Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 44,386 : : Positions : : 31,808 39,155 7,348 163 3,101 0 46 0 402 460 1,433 : : : : Changes from: November 6, 2012 : : 1,425 1,510 4 64 -148 0 -55 0 90 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 88.2 16.6 0.4 7.0 0.0 0.1 0.0 0.9 1.0 3.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 36 11 . 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 10,460 : : Positions : : 9,001 8,907 842 938 436 0 0 0 0 0 0 : : : : Changes from: November 6, 2012 : : 1,091 1,120 30 -20 -9 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 85.2 8.0 9.0 4.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 18 6 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 15,379 : : Positions : : 10,274 10,720 1,025 721 1,767 0 60 300 440 374 464 : : : : Changes from: November 6, 2012 : : 268 224 51 16 -3 0 0 -42 59 119 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 69.7 6.7 4.7 11.5 0.0 0.4 2.0 2.9 2.4 3.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 33 10 4 14 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 7,805 : : Positions : : 3,971 4,998 1,163 219 1,222 64 0 27 179 118 456 : : : : Changes from: November 6, 2012 : : 274 286 53 20 95 0 0 0 -50 -10 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 64.0 14.9 2.8 15.7 0.8 0.0 0.3 2.3 1.5 5.8 : : : : Number of Traders in Each Category Total Traders: 60 : : 32 38 10 . 13 . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 6,219 : : Positions : : 4,485 5,157 609 68 537 0 0 75 0 0 0 : : : : Changes from: November 6, 2012 : : 256 194 33 19 -4 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 82.9 9.8 1.1 8.6 0.0 0.0 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 18 . . 4 0 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 8,033 : : Positions : : 4,243 5,474 1,204 108 1,147 140 0 336 0 327 338 : : : : Changes from: November 6, 2012 : : -90 91 85 15 -7 70 0 78 0 -55 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 68.1 15.0 1.3 14.3 1.7 0.0 4.2 0.0 4.1 4.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 19 9 . 10 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 3,046 : : Positions : : 2,326 1,577 103 411 231 0 0 0 35 95 30 : : : : Changes from: November 6, 2012 : : 232 133 -20 -3 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 51.8 3.4 13.5 7.6 0.0 0.0 0.0 1.1 3.1 1.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 2,106 : : Positions : : 1,073 982 167 241 250 0 0 0 69 74 116 : : : : Changes from: November 6, 2012 : : 132 43 -26 8 67 0 0 0 -13 0 38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 46.6 7.9 11.4 11.9 0.0 0.0 0.0 3.3 3.5 5.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 . 4 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 8,971 : : Positions : : 6,897 8,167 1,220 50 724 0 0 0 0 0 0 : : : : Changes from: November 6, 2012 : : 1,419 1,084 -335 0 454 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 91.0 13.6 0.6 8.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 6 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A17 Open Interest is 9,147 : : Positions : : 2,217 3,684 4,797 3,397 1,567 0 0 240 0 214 0 : : : : Changes from: November 6, 2012 : : 0 174 174 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 40.3 52.4 37.1 17.1 0.0 0.0 2.6 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 7 7 7 8 10 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 22,119 : : Positions : : 18,410 11,293 1,974 7,283 1,423 0 0 0 0 1,808 312 : : : : Changes from: November 6, 2012 : : 1,130 426 -65 629 -26 0 0 0 0 10 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 51.1 8.9 32.9 6.4 0.0 0.0 0.0 0.0 8.2 1.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 18 4 8 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 301,762 : : Positions : : 103,416 170,684 45,241 10,951 16,340 37,529 11,463 24,814 12,571 16,657 24,518 : : : : Changes from: November 6, 2012 : : 3,669 -6,769 -1,531 -920 588 -1,639 1,877 -3,915 910 2,897 -1,192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 56.6 15.0 3.6 5.4 12.4 3.8 8.2 4.2 5.5 8.1 : : : : Number of Traders in Each Category Total Traders: 160 : : 58 57 14 4 16 31 12 19 10 16 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 11,480 : : Positions : : 4,896 7,611 0 1,039 144 616 0 80 3,339 461 1,856 : : : : Changes from: November 6, 2012 : : 491 295 -56 135 -3 -75 0 30 74 38 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 66.3 0.0 9.1 1.3 5.4 0.0 0.7 29.1 4.0 16.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 19 0 . . . 0 . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 21,307 : : Positions : : 18,263 16,554 37 654 253 982 120 260 695 2,420 611 : : : : Changes from: November 6, 2012 : : 1,053 786 -75 203 33 0 55 30 125 -45 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 77.7 0.2 3.1 1.2 4.6 0.6 1.2 3.3 11.4 2.9 : : : : Number of Traders in Each Category Total Traders: 58 : : 26 36 . . . . . . . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 3,071 : : Positions : : 2,022 2,348 36 0 99 219 0 35 0 0 0 : : : : Changes from: November 6, 2012 : : -454 -639 -39 0 13 -180 0 -9 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 76.5 1.2 0.0 3.2 7.1 0.0 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 15 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 2,177 : : Positions : : 1,349 1,289 294 0 27 0 0 0 91 499 20 : : : : Changes from: November 6, 2012 : : 68 67 83 0 3 0 0 0 22 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 59.2 13.5 0.0 1.2 0.0 0.0 0.0 4.2 22.9 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 20 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 506,415 : : Positions : : 158,881 133,889 34,554 94,807 56,508 53,145 29,915 47,754 21,079 28,880 95,450 : : : : Changes from: November 6, 2012 : : -6,811 -10,708 50 -6,313 -2,467 1,991 -4,007 -36 -4,046 9,721 -2,652 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 26.4 6.8 18.7 11.2 10.5 5.9 9.4 4.2 5.7 18.8 : : : : Number of Traders in Each Category Total Traders: 148 : : 45 38 8 18 21 21 12 19 17 17 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 1,539,663 : : Positions : : 267,657 289,749 161,153 321,675 212,122 170,660 91,453 238,172 170,686 72,126 238,567 : : : : Changes from: November 6, 2012 : : -34,281 -22,653 -5,961 1,132 -9,088 -18,171 1,462 -1,933 6,064 -25,492 -19,015 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.4 18.8 10.5 20.9 13.8 11.1 5.9 15.5 11.1 4.7 15.5 : : : : Number of Traders in Each Category Total Traders: 310 : : 46 53 19 26 42 49 45 56 57 37 77 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 173,767 : : Positions : : 21,751 13,072 29,710 72,942 20,876 8,566 0 468 49,469 14,734 174 : : : : Changes from: November 6, 2012 : : 0 0 2,212 249 -57 -1,404 0 260 -76 366 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.5 7.5 17.1 42.0 12.0 4.9 0.0 0.3 28.5 8.5 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 5 5 7 6 11 . 0 . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 86,907 : : Positions : : 1,920 1,656 22,302 16,472 45,109 5,374 2,272 1,509 450 7,732 7,769 : : : : Changes from: November 6, 2012 : : 0 -1,000 -5,681 -5,443 1,783 -362 0 148 450 12 500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.2 1.9 25.7 19.0 51.9 6.2 2.6 1.7 0.5 8.9 8.9 : : : : Number of Traders in Each Category Total Traders: 36 : : . . 10 9 16 . . 4 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 55,450 : : Positions : : 2,370 1,200 8,374 8,322 29,924 2,130 1,450 529 0 2,648 9,500 : : : : Changes from: November 6, 2012 : : 0 0 383 -165 674 -273 -1,272 -81 -500 1,347 2,000 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.3 2.2 15.1 15.0 54.0 3.8 2.6 1.0 0.0 4.8 17.1 : : : : Number of Traders in Each Category Total Traders: 24 : : . . 9 4 13 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765N Open Interest is 56,936 : : Positions : : 4,339 4,561 15,570 11,372 12,206 0 99 776 0 3,283 905 : : : : Changes from: November 6, 2012 : : 175 -325 -22 409 -79 0 -211 -93 0 461 -153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.6 8.0 27.3 20.0 21.4 0.0 0.2 1.4 0.0 5.8 1.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 4 7 6 5 11 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 30,042 : : Positions : : 3,488 1,730 3,181 3,615 6,218 1,633 533 1,823 3,998 4,721 7,363 : : : : Changes from: November 6, 2012 : : 200 -359 -172 -112 -50 0 -315 0 -25 -674 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 5.8 10.6 12.0 20.7 5.4 1.8 6.1 13.3 15.7 24.5 : : : : Number of Traders in Each Category Total Traders: 28 : : . . 6 6 12 . . . 5 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 279,433 : : Positions : : 78,532 176,632 32,747 3,501 16,659 72,433 8,125 18,628 21,985 26,006 16,342 : : : : Changes from: November 6, 2012 : : 8,037 6,572 1,505 -291 4,738 -3,529 337 197 469 -949 1,504 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.1 63.2 11.7 1.3 6.0 25.9 2.9 6.7 7.9 9.3 5.8 : : : : Number of Traders in Each Category Total Traders: 211 : : 63 77 18 . 13 59 13 31 14 15 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 16,986 : : Positions : : 8,907 10,939 640 1,126 27 180 0 179 4,450 129 824 : : : : Changes from: November 6, 2012 : : -166 117 193 0 -48 0 0 -91 133 -150 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 64.4 3.8 6.6 0.2 1.1 0.0 1.1 26.2 0.8 4.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 16 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #111A41 Open Interest is 19,540 : : Positions : : 9,992 10,797 0 3,494 616 0 800 0 6,558 0 1,092 : : : : Changes from: November 6, 2012 : : 380 130 0 150 -131 0 0 0 17 0 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 55.3 0.0 17.9 3.2 0.0 4.1 0.0 33.6 0.0 5.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 13 0 5 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #26265A Open Interest is 8,665 : : Positions : : 4,477 5,929 1,442 155 1,921 150 0 0 510 465 135 : : : : Changes from: November 6, 2012 : : 0 0 0 -60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 68.4 16.6 1.8 22.2 1.7 0.0 0.0 5.9 5.4 1.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 4 8 5 . 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 11,507 : : Positions : : 4,868 4,681 5,354 670 864 0 1,312 0 100 3,505 321 : : : : Changes from: November 6, 2012 : : 334 347 -200 -38 72 0 0 0 75 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 40.7 46.5 5.8 7.5 0.0 11.4 0.0 0.9 30.5 2.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 19 19 11 . 8 0 . 0 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 38,484 : : Positions : : 30,056 24,905 4,799 12,110 1,407 1,120 0 0 776 0 0 : : : : Changes from: November 6, 2012 : : -340 166 -29 -439 324 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 64.7 12.5 31.5 3.7 2.9 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 19 10 5 7 . 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 9,716 : : Positions : : 6,600 7,533 1,856 1,244 789 0 150 0 238 0 0 : : : : Changes from: November 6, 2012 : : 224 725 474 -117 263 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 77.5 19.1 12.8 8.1 0.0 1.5 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 11 6 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 13,630 : : Positions : : 8,330 5,355 2,990 2,045 1,080 0 0 0 850 4,950 200 : : : : Changes from: November 6, 2012 : : 275 75 300 0 0 0 0 0 0 500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 39.3 21.9 15.0 7.9 0.0 0.0 0.0 6.2 36.3 1.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 13 6 . 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 7,289 : : Positions : : 4,604 6,884 721 105 275 326 0 0 1,280 25 0 : : : : Changes from: November 6, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 94.4 9.9 1.4 3.8 4.5 0.0 0.0 17.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 9 4 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 63,005 : : Positions : : 31,224 36,867 7,513 1,633 9,119 1,060 622 11,072 2,054 2,849 783 : : : : Changes from: November 6, 2012 : : 1,072 953 -99 -93 528 217 600 162 192 -33 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 58.5 11.9 2.6 14.5 1.7 1.0 17.6 3.3 4.5 1.2 : : : : Number of Traders in Each Category Total Traders: 68 : : 28 31 13 . 15 . . . 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 6,305 : : Positions : : 4,213 4,576 283 858 393 399 0 0 634 0 100 : : : : Changes from: November 6, 2012 : : 0 0 0 0 0 0 0 0 128 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 72.6 4.5 13.6 6.2 6.3 0.0 0.0 10.1 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 10 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : 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 20,172 : : Positions : : 10,233 10,734 4,434 91 1,614 178 4,742 2,135 1,021 81 407 : : : : Changes from: November 6, 2012 : : 530 551 150 -50 -73 0 205 170 107 81 136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 53.2 22.0 0.5 8.0 0.9 23.5 10.6 5.1 0.4 2.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 20 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 26,541 : : Positions : : 18,256 13,970 49 5,079 1,230 3,678 1,550 0 426 810 359 : : : : Changes from: November 6, 2012 : : 1,411 395 -106 -240 58 -109 250 0 -168 306 168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 52.6 0.2 19.1 4.6 13.9 5.8 0.0 1.6 3.1 1.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 19 . 4 . . . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated November 16, 2012