Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 43,055 : : Positions : : 30,383 37,645 7,344 99 3,249 0 101 0 312 460 1,473 : : : : Changes from: October 30, 2012 : : -1,727 -4,135 -2,811 -38 26 0 0 0 312 -82 -162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 87.4 17.1 0.2 7.5 0.0 0.2 0.0 0.7 1.1 3.4 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 35 12 . 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 9,380 : : Positions : : 7,910 7,787 812 958 445 0 0 0 0 0 0 : : : : Changes from: October 30, 2012 : : -1,002 -1,235 1 339 -198 0 0 0 0 -80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 83.0 8.7 10.2 4.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 17 5 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 15,545 : : Positions : : 10,006 10,496 974 705 1,770 0 60 342 381 255 484 : : : : Changes from: October 30, 2012 : : -1,950 -2,233 -91 -54 -176 0 60 -63 -257 -143 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 67.5 6.3 4.5 11.4 0.0 0.4 2.2 2.5 1.6 3.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 30 31 9 4 13 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 7,367 : : Positions : : 3,697 4,712 1,110 199 1,127 64 0 27 229 128 436 : : : : Changes from: October 30, 2012 : : -1,093 -811 69 -62 -164 -32 0 27 24 -145 -94 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 64.0 15.1 2.7 15.3 0.9 0.0 0.4 3.1 1.7 5.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 30 35 10 . 11 . 0 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 6,016 : : Positions : : 4,229 4,963 576 49 541 0 0 75 0 0 0 : : : : Changes from: October 30, 2012 : : -568 -584 -128 -41 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 82.5 9.6 0.8 9.0 0.0 0.0 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 17 . . 4 0 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 7,918 : : Positions : : 4,333 5,383 1,119 93 1,154 70 0 258 0 382 308 : : : : Changes from: October 30, 2012 : : -565 -529 -109 10 25 -35 0 258 -33 -146 96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 68.0 14.1 1.2 14.6 0.9 0.0 3.3 0.0 4.8 3.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 19 9 . 10 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 2,856 : : Positions : : 2,094 1,444 123 414 211 0 0 0 35 95 30 : : : : Changes from: October 30, 2012 : : -131 -386 -2 138 28 0 0 0 -35 75 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 50.6 4.3 14.5 7.4 0.0 0.0 0.0 1.2 3.3 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 1,861 : : Positions : : 941 939 193 233 183 0 0 0 82 74 78 : : : : Changes from: October 30, 2012 : : -181 -340 -128 -105 -71 0 0 0 -99 -32 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 50.5 10.4 12.5 9.8 0.0 0.0 0.0 4.4 4.0 4.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 4 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 7,433 : : Positions : : 5,478 7,083 1,555 50 270 0 0 0 0 0 0 : : : : Changes from: October 30, 2012 : : -969 -1,307 -358 -25 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 95.3 20.9 0.7 3.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 6 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 8,973 : : Positions : : 2,217 3,510 4,623 3,397 1,567 0 0 240 0 214 0 : : : : Changes from: October 30, 2012 : : -798 -44 -28 -755 -353 0 0 0 0 -17 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 39.1 51.5 37.9 17.5 0.0 0.0 2.7 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 7 7 7 8 10 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 20,980 : : Positions : : 17,280 10,867 2,039 6,654 1,449 0 0 0 0 1,798 212 : : : : Changes from: October 30, 2012 : : -4,362 -3,361 111 -1,573 -201 0 0 0 0 623 -212 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 51.8 9.7 31.7 6.9 0.0 0.0 0.0 0.0 8.6 1.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 18 4 8 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 336,556 : : Positions : : 102,760 182,610 46,731 11,849 23,082 39,168 9,586 28,729 10,097 10,545 44,198 : : : : Changes from: October 30, 2012 : : 4,490 5,978 4,613 -1,698 -394 -2,594 -2,553 3,231 336 640 5,372 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.5 54.3 13.9 3.5 6.9 11.6 2.8 8.5 3.0 3.1 13.1 : : : : Number of Traders in Each Category Total Traders: 163 : : 54 60 14 4 17 36 13 26 9 15 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 11,058 : : Positions : : 4,405 7,316 56 904 147 691 0 50 3,265 423 1,833 : : : : Changes from: October 30, 2012 : : 56 110 0 61 -24 -32 0 0 28 -205 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 66.2 0.5 8.2 1.3 6.2 0.0 0.5 29.5 3.8 16.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 17 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 20,642 : : Positions : : 17,505 15,913 0 484 426 982 65 230 566 2,465 640 : : : : Changes from: October 30, 2012 : : -2,422 -2,343 -96 -240 -36 0 0 0 -161 -130 216 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 77.1 0.0 2.3 2.1 4.8 0.3 1.1 2.7 11.9 3.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 30 37 0 . . . . . . 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 2,061 : : Positions : : 1,281 1,222 211 0 24 0 0 0 69 499 20 : : : : Changes from: October 30, 2012 : : -331 -158 -87 -25 0 0 0 0 -9 -203 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 59.3 10.2 0.0 1.2 0.0 0.0 0.0 3.3 24.2 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 20 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 661,138 : : Positions : : 199,410 183,465 36,677 105,722 92,756 50,931 32,379 52,841 25,056 13,056 139,773 : : : : Changes from: October 30, 2012 : : -7,548 2,554 -901 -3,703 2,904 464 -1,415 2,158 5,936 -5,862 -8,883 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 27.7 5.5 16.0 14.0 7.7 4.9 8.0 3.8 2.0 21.1 : : : : Number of Traders in Each Category Total Traders: 150 : : 43 37 11 17 24 19 11 19 22 18 39 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 2,555,522 : : Positions : : 389,897 399,376 158,622 381,505 653,705 199,073 76,764 319,211 168,594 57,445 583,912 : : : : Changes from: October 30, 2012 : : -10,177 -20,193 -2,996 -11,763 -3,580 -176 378 20,236 -2,325 4,736 8,820 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 15.6 6.2 14.9 25.6 7.8 3.0 12.5 6.6 2.2 22.8 : : : : Number of Traders in Each Category Total Traders: 411 : : 56 56 25 25 47 74 48 81 95 65 141 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 150,419 : : Positions : : 79,787 52,502 70 16,618 16,505 4,235 30,127 13,996 21,040 4,466 13,124 : : : : Changes from: October 30, 2012 : : 243 -983 11 2,156 -777 2,240 -2,132 -2,763 -4,207 155 948 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 34.9 0.0 11.0 11.0 2.8 20.0 9.3 14.0 3.0 8.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 16 18 . 7 7 . 6 4 7 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 172,513 : : Positions : : 21,751 13,072 27,498 72,693 20,933 9,970 0 208 49,545 14,368 180 : : : : Changes from: October 30, 2012 : : -3,409 573 -1,074 -1,524 -3,541 1,495 0 -274 -3,442 -1,017 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 7.6 15.9 42.1 12.1 5.8 0.0 0.1 28.7 8.3 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 5 5 7 6 11 . 0 . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 64,931 : : Positions : : 4,581 5,920 2,800 9,127 28,279 6,963 1,470 5,040 2,481 388 12,422 : : : : Changes from: October 30, 2012 : : 325 604 -9 728 193 404 -615 366 74 127 -361 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.1 9.1 4.3 14.1 43.6 10.7 2.3 7.8 3.8 0.6 19.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 5 5 9 10 17 9 . 6 6 6 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 322,343 : : Positions : : 19,486 15,607 42,270 60,634 173,666 900 4,778 11,195 24,643 2,172 45,989 : : : : Changes from: October 30, 2012 : : -1,636 -987 1,393 -4,786 -5,608 -229 2,417 -1,422 -3,011 447 -4,184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.0 4.8 13.1 18.8 53.9 0.3 1.5 3.5 7.6 0.7 14.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 6 6 8 18 26 . . . 10 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 90,474 : : Positions : : 1,920 2,656 27,983 21,915 43,326 5,736 2,272 1,361 0 7,720 7,269 : : : : Changes from: October 30, 2012 : : 0 0 3,501 3,956 -715 15 0 257 -430 -745 2,500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.1 2.9 30.9 24.2 47.9 6.3 2.5 1.5 0.0 8.5 8.0 : : : : Number of Traders in Each Category Total Traders: 35 : : . . 10 9 16 . . 4 0 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 53,197 : : Positions : : 2,370 1,200 7,991 8,487 29,250 2,403 2,722 610 500 1,301 7,500 : : : : Changes from: October 30, 2012 : : 0 0 47 -150 5,785 -117 135 -228 0 0 4,500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.5 2.3 15.0 16.0 55.0 4.5 5.1 1.1 0.9 2.4 14.1 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 9 4 13 . 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 56,805 : : Positions : : 4,164 4,886 15,592 10,963 12,285 0 310 869 0 2,822 1,058 : : : : Changes from: October 30, 2012 : : -2,051 -2,202 -1,936 1,531 -1,570 0 -3 -127 0 126 -540 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.3 8.6 27.4 19.3 21.6 0.0 0.5 1.5 0.0 5.0 1.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 4 7 6 5 10 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 36,590 : : Positions : : 3,532 2,431 2,741 3,246 9,813 1,970 598 2,250 3,609 5,149 9,693 : : : : Changes from: October 30, 2012 : : -1 28 -96 366 22 -48 -502 -71 -285 -366 1,239 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.7 6.6 7.5 8.9 26.8 5.4 1.6 6.1 9.9 14.1 26.5 : : : : Number of Traders in Each Category Total Traders: 37 : : . 4 5 7 12 6 . 4 6 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765X Open Interest is 6,666 : : Positions : : 6 0 1,028 3,176 2,116 2,386 202 5 440 584 51 : : : : Changes from: October 30, 2012 : : -7 0 -89 -243 -173 -309 -28 -49 15 -68 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.1 0.0 15.4 47.6 31.7 35.8 3.0 0.1 6.6 8.8 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : . 0 4 8 12 8 5 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Y Open Interest is 94,812 : : Positions : : 13,415 8,633 9,545 16,022 55,023 0 339 1,050 3,647 54 4,524 : : : : Changes from: October 30, 2012 : : -939 -689 -904 -1,178 -2,492 0 -50 -414 -271 -101 -991 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.1 9.1 10.1 16.9 58.0 0.0 0.4 1.1 3.8 0.1 4.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 6 5 6 10 16 0 . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 278,929 : : Positions : : 72,648 173,504 31,311 3,789 13,491 77,771 7,831 18,707 21,108 26,950 22,245 : : : : Changes from: October 30, 2012 : : -9,966 -10,232 -2,487 -473 -171 -2,558 -364 3,105 -498 -2,744 5,258 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.0 62.2 11.2 1.4 4.8 27.9 2.8 6.7 7.6 9.7 8.0 : : : : Number of Traders in Each Category Total Traders: 210 : : 59 76 16 . 12 59 12 32 18 15 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 16,725 : : Positions : : 9,073 10,822 447 1,126 75 180 0 270 4,317 279 674 : : : : Changes from: October 30, 2012 : : -1,619 -5,369 0 995 -204 -378 0 -100 -1,992 21 -283 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 64.7 2.7 6.7 0.4 1.1 0.0 1.6 25.8 1.7 4.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 18,974 : : Positions : : 9,612 10,667 0 3,344 747 0 800 0 6,541 0 792 : : : : Changes from: October 30, 2012 : : -38 -1,942 0 -398 122 0 -400 0 -2,869 0 -258 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 56.2 0.0 17.6 3.9 0.0 4.2 0.0 34.5 0.0 4.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 13 0 5 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 8,964 : : Positions : : 4,477 6,141 1,433 224 1,999 150 0 0 510 465 135 : : : : Changes from: October 30, 2012 : : 44 155 -375 -76 255 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 68.5 16.0 2.5 22.3 1.7 0.0 0.0 5.7 5.2 1.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 4 8 5 . 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 11,226 : : Positions : : 4,534 4,334 5,554 708 792 0 1,312 0 25 3,605 321 : : : : Changes from: October 30, 2012 : : -583 -314 -1,506 272 -458 0 -638 0 -77 -1,475 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 38.6 49.5 6.3 7.1 0.0 11.7 0.0 0.2 32.1 2.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 17 10 . 8 0 . 0 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 38,529 : : Positions : : 30,396 24,739 4,828 12,549 1,083 1,120 100 0 776 0 0 : : : : Changes from: October 30, 2012 : : -11,416 -10,926 -1,312 -1,927 -31 -297 -300 0 -135 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 64.2 12.5 32.6 2.8 2.9 0.3 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 19 10 5 6 . . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 8,845 : : Positions : : 6,376 6,808 1,382 1,361 526 0 150 0 238 0 0 : : : : Changes from: October 30, 2012 : : -1,863 -1,885 -85 -172 -308 0 0 0 -84 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 77.0 15.6 15.4 5.9 0.0 1.7 0.0 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 13,055 : : Positions : : 8,055 5,280 2,690 2,045 1,080 0 0 0 850 4,450 200 : : : : Changes from: October 30, 2012 : : -365 -800 -595 -235 -100 0 0 0 400 475 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 40.4 20.6 15.7 8.3 0.0 0.0 0.0 6.5 34.1 1.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 12 6 . 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 61,165 : : Positions : : 30,152 35,914 7,612 1,726 8,591 843 22 10,910 1,862 2,882 983 : : : : Changes from: October 30, 2012 : : -3,005 -2,164 1,690 -747 107 -1,981 22 -22 -216 -655 326 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 58.7 12.4 2.8 14.0 1.4 0.0 17.8 3.0 4.7 1.6 : : : : Number of Traders in Each Category Total Traders: 63 : : 29 31 13 . 15 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 6,077 : : Positions : : 4,213 4,576 283 858 393 399 0 0 506 100 0 : : : : Changes from: October 30, 2012 : : -436 -54 -35 -238 -15 -20 0 0 158 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 75.3 4.7 14.1 6.5 6.6 0.0 0.0 8.3 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 4 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 19,179 : : Positions : : 9,703 10,183 4,284 141 1,687 178 4,537 1,965 914 0 271 : : : : Changes from: October 30, 2012 : : 147 248 560 -178 -420 -89 86 286 -442 -45 131 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 53.1 22.3 0.7 8.8 0.9 23.7 10.2 4.8 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 20 4 . 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 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 25,544 : : Positions : : 16,845 13,575 155 5,319 1,172 3,787 1,300 0 594 504 191 : : : : Changes from: October 30, 2012 : : -4,390 -2,447 -309 -878 -215 -565 -750 0 242 504 -242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 53.1 0.6 20.8 4.6 14.8 5.1 0.0 2.3 2.0 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 18 . 5 . . . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated November 9, 2012