Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 46,848 : : Positions : : 33,497 41,239 7,661 163 3,221 0 306 0 744 460 1,431 : : : : Changes from: November 13, 2012 : : 1,689 2,084 313 0 120 0 260 0 342 0 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 88.0 16.4 0.3 6.9 0.0 0.7 0.0 1.6 1.0 3.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 36 11 . 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 12,307 : : Positions : : 10,823 10,779 842 888 461 0 0 0 0 0 0 : : : : Changes from: November 13, 2012 : : 1,822 1,872 0 -50 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 87.6 6.8 7.2 3.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 19 6 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 16,828 : : Positions : : 11,269 11,521 969 788 2,108 0 60 300 540 492 450 : : : : Changes from: November 13, 2012 : : 995 801 -56 67 341 0 0 0 100 118 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 68.5 5.8 4.7 12.5 0.0 0.4 1.8 3.2 2.9 2.7 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 33 8 5 13 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 8,304 : : Positions : : 4,218 5,381 1,261 183 1,316 64 0 27 179 108 527 : : : : Changes from: November 13, 2012 : : 247 383 98 -36 94 0 0 0 0 -10 71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 64.8 15.2 2.2 15.8 0.8 0.0 0.3 2.2 1.3 6.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 33 39 10 . 13 . 0 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 6,392 : : Positions : : 4,595 5,265 594 28 537 0 0 120 0 0 0 : : : : Changes from: November 13, 2012 : : 110 108 -15 -40 0 0 0 45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 82.4 9.3 0.4 8.4 0.0 0.0 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 19 . . 4 0 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 8,606 : : Positions : : 4,654 5,745 1,124 108 1,304 160 0 540 0 347 333 : : : : Changes from: November 13, 2012 : : 411 271 -80 0 157 20 0 204 0 20 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 66.8 13.1 1.3 15.2 1.9 0.0 6.3 0.0 4.0 3.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 18 9 . 10 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 3,418 : : Positions : : 2,594 1,879 113 581 236 0 0 0 75 75 45 : : : : Changes from: November 13, 2012 : : 268 302 10 170 5 0 0 0 40 -20 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 55.0 3.3 17.0 6.9 0.0 0.0 0.0 2.2 2.2 1.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 17 . 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 2,288 : : Positions : : 1,175 1,038 101 248 323 0 0 0 54 69 121 : : : : Changes from: November 13, 2012 : : 102 56 -66 7 73 0 0 0 -15 -5 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 45.4 4.4 10.8 14.1 0.0 0.0 0.0 2.4 3.0 5.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . 5 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 9,616 : : Positions : : 7,582 8,812 1,220 90 684 0 0 0 0 0 0 : : : : Changes from: November 13, 2012 : : 685 645 0 40 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 91.6 12.7 0.9 7.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 5 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 9,057 : : Positions : : 2,217 3,594 4,707 3,397 1,567 0 0 240 0 214 0 : : : : Changes from: November 13, 2012 : : 0 -90 -90 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.5 39.7 52.0 37.5 17.3 0.0 0.0 2.6 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 20, 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 22,884 : : Positions : : 19,171 11,979 1,965 6,693 1,507 0 0 0 0 2,483 222 : : : : Changes from: November 13, 2012 : : 761 686 -9 -590 84 0 0 0 0 675 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 52.3 8.6 29.2 6.6 0.0 0.0 0.0 0.0 10.9 1.0 : : : : 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 20, 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 330,309 : : Positions : : 103,376 174,902 46,075 9,883 21,725 37,722 13,713 26,432 10,457 14,834 42,020 : : : : Changes from: November 13, 2012 : : -3,731 -1,136 1,044 -1,515 -1,769 193 2,249 1,618 -179 1,951 -1,794 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 53.0 13.9 3.0 6.6 11.4 4.2 8.0 3.2 4.5 12.7 : : : : Number of Traders in Each Category Total Traders: 161 : : 54 56 14 4 17 33 12 24 9 21 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 11,408 : : Positions : : 4,899 7,354 247 598 428 509 0 97 2,108 247 2,487 : : : : Changes from: November 13, 2012 : : 3 -257 247 -441 284 -107 0 17 -1,231 -214 631 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 64.5 2.2 5.2 3.8 4.5 0.0 0.9 18.5 2.2 21.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 17 . . . . 0 . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 23,222 : : Positions : : 19,960 17,646 19 1,048 452 982 120 260 695 2,613 609 : : : : Changes from: November 13, 2012 : : 1,501 957 19 373 56 0 0 0 0 191 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 76.0 0.1 4.5 1.9 4.2 0.5 1.1 3.0 11.3 2.6 : : : : Number of Traders in Each Category Total Traders: 60 : : 28 36 . . . . . . . 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 2,253 : : Positions : : 1,479 1,385 295 0 65 0 0 0 121 516 40 : : : : Changes from: November 13, 2012 : : 130 96 1 0 38 0 0 0 30 17 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 61.5 13.1 0.0 2.9 0.0 0.0 0.0 5.4 22.9 1.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 22 4 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 590,426 : : Positions : : 180,956 162,150 22,654 88,367 86,310 49,105 26,495 53,647 24,490 19,006 132,401 : : : : Changes from: November 13, 2012 : : -8,313 -5,365 -8,082 -10,216 -4,811 -4,066 -1,785 1,436 730 -2,065 1,846 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 27.5 3.8 15.0 14.6 8.3 4.5 9.1 4.1 3.2 22.4 : : : : Number of Traders in Each Category Total Traders: 139 : : 42 38 9 15 21 18 10 17 20 16 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 2,168,334 : : Positions : : 323,880 336,156 156,401 377,918 502,960 188,018 78,170 289,206 170,885 53,706 449,727 : : : : Changes from: November 13, 2012 : : -3,073 -5,268 -128 5,120 -4,399 5,564 -4,263 3,699 -5,766 1,436 -7,893 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.9 15.5 7.2 17.4 23.2 8.7 3.6 13.3 7.9 2.5 20.7 : : : : Number of Traders in Each Category Total Traders: 367 : : 54 60 17 27 40 64 42 66 88 44 111 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 98,832 : : Positions : : 64,028 28,861 0 8,396 12,891 169 26,819 6,580 2,205 971 10,856 : : : : Changes from: November 13, 2012 : : -21,715 -21,877 -130 -8,723 -3,772 -5,152 -6,522 -6,548 -14,550 -3,513 -3,630 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 29.2 0.0 8.5 13.0 0.2 27.1 6.7 2.2 1.0 11.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 11 0 . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 177,856 : : Positions : : 21,751 13,395 32,736 77,647 20,213 8,280 662 732 52,072 14,716 174 : : : : Changes from: November 13, 2012 : : 0 323 3,026 4,705 -663 -286 662 264 2,603 -18 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 7.5 18.4 43.7 11.4 4.7 0.4 0.4 29.3 8.3 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 5 5 7 7 12 . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 36,102 : : Positions : : 2,372 4,767 2,266 7,565 15,506 6,811 1,462 163 2,038 263 4,788 : : : : Changes from: November 13, 2012 : : -4 -148 65 7 -251 -153 -33 -7 -22 33 493 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.6 13.2 6.3 21.0 43.0 18.9 4.0 0.5 5.6 0.7 13.3 : : : : Number of Traders in Each Category Total Traders: 30 : : . . 7 7 11 5 . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 318,074 : : Positions : : 20,892 16,374 41,565 64,014 170,109 1,657 2,704 10,095 25,300 2,180 44,316 : : : : Changes from: November 13, 2012 : : -202 -363 -496 -945 -1,737 289 -277 98 -999 238 -455 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.6 5.1 13.1 20.1 53.5 0.5 0.9 3.2 8.0 0.7 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 20, 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 71,021 : : Positions : : 1,170 600 11,430 12,498 40,952 5,280 1,347 1,209 1,397 0 7,372 : : : : Changes from: November 13, 2012 : : -750 -1,056 -10,872 -3,974 -4,157 -94 -925 -300 947 -7,732 -397 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.6 0.8 16.1 17.6 57.7 7.4 1.9 1.7 2.0 0.0 10.4 : : : : Number of Traders in Each Category Total Traders: 27 : : . . 5 10 15 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 50,335 : : Positions : : 1,597 0 7,008 7,085 26,216 2,329 1,650 994 0 2,398 10,100 : : : : Changes from: November 13, 2012 : : -773 -1,200 -1,366 -1,237 -3,708 199 200 465 0 -250 600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.2 0.0 13.9 14.1 52.1 4.6 3.3 2.0 0.0 4.8 20.1 : : : : Number of Traders in Each Category Total Traders: 22 : : . 0 7 5 12 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 57,012 : : Positions : : 4,339 4,717 16,350 11,172 11,276 0 36 776 0 3,463 905 : : : : Changes from: November 13, 2012 : : 0 156 780 -200 -930 0 -63 0 0 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.6 8.3 28.7 19.6 19.8 0.0 0.1 1.4 0.0 6.1 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 20, 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 31,897 : : Positions : : 3,275 1,262 2,764 1,564 9,448 989 63 2,983 2,516 5,823 7,546 : : : : Changes from: November 13, 2012 : : -225 -752 -282 -1,822 -28 -962 -526 1,079 -1,550 852 -613 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.3 4.0 8.7 4.9 29.6 3.1 0.2 9.4 7.9 18.3 23.7 : : : : Number of Traders in Each Category Total Traders: 28 : : . . 5 6 11 . . . . 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 6,816 : : Positions : : 0 0 1,127 2,963 2,379 1,918 176 314 421 561 0 : : : : Changes from: November 13, 2012 : : 0 0 26 316 435 179 -39 314 -12 -38 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 0.0 16.5 43.5 34.9 28.1 2.6 4.6 6.2 8.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 0 0 4 6 10 6 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 93,630 : : Positions : : 12,998 8,202 9,554 16,025 54,335 0 538 777 3,833 152 4,482 : : : : Changes from: November 13, 2012 : : 55 -50 -94 317 556 0 206 -376 327 -1 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.9 8.8 10.2 17.1 58.0 0.0 0.6 0.8 4.1 0.2 4.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 6 5 8 9 17 0 . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 300,069 : : Positions : : 78,802 186,730 32,228 4,137 15,358 80,056 6,783 23,012 22,259 26,209 23,602 : : : : Changes from: November 13, 2012 : : -1,915 6,882 -665 658 -2,849 6,259 -1,342 4,076 823 304 -302 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.3 62.2 10.7 1.4 5.1 26.7 2.3 7.7 7.4 8.7 7.9 : : : : Number of Traders in Each Category Total Traders: 206 : : 58 73 18 . 13 54 13 31 17 16 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 17,999 : : Positions : : 10,486 11,159 640 1,126 204 80 212 179 4,410 1,279 221 : : : : Changes from: November 13, 2012 : : 1,579 220 0 0 177 -100 212 0 -40 1,150 -603 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 62.0 3.6 6.3 1.1 0.4 1.2 1.0 24.5 7.1 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 19,956 : : Positions : : 9,396 11,596 0 3,486 616 0 800 0 7,945 0 717 : : : : Changes from: November 13, 2012 : : -596 799 0 -8 0 0 0 0 1,387 0 -375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 58.1 0.0 17.5 3.1 0.0 4.0 0.0 39.8 0.0 3.6 : : : : 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 20, 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 8,953 : : Positions : : 4,477 6,133 1,491 221 1,999 150 0 0 510 465 135 : : : : Changes from: November 13, 2012 : : 0 -10 10 -15 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 68.5 16.7 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 20, 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 11,707 : : Positions : : 5,093 4,981 5,479 670 814 0 1,312 0 0 3,455 321 : : : : Changes from: November 13, 2012 : : 225 300 125 0 -50 0 0 0 -100 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 42.5 46.8 5.7 7.0 0.0 11.2 0.0 0.0 29.5 2.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 19 11 . 8 0 . 0 0 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 40,382 : : Positions : : 31,571 26,360 4,747 11,228 1,882 1,120 850 0 776 0 0 : : : : Changes from: November 13, 2012 : : 1,515 1,455 -52 -882 475 0 850 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 65.3 11.8 27.8 4.7 2.8 2.1 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 31 22 10 5 7 . . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY ULSD VS HEATING OIL SPR SWP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A66 Open Interest is 7,369 : : Positions : : 5,494 6,110 625 306 228 0 0 0 900 725 0 : : : : Changes from: November 13, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 82.9 8.5 4.2 3.1 0.0 0.0 0.0 12.2 9.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 10,521 : : Positions : : 6,880 8,338 2,381 1,244 789 0 150 0 238 0 0 : : : : Changes from: November 13, 2012 : : 280 805 525 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 79.3 22.6 11.8 7.5 0.0 1.4 0.0 2.3 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 20, 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 14,034 : : Positions : : 8,480 5,505 3,269 1,895 1,055 0 0 0 850 5,379 200 : : : : Changes from: November 13, 2012 : : 150 150 279 -150 -25 0 0 0 0 429 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 39.2 23.3 13.5 7.5 0.0 0.0 0.0 6.1 38.3 1.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 15 6 . 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 7,961 : : Positions : : 5,151 7,556 721 180 200 326 0 0 1,480 25 0 : : : : Changes from: November 13, 2012 : : 547 672 0 75 -75 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 94.9 9.1 2.3 2.5 4.1 0.0 0.0 18.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 10 4 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 67,248 : : Positions : : 34,355 40,217 7,853 1,624 9,135 1,696 616 11,384 1,794 3,361 851 : : : : Changes from: November 13, 2012 : : 3,131 3,350 340 -9 16 636 -6 312 -260 512 68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 59.8 11.7 2.4 13.6 2.5 0.9 16.9 2.7 5.0 1.3 : : : : Number of Traders in Each Category Total Traders: 69 : : 28 31 12 4 15 . . . 5 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 6,797 : : Positions : : 4,357 4,960 475 702 549 399 0 0 634 0 100 : : : : Changes from: November 13, 2012 : : 144 384 192 -156 156 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 73.0 7.0 10.3 8.1 5.9 0.0 0.0 9.3 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 11 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 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 20,323 : : Positions : : 10,427 10,518 4,454 91 1,639 178 4,964 2,011 795 81 651 : : : : Changes from: November 13, 2012 : : 194 -216 20 0 25 0 222 -124 -226 0 244 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 51.8 21.9 0.4 8.1 0.9 24.4 9.9 3.9 0.4 3.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 19 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 27,347 : : Positions : : 18,314 13,879 25 5,454 1,155 3,678 1,650 0 844 810 359 : : : : Changes from: November 13, 2012 : : 58 -91 -24 375 -75 0 100 0 418 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 50.8 0.1 19.9 4.2 13.4 6.0 0.0 3.1 3.0 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 18 . 4 . . . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated November 26, 2012