GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Disaggregated Commitments of Traders - Options and Futures Combined, November 29, 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 : 48,193: 34,341 41,465 7,361 410 5,722 0 0 0 405 0 250: 114 346
Old : 48,193: 34,341 41,465 7,361 410 5,722 0 0 0 405 0 250: 114 346
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -592: -670 -734 223 134 51 0 0 0 -128 0 -90: 22 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 86.0 15.3 0.9 11.9 0.0 0.0 0.0 0.8 0.0 0.5: 0.2 0.7
Old : 100.0: 71.3 86.0 15.3 0.9 11.9 0.0 0.0 0.0 0.8 0.0 0.5: 0.2 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 : 62: 26 37 12 . 12 0 0 0 . 0 .:
Old : 62: 26 37 12 . 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 : 35.8 30.3 56.5 47.4 16.8 13.0 23.6 20.4
Old : 35.8 30.3 56.5 47.4 16.8 13.0 23.6 20.4
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 29, 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 : 15,097: 11,896 12,081 746 599 2,317 0 0 0 0 0 0: 138 100
Old : 15,097: 11,896 12,081 746 599 2,317 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 22, 2011 :
: 544: 244 144 0 100 300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 80.0 4.9 4.0 15.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.7
Old : 100.0: 78.8 80.0 4.9 4.0 15.3 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 : 34: 19 23 . 6 5 0 0 0 0 0 0:
Old : 34: 19 23 . 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 : 41.3 43.5 65.9 67.6 14.3 15.3 22.4 22.1
Old : 41.3 43.5 65.9 67.6 14.3 15.3 22.4 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Disaggregated Commitments of Traders - Options and Futures Combined, November 29, 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 : 11,214: 6,331 6,586 900 370 2,649 0 0 0 52 348 253: 1,029 1,008
Old : 11,214: 6,331 6,586 900 370 2,649 0 0 0 52 348 253: 1,029 1,008
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 205: 185 233 -39 -15 -10 0 0 0 28 55 -30: 71 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 58.7 8.0 3.3 23.6 0.0 0.0 0.0 0.5 3.1 2.3: 9.2 9.0
Old : 100.0: 56.5 58.7 8.0 3.3 23.6 0.0 0.0 0.0 0.5 3.1 2.3: 9.2 9.0
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 : 47: 23 29 6 7 13 0 0 0 . . 4:
Old : 47: 23 29 6 7 13 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 : 32.5 24.2 53.6 40.0 13.8 8.7 19.3 12.8
Old : 32.5 24.2 53.6 40.0 13.8 8.7 19.3 12.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Disaggregated Commitments of Traders - Options and Futures Combined, November 29, 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 : 7,462: 4,038 5,160 1,224 350 795 0 46 25 589 30 301: 490 755
Old : 7,462: 4,038 5,160 1,224 350 795 0 46 25 589 30 301: 490 755
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 376: 286 287 106 30 -16 0 0 0 -32 0 38: -6 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 69.2 16.4 4.7 10.7 0.0 0.6 0.3 7.9 0.4 4.0: 6.6 10.1
Old : 100.0: 54.1 69.2 16.4 4.7 10.7 0.0 0.6 0.3 7.9 0.4 4.0: 6.6 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 : 65: 37 39 9 5 14 0 . . 5 . .:
Old : 65: 37 39 9 5 14 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 : 28.9 28.1 43.7 41.4 21.0 25.2 31.9 34.4
Old : 28.9 28.1 43.7 41.4 21.0 25.2 31.9 34.4
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 29, 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 : 3,813: 2,585 1,959 363 175 336 0 0 0 0 0 0: 529 1,343
Old : 3,813: 2,585 1,959 363 175 336 0 0 0 0 0 0: 529 1,343
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 78: 261 162 0 50 -38 0 0 0 0 0 0: -145 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 51.4 9.5 4.6 8.8 0.0 0.0 0.0 0.0 0.0 0.0: 13.9 35.2
Old : 100.0: 67.8 51.4 9.5 4.6 8.8 0.0 0.0 0.0 0.0 0.0 0.0: 13.9 35.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 16 . . 4 0 0 0 0 0 0:
Old : 21: 15 16 . . 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 : 54.7 32.1 70.7 45.7 44.5 17.1 47.0 22.7
Old : 54.7 32.1 70.7 45.7 44.5 17.1 47.0 22.7
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 29, 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 : 3,274: 1,610 1,507 245 391 472 0 0 90 190 583 6: 661 225
Old : 3,274: 1,610 1,507 245 391 472 0 0 90 190 583 6: 661 225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 141: 166 102 0 -20 49 -120 0 0 0 35 0: 46 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 46.0 7.5 11.9 14.4 0.0 0.0 2.7 5.8 17.8 0.2: 20.2 6.9
Old : 100.0: 49.2 46.0 7.5 11.9 14.4 0.0 0.0 2.7 5.8 17.8 0.2: 20.2 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 15 . 6 7 0 0 . . . .:
Old : 34: 17 15 . 6 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 : 23.5 39.5 38.6 60.3 19.8 29.6 27.9 40.5
Old : 23.5 39.5 38.6 60.3 19.8 29.6 27.9 40.5
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 29, 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 : 1,537: 1,041 749 0 88 218 0 0 0 25 85 30: 223 367
Old : 1,537: 1,041 749 0 88 218 0 0 0 25 85 30: 223 367
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 160: 30 55 0 5 70 0 0 0 25 -10 15: 20 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 48.7 0.0 5.7 14.2 0.0 0.0 0.0 1.6 5.5 2.0: 14.5 23.9
Old : 100.0: 67.7 48.7 0.0 5.7 14.2 0.0 0.0 0.0 1.6 5.5 2.0: 14.5 23.9
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 : 23: 15 10 0 . . 0 0 0 . . .:
Old : 23: 15 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 : 31.9 39.4 53.2 59.5 26.5 23.6 38.6 30.8
Old : 31.9 39.4 53.2 59.5 26.5 23.6 38.6 30.8
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 29, 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 : 1,710: 831 992 121 95 175 0 0 0 0 60 45: 538 343
Old : 1,710: 831 992 121 95 175 0 0 0 0 60 45: 538 343
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 69: 36 75 -4 42 8 0 0 0 -58 -75 39: 48 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 58.0 7.1 5.6 10.2 0.0 0.0 0.0 0.0 3.5 2.6: 31.5 20.1
Old : 100.0: 48.6 58.0 7.1 5.6 10.2 0.0 0.0 0.0 0.0 3.5 2.6: 31.5 20.1
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 : 22: 12 14 . . . 0 0 0 0 . .:
Old : 22: 12 14 . . . 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 : 37.0 42.6 55.5 55.3 27.5 35.8 36.4 45.3
Old : 37.0 42.6 55.5 55.3 27.5 35.8 36.4 45.3
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 29, 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 22, 2011 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 29, 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 : 9,550: 8,258 8,355 534 180 728 0 0 0 0 0 0: 30 287
Old : 9,550: 8,258 8,355 534 180 728 0 0 0 0 0 0: 30 287
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -75: -125 -125 50 80 0 0 0 0 0 0 0: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 87.5 5.6 1.9 7.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 3.0
Old : 100.0: 86.5 87.5 5.6 1.9 7.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 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 : 33: 21 11 6 . 4 0 0 0 0 0 0:
Old : 33: 21 11 6 . 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 : 47.0 68.6 69.1 87.3 44.4 64.2 57.4 69.4
Old : 47.0 68.6 69.1 87.3 44.4 64.2 57.4 69.4
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 29, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 26,894: 21,673 22,262 2,788 1,676 2,207 0 0 0 0 523 226: 0 0
Old : 26,894: 21,673 22,262 2,788 1,676 2,207 0 0 0 0 523 226: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -911: -811 -896 25 10 -75 0 0 0 0 100 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 82.8 10.4 6.2 8.2 0.0 0.0 0.0 0.0 1.9 0.8: 0.0 0.0
Old : 100.0: 80.6 82.8 10.4 6.2 8.2 0.0 0.0 0.0 0.0 1.9 0.8: 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 : 38: 19 18 6 5 10 0 0 0 0 . .:
Old : 38: 19 18 6 5 10 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 45.7 71.5 69.4 32.4 33.0 44.6 44.8
Old : 49.2 45.7 71.5 69.4 32.4 33.0 44.6 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Disaggregated Commitments of Traders - Options and Futures Combined, November 29, 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 : 306,864: 86,849 172,347 53,306 5,989 23,926 42,834 7,113 17,204 8,633 23,316 30,357: 43,755 26,612
Old : 306,864: 86,849 172,347 53,306 5,989 23,926 42,834 7,113 17,204 8,633 23,316 30,357: 43,755 26,612
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -48,427: -10,922 -17,391 -2,448 -2,971 -5,095 -4,707 453 -1,521 -847 -2,198 -19,821: -3,067 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 56.2 17.4 2.0 7.8 14.0 2.3 5.6 2.8 7.6 9.9: 14.3 8.7
Old : 100.0: 28.3 56.2 17.4 2.0 7.8 14.0 2.3 5.6 2.8 7.6 9.9: 14.3 8.7
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 : 163: 56 72 16 4 16 33 8 20 14 10 18:
Old : 163: 56 72 16 4 16 33 8 20 14 10 18:
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 : 14.2 23.8 24.0 36.6 9.4 15.5 16.6 21.6
Old : 14.2 23.8 24.0 36.6 9.4 15.5 16.6 21.6
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 29, 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 : 68,776: 16,272 17,200 8,808 1,244 16,196 0 0 0 98 7,675 25,293: 2,110 1,167
Old : 68,776: 16,272 17,200 8,808 1,244 16,196 0 0 0 98 7,675 25,293: 2,110 1,167
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -1,710: -118 -607 43 -81 -523 0 0 0 17 593 -1,062: -66 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 25.0 12.8 1.8 23.5 0.0 0.0 0.0 0.1 11.2 36.8: 3.1 1.7
Old : 100.0: 23.7 25.0 12.8 1.8 23.5 0.0 0.0 0.0 0.1 11.2 36.8: 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 : 25: 7 7 6 4 10 0 0 0 . 6 8:
Old : 25: 7 7 6 4 10 0 0 0 . 6 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 52.5 70.0 72.1 16.2 14.0 18.2 19.3
Old : 44.3 52.5 70.0 72.1 16.2 14.0 18.2 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Disaggregated Commitments of Traders - Options and Futures Combined, November 29, 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 : 15,298: 10,281 8,901 1,323 2,661 2,120 200 0 0 850 1,016 500: 24 100
Old : 15,298: 10,281 8,901 1,323 2,661 2,120 200 0 0 850 1,016 500: 24 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 1,050: 750 700 115 100 185 0 0 0 100 165 -50: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 58.2 8.6 17.4 13.9 1.3 0.0 0.0 5.6 6.6 3.3: 0.2 0.7
Old : 100.0: 67.2 58.2 8.6 17.4 13.9 1.3 0.0 0.0 5.6 6.6 3.3: 0.2 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 : 69: 33 36 8 6 10 . 0 0 . 6 .:
Old : 69: 33 36 8 6 10 . 0 0 . 6 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 27.2 42.4 43.3 21.3 24.1 34.1 35.2
Old : 26.7 27.2 42.4 43.3 21.3 24.1 34.1 35.2
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 29, 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 : 8,499: 5,540 5,345 825 1,484 995 653 0 100 200 410 0: 186 165
Old : 8,499: 5,540 5,345 825 1,484 995 653 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 22, 2011 :
: 450: 450 195 0 255 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 62.9 9.7 17.5 11.7 7.7 0.0 1.2 2.4 4.8 0.0: 2.2 1.9
Old : 100.0: 65.2 62.9 9.7 17.5 11.7 7.7 0.0 1.2 2.4 4.8 0.0: 2.2 1.9
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 : 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 : 43.9 41.8 59.1 63.6 29.2 39.8 43.3 56.9
Old : 43.9 41.8 59.1 63.6 29.2 39.8 43.3 56.9
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 29, 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 : 10,144: 7,651 6,601 0 658 118 712 84 139 349 1,425 519: 656 600
Old : 10,144: 7,651 6,601 0 658 118 712 84 139 349 1,425 519: 656 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -164: 317 -111 -3 73 -59 -20 27 -25 24 327 -289: -109 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 65.1 0.0 6.5 1.2 7.0 0.8 1.4 3.4 14.0 5.1: 6.5 5.9
Old : 100.0: 75.4 65.1 0.0 6.5 1.2 7.0 0.8 1.4 3.4 14.0 5.1: 6.5 5.9
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 : 35: 18 20 0 . . . . . 4 . 4:
Old : 35: 18 20 0 . . . . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 44.3 66.7 69.4 27.4 26.2 36.4 37.9
Old : 48.0 44.3 66.7 69.4 27.4 26.2 36.4 37.9
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 29, 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 : 19,409: 18,234 15,903 0 1,021 510 0 22 28 456 1,527 80: 100 317
Old : 19,409: 18,234 15,903 0 1,021 510 0 22 28 456 1,527 80: 100 317
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 255: 286 205 -5 38 24 0 15 -5 20 100 -47: -18 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.9 81.9 0.0 5.3 2.6 0.0 0.1 0.1 2.3 7.9 0.4: 0.5 1.6
Old : 100.0: 93.9 81.9 0.0 5.3 2.6 0.0 0.1 0.1 2.3 7.9 0.4: 0.5 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 37 43 0 . . 0 . . . 7 4:
Old : 63: 37 43 0 . . 0 . . . 7 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 : 32.9 29.1 53.2 49.8 24.2 27.1 36.8 36.0
Old : 32.9 29.1 53.2 49.8 24.2 27.1 36.8 36.0
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 29, 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 : 2,872: 1,876 1,724 0 39 8 0 22 203 30 121 17: 738 738
Old : 2,872: 1,876 1,724 0 39 8 0 22 203 30 121 17: 738 738
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 203: 152 190 -24 0 -20 0 -13 17 0 0 0: 78 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 60.0 0.0 1.4 0.3 0.0 0.8 7.1 1.0 4.2 0.6: 25.7 25.7
Old : 100.0: 65.3 60.0 0.0 1.4 0.3 0.0 0.8 7.1 1.0 4.2 0.6: 25.7 25.7
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 : 25: 19 19 0 . . 0 . . . . .:
Old : 25: 19 19 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 28.9 42.5 43.6 17.6 18.6 23.8 23.7
Old : 26.2 28.9 42.5 43.6 17.6 18.6 23.8 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Disaggregated Commitments of Traders - Options and Futures Combined, November 29, 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 : 1,858: 1,225 1,355 64 0 88 0 0 0 104 132 0: 377 283
Old : 1,858: 1,225 1,355 64 0 88 0 0 0 104 132 0: 377 283
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 421: 227 241 60 0 56 0 0 0 -24 132 0: 102 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 72.9 3.4 0.0 4.7 0.0 0.0 0.0 5.6 7.1 0.0: 20.3 15.2
Old : 100.0: 65.9 72.9 3.4 0.0 4.7 0.0 0.0 0.0 5.6 7.1 0.0: 20.3 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 21 . 0 . 0 0 0 . . 0:
Old : 33: 21 21 . 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 : 28.2 27.1 47.1 44.0 27.1 25.2 41.4 39.2
Old : 28.2 27.1 47.1 44.0 27.1 25.2 41.4 39.2
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 29, 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 : 474,377: 135,167 145,403 47,204 67,158 80,486 29,623 15,094 28,882 14,037 3,731 117,210: 21,769 16,413
Old : 474,377: 135,167 145,403 47,204 67,158 80,486 29,623 15,094 28,882 14,037 3,731 117,210: 21,769 16,413
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 5,927: -2,787 -227 -1,510 1,353 159 8 -476 1,726 1,934 -4,253 5,099: 1,298 2,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 30.7 10.0 14.2 17.0 6.2 3.2 6.1 3.0 0.8 24.7: 4.6 3.5
Old : 100.0: 28.5 30.7 10.0 14.2 17.0 6.2 3.2 6.1 3.0 0.8 24.7: 4.6 3.5
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 : 121: 35 38 15 14 22 16 6 14 17 7 28:
Old : 121: 35 38 15 14 22 16 6 14 17 7 28:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 24.8 35.3 36.3 8.1 9.3 12.6 15.3
Old : 24.0 24.8 35.3 36.3 8.1 9.3 12.6 15.3
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 29, 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 : 2,243,121: 245,299 379,272 203,301 309,369 621,281 229,006 34,311 284,171 96,453 71,478 472,477: 91,134 70,763
Old : 2,243,121: 245,299 379,272 203,301 309,369 621,281 229,006 34,311 284,171 96,453 71,478 472,477: 91,134 70,763
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 17,165: 13,063 12,176 -1,145 -4,612 -3,038 81 -4,926 6,858 -7,841 3,019 6,477: 2,710 1,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 16.9 9.1 13.8 27.7 10.2 1.5 12.7 4.3 3.2 21.1: 4.1 3.2
Old : 100.0: 10.9 16.9 9.1 13.8 27.7 10.2 1.5 12.7 4.3 3.2 21.1: 4.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 352: 47 58 16 35 43 78 40 80 59 53 95:
Old : 352: 47 58 16 35 43 78 40 80 59 53 95:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 13.9 28.8 25.4 9.6 7.5 13.0 11.8
Old : 18.8 13.9 28.8 25.4 9.6 7.5 13.0 11.8
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 29, 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 : 186,505: 50,721 118,227 14,826 18,837 10,637 1,601 12,689 8,977 84,823 1,069 13,242: 1,678 2,827
Old : 186,505: 50,721 118,227 14,826 18,837 10,637 1,601 12,689 8,977 84,823 1,069 13,242: 1,678 2,827
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -6,463: -4,685 4,557 67 -2,461 -2,385 -590 -274 -694 6,006 -66 -3,991: -192 -1,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 63.4 7.9 10.1 5.7 0.9 6.8 4.8 45.5 0.6 7.1: 0.9 1.5
Old : 100.0: 27.2 63.4 7.9 10.1 5.7 0.9 6.8 4.8 45.5 0.6 7.1: 0.9 1.5
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 : 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 : 74.5 61.7 89.1 77.6 65.2 60.7 74.0 71.1
Old : 74.5 61.7 89.1 77.6 65.2 60.7 74.0 71.1
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 29, 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 : 208,247: 41,331 30,040 44,417 79,959 32,464 782 0 960 46,813 18,806 4,299: 37,181 41,719
Old : 208,247: 41,331 30,040 44,417 79,959 32,464 782 0 960 46,813 18,806 4,299: 37,181 41,719
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 797: -12 353 880 559 -131 0 0 0 401 3,351 221: -562 -3,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 14.4 21.3 38.4 15.6 0.4 0.0 0.5 22.5 9.0 2.1: 17.9 20.0
Old : 100.0: 19.8 14.4 21.3 38.4 15.6 0.4 0.0 0.5 22.5 9.0 2.1: 17.9 20.0
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: 7 7 7 9 13 . 0 . 4 8 8:
Old : 37: 7 7 7 9 13 . 0 . 4 8 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 30.2 57.8 48.0 38.4 26.7 52.6 40.2
Old : 40.4 30.2 57.8 48.0 38.4 26.7 52.6 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 29, 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 : 83,741: 6,170 7,089 6,342 22,586 36,400 13,557 1,022 6,802 4,163 499 6,576: 3,731 2,768
Old : 83,741: 6,170 7,089 6,342 22,586 36,400 13,557 1,022 6,802 4,163 499 6,576: 3,731 2,768
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 4,824: -98 -245 10 -234 -287 -510 -86 1,406 -0 1 3,666: 637 605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 8.5 7.6 27.0 43.5 16.2 1.2 8.1 5.0 0.6 7.9: 4.5 3.3
Old : 100.0: 7.4 8.5 7.6 27.0 43.5 16.2 1.2 8.1 5.0 0.6 7.9: 4.5 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 : 47: 4 4 9 10 18 10 . 9 6 4 9:
Old : 47: 4 4 9 10 18 10 . 9 6 4 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 46.5 58.0 72.7 17.5 21.6 23.3 27.3
Old : 36.0 46.5 58.0 72.7 17.5 21.6 23.3 27.3
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 29, 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 : 543,320: 74,972 67,028 44,569 89,597 279,113 0 2,493 13,926 39,996 0 78,816: 11,929 12,347
Old : 543,320: 74,972 67,028 44,569 89,597 279,113 0 2,493 13,926 39,996 0 78,816: 11,929 12,347
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 5,014: 512 506 -41 945 2,599 0 148 -1,082 1,310 0 1,705: 11 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 12.3 8.2 16.5 51.4 0.0 0.5 2.6 7.4 0.0 14.5: 2.2 2.3
Old : 100.0: 13.8 12.3 8.2 16.5 51.4 0.0 0.5 2.6 7.4 0.0 14.5: 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 : 30.5 26.6 50.2 44.4 8.1 6.1 13.3 10.1
Old : 30.5 26.6 50.2 44.4 8.1 6.1 13.3 10.1
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 29, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 18,717: 8,828 11,946 5,856 1,875 2,554 75 0 75 200 1,158 300: 829 809
Old : 18,717: 8,828 11,946 5,856 1,875 2,554 75 0 75 200 1,158 300: 829 809
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 2,901: 1,583 874 233 319 534 75 0 75 -325 392 175: 551 532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 63.8 31.3 10.0 13.6 0.4 0.0 0.4 1.1 6.2 1.6: 4.4 4.3
Old : 100.0: 47.2 63.8 31.3 10.0 13.6 0.4 0.0 0.4 1.1 6.2 1.6: 4.4 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 22 17 10 6 11 . 0 . . . .:
Old : 46: 22 17 10 6 11 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 44.9 53.9 65.6 32.8 38.8 42.0 52.6
Old : 36.3 44.9 53.9 65.6 32.8 38.8 42.0 52.6
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 29, 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 : 57,131: 5,043 2,076 24,493 16,758 18,099 3,163 4,927 241 660 7,178 1,827: 3,605 6,025
Old : 57,131: 5,043 2,076 24,493 16,758 18,099 3,163 4,927 241 660 7,178 1,827: 3,605 6,025
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 837: 0 0 242 28 -197 265 0 0 660 27 446: -579 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 3.6 42.9 29.3 31.7 5.5 8.6 0.4 1.2 12.6 3.2: 6.3 10.5
Old : 100.0: 8.8 3.6 42.9 29.3 31.7 5.5 8.6 0.4 1.2 12.6 3.2: 6.3 10.5
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 : 30: 4 . 8 9 14 . . . . . 5:
Old : 30: 4 . 8 9 14 . . . . . 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 : 55.6 43.7 71.3 66.4 38.1 37.3 51.1 48.3
Old : 55.6 43.7 71.3 66.4 38.1 37.3 51.1 48.3
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 29, 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 : 28,963: 200 2,251 13,115 8,466 10,232 2,592 1,990 200 0 2,420 400: 2,224 3,004
Old : 28,963: 200 2,251 13,115 8,466 10,232 2,592 1,990 200 0 2,420 400: 2,224 3,004
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 1,682: 0 0 846 -49 497 -61 1,093 0 0 425 400: 0 -684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 7.8 45.3 29.2 35.3 8.9 6.9 0.7 0.0 8.4 1.4: 7.7 10.4
Old : 100.0: 0.7 7.8 45.3 29.2 35.3 8.9 6.9 0.7 0.0 8.4 1.4: 7.7 10.4
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 : 23: . . 7 5 12 . . . 0 4 .:
Old : 23: . . 7 5 12 . . . 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 : 56.7 48.5 75.2 65.5 43.4 30.2 53.1 42.7
Old : 56.7 48.5 75.2 65.5 43.4 30.2 53.1 42.7
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 29, 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 : 11,335: 3,150 1,570 3,540 7,645 1,970 2,627 0 0 0 100 0: 48 50
Old : 11,335: 3,150 1,570 3,540 7,645 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 22, 2011 :
: 150: 150 0 0 150 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 13.9 31.2 67.4 17.4 23.2 0.0 0.0 0.0 0.9 0.0: 0.4 0.4
Old : 100.0: 27.8 13.9 31.2 67.4 17.4 23.2 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 : 31: 9 8 6 7 4 . 0 0 0 . 0:
Old : 31: 9 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 : 58.9 76.6 79.9 87.5 53.8 63.5 71.2 73.6
Old : 58.9 76.6 79.9 87.5 53.8 63.5 71.2 73.6
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 29, 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 : 24,932: 1,126 1,211 2,062 2,037 6,390 2,234 2,482 3,034 2,352 1,591 3,905: 3,829 4,282
Old : 24,932: 1,126 1,211 2,062 2,037 6,390 2,234 2,482 3,034 2,352 1,591 3,905: 3,829 4,282
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 471: -1,480 -25 53 195 -444 -5 1 9 1,376 7 933: 31 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 4.9 8.3 8.2 25.6 9.0 10.0 12.2 9.4 6.4 15.7: 15.4 17.2
Old : 100.0: 4.5 4.9 8.3 8.2 25.6 9.0 10.0 12.2 9.4 6.4 15.7: 15.4 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 48.3 38.8 66.9 56.5 24.3 15.6 26.7 23.0
Old : 48.3 38.8 66.9 56.5 24.3 15.6 26.7 23.0
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 29, 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 : 19,278: 150 0 3,102 2,793 11,498 1,622 1,991 1,262 207 533 126: 1,310 1,074
Old : 19,278: 150 0 3,102 2,793 11,498 1,622 1,991 1,262 207 533 126: 1,310 1,074
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 232: 1 0 99 116 40 -39 28 -26 141 -109 -7: 23 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 16.1 14.5 59.6 8.4 10.3 6.5 1.1 2.8 0.7: 6.8 5.6
Old : 100.0: 0.8 0.0 16.1 14.5 59.6 8.4 10.3 6.5 1.1 2.8 0.7: 6.8 5.6
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 : 33: . 0 8 7 13 5 5 5 . 5 .:
Old : 33: . 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 : 45.3 43.7 68.9 67.1 15.9 16.7 22.1 22.6
Old : 45.3 43.7 68.9 67.1 15.9 16.7 22.1 22.6
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 29, 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 : 101,629: 6,860 6,628 14,910 18,992 48,572 4,879 0 3,676 3,419 634 6,558: 12,755 16,568
Old : 101,629: 6,860 6,628 14,910 18,992 48,572 4,879 0 3,676 3,419 634 6,558: 12,755 16,568
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 4,000: 155 89 -666 -225 2,377 336 0 992 1,286 -43 357: -838 452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 6.5 14.7 18.7 47.8 4.8 0.0 3.6 3.4 0.6 6.5: 12.6 16.3
Old : 100.0: 6.7 6.5 14.7 18.7 47.8 4.8 0.0 3.6 3.4 0.6 6.5: 12.6 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: . 4 5 11 15 . 0 . 5 . 5:
Old : 27: . 4 5 11 15 . 0 . 5 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 33.2 55.1 52.6 18.4 14.6 22.7 18.2
Old : 39.2 33.2 55.1 52.6 18.4 14.6 22.7 18.2
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 29, 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 : 274,499: 104,381 176,633 28,713 9,810 16,473 61,842 10,517 17,115 12,827 13,427 17,146: 16,003 13,378
Old : 274,499: 104,381 176,633 28,713 9,810 16,473 61,842 10,517 17,115 12,827 13,427 17,146: 16,003 13,378
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -31,591: -13,610 -16,944 388 170 -7,344 -3,990 -372 766 -311 -731 -5,381: -2,108 -1,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 64.3 10.5 3.6 6.0 22.5 3.8 6.2 4.7 4.9 6.2: 5.8 4.9
Old : 100.0: 38.0 64.3 10.5 3.6 6.0 22.5 3.8 6.2 4.7 4.9 6.2: 5.8 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 : 194: 64 75 15 8 18 44 13 26 17 7 21:
Old : 194: 64 75 15 8 18 44 13 26 17 7 21:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 23.6 26.6 37.6 10.8 15.0 18.0 22.2
Old : 17.3 23.6 26.6 37.6 10.8 15.0 18.0 22.2
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 29, 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 : 23,122: 6,446 12,337 504 3,108 526 2,801 0 978 5,837 0 90: 5,940 6,083
Old : 23,122: 6,446 12,337 504 3,108 526 2,801 0 978 5,837 0 90: 5,940 6,083
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 334: 208 -50 -42 67 0 -68 0 126 179 0 -21: -48 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 53.4 2.2 13.4 2.3 12.1 0.0 4.2 25.2 0.0 0.4: 25.7 26.3
Old : 100.0: 27.9 53.4 2.2 13.4 2.3 12.1 0.0 4.2 25.2 0.0 0.4: 25.7 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 9 13 . . . . 0 . . 0 .:
Old : 25: 9 13 . . . . 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 : 52.2 39.7 66.3 58.2 47.7 37.4 60.5 54.6
Old : 52.2 39.7 66.3 58.2 47.7 37.4 60.5 54.6
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 29, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 25,905: 25,410 11,615 0 12,350 0 0 0 0 0 0 0: 495 1,940
Old : 25,905: 25,410 11,615 0 12,350 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 22, 2011 :
: 1,200: 1,200 0 0 1,200 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.1 44.8 0.0 47.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 7.5
Old : 100.0: 98.1 44.8 0.0 47.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 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 : 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 : 80.2 55.8 94.2 78.4 79.4 54.6 84.8 73.7
Old : 80.2 55.8 94.2 78.4 79.4 54.6 84.8 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
Disaggregated Commitments of Traders - Options and Futures Combined, November 29, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1000 U.S. Barrels) :
: : Positions :
All : 9,546: 6,999 8,016 1,077 259 258 0 0 0 0 0 0: 1,212 1,013
Old : 9,546: 6,999 8,016 1,077 259 258 0 0 0 0 0 0: 1,212 1,013
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 84.0 11.3 2.7 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 12.7 10.6
Old : 100.0: 73.3 84.0 11.3 2.7 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 12.7 10.6
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 : 20: 15 13 . . . 0 0 0 0 0 0:
Old : 20: 15 13 . . . 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 : 44.1 42.7 67.7 71.0 37.8 39.6 50.6 52.3
Old : 44.1 42.7 67.7 71.0 37.8 39.6 50.6 52.3
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 29, 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 : 8,504: 4,747 6,065 1,997 572 1,290 0 0 0 400 507 50: 20 20
Old : 8,504: 4,747 6,065 1,997 572 1,290 0 0 0 400 507 50: 20 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 1,910: 1,025 1,225 281 144 154 0 0 0 400 337 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 71.3 23.5 6.7 15.2 0.0 0.0 0.0 4.7 6.0 0.6: 0.2 0.2
Old : 100.0: 55.8 71.3 23.5 6.7 15.2 0.0 0.0 0.0 4.7 6.0 0.6: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 20 22 7 . 8 0 0 0 . . .:
Old : 41: 20 22 7 . 8 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 : 34.2 37.8 59.0 61.2 27.2 22.6 41.0 39.7
Old : 34.2 37.8 59.0 61.2 27.2 22.6 41.0 39.7
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 29, 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 : 59,746: 52,641 32,662 3,604 24,446 2,055 425 133 2 150 0 0: 869 448
Old : 59,746: 52,641 32,662 3,604 24,446 2,055 425 133 2 150 0 0: 869 448
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -174: -534 -512 120 148 270 50 14 -49 0 0 0: -31 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 54.7 6.0 40.9 3.4 0.7 0.2 0.0 0.3 0.0 0.0: 1.5 0.7
Old : 100.0: 88.1 54.7 6.0 40.9 3.4 0.7 0.2 0.0 0.3 0.0 0.0: 1.5 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 : 54: 33 24 6 7 8 . . . . 0 0:
Old : 54: 33 24 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 : 60.8 55.7 72.5 72.4 49.0 49.4 58.8 61.7
Old : 60.8 55.7 72.5 72.4 49.0 49.4 58.8 61.7
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 29, 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 : 15,041: 11,410 9,611 2,746 4,665 765 0 0 0 0 0 0: 120 0
Old : 15,041: 11,410 9,611 2,746 4,665 765 0 0 0 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 22, 2011 :
: 241: 200 385 85 -50 -25 0 -50 -19 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 63.9 18.3 31.0 5.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 0.0
Old : 100.0: 75.9 63.9 18.3 31.0 5.1 0.0 0.0 0.0 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 : 24: 11 13 8 . 4 0 0 0 0 0 0:
Old : 24: 11 13 8 . 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 : 63.6 82.0 80.2 94.1 42.1 59.5 55.7 62.7
Old : 63.6 82.0 80.2 94.1 42.1 59.5 55.7 62.7
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 29, 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 : 6,845: 4,620 2,645 1,225 925 450 0 0 0 550 2,825 0: 0 0
Old : 6,845: 4,620 2,645 1,225 925 450 0 0 0 550 2,825 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 750: 575 250 75 175 0 0 0 0 100 325 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 38.6 17.9 13.5 6.6 0.0 0.0 0.0 8.0 41.3 0.0: 0.0 0.0
Old : 100.0: 67.5 38.6 17.9 13.5 6.6 0.0 0.0 0.0 8.0 41.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 20 13 5 4 4 0 0 0 . . 0:
Old : 39: 20 13 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 : 35.4 72.8 57.6 85.8 34.3 71.3 54.7 81.8
Old : 35.4 72.8 57.6 85.8 34.3 71.3 54.7 81.8
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 29, 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 : 5,271: 2,937 3,506 604 290 1,180 0 0 0 0 76 87: 463 132
Old : 5,271: 2,937 3,506 604 290 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 22, 2011 :
: 75: 50 75 25 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 66.5 11.5 5.5 22.4 0.0 0.0 0.0 0.0 1.4 1.7: 8.8 2.5
Old : 100.0: 55.7 66.5 11.5 5.5 22.4 0.0 0.0 0.0 0.0 1.4 1.7: 8.8 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 : 27: 14 13 6 . 4 0 0 0 0 . .:
Old : 27: 14 13 6 . 4 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 49.2 69.2 80.4 27.8 30.9 36.5 42.0
Old : 48.8 49.2 69.2 80.4 27.8 30.9 36.5 42.0
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 29, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 26,291: 16,217 14,333 5,682 4,059 2,553 0 3,879 0 620 190 1,199: 20 78
Old : 26,291: 16,217 14,333 5,682 4,059 2,553 0 3,879 0 620 190 1,199: 20 78
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 1,043: 791 507 88 -64 64 0 600 0 0 -164 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 54.5 21.6 15.4 9.7 0.0 14.8 0.0 2.4 0.7 4.6: 0.1 0.3
Old : 100.0: 61.7 54.5 21.6 15.4 9.7 0.0 14.8 0.0 2.4 0.7 4.6: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 62: 25 29 9 9 11 0 . 0 . . 4:
Old : 62: 25 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 : 32.5 36.6 52.7 51.5 26.8 34.2 42.7 44.4
Old : 32.5 36.6 52.7 51.5 26.8 34.2 42.7 44.4
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 29, 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 : 6,115: 3,279 1,631 610 2,136 254 0 1,710 0 1,908 160 0: 64 224
Old : 6,115: 3,279 1,631 610 2,136 254 0 1,710 0 1,908 160 0: 64 224
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 232: 232 82 0 0 0 0 150 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 26.7 10.0 34.9 4.2 0.0 28.0 0.0 31.2 2.6 0.0: 1.0 3.7
Old : 100.0: 53.6 26.7 10.0 34.9 4.2 0.0 28.0 0.0 31.2 2.6 0.0: 1.0 3.7
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 : 21: 5 8 . 4 . 0 . 0 . . 0:
Old : 21: 5 8 . 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 : 85.9 67.1 97.8 83.9 78.7 67.1 86.3 78.5
Old : 85.9 67.1 97.8 83.9 78.7 67.1 86.3 78.5
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 29, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 13,452: 10,382 8,087 78 3,629 232 1,500 366 793 218 126 150: 99 69
Old : 13,452: 10,382 8,087 78 3,629 232 1,500 366 793 218 126 150: 99 69
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 508: 558 481 0 63 -9 -20 12 -27 0 0 0: 6 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 60.1 0.6 27.0 1.7 11.2 2.7 5.9 1.6 0.9 1.1: 0.7 0.5
Old : 100.0: 77.2 60.1 0.6 27.0 1.7 11.2 2.7 5.9 1.6 0.9 1.1: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 27 22 . 9 5 . . . . . .:
Old : 50: 27 22 . 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 : 42.2 43.5 64.1 65.0 41.2 38.2 55.5 54.2
Old : 42.2 43.5 64.1 65.0 41.2 38.2 55.5 54.2
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 29, 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 : 35,711: 15,937 17,959 3,309 10,135 3,918 50 2,000 400 11,179 150 676: 242 473
Old : 35,711: 15,937 17,959 3,309 10,135 3,918 50 2,000 400 11,179 150 676: 242 473
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 630: 330 -15 0 45 0 0 600 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 50.3 9.3 28.4 11.0 0.1 5.6 1.1 31.3 0.4 1.9: 0.7 1.3
Old : 100.0: 44.6 50.3 9.3 28.4 11.0 0.1 5.6 1.1 31.3 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 : 61.1 48.7 72.3 63.5 58.8 46.4 67.2 56.9
Old : 61.1 48.7 72.3 63.5 58.8 46.4 67.2 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2011