Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 53,583 : : Positions : : 38,920 46,500 7,141 196 5,811 0 0 0 1,026 60 583 : : : : Changes from: October 25, 2011 : : 3,782 4,010 135 0 170 0 0 0 240 60 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 86.8 13.3 0.4 10.8 0.0 0.0 0.0 1.9 0.1 1.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 31 32 11 . 12 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 12,689 : : Positions : : 10,204 10,433 1,051 920 1,221 0 0 0 0 0 0 : : : : Changes from: October 25, 2011 : : -227 141 10 -308 460 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 82.2 8.3 7.3 9.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 24 4 5 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 11,015 : : Positions : : 5,853 6,355 1,479 553 2,286 0 0 0 132 364 193 : : : : Changes from: October 25, 2011 : : 325 300 -64 15 -87 0 0 0 30 12 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 57.7 13.4 5.0 20.8 0.0 0.0 0.0 1.2 3.3 1.8 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 28 6 6 11 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 8,051 : : Positions : : 4,532 5,630 956 227 1,182 0 0 0 911 63 97 : : : : Changes from: October 25, 2011 : : 616 737 0 -5 45 0 0 0 118 20 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 69.9 11.9 2.8 14.7 0.0 0.0 0.0 11.3 0.8 1.2 : : : : Number of Traders in Each Category Total Traders: 67 : : 39 41 10 5 15 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165H Open Interest is 4,086 : : Positions : : 2,399 1,967 399 100 460 0 0 0 0 0 0 : : : : Changes from: October 25, 2011 : : 41 46 111 0 57 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 48.1 9.8 2.4 11.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 15 4 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165I Open Interest is 3,378 : : Positions : : 1,650 1,648 231 338 536 75 0 90 315 599 0 : : : : Changes from: October 25, 2011 : : 295 201 -5 6 -6 0 0 0 30 105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 48.8 6.8 10.0 15.9 2.2 0.0 2.7 9.3 17.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 12 4 5 7 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 2,214 : : Positions : : 1,096 1,404 256 18 276 0 0 0 0 140 101 : : : : Changes from: October 25, 2011 : : -10 5 -1 5 2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 63.4 11.6 0.8 12.5 0.0 0.0 0.0 0.0 6.3 4.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 18 . . 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 10,641 : : Positions : : 8,622 9,575 1,355 160 619 0 0 0 0 0 0 : : : : Changes from: October 25, 2011 : : 1,573 1,393 -150 30 225 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 90.0 12.7 1.5 5.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 13 5 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 22,970 : : Positions : : 17,643 17,570 2,815 1,641 2,076 0 0 0 0 1,247 436 : : : : Changes from: October 25, 2011 : : 2,108 1,768 98 108 -123 0 0 0 0 330 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 76.5 12.3 7.1 9.0 0.0 0.0 0.0 0.0 5.4 1.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 18 6 5 10 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 363,734 : : Positions : : 105,890 205,432 60,334 3,252 26,623 47,947 9,434 22,228 7,381 23,917 49,795 : : : : Changes from: October 25, 2011 : : -12 3,338 -294 -393 -2,394 5,595 1,208 758 -1,076 2,778 -2,540 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 56.5 16.6 0.9 7.3 13.2 2.6 6.1 2.0 6.6 13.7 : : : : Number of Traders in Each Category Total Traders: 169 : : 60 72 18 5 19 32 9 21 10 16 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022653 Open Interest is 68,590 : : Positions : : 16,033 17,882 8,640 1,724 15,588 0 0 0 117 6,170 26,113 : : : : Changes from: October 25, 2011 : : -3,096 -4,099 -1,559 153 -3,688 0 0 0 -369 -1,332 -6,670 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 26.1 12.6 2.5 22.7 0.0 0.0 0.0 0.2 9.0 38.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 7 7 5 5 10 0 0 0 . 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 17,132 : : Positions : : 12,359 10,629 1,432 3,385 2,141 300 0 200 135 205 565 : : : : Changes from: October 25, 2011 : : 843 888 -55 250 313 0 0 200 50 -200 450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 62.0 8.4 19.8 12.5 1.8 0.0 1.2 0.8 1.2 3.3 : : : : Number of Traders in Each Category Total Traders: 64 : : 32 36 7 6 10 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02265T Open Interest is 7,314 : : Positions : : 4,155 5,155 1,050 864 695 1,024 0 100 200 410 0 : : : : Changes from: October 25, 2011 : : -765 -675 100 428 -25 313 0 -100 -100 -205 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 70.5 14.4 11.8 9.5 14.0 0.0 1.4 2.7 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 15 13 4 4 6 4 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #022A22 Open Interest is 1,610 : : Positions : : 820 1,360 540 50 200 0 0 0 0 0 0 : : : : Changes from: October 25, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 84.5 33.5 3.1 12.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 10 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 10,689 : : Positions : : 7,400 7,210 113 469 260 647 84 131 300 833 1,001 : : : : Changes from: October 25, 2011 : : -253 177 -4 -200 29 44 32 -32 -10 -115 247 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 67.5 1.1 4.4 2.4 6.1 0.8 1.2 2.8 7.8 9.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 19 . . . . . . . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 17,278 : : Positions : : 16,204 14,460 0 614 483 0 0 0 116 1,321 160 : : : : Changes from: October 25, 2011 : : -2,230 -2,003 0 -267 11 -125 0 0 -180 -278 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 83.7 0.0 3.6 2.8 0.0 0.0 0.0 0.7 7.6 0.9 : : : : Number of Traders in Each Category Total Traders: 61 : : 36 42 0 . . 0 0 0 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,491 : : Positions : : 1,435 1,112 0 37 46 0 157 78 0 176 34 : : : : Changes from: October 25, 2011 : : 115 223 0 5 -14 0 -2 0 0 50 34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 44.6 0.0 1.5 1.8 0.0 6.3 3.1 0.0 7.1 1.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 17 0 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 1,513 : : Positions : : 895 1,032 32 0 20 0 0 0 52 48 41 : : : : Changes from: October 25, 2011 : : 210 235 -11 0 20 0 0 0 -28 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 68.2 2.1 0.0 1.3 0.0 0.0 0.0 3.4 3.2 2.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 23 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 500,842 : : Positions : : 151,831 166,195 60,141 70,864 94,145 27,687 19,217 19,968 9,335 1,250 112,819 : : : : Changes from: October 25, 2011 : : 10,660 -566 5,290 2,887 -1,230 81 10,096 -4,272 -5,218 -1,268 24,276 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 33.2 12.0 14.1 18.8 5.5 3.8 4.0 1.9 0.2 22.5 : : : : Number of Traders in Each Category Total Traders: 122 : : 34 37 15 16 27 14 9 16 17 8 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 2,556,137 : : Positions : : 308,826 446,205 189,549 279,858 793,281 234,662 44,446 296,309 96,939 63,528 557,957 : : : : Changes from: October 25, 2011 : : -11,781 -18,232 -7,914 5,412 -4,594 -10,375 -3,311 -22,113 -2,460 -7,675 -15,148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 17.5 7.4 10.9 31.0 9.2 1.7 11.6 3.8 2.5 21.8 : : : : Number of Traders in Each Category Total Traders: 366 : : 51 55 25 26 44 79 39 79 63 63 112 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 226,490 : : Positions : : 65,396 139,246 17,048 27,328 15,656 3,820 15,341 8,077 98,899 2,010 16,473 : : : : Changes from: October 25, 2011 : : 898 -7,373 -535 934 734 -1,003 1,511 145 -4,857 -387 3,768 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 61.5 7.5 12.1 6.9 1.7 6.8 3.6 43.7 0.9 7.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 16 17 5 7 9 . 11 9 7 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 199,190 : : Positions : : 39,832 29,642 45,134 79,743 30,395 1,358 0 132 44,532 16,686 4,093 : : : : Changes from: October 25, 2011 : : -2,289 63 2,183 -791 -2,716 251 0 0 -2,648 -4,338 -1,154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 14.9 22.7 40.0 15.3 0.7 0.0 0.1 22.4 8.4 2.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 6 7 7 9 13 . 0 . 5 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 103,473 : : Positions : : 11,543 12,093 6,165 24,354 46,930 13,193 1,423 11,778 5,902 5 4,717 : : : : Changes from: October 25, 2011 : : -325 -639 -1,322 201 -4,131 348 -385 -1,160 384 -14 -246 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 11.7 6.0 23.5 45.4 12.8 1.4 11.4 5.7 0.0 4.6 : : : : Number of Traders in Each Category Total Traders: 61 : : 6 6 10 11 19 12 5 9 15 . 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 487,162 : : Positions : : 68,353 61,424 48,166 80,676 241,757 0 2,928 14,330 30,425 972 71,128 : : : : Changes from: October 25, 2011 : : -5,620 -4,443 354 -1,670 -13,635 0 311 -1,739 -1,037 -628 -8,637 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.0 12.6 9.9 16.6 49.6 0.0 0.6 2.9 6.2 0.2 14.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 7 8 9 18 27 0 . . 11 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765G Open Interest is 12,131 : : Positions : : 5,439 7,278 4,838 2,330 1,182 0 500 0 525 716 125 : : : : Changes from: October 25, 2011 : : -3,838 -2,038 1,067 -875 -1,125 0 0 0 25 167 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 60.0 39.9 19.2 9.7 0.0 4.1 0.0 4.3 5.9 1.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 17 15 8 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765I Open Interest is 74,939 : : Positions : : 9,925 3,745 33,953 26,193 20,147 4,003 5,894 1,066 0 9,167 3,757 : : : : Changes from: October 25, 2011 : : 0 0 1,024 224 46 97 -3,555 -3,612 0 3,790 2,920 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 5.0 45.3 35.0 26.9 5.3 7.9 1.4 0.0 12.2 5.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 5 4 11 10 17 5 . 7 0 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765J Open Interest is 34,835 : : Positions : : 1,439 3,327 11,209 12,182 12,298 3,941 0 1,650 0 1,178 863 : : : : Changes from: October 25, 2011 : : 0 0 -405 532 -20 580 -801 -1,122 -700 -350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.1 9.6 32.2 35.0 35.3 11.3 0.0 4.7 0.0 3.4 2.5 : : : : Number of Traders in Each Category Total Traders: 25 : : . 4 8 6 13 4 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765O Open Interest is 11,590 : : Positions : : 2,550 1,720 3,540 7,465 2,225 3,227 0 0 0 100 0 : : : : Changes from: October 25, 2011 : : -195 90 -1,030 -1,340 -670 -100 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.0 14.8 30.5 64.4 19.2 27.8 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 9 8 6 7 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 27,613 : : Positions : : 2,424 1,441 506 3,702 8,260 3,372 570 3,768 1,128 1,365 4,072 : : : : Changes from: October 25, 2011 : : -969 -815 -87 207 -446 844 -633 -215 -871 281 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.8 5.2 1.8 13.4 29.9 12.2 2.1 13.6 4.1 4.9 14.7 : : : : Number of Traders in Each Category Total Traders: 27 : : . . . 7 9 6 . 4 . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765X Open Interest is 22,061 : : Positions : : 330 1,416 5,098 2,654 11,956 1,718 2,478 1,113 520 765 505 : : : : Changes from: October 25, 2011 : : -146 -25 -232 -204 -1,329 -4 108 -298 189 -226 -77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.5 6.4 23.1 12.0 54.2 7.8 11.2 5.0 2.4 3.5 2.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 4 5 9 8 15 . 10 7 . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Y Open Interest is 83,864 : : Positions : : 7,382 6,014 13,929 17,834 37,090 3,731 0 1,983 1,794 844 5,543 : : : : Changes from: October 25, 2011 : : -1,203 -1,875 237 1,925 -2,964 -438 0 -444 -72 1 -684 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.8 7.2 16.6 21.3 44.2 4.4 0.0 2.4 2.1 1.0 6.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 4 4 6 9 14 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 288,275 : : Positions : : 107,629 190,483 28,019 11,411 18,087 66,173 6,202 14,803 13,938 14,608 20,298 : : : : Changes from: October 25, 2011 : : -4,327 -8,086 159 1,020 -2,053 -2,825 -1,351 -1,565 -2,907 -1,526 1,034 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 66.1 9.7 4.0 6.3 23.0 2.2 5.1 4.8 5.1 7.0 : : : : Number of Traders in Each Category Total Traders: 200 : : 57 74 16 6 15 57 7 31 18 11 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 20,502 : : Positions : : 5,829 12,541 575 1,264 367 1,427 0 876 5,416 0 120 : : : : Changes from: October 25, 2011 : : -949 -3,298 58 100 75 -722 0 0 -743 -280 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 61.2 2.8 6.2 1.8 7.0 0.0 4.3 26.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 7 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165L Open Interest is 28,925 : : Positions : : 28,345 14,475 0 12,050 0 0 0 0 0 0 0 : : : : Changes from: October 25, 2011 : : 2,970 1,960 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.0 50.0 0.0 41.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 0 4 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 7,082 : : Positions : : 4,092 5,231 1,704 678 1,153 0 0 0 100 0 0 : : : : Changes from: October 25, 2011 : : 170 170 0 0 92 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 73.9 24.1 9.6 16.3 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 22 7 . 8 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 55,650 : : Positions : : 48,067 31,155 4,083 21,057 2,285 300 411 2 0 0 0 : : : : Changes from: October 25, 2011 : : 601 939 99 -390 -355 0 69 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 56.0 7.3 37.8 4.1 0.5 0.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 32 24 6 7 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 15,577 : : Positions : : 11,315 10,057 3,372 4,475 770 0 200 0 0 50 0 : : : : Changes from: October 25, 2011 : : -175 -355 -230 0 210 0 -100 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 64.6 21.6 28.7 4.9 0.0 1.3 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 14 9 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 6,545 : : Positions : : 4,920 2,205 1,175 640 450 0 0 0 0 3,250 0 : : : : Changes from: October 25, 2011 : : 125 -50 -25 200 0 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 33.7 18.0 9.8 6.9 0.0 0.0 0.0 0.0 49.7 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 12 5 5 4 0 0 0 0 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 5,950 : : Positions : : 2,800 3,922 1,419 630 1,190 0 0 0 114 0 118 : : : : Changes from: October 25, 2011 : : 31 -19 0 0 0 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 65.9 23.8 10.6 20.0 0.0 0.0 0.0 1.9 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 13 6 . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 19,391 : : Positions : : 12,118 9,973 3,867 4,346 1,814 25 2,079 21 652 244 812 : : : : Changes from: October 25, 2011 : : -1,399 -2,010 -493 102 -560 0 -192 0 -139 79 57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 51.4 19.9 22.4 9.4 0.1 10.7 0.1 3.4 1.3 4.2 : : : : Number of Traders in Each Category Total Traders: 62 : : 25 27 10 8 11 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 11,451 : : Positions : : 8,694 7,264 123 2,921 284 1,051 0 778 307 0 150 : : : : Changes from: October 25, 2011 : : -2,086 -1,585 18 -526 -45 -87 0 71 31 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 63.4 1.1 25.5 2.5 9.2 0.0 6.8 2.7 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 18 . 9 6 . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86765C Open Interest is 31,956 : : Positions : : 13,033 18,685 4,210 7,654 3,506 415 540 60 9,874 150 616 : : : : Changes from: October 25, 2011 : : -702 -1,362 -562 -773 -99 -875 0 0 -47 -175 -57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 58.5 13.2 24.0 11.0 1.3 1.7 0.2 30.9 0.5 1.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 14 21 8 8 11 . . . 5 . 4 : ----------------------------------------------------------------------------------------------------------------
Updated November 10, 2011