.0 2.7 2.2 0.7 6.4: 13.9 16.5
Old : 100.0: 6.9 6.7 16.0 19.7 47.3 4.7 0.0 2.7 2.2 0.7 6.4: 13.9 16.5
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 : 25: . 4 6 10 15 . 0 . . . 4:
Old : 25: . 4 6 10 15 . 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 : 38.9 34.7 55.3 53.1 19.7 15.8 23.7 19.5
Old : 38.9 34.7 55.3 53.1 19.7 15.8 23.7 19.5
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 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 306,090: 117,991 193,577 28,324 9,640 23,817 65,832 10,889 16,350 13,138 14,158 22,527: 18,111 15,134
Old : 306,090: 117,991 193,577 28,324 9,640 23,817 65,832 10,889 16,350 13,138 14,158 22,527: 18,111 15,134
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -13,351: -7,702 -15,200 -294 -678 -581 -1,967 1,827 -850 -1,340 -1,196 1,470: -2,087 1,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 63.2 9.3 3.1 7.8 21.5 3.6 5.3 4.3 4.6 7.4: 5.9 4.9
Old : 100.0: 38.5 63.2 9.3 3.1 7.8 21.5 3.6 5.3 4.3 4.6 7.4: 5.9 4.9
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 : 203: 62 68 15 6 17 51 13 28 21 12 25:
Old : 203: 62 68 15 6 17 51 13 28 21 12 25:
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 : 16.7 23.1 26.0 37.6 10.1 14.1 16.7 20.7
Old : 16.7 23.1 26.0 37.6 10.1 14.1 16.7 20.7
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 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 22,788: 6,238 12,387 546 3,041 526 2,869 0 852 5,658 0 111: 5,988 5,871
Old : 22,788: 6,238 12,387 546 3,041 526 2,869 0 852 5,658 0 111: 5,988 5,871
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 203: 184 -258 -29 127 225 -283 0 126 24 0 -9: -35 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 54.4 2.4 13.3 2.3 12.6 0.0 3.7 24.8 0.0 0.5: 26.3 25.8
Old : 100.0: 27.4 54.4 2.4 13.3 2.3 12.6 0.0 3.7 24.8 0.0 0.5: 26.3 25.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 9 14 . . . . 0 . . 0 .:
Old : 26: 9 14 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 38.1 66.0 56.3 48.1 36.2 60.7 53.6
Old : 52.3 38.1 66.0 56.3 48.1 36.2 60.7 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 24,705: 24,210 11,615 0 11,150 0 0 0 0 0 0 0: 495 1,940
Old : 24,705: 24,210 11,615 0 11,150 0 0 0 0 0 0 0: 495 1,940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -150: -150 -150 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.0 47.0 0.0 45.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 7.9
Old : 100.0: 98.0 47.0 0.0 45.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 13 0 4 0 0 0 0 0 0 0:
Old : 20: 12 13 0 4 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.3 53.7 93.9 77.4 78.6 52.4 84.1 72.4
Old : 81.3 53.7 93.9 77.4 78.6 52.4 84.1 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 6,594: 3,722 4,840 1,716 428 1,136 0 0 0 0 170 0: 20 20
Old : 6,594: 3,722 4,840 1,716 428 1,136 0 0 0 0 170 0: 20 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 200: 100 0 70 0 30 0 0 0 0 170 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 73.4 26.0 6.5 17.2 0.0 0.0 0.0 0.0 2.6 0.0: 0.3 0.3
Old : 100.0: 56.4 73.4 26.0 6.5 17.2 0.0 0.0 0.0 0.0 2.6 0.0: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 20 8 . 7 0 0 0 0 . 0:
Old : 38: 19 20 8 . 7 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 41.1 64.9 68.6 33.5 29.8 45.9 45.3
Old : 37.9 41.1 64.9 68.6 33.5 29.8 45.9 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 59,920: 53,175 33,174 3,484 24,298 1,785 375 119 51 150 0 0: 900 493
Old : 59,920: 53,175 33,174 3,484 24,298 1,785 375 119 51 150 0 0: 900 493
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 4,736: 5,489 557 -348 4,390 -15 0 -117 0 -400 0 0: 10 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 55.4 5.8 40.6 3.0 0.6 0.2 0.1 0.3 0.0 0.0: 1.5 0.8
Old : 100.0: 88.7 55.4 5.8 40.6 3.0 0.6 0.2 0.1 0.3 0.0 0.0: 1.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 33 23 6 7 8 . . . . 0 0:
Old : 54: 33 23 6 7 8 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 54.7 73.4 71.5 47.9 48.6 57.8 61.6
Old : 60.7 54.7 73.4 71.5 47.9 48.6 57.8 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 GALLONS) :
: : Positions :
All : 14,800: 11,210 9,226 2,661 4,715 790 0 50 19 0 0 0: 120 0
Old : 14,800: 11,210 9,226 2,661 4,715 790 0 50 19 0 0 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 1,616: 1,486 1,556 135 65 -5 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 62.3 18.0 31.9 5.3 0.0 0.3 0.1 0.0 0.0 0.0: 0.8 0.0
Old : 100.0: 75.7 62.3 18.0 31.9 5.3 0.0 0.3 0.1 0.0 0.0 0.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 13 8 . . 0 . . 0 0 0:
Old : 25: 11 13 8 . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 82.2 79.4 94.5 41.5 59.2 55.1 62.5
Old : 63.2 82.2 79.4 94.5 41.5 59.2 55.1 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 6,095: 4,045 2,395 1,150 750 450 0 0 0 450 2,500 0: 0 0
Old : 6,095: 4,045 2,395 1,150 750 450 0 0 0 450 2,500 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 325: 100 125 0 -50 225 0 0 0 450 25 0: -450 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 39.3 18.9 12.3 7.4 0.0 0.0 0.0 7.4 41.0 0.0: 0.0 0.0
Old : 100.0: 66.4 39.3 18.9 12.3 7.4 0.0 0.0 0.0 7.4 41.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 18 12 5 4 4 0 0 0 . . 0:
Old : 37: 18 12 5 4 4 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 73.3 61.0 86.1 37.2 71.5 57.3 81.6
Old : 37.2 73.3 61.0 86.1 37.2 71.5 57.3 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 5,196: 2,887 3,431 579 290 1,180 0 0 0 0 76 87: 463 132
Old : 5,196: 2,887 3,431 579 290 1,180 0 0 0 0 76 87: 463 132
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -175: -106 35 -44 0 -50 0 0 0 0 -232 0: 25 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 66.0 11.1 5.6 22.7 0.0 0.0 0.0 0.0 1.5 1.7: 8.9 2.5
Old : 100.0: 55.6 66.0 11.1 5.6 22.7 0.0 0.0 0.0 0.0 1.5 1.7: 8.9 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 13 6 . 4 0 0 0 0 . .:
Old : 26: 13 13 6 . 4 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 49.5 70.2 80.1 28.2 29.4 36.5 41.2
Old : 49.5 49.5 70.2 80.1 28.2 29.4 36.5 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 25,248: 15,426 13,826 5,594 4,123 2,489 0 3,279 0 620 354 1,099: 20 78
Old : 25,248: 15,426 13,826 5,594 4,123 2,489 0 3,279 0 620 354 1,099: 20 78
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 1,381: 1,532 1,592 354 -370 255 0 0 0 -990 -326 230: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 54.8 22.2 16.3 9.9 0.0 13.0 0.0 2.5 1.4 4.4: 0.1 0.3
Old : 100.0: 61.1 54.8 22.2 16.3 9.9 0.0 13.0 0.0 2.5 1.4 4.4: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 26 29 9 9 11 0 . 0 . . 4:
Old : 63: 26 29 9 9 11 0 . 0 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 35.6 52.7 51.4 25.8 33.1 42.3 43.7
Old : 31.8 35.6 52.7 51.4 25.8 33.1 42.3 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 5,883: 3,047 1,549 610 2,136 254 0 1,560 0 1,908 160 0: 64 224
Old : 5,883: 3,047 1,549 610 2,136 254 0 1,560 0 1,908 160 0: 64 224
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 0: 0 0 0 150 0 0 -150 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 26.3 10.4 36.3 4.3 0.0 26.5 0.0 32.4 2.7 0.0: 1.1 3.8
Old : 100.0: 51.8 26.3 10.4 36.3 4.3 0.0 26.5 0.0 32.4 2.7 0.0: 1.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 5 7 . 4 . 0 . 0 . . 0:
Old : 20: 5 7 . 4 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.3 67.2 97.7 84.7 78.7 67.2 86.6 79.0
Old : 85.3 67.2 97.7 84.7 78.7 67.2 86.6 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 12,944: 9,824 7,606 78 3,566 241 1,520 354 820 218 126 150: 93 81
Old : 12,944: 9,824 7,606 78 3,566 241 1,520 354 820 218 126 150: 93 81
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 588: 732 446 -45 -44 35 -15 236 -94 0 126 0: -25 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 58.8 0.6 27.5 1.9 11.7 2.7 6.3 1.7 1.0 1.2: 0.7 0.6
Old : 100.0: 75.9 58.8 0.6 27.5 1.9 11.7 2.7 6.3 1.7 1.0 1.2: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 28 21 . 9 5 . . . . . .:
Old : 50: 28 21 . 9 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 43.7 64.4 64.9 41.3 39.2 55.0 54.4
Old : 42.3 43.7 64.4 64.9 41.3 39.2 55.0 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Disaggregated Commitments of Traders - Options and Futures Combined, November 22, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 35,081: 15,607 17,974 3,309 10,090 3,918 50 1,400 400 10,879 150 676: 242 473
Old : 35,081: 15,607 17,974 3,309 10,090 3,918 50 1,400 400 10,879 150 676: 242 473
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 389: 804 -213 18 1,160 -408 0 25 -25 0 -150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 51.2 9.4 28.8 11.2 0.1 4.0 1.1 31.0 0.4 1.9: 0.7 1.3
Old : 100.0: 44.5 51.2 9.4 28.8 11.2 0.1 4.0 1.1 31.0 0.4 1.9: 0.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 15 23 8 10 11 . . . 5 . 4:
Old : 53: 15 23 8 10 11 . . . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 48.3 72.8 62.8 59.1 46.9 67.6 56.7
Old : 61.4 48.3 72.8 62.8 59.1 46.9 67.6 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 28, 2011