Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 48,785 : : Positions : : 35,011 42,199 7,138 276 5,671 0 0 0 533 0 340 : : : : Changes from: November 15, 2011 : : -1,186 -728 41 -342 632 0 0 0 75 0 -104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 86.5 14.6 0.6 11.6 0.0 0.0 0.0 1.1 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 59 : : 28 34 11 . 12 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 14,553 : : Positions : : 11,652 11,937 746 499 2,017 0 0 0 0 0 0 : : : : Changes from: November 15, 2011 : : 1,503 1,478 -40 35 690 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 82.0 5.1 3.4 13.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 22 . 6 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 11,009 : : Positions : : 6,146 6,353 939 385 2,659 0 0 0 24 293 283 : : : : Changes from: November 15, 2011 : : 308 273 15 -10 32 0 0 0 24 12 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 57.7 8.5 3.5 24.2 0.0 0.0 0.0 0.2 2.7 2.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 27 7 6 12 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 7,086 : : Positions : : 3,752 4,873 1,118 320 811 0 46 25 621 30 263 : : : : Changes from: November 15, 2011 : : 199 275 -2 -9 70 0 0 25 -124 -65 111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 68.8 15.8 4.5 11.4 0.0 0.6 0.4 8.8 0.4 3.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 35 38 9 5 14 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 3,735 : : Positions : : 2,324 1,797 363 125 374 0 0 0 0 0 0 : : : : Changes from: November 15, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 48.1 9.7 3.3 10.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 15 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 3,133 : : Positions : : 1,444 1,405 245 411 423 120 0 90 190 548 6 : : : : Changes from: November 15, 2011 : : 23 133 10 -75 23 0 0 0 0 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 44.8 7.8 13.1 13.5 3.8 0.0 2.9 6.1 17.5 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 14 . 6 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 1,377 : : Positions : : 1,011 694 0 83 148 0 0 0 0 95 15 : : : : Changes from: November 15, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 50.4 0.0 6.0 10.7 0.0 0.0 0.0 0.0 6.9 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 10 0 . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 : : 795 917 125 53 167 0 0 0 58 135 6 : : : : Changes from: November 15, 2011 : : -38 -85 -9 0 -4 0 0 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 55.9 7.6 3.2 10.2 0.0 0.0 0.0 3.5 8.2 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165R Open Interest is 3,466 : : Positions : : 3,328 3,311 40 57 83 0 0 0 0 0 0 : : : : Changes from: November 15, 2011 : : 655 640 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 95.5 1.2 1.6 2.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 9,625 : : Positions : : 8,383 8,480 484 100 728 0 0 0 0 0 0 : : : : Changes from: November 15, 2011 : : -235 -260 0 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 88.1 5.0 1.0 7.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 11 5 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 27,805 : : Positions : : 22,484 23,158 2,763 1,666 2,282 0 0 0 0 423 276 : : : : Changes from: November 15, 2011 : : 1,982 1,823 -54 -70 153 0 0 0 0 175 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 83.3 9.9 6.0 8.2 0.0 0.0 0.0 0.0 1.5 1.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 18 5 6 10 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 355,290 : : Positions : : 97,771 189,738 55,754 8,960 29,021 47,541 6,660 18,725 9,480 25,514 50,177 : : : : Changes from: November 15, 2011 : : 2,445 -8,072 -3,006 2,985 638 -3,104 -219 -4,546 1,357 -655 -3,794 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 53.4 15.7 2.5 8.2 13.4 1.9 5.3 2.7 7.2 14.1 : : : : Number of Traders in Each Category Total Traders: 176 : : 57 69 18 4 19 39 9 19 14 17 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 70,486 : : Positions : : 16,390 17,807 8,765 1,325 16,720 0 0 0 82 7,082 26,354 : : : : Changes from: November 15, 2011 : : -1,340 -2,695 -278 -373 -1,927 0 0 0 4 1,413 -3,871 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.3 25.3 12.4 1.9 23.7 0.0 0.0 0.0 0.1 10.0 37.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 7 7 6 4 10 0 0 0 . 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 14,248 : : Positions : : 9,531 8,201 1,208 2,561 1,935 200 0 0 750 851 550 : : : : Changes from: November 15, 2011 : : 490 750 451 -30 57 0 0 -150 700 271 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 57.6 8.5 18.0 13.6 1.4 0.0 0.0 5.3 6.0 3.9 : : : : Number of Traders in Each Category Total Traders: 66 : : 31 35 7 6 10 . 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 8,049 : : Positions : : 5,090 5,150 825 1,229 995 653 0 100 200 410 0 : : : : Changes from: November 15, 2011 : : 275 0 -75 50 150 -150 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 64.0 10.2 15.3 12.4 8.1 0.0 1.2 2.5 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 12 4 4 7 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 10,308 : : Positions : : 7,334 6,712 3 585 177 732 57 164 325 1,098 808 : : : : Changes from: November 15, 2011 : : 104 -505 -36 118 -93 -138 10 14 15 305 -383 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 65.1 0.0 5.7 1.7 7.1 0.6 1.6 3.2 10.7 7.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 21 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 19,154 : : Positions : : 17,948 15,699 5 983 486 0 7 33 436 1,427 127 : : : : Changes from: November 15, 2011 : : 616 423 5 28 -55 0 0 0 335 27 96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 82.0 0.0 5.1 2.5 0.0 0.0 0.2 2.3 7.5 0.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 37 42 . . . 0 . . . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 2,669 : : Positions : : 1,724 1,534 24 39 28 0 35 186 30 121 17 : : : : Changes from: November 15, 2011 : : 515 424 0 0 0 0 -7 -13 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 57.5 0.9 1.5 1.0 0.0 1.3 7.0 1.1 4.5 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 20 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 1,437 : : Positions : : 998 1,114 4 0 32 0 0 0 128 0 0 : : : : Changes from: November 15, 2011 : : 230 191 0 0 0 0 0 0 50 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 77.5 0.3 0.0 2.2 0.0 0.0 0.0 8.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 20 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 468,450 : : Positions : : 137,954 145,630 48,715 65,805 80,326 29,615 15,571 27,155 12,103 7,985 112,111 : : : : Changes from: November 15, 2011 : : 6,982 -3,945 -11,552 -5,854 -9,507 5,754 670 6,325 -4,093 4,306 -11,579 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 31.1 10.4 14.0 17.1 6.3 3.3 5.8 2.6 1.7 23.9 : : : : Number of Traders in Each Category Total Traders: 121 : : 38 38 15 14 22 15 7 14 13 10 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 2,225,957 : : Positions : : 232,235 367,096 204,446 313,982 624,319 228,925 39,237 277,313 104,294 68,459 466,000 : : : : Changes from: November 15, 2011 : : -12,465 -32,051 -8,763 13,358 -9,185 -25,648 738 12,216 9,698 -3,987 8,584 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.4 16.5 9.2 14.1 28.0 10.3 1.8 12.5 4.7 3.1 20.9 : : : : Number of Traders in Each Category Total Traders: 348 : : 49 60 17 34 44 81 39 77 59 47 89 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 192,968 : : Positions : : 55,407 113,671 14,760 21,298 13,022 2,191 12,963 9,671 78,816 1,135 17,233 : : : : Changes from: November 15, 2011 : : -4,458 -20,194 -382 -5,521 -1,766 -1,177 -1,794 2,184 -20,749 -173 2,970 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 58.9 7.6 11.0 6.7 1.1 6.7 5.0 40.8 0.6 8.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 10 . 6 7 . . 4 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 207,450 : : Positions : : 41,343 29,687 43,537 79,400 32,595 782 0 960 46,412 15,455 4,078 : : : : Changes from: November 15, 2011 : : 401 542 -806 -590 1,283 12 0 264 1,388 -2,231 -518 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.9 14.3 21.0 38.3 15.7 0.4 0.0 0.5 22.4 7.4 2.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 7 7 7 9 13 . 0 . 4 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 78,917 : : Positions : : 6,268 7,335 6,332 22,820 36,687 14,067 1,108 5,396 4,163 498 2,910 : : : : Changes from: November 15, 2011 : : -78 -96 196 910 349 706 39 -649 -63 19 312 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.9 9.3 8.0 28.9 46.5 17.8 1.4 6.8 5.3 0.6 3.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 4 4 9 10 18 9 . 7 6 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 538,307 : : Positions : : 74,460 66,522 44,610 88,652 276,514 0 2,344 15,007 38,686 0 77,112 : : : : Changes from: November 15, 2011 : : -5 750 -633 984 6,562 0 -143 -2,551 131 -189 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 12.4 8.3 16.5 51.4 0.0 0.4 2.8 7.2 0.0 14.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 7 8 10 18 28 0 . . 13 0 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 15,816 : : Positions : : 7,245 11,072 5,623 1,556 2,020 0 0 0 525 766 125 : : : : Changes from: November 15, 2011 : : 1,321 927 276 650 89 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 70.0 35.6 9.8 12.8 0.0 0.0 0.0 3.3 4.8 0.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 17 10 . 10 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 56,294 : : Positions : : 5,043 2,076 24,251 16,730 18,296 2,898 4,927 241 0 7,151 1,381 : : : : Changes from: November 15, 2011 : : -4,887 -474 -6,717 -7,900 -2,282 -1,161 -667 -898 0 -1,835 -396 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.0 3.7 43.1 29.7 32.5 5.1 8.8 0.4 0.0 12.7 2.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 4 . 8 9 14 . . . 0 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 27,281 : : Positions : : 200 2,251 12,269 8,515 9,735 2,653 897 200 0 1,995 0 : : : : Changes from: November 15, 2011 : : 0 0 -148 -205 403 -52 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.7 8.3 45.0 31.2 35.7 9.7 3.3 0.7 0.0 7.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : . . 7 5 12 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 11,185 : : Positions : : 3,000 1,570 3,540 7,495 1,970 2,627 0 0 0 100 0 : : : : Changes from: November 15, 2011 : : 0 0 0 30 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 14.0 31.6 67.0 17.6 23.5 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 22, 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 24,461 : : Positions : : 2,606 1,235 2,009 1,842 6,834 2,239 2,482 3,025 976 1,584 2,973 : : : : Changes from: November 15, 2011 : : 158 -18 -535 -731 -189 -179 505 -997 117 -784 -702 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.7 5.1 8.2 7.5 27.9 9.2 10.1 12.4 4.0 6.5 12.2 : : : : Number of Traders in Each Category Total Traders: 24 : : . . . 4 8 . 5 4 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 19,047 : : Positions : : 148 0 3,004 2,677 11,458 1,661 1,963 1,289 66 642 133 : : : : Changes from: November 15, 2011 : : 11 0 983 -520 295 -784 411 132 -23 110 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.8 0.0 15.8 14.1 60.2 8.7 10.3 6.8 0.3 3.4 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : . 0 8 7 13 5 5 5 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 97,629 : : Positions : : 6,704 6,539 15,575 19,217 46,195 4,543 0 2,684 2,133 676 6,201 : : : : Changes from: November 15, 2011 : : 177 -16 -197 812 153 590 0 430 -1,045 -53 -39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.9 6.7 16.0 19.7 47.3 4.7 0.0 2.7 2.2 0.7 6.4 : : : : Number of Traders in Each Category Total Traders: 25 : : . 4 6 10 15 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 306,090 : : Positions : : 117,991 193,577 28,324 9,640 23,817 65,832 10,889 16,350 13,138 14,158 22,527 : : : : Changes from: November 15, 2011 : : -7,702 -15,200 -294 -678 -581 -1,967 1,827 -850 -1,340 -1,196 1,470 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 63.2 9.3 3.1 7.8 21.5 3.6 5.3 4.3 4.6 7.4 : : : : Number of Traders in Each Category Total Traders: 203 : : 62 68 15 6 17 51 13 28 21 12 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 22,788 : : Positions : : 6,238 12,387 546 3,041 526 2,869 0 852 5,658 0 111 : : : : Changes from: November 15, 2011 : : 184 -258 -29 127 225 -283 0 126 24 0 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 54.4 2.4 13.3 2.3 12.6 0.0 3.7 24.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 24,705 : : Positions : : 24,210 11,615 0 11,150 0 0 0 0 0 0 0 : : : : Changes from: November 15, 2011 : : -150 -150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.0 47.0 0.0 45.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 13 0 4 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 6,594 : : Positions : : 3,722 4,840 1,716 428 1,136 0 0 0 0 170 0 : : : : Changes from: November 15, 2011 : : 100 0 70 0 30 0 0 0 0 170 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 73.4 26.0 6.5 17.2 0.0 0.0 0.0 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 20 8 . 7 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 59,920 : : Positions : : 53,175 33,174 3,484 24,298 1,785 375 119 51 150 0 0 : : : : Changes from: November 15, 2011 : : 5,489 557 -348 4,390 -15 0 -117 0 -400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 55.4 5.8 40.6 3.0 0.6 0.2 0.1 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 33 23 6 7 8 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 14,800 : : Positions : : 11,210 9,226 2,661 4,715 790 0 50 19 0 0 0 : : : : Changes from: November 15, 2011 : : 1,486 1,556 135 65 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 62.3 18.0 31.9 5.3 0.0 0.3 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 8 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 6,095 : : Positions : : 4,045 2,395 1,150 750 450 0 0 0 450 2,500 0 : : : : Changes from: November 15, 2011 : : 100 125 0 -50 225 0 0 0 450 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 39.3 18.9 12.3 7.4 0.0 0.0 0.0 7.4 41.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 12 5 4 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 5,196 : : Positions : : 2,887 3,431 579 290 1,180 0 0 0 0 76 87 : : : : Changes from: November 15, 2011 : : -106 35 -44 0 -50 0 0 0 0 -232 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 66.0 11.1 5.6 22.7 0.0 0.0 0.0 0.0 1.5 1.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 6 . 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 25,248 : : Positions : : 15,426 13,826 5,594 4,123 2,489 0 3,279 0 620 354 1,099 : : : : Changes from: November 15, 2011 : : 1,532 1,592 354 -370 255 0 0 0 -990 -326 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 54.8 22.2 16.3 9.9 0.0 13.0 0.0 2.5 1.4 4.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 26 29 9 9 11 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565D Open Interest is 5,883 : : Positions : : 3,047 1,549 610 2,136 254 0 1,560 0 1,908 160 0 : : : : Changes from: November 15, 2011 : : 0 0 0 150 0 0 -150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 26.3 10.4 36.3 4.3 0.0 26.5 0.0 32.4 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 7 . 4 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 12,944 : : Positions : : 9,824 7,606 78 3,566 241 1,520 354 820 218 126 150 : : : : Changes from: November 15, 2011 : : 732 446 -45 -44 35 -15 236 -94 0 126 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 58.8 0.6 27.5 1.9 11.7 2.7 6.3 1.7 1.0 1.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 21 . 9 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 35,081 : : Positions : : 15,607 17,974 3,309 10,090 3,918 50 1,400 400 10,879 150 676 : : : : Changes from: November 15, 2011 : : 804 -213 18 1,160 -408 0 25 -25 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 51.2 9.4 28.8 11.2 0.1 4.0 1.1 31.0 0.4 1.9 : : : : Number of Traders in Each Category Total Traders: 53 : : 15 23 8 10 11 . . . 5 . 4 : ----------------------------------------------------------------------------------------------------------------
Updated November 28, 2011