Disaggregated Commitments of Traders- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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 331,375 : : Positions : : 107,106 176,038 45,031 11,398 23,494 37,529 11,464 24,814 10,636 12,883 43,814 : : : : Changes from: November 6, 2012 : : 4,347 -6,573 -1,700 -451 412 -1,639 1,878 -3,915 539 2,339 -384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 53.1 13.6 3.4 7.1 11.3 3.5 7.5 3.2 3.9 13.2 : : : : Number of Traders in Each Category Total Traders: 162 : : 58 59 14 4 17 31 13 20 11 16 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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- Options and 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 21,708 : : Positions : : 18,459 16,689 0 676 396 982 120 260 695 2,423 611 : : : : Changes from: November 6, 2012 : : 954 776 0 191 -31 0 55 30 129 -42 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 76.9 0.0 3.1 1.8 4.5 0.6 1.2 3.2 11.2 2.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 28 37 0 . . . . . . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 3,074 : : Positions : : 2,022 2,348 36 0 99 219 0 35 0 0 0 : : : : Changes from: November 6, 2012 : : -460 -645 -39 0 13 -180 0 -9 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 76.4 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- Options and 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- Options and 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 611,478 : : Positions : : 189,269 167,515 30,735 98,583 91,121 53,172 28,281 52,210 23,760 21,071 130,555 : : : : Changes from: November 6, 2012 : : -10,142 -15,951 -5,942 -7,139 -1,635 2,240 -4,098 -630 -1,295 8,014 -9,218 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.0 27.4 5.0 16.1 14.9 8.7 4.6 8.5 3.9 3.4 21.4 : : : : Number of Traders in Each Category Total Traders: 148 : : 45 38 8 18 22 22 11 20 19 15 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 2,184,139 : : Positions : : 326,952 341,424 156,529 372,798 507,360 182,454 82,433 285,507 176,651 52,270 457,620 : : : : Changes from: November 6, 2012 : : -62,945 -57,952 -2,092 -8,706 -146,346 -16,619 5,669 -33,704 8,057 -5,175 -126,292 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.0 15.6 7.2 17.1 23.2 8.4 3.8 13.1 8.1 2.4 21.0 : : : : Number of Traders in Each Category Total Traders: 351 : : 51 55 21 24 43 61 44 66 89 33 105 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 153,294 : : Positions : : 85,743 50,738 130 17,118 16,663 5,321 33,341 13,128 16,755 4,484 14,486 : : : : Changes from: November 6, 2012 : : 5,957 -1,764 60 500 159 1,086 3,215 -868 -4,285 19 1,362 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 33.1 0.1 11.2 10.9 3.5 21.7 8.6 10.9 2.9 9.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 17 18 . 7 7 . 5 4 6 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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- Options and 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 STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 35,585 : : Positions : : 2,376 4,916 2,202 7,558 15,757 6,964 1,495 170 2,061 229 4,296 : : : : Changes from: November 6, 2012 : : -2,204 -1,004 -599 -1,569 -12,523 0 25 -4,870 -420 -159 -8,126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.7 13.8 6.2 21.2 44.3 19.6 4.2 0.5 5.8 0.6 12.1 : : : : Number of Traders in Each Category Total Traders: 30 : : . . 6 8 11 5 . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 321,635 : : Positions : : 21,095 16,736 42,061 64,959 171,846 1,368 2,981 9,997 26,300 1,942 44,771 : : : : Changes from: November 6, 2012 : : 1,609 1,129 -208 4,325 -1,820 467 -1,797 -1,198 1,657 -229 -1,218 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.6 5.2 13.1 20.2 53.4 0.4 0.9 3.1 8.2 0.6 13.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 7 7 9 17 26 . . . 10 . 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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- Options and 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- Options and 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- Options and 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 34,892 : : Positions : : 3,500 2,015 3,046 3,386 9,476 1,951 589 1,904 4,066 4,971 8,159 : : : : Changes from: November 6, 2012 : : -32 -416 305 140 -337 -19 -9 -346 457 -178 -1,534 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.0 5.8 8.7 9.7 27.2 5.6 1.7 5.5 11.7 14.2 23.4 : : : : Number of Traders in Each Category Total Traders: 31 : : . . 6 6 12 4 . . 5 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765X Open Interest is 5,870 : : Positions : : 0 0 1,101 2,647 1,944 1,739 215 0 434 599 0 : : : : Changes from: November 6, 2012 : : -6 0 74 -529 -172 -647 13 -5 -7 15 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 0.0 18.8 45.1 33.1 29.6 3.7 0.0 7.4 10.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 0 0 . 7 10 6 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Y Open Interest is 93,243 : : Positions : : 12,942 8,252 9,647 15,708 53,779 0 332 1,153 3,506 153 4,513 : : : : Changes from: November 6, 2012 : : -473 -381 102 -315 -1,244 0 -7 103 -141 100 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.9 8.9 10.3 16.8 57.7 0.0 0.4 1.2 3.8 0.2 4.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 6 5 7 10 17 0 . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 292,572 : : Positions : : 80,717 179,848 32,893 3,480 18,207 73,797 8,125 18,936 21,435 25,905 23,904 : : : : Changes from: November 6, 2012 : : 8,069 6,344 1,581 -310 4,717 -3,974 294 229 328 -1,045 1,660 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 61.5 11.2 1.2 6.2 25.2 2.8 6.5 7.3 8.9 8.2 : : : : Number of Traders in Each Category Total Traders: 213 : : 63 78 18 . 15 59 13 31 17 14 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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- Options and 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- Options and 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 8,978 : : Positions : : 4,477 6,143 1,481 236 1,939 150 0 0 510 465 135 : : : : Changes from: November 6, 2012 : : 0 2 48 12 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 68.4 16.5 2.6 21.6 1.7 0.0 0.0 5.7 5.2 1.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 4 8 4 . 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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