Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 47,803 : : Positions : : 35,345 41,781 6,791 461 4,717 0 0 0 333 25 525 : : : : Changes from: November 1, 2011 : : -3,575 -4,719 -350 265 -1,094 0 0 0 -693 -35 -58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 87.4 14.2 1.0 9.9 0.0 0.0 0.0 0.7 0.1 1.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 28 33 11 . 10 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 11,849 : : Positions : : 9,544 9,904 786 464 1,381 0 0 0 0 0 0 : : : : Changes from: November 1, 2011 : : -660 -529 -265 -456 160 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 83.6 6.6 3.9 11.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 19 4 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 10,086 : : Positions : : 5,475 5,532 807 400 2,504 0 0 0 0 318 189 : : : : Changes from: November 1, 2011 : : -378 -823 -672 -153 218 0 0 0 -132 -46 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 54.8 8.0 4.0 24.8 0.0 0.0 0.0 0.0 3.2 1.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 27 5 7 11 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 6,461 : : Positions : : 3,355 4,451 1,112 329 690 0 46 0 791 105 95 : : : : Changes from: November 1, 2011 : : -1,177 -1,179 156 102 -492 0 46 0 -120 42 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 68.9 17.2 5.1 10.7 0.0 0.7 0.0 12.2 1.6 1.5 : : : : Number of Traders in Each Category Total Traders: 61 : : 34 37 9 5 13 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 2,877 : : Positions : : 1,349 1,155 230 503 385 120 0 90 190 513 6 : : : : Changes from: November 1, 2011 : : -301 -493 -1 165 -151 45 0 0 -125 -86 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 40.1 8.0 17.5 13.4 4.2 0.0 3.1 6.6 17.8 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 12 . 6 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 1,641 : : Positions : : 784 938 149 63 172 0 0 0 58 155 6 : : : : Changes from: November 1, 2011 : : -312 -466 -107 45 -104 0 0 0 58 15 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 57.2 9.1 3.8 10.5 0.0 0.0 0.0 3.5 9.4 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 9,739 : : Positions : : 8,497 8,694 484 0 728 0 0 0 0 0 0 : : : : Changes from: November 1, 2011 : : -125 -881 -871 -160 109 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 89.3 5.0 0.0 7.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 11 5 0 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 20,989 : : Positions : : 15,782 16,675 3,047 1,816 1,799 0 0 0 0 338 361 : : : : Changes from: November 1, 2011 : : -1,861 -895 232 175 -277 0 0 0 0 -909 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 79.4 14.5 8.7 8.6 0.0 0.0 0.0 0.0 1.6 1.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 16 5 6 9 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 370,837 : : Positions : : 102,218 201,160 58,858 4,257 25,411 50,574 7,273 25,234 7,905 27,752 41,923 : : : : Changes from: November 1, 2011 : : -3,672 -4,273 -1,476 1,005 -1,212 2,627 -2,161 3,006 524 3,835 -7,871 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 54.2 15.9 1.1 6.9 13.6 2.0 6.8 2.1 7.5 11.3 : : : : Number of Traders in Each Category Total Traders: 172 : : 59 68 18 4 21 34 8 26 12 14 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 73,275 : : Positions : : 16,994 19,261 8,730 1,652 17,277 0 0 0 145 4,917 23,418 : : : : Changes from: November 1, 2011 : : 961 1,379 89 -71 1,689 0 0 0 28 -1,253 -2,695 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.2 26.3 11.9 2.3 23.6 0.0 0.0 0.0 0.2 6.7 32.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 7 5 5 10 0 0 0 . 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 7,339 : : Positions : : 4,065 5,165 1,200 879 695 977 0 100 200 410 0 : : : : Changes from: November 1, 2011 : : -90 10 150 15 0 -47 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 70.4 16.4 12.0 9.5 13.3 0.0 1.4 2.7 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 15 13 5 4 6 4 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 10,894 : : Positions : : 7,260 7,369 75 421 280 745 65 150 309 773 1,042 : : : : Changes from: November 1, 2011 : : -140 159 -38 -48 20 98 -19 19 9 -60 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 67.6 0.7 3.9 2.6 6.8 0.6 1.4 2.8 7.1 9.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 19 . . . . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 18,125 : : Positions : : 16,674 14,904 0 825 555 1 0 32 101 1,280 113 : : : : Changes from: November 1, 2011 : : 469 443 0 211 72 1 0 32 -15 -41 -47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 82.2 0.0 4.6 3.1 0.0 0.0 0.2 0.6 7.1 0.6 : : : : Number of Traders in Each Category Total Traders: 62 : : 38 45 0 . . . 0 . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 2,115 : : Positions : : 1,029 846 0 14 11 0 48 168 0 121 17 : : : : Changes from: November 1, 2011 : : -406 -266 0 -23 -35 0 -109 90 0 -55 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 40.0 0.0 0.7 0.5 0.0 2.3 7.9 0.0 5.7 0.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 13 0 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 1,253 : : Positions : : 631 839 0 0 0 0 0 0 78 0 5 : : : : Changes from: November 1, 2011 : : -264 -193 -32 0 -20 0 0 0 26 -48 -36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 67.0 0.0 0.0 0.0 0.0 0.0 0.0 6.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 18 0 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 504,455 : : Positions : : 150,464 160,453 56,625 73,003 91,537 28,075 17,044 21,674 9,478 1,923 122,665 : : : : Changes from: November 1, 2011 : : -1,367 -5,742 -3,516 2,138 -2,608 388 -2,173 1,706 143 674 9,846 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 31.8 11.2 14.5 18.1 5.6 3.4 4.3 1.9 0.4 24.3 : : : : Number of Traders in Each Category Total Traders: 121 : : 35 38 14 16 26 17 7 16 16 7 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 2,604,460 : : Positions : : 319,114 461,250 195,871 290,112 786,563 246,482 42,517 302,539 95,865 65,949 551,738 : : : : Changes from: November 1, 2011 : : 10,288 15,045 6,322 10,254 -6,718 11,820 -1,929 6,231 -1,074 2,421 -6,219 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.3 17.7 7.5 11.1 30.2 9.5 1.6 11.6 3.7 2.5 21.2 : : : : Number of Traders in Each Category Total Traders: 370 : : 53 58 23 27 45 79 41 86 69 62 108 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 219,803 : : Positions : : 62,583 133,473 16,847 27,691 15,339 3,891 15,035 7,543 96,237 1,888 16,365 : : : : Changes from: November 1, 2011 : : -2,813 -5,773 -201 362 -317 71 -306 -534 -2,662 -122 -108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 60.7 7.7 12.6 7.0 1.8 6.8 3.4 43.8 0.9 7.4 : : : : Number of Traders in Each Category Total Traders: 51 : : 16 16 5 7 9 . 10 8 7 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 200,581 : : Positions : : 40,645 30,112 42,964 77,686 31,435 410 0 1,056 44,706 17,605 3,981 : : : : Changes from: November 1, 2011 : : 813 470 -2,170 -2,057 1,040 -948 0 924 174 919 -112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.3 15.0 21.4 38.7 15.7 0.2 0.0 0.5 22.3 8.8 2.0 : : : : 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 8, 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 112,645 : : Positions : : 13,212 12,680 8,265 29,411 49,595 14,196 956 11,796 5,769 217 5,014 : : : : Changes from: November 1, 2011 : : 1,669 587 2,100 5,057 2,665 1,002 -467 18 -134 211 296 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.7 11.3 7.3 26.1 44.0 12.6 0.8 10.5 5.1 0.2 4.5 : : : : Number of Traders in Each Category Total Traders: 61 : : 6 6 10 11 19 11 5 9 12 5 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 514,649 : : Positions : : 71,842 63,209 45,988 84,497 257,765 0 2,030 16,994 34,982 692 74,163 : : : : Changes from: November 1, 2011 : : 3,489 1,784 -2,178 3,822 16,008 0 -897 2,664 4,557 -280 3,035 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.0 12.3 8.9 16.4 50.1 0.0 0.4 3.3 6.8 0.1 14.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 7 8 8 19 27 0 . . 12 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 75,270 : : Positions : : 9,925 4,145 34,074 26,452 20,254 3,988 5,894 917 0 9,043 3,759 : : : : Changes from: November 1, 2011 : : 0 400 121 259 107 -15 0 -149 0 -124 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 5.5 45.3 35.1 26.9 5.3 7.8 1.2 0.0 12.0 5.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 5 5 12 10 18 4 . 6 0 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 35,621 : : Positions : : 1,839 3,327 13,755 8,787 13,572 3,022 1,742 200 0 4,863 113 : : : : Changes from: November 1, 2011 : : 400 0 2,546 -3,395 1,274 -919 1,742 -1,450 0 3,685 -750 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.2 9.3 38.6 24.7 38.1 8.5 4.9 0.6 0.0 13.7 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : . 4 9 6 14 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 11,215 : : Positions : : 3,000 1,570 3,540 7,465 2,000 2,627 0 0 0 100 0 : : : : Changes from: November 1, 2011 : : 450 -150 0 0 -225 -600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 14.0 31.6 66.6 17.8 23.4 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 8 8 6 7 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 27,641 : : Positions : : 2,024 1,187 1,379 3,138 7,729 2,810 997 3,423 645 1,744 4,250 : : : : Changes from: November 1, 2011 : : -400 -253 872 -564 -530 -562 427 -345 -483 379 178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.3 4.3 5.0 11.4 28.0 10.2 3.6 12.4 2.3 6.3 15.4 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 4 5 9 6 . 4 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 23,288 : : Positions : : 140 1,143 3,851 4,112 12,499 2,942 1,431 1,926 648 784 207 : : : : Changes from: November 1, 2011 : : -190 -273 -1,247 1,458 543 1,223 -1,047 813 127 19 -298 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.6 4.9 16.5 17.7 53.7 12.6 6.1 8.3 2.8 3.4 0.9 : : : : Number of Traders in Each Category Total Traders: 48 : : 4 5 8 9 15 6 9 9 4 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 90,409 : : Positions : : 6,346 6,530 16,722 18,571 40,452 3,322 0 2,508 3,110 1,280 5,897 : : : : Changes from: November 1, 2011 : : -1,036 517 2,793 736 3,363 -408 0 525 1,316 436 354 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.0 7.2 18.5 20.5 44.7 3.7 0.0 2.8 3.4 1.4 6.5 : : : : Number of Traders in Each Category Total Traders: 25 : : . 4 6 9 14 . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 303,900 : : Positions : : 116,956 203,775 28,892 10,697 19,108 65,836 7,710 14,434 14,943 13,437 19,336 : : : : Changes from: November 1, 2011 : : 9,328 13,292 873 -715 1,020 -337 1,508 -370 1,006 -1,170 -962 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 67.1 9.5 3.5 6.3 21.7 2.5 4.7 4.9 4.4 6.4 : : : : Number of Traders in Each Category Total Traders: 202 : : 60 74 16 6 15 55 9 30 19 9 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 21,021 : : Positions : : 6,104 12,638 575 1,264 367 1,427 0 876 5,625 0 120 : : : : Changes from: November 1, 2011 : : 275 97 0 0 0 0 0 0 209 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 60.1 2.7 6.0 1.7 6.8 0.0 4.2 26.8 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 8, 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 25,370 : : Positions : : 24,875 11,950 0 11,300 0 0 0 0 0 0 0 : : : : Changes from: November 1, 2011 : : -3,470 -2,525 0 -750 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.0 47.1 0.0 44.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 0 4 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 5,994 : : Positions : : 3,372 4,590 1,646 428 956 0 0 0 0 0 0 : : : : Changes from: November 1, 2011 : : -720 -641 -58 -250 -197 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 76.6 27.5 7.1 15.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 19 7 . 7 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 50,689 : : Positions : : 44,176 27,687 3,404 20,358 1,785 375 236 51 0 0 0 : : : : Changes from: November 1, 2011 : : -3,891 -3,468 -679 -699 -500 75 -175 49 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 54.6 6.7 40.2 3.5 0.7 0.5 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 31 23 5 8 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 13,093 : : Positions : : 9,639 7,535 2,526 4,650 795 0 88 0 0 0 0 : : : : Changes from: November 1, 2011 : : -1,676 -2,522 -846 175 25 0 -112 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 57.5 19.3 35.5 6.1 0.0 0.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 9 . 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 5,235 : : Positions : : 3,845 1,770 1,150 750 240 0 0 0 0 2,475 0 : : : : Changes from: November 1, 2011 : : -1,075 -435 -25 110 -210 0 0 0 0 -775 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 33.8 22.0 14.3 4.6 0.0 0.0 0.0 0.0 47.3 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 9 4 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 4,642 : : Positions : : 2,358 2,761 569 330 1,190 0 0 0 0 214 87 : : : : Changes from: November 1, 2011 : : -442 -1,161 -850 -300 0 0 0 0 -114 214 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 59.5 12.3 7.1 25.6 0.0 0.0 0.0 0.0 4.6 1.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 11 5 . 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 20,373 : : Positions : : 12,565 10,743 4,449 4,284 1,973 0 2,079 0 652 502 714 : : : : Changes from: November 1, 2011 : : 447 770 582 -62 159 -25 0 -21 0 258 -98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 52.7 21.8 21.0 9.7 0.0 10.2 0.0 3.2 2.5 3.5 : : : : Number of Traders in Each Category Total Traders: 63 : : 25 27 10 8 11 0 . 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 11,688 : : Positions : : 8,986 7,352 123 3,070 239 996 0 823 218 0 150 : : : : Changes from: November 1, 2011 : : 292 88 0 149 -45 -55 0 45 -89 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 62.9 1.1 26.3 2.0 8.5 0.0 7.0 1.9 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 18 . 9 6 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 34,350 : : Positions : : 14,446 19,459 3,607 8,545 4,175 415 540 60 10,729 150 676 : : : : Changes from: November 1, 2011 : : 1,413 774 -603 891 669 0 0 0 855 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 56.6 10.5 24.9 12.2 1.2 1.6 0.2 31.2 0.4 2.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 14 22 9 8 11 . . . 5 . 4 : ----------------------------------------------------------------------------------------------------------------
Updated November 14, 2011