Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 48,306 : : Positions : : 34,814 42,642 7,655 168 3,290 0 171 0 706 460 1,547 : : : : Changes from: November 20, 2012 : : 1,317 1,403 -6 5 69 0 -135 0 -38 0 116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 88.3 15.8 0.3 6.8 0.0 0.4 0.0 1.5 1.0 3.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 28 35 11 . 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 13,778 : : Positions : : 12,420 12,376 842 888 335 0 0 0 0 0 0 : : : : Changes from: November 20, 2012 : : 1,597 1,597 0 0 -126 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 89.8 6.1 6.4 2.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 21 6 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 17,632 : : Positions : : 11,891 12,123 1,006 775 2,388 0 60 183 574 526 502 : : : : Changes from: November 20, 2012 : : 622 602 37 -13 280 0 0 -117 34 34 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 68.8 5.7 4.4 13.5 0.0 0.3 1.0 3.3 3.0 2.8 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 33 9 5 14 0 . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 8,882 : : Positions : : 4,482 5,797 1,294 163 1,335 64 0 27 250 108 702 : : : : Changes from: November 20, 2012 : : 264 416 33 -20 19 0 0 0 71 0 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 65.3 14.6 1.8 15.0 0.7 0.0 0.3 2.8 1.2 7.9 : : : : Number of Traders in Each Category Total Traders: 62 : : 33 40 10 . 13 . 0 . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 6,463 : : Positions : : 4,681 5,284 589 33 517 0 0 120 0 0 0 : : : : Changes from: November 20, 2012 : : 86 19 -5 5 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 81.8 9.1 0.5 8.0 0.0 0.0 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 19 . . 4 0 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 8,722 : : Positions : : 4,599 5,793 1,260 121 1,274 160 0 540 0 407 358 : : : : Changes from: November 20, 2012 : : -55 48 136 13 -30 0 0 0 0 60 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 66.4 14.4 1.4 14.6 1.8 0.0 6.2 0.0 4.7 4.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 18 9 . 10 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 3,494 : : Positions : : 2,637 1,914 173 646 183 0 0 0 90 65 50 : : : : Changes from: November 20, 2012 : : 43 35 60 65 -53 0 0 0 15 -10 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 54.8 5.0 18.5 5.2 0.0 0.0 0.0 2.6 1.9 1.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 19 . 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 2,660 : : Positions : : 1,445 1,352 126 242 390 0 0 0 74 75 108 : : : : Changes from: November 20, 2012 : : 270 314 25 -6 67 0 0 0 20 6 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 50.8 4.7 9.1 14.7 0.0 0.0 0.0 2.8 2.8 4.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 17 . 5 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165R Open Interest is 2,373 : : Positions : : 2,322 2,168 16 100 15 0 0 0 0 0 0 : : : : Changes from: November 20, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.9 91.4 0.7 4.2 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 10,889 : : Positions : : 8,805 10,010 1,195 90 759 0 0 0 0 0 0 : : : : Changes from: November 20, 2012 : : 1,223 1,198 -25 0 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 91.9 11.0 0.8 7.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 5 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 9,117 : : Positions : : 2,192 3,594 4,660 3,345 1,679 0 0 240 0 214 0 : : : : Changes from: November 20, 2012 : : -25 0 -47 -52 112 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.0 39.4 51.1 36.7 18.4 0.0 0.0 2.6 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 7 7 6 9 9 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 24,178 : : Positions : : 20,182 13,026 1,965 6,643 1,507 0 0 0 0 2,497 505 : : : : Changes from: November 20, 2012 : : 1,011 1,047 0 -50 0 0 0 0 0 14 283 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 53.9 8.1 27.5 6.2 0.0 0.0 0.0 0.0 10.3 2.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 18 4 8 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 300,276 : : Positions : : 104,371 175,607 46,120 8,978 13,339 38,969 15,731 22,309 12,773 15,287 23,166 : : : : Changes from: November 20, 2012 : : 4,612 6,027 411 -1,111 -1,273 1,247 2,021 -4,123 352 -2,338 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 58.5 15.4 3.0 4.4 13.0 5.2 7.4 4.3 5.1 7.7 : : : : Number of Traders in Each Category Total Traders: 149 : : 53 56 15 . 15 31 12 20 10 13 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 10,761 : : Positions : : 4,752 6,539 453 612 351 684 0 97 1,125 180 2,745 : : : : Changes from: November 20, 2012 : : -147 -815 206 14 -77 175 0 0 -983 -67 258 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 60.8 4.2 5.7 3.3 6.4 0.0 0.9 10.5 1.7 25.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 17 . . . . 0 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 23,615 : : Positions : : 20,708 18,193 73 1,331 224 982 55 260 575 2,515 653 : : : : Changes from: November 20, 2012 : : 943 693 16 292 -75 0 -65 0 -120 -96 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 77.0 0.3 5.6 0.9 4.2 0.2 1.1 2.4 10.7 2.8 : : : : Number of Traders in Each Category Total Traders: 60 : : 28 36 . . . . . . . 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 3,408 : : Positions : : 2,250 2,603 62 0 128 220 0 0 0 0 0 : : : : Changes from: November 20, 2012 : : 228 255 26 0 29 1 0 -35 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 76.4 1.8 0.0 3.8 6.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 15 . 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 2,573 : : Positions : : 1,692 1,581 362 0 62 0 0 0 141 608 60 : : : : Changes from: November 20, 2012 : : 213 196 67 0 -3 0 0 0 20 92 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 61.4 14.1 0.0 2.4 0.0 0.0 0.0 5.5 23.6 2.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 24 4 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 493,925 : : Positions : : 158,107 136,619 23,031 83,367 52,417 50,165 25,938 43,407 20,957 26,137 103,465 : : : : Changes from: November 20, 2012 : : 6,493 8,196 -1,469 1,403 -1,381 1,024 -2,339 -5,660 -794 -2,073 7,891 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 27.7 4.7 16.9 10.6 10.2 5.3 8.8 4.2 5.3 20.9 : : : : Number of Traders in Each Category Total Traders: 140 : : 41 40 8 16 23 20 7 14 15 23 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 1,522,133 : : Positions : : 269,191 293,812 170,827 331,965 196,443 180,902 82,686 241,163 157,943 76,125 228,012 : : : : Changes from: November 20, 2012 : : 6,092 9,192 988 -331 2,818 3,971 -3,695 1,920 -5,876 -365 12,744 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.7 19.3 11.2 21.8 12.9 11.9 5.4 15.8 10.4 5.0 15.0 : : : : Number of Traders in Each Category Total Traders: 310 : : 46 52 17 27 38 48 43 56 57 41 77 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 178,449 : : Positions : : 21,751 13,380 32,825 77,158 20,369 8,280 1,106 732 53,832 16,064 812 : : : : Changes from: November 20, 2012 : : 0 -15 89 -489 156 0 444 0 1,760 1,348 638 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 7.5 18.4 43.2 11.4 4.6 0.6 0.4 30.2 9.0 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 5 5 7 7 12 . . . 5 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 70,682 : : Positions : : 1,170 600 11,430 12,543 40,489 5,320 1,347 1,221 1,397 0 7,372 : : : : Changes from: November 20, 2012 : : 0 0 0 45 -463 40 0 12 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.7 0.8 16.2 17.7 57.3 7.5 1.9 1.7 2.0 0.0 10.4 : : : : Number of Traders in Each Category Total Traders: 27 : : . . 5 10 15 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 51,321 : : Positions : : 1,647 0 7,918 8,211 26,026 2,555 1,700 994 0 2,398 10,100 : : : : Changes from: November 20, 2012 : : 50 0 910 1,126 -190 226 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.2 0.0 15.4 16.0 50.7 5.0 3.3 1.9 0.0 4.7 19.7 : : : : Number of Traders in Each Category Total Traders: 22 : : . 0 7 5 12 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 58,184 : : Positions : : 4,934 5,492 16,788 11,373 12,076 0 0 0 0 4,285 1,059 : : : : Changes from: November 20, 2012 : : 595 775 438 201 800 0 -36 -776 0 822 154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.5 9.4 28.9 19.5 20.8 0.0 0.0 0.0 0.0 7.4 1.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 5 8 6 5 10 0 0 0 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 27,489 : : Positions : : 3,263 977 3,192 1,972 5,963 600 0 2,200 2,553 5,576 7,809 : : : : Changes from: November 20, 2012 : : 0 0 -117 313 117 0 -488 -211 16 -18 1,074 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.9 3.6 11.6 7.2 21.7 2.2 0.0 8.0 9.3 20.3 28.4 : : : : Number of Traders in Each Category Total Traders: 24 : : . . 5 6 9 . 0 . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 277,063 : : Positions : : 67,174 179,287 32,737 4,397 9,842 85,273 6,350 20,763 22,591 27,713 15,675 : : : : Changes from: November 20, 2012 : : -9,529 -4,248 683 187 -4,051 6,697 -433 -1,909 -200 1,510 -497 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 64.7 11.8 1.6 3.6 30.8 2.3 7.5 8.2 10.0 5.7 : : : : Number of Traders in Each Category Total Traders: 213 : : 59 74 18 . 10 57 13 31 15 16 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 18,180 : : Positions : : 10,510 11,494 640 1,126 204 191 212 108 4,502 1,279 221 : : : : Changes from: November 20, 2012 : : 24 335 0 0 0 111 0 -71 92 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 63.2 3.5 6.2 1.1 1.1 1.2 0.6 24.8 7.0 1.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE (1000 U.S. Barrels) : CFTC Code #111A11 Open Interest is 9,834 : : Positions : : 7,868 8,641 166 263 655 0 0 0 100 0 100 : : : : Changes from: November 20, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 87.9 1.7 2.7 6.7 0.0 0.0 0.0 1.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 15 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 21,344 : : Positions : : 8,796 12,763 0 3,410 688 0 800 0 9,786 0 792 : : : : Changes from: November 20, 2012 : : -600 1,167 0 -76 72 0 0 0 1,841 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 59.8 0.0 16.0 3.2 0.0 3.7 0.0 45.8 0.0 3.7 : : : : 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 27, 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 8,705 : : Positions : : 4,477 5,969 1,442 215 1,921 150 0 0 550 465 135 : : : : Changes from: November 20, 2012 : : 0 40 0 0 0 0 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 68.6 16.6 2.5 22.1 1.7 0.0 0.0 6.3 5.3 1.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 4 8 5 . 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 12,063 : : Positions : : 5,142 5,258 5,869 670 731 0 1,312 0 0 3,617 321 : : : : Changes from: November 20, 2012 : : 49 277 390 0 -83 0 0 0 0 162 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 43.6 48.7 5.6 6.1 0.0 10.9 0.0 0.0 30.0 2.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 20 11 . 7 0 . 0 0 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 40,501 : : Positions : : 31,818 26,259 4,697 11,658 1,572 1,232 950 0 776 0 0 : : : : Changes from: November 20, 2012 : : 247 -101 -50 430 -310 112 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 64.8 11.6 28.8 3.9 3.0 2.3 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 22 10 4 7 . . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A66 Open Interest is 7,219 : : Positions : : 5,494 6,185 575 156 228 0 0 0 800 650 0 : : : : Changes from: November 20, 2012 : : 0 75 -50 -150 0 0 0 0 -100 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 85.7 8.0 2.2 3.2 0.0 0.0 0.0 11.1 9.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 7 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 10,847 : : Positions : : 6,699 8,634 2,645 1,244 819 0 150 0 451 0 0 : : : : Changes from: November 20, 2012 : : -181 296 264 0 30 0 0 0 213 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 79.6 24.4 11.5 7.6 0.0 1.4 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 13 6 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 15,064 : : Positions : : 9,030 5,730 3,674 1,920 1,160 0 0 0 1,000 6,054 200 : : : : Changes from: November 20, 2012 : : 550 225 405 25 105 0 0 0 150 675 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 38.0 24.4 12.7 7.7 0.0 0.0 0.0 6.6 40.2 1.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 17 15 6 4 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 8,011 : : Positions : : 5,026 7,606 721 180 200 476 0 0 1,505 25 0 : : : : Changes from: November 20, 2012 : : -125 50 0 0 0 150 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 94.9 9.0 2.2 2.5 5.9 0.0 0.0 18.8 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 10 4 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 68,636 : : Positions : : 35,501 40,639 7,427 1,592 9,606 1,846 616 11,234 1,794 3,841 1,048 : : : : Changes from: November 20, 2012 : : 1,146 422 -426 -32 471 150 0 -150 0 480 197 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 59.2 10.8 2.3 14.0 2.7 0.9 16.4 2.6 5.6 1.5 : : : : Number of Traders in Each Category Total Traders: 68 : : 28 31 11 4 16 . . . 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 6,893 : : Positions : : 4,453 5,056 475 702 549 399 0 0 634 0 100 : : : : Changes from: November 20, 2012 : : 96 96 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 73.3 6.9 10.2 8.0 5.8 0.0 0.0 9.2 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 11 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 20,515 : : Positions : : 10,588 10,506 5,400 91 1,489 178 5,887 1,201 679 81 812 : : : : Changes from: November 20, 2012 : : 161 -12 946 0 -150 0 923 -810 -116 0 161 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 51.2 26.3 0.4 7.3 0.9 28.7 5.9 3.3 0.4 4.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 19 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 27,958 : : Positions : : 19,275 13,184 279 5,404 1,620 3,277 1,650 67 586 936 659 : : : : Changes from: November 20, 2012 : : 961 -695 254 -50 465 -401 0 67 -258 126 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 47.2 1.0 19.3 5.8 11.7 5.9 0.2 2.1 3.3 2.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 18 . 4 5 . . . . . . : ----------------------------------------------------------------------------------------------------------------
Updated December 5, 2012