Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 38,193 : : Positions : : 26,450 33,779 7,152 35 1,981 0 270 0 780 580 1,548 : : : : Changes from: November 27, 2012 : : -8,364 -8,863 -503 -133 -1,309 0 99 0 74 120 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 88.4 18.7 0.1 5.2 0.0 0.7 0.0 2.0 1.5 4.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 26 35 12 . 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 15,635 : : Positions : : 14,237 13,548 695 1,412 510 0 0 0 0 0 0 : : : : Changes from: November 27, 2012 : : 1,817 1,172 -147 524 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 86.7 4.4 9.0 3.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 19 6 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 15,413 : : Positions : : 10,254 10,344 1,008 663 2,340 0 37 183 147 426 457 : : : : Changes from: November 27, 2012 : : -1,637 -1,779 2 -112 -48 0 -23 0 -427 -100 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 67.1 6.5 4.3 15.2 0.0 0.2 1.2 1.0 2.8 3.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 29 34 9 5 14 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 7,656 : : Positions : : 3,763 5,232 1,181 36 1,118 32 0 27 336 53 579 : : : : Changes from: November 27, 2012 : : -719 -565 -113 -127 -217 -32 0 0 86 -55 -123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 68.3 15.4 0.5 14.6 0.4 0.0 0.4 4.4 0.7 7.6 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 39 11 . 13 . 0 . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 5,870 : : Positions : : 4,257 4,798 532 0 516 0 0 120 0 0 0 : : : : Changes from: November 27, 2012 : : -424 -486 -57 -33 -1 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 81.7 9.1 0.0 8.8 0.0 0.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 18 5 0 4 0 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 8,182 : : Positions : : 4,564 5,493 1,090 140 1,074 115 0 540 0 401 339 : : : : Changes from: November 27, 2012 : : -35 -300 -170 19 -200 -45 0 0 0 -6 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 67.1 13.3 1.7 13.1 1.4 0.0 6.6 0.0 4.9 4.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 19 9 . 9 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165J Open Interest is 2,975 : : Positions : : 2,229 1,557 56 566 218 0 0 0 120 0 30 : : : : Changes from: November 27, 2012 : : -408 -357 -117 -80 35 0 0 0 30 -65 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 52.3 1.9 19.0 7.3 0.0 0.0 0.0 4.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 . 5 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 2,516 : : Positions : : 1,544 1,523 37 148 337 0 0 0 70 49 65 : : : : Changes from: November 27, 2012 : : 99 171 -89 -94 -53 0 0 0 -4 -26 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 60.5 1.5 5.9 13.4 0.0 0.0 0.0 2.8 1.9 2.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 18 . . 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 8,895 : : Positions : : 6,789 7,653 1,342 555 639 0 0 0 0 0 0 : : : : Changes from: November 27, 2012 : : -2,016 -2,357 147 465 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 86.0 15.1 6.2 7.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 15 7 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 7,851 : : Positions : : 1,317 3,312 4,633 2,675 1,352 0 0 240 0 197 0 : : : : Changes from: November 27, 2012 : : -875 -282 -27 -670 -327 0 0 0 0 -17 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.8 42.2 59.0 34.1 17.2 0.0 0.0 3.1 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 5 6 8 9 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 23,321 : : Positions : : 19,395 12,937 2,005 5,924 1,408 0 0 0 0 2,559 493 : : : : Changes from: November 27, 2012 : : -787 -89 40 -719 -99 0 0 0 0 62 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 55.5 8.6 25.4 6.0 0.0 0.0 0.0 0.0 11.0 2.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 18 4 7 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 308,553 : : Positions : : 109,402 175,687 45,244 9,363 16,651 38,260 16,825 19,991 10,136 14,698 29,277 : : : : Changes from: November 27, 2012 : : 3,118 -2,104 -1,168 -177 70 -709 1,094 -2,318 -1,248 964 -3,406 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 56.9 14.7 3.0 5.4 12.4 5.5 6.5 3.3 4.8 9.5 : : : : Number of Traders in Each Category Total Traders: 151 : : 53 57 15 4 17 28 15 20 10 13 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 10,778 : : Positions : : 5,068 6,620 259 474 495 926 0 97 567 179 2,772 : : : : Changes from: November 27, 2012 : : 316 81 -194 -138 144 242 0 0 -558 -1 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 61.4 2.4 4.4 4.6 8.6 0.0 0.9 5.3 1.7 25.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 19 . . . . 0 . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 19,991 : : Positions : : 16,955 15,815 47 1,429 379 1,132 110 260 500 1,034 571 : : : : Changes from: November 27, 2012 : : -3,980 -2,559 34 116 -36 150 55 0 -75 -1,484 -82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 79.1 0.2 7.1 1.9 5.7 0.6 1.3 2.5 5.2 2.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 27 36 . . . . . . . 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 2,679 : : Positions : : 1,692 1,809 116 0 146 65 0 0 0 0 35 : : : : Changes from: November 27, 2012 : : -558 -794 54 0 18 -155 0 0 0 0 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 67.5 4.3 0.0 5.5 2.4 0.0 0.0 0.0 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 15 . 0 . . 0 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 2,044 : : Positions : : 1,280 1,299 292 0 39 0 0 0 77 449 40 : : : : Changes from: November 27, 2012 : : -412 -282 -70 0 -23 0 0 0 -64 -159 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 63.6 14.3 0.0 1.9 0.0 0.0 0.0 3.8 22.0 2.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 21 4 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 608,055 : : Positions : : 195,105 175,902 20,238 94,915 87,649 49,517 26,387 43,885 26,471 14,167 141,602 : : : : Changes from: November 27, 2012 : : 8,542 5,633 -2,293 4,727 3,850 -639 1,157 -1,459 1,107 -3,552 1,550 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 28.9 3.3 15.6 14.4 8.1 4.3 7.2 4.4 2.3 23.3 : : : : Number of Traders in Each Category Total Traders: 148 : : 43 43 7 17 23 17 13 16 22 18 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 2,229,544 : : Positions : : 336,618 357,887 159,931 379,139 495,745 196,328 66,798 299,151 166,252 57,120 488,561 : : : : Changes from: November 27, 2012 : : 7,219 13,219 1,126 3,760 -6,507 5,171 -8,264 14,590 1,403 1,705 20,962 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.1 16.1 7.2 17.0 22.2 8.8 3.0 13.4 7.5 2.6 21.9 : : : : Number of Traders in Each Category Total Traders: 364 : : 52 54 15 28 40 65 39 75 86 49 121 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 97,626 : : Positions : : 64,451 29,297 0 7,755 13,357 0 24,856 6,443 750 1,283 11,367 : : : : Changes from: November 27, 2012 : : -1,505 142 0 -288 42 0 -3,267 8 -1,162 225 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 30.0 0.0 7.9 13.7 0.0 25.5 6.6 0.8 1.3 11.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 0 . . 0 4 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 167,800 : : Positions : : 19,416 12,172 30,129 75,915 18,389 9,240 0 0 48,814 15,022 653 : : : : Changes from: November 27, 2012 : : -2,335 -1,208 -2,696 -1,243 -1,980 960 -1,106 -732 -5,018 -1,042 -159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 7.3 18.0 45.2 11.0 5.5 0.0 0.0 29.1 9.0 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 4 6 7 7 12 . 0 0 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 35,530 : : Positions : : 2,451 4,834 2,222 7,304 15,107 6,555 1,366 159 2,069 308 4,858 : : : : Changes from: November 27, 2012 : : 67 42 -11 -68 -136 -98 -52 0 -77 -64 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.9 13.6 6.3 20.6 42.5 18.4 3.8 0.4 5.8 0.9 13.7 : : : : Number of Traders in Each Category Total Traders: 31 : : . . 7 7 11 5 . . 5 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 295,690 : : Positions : : 18,298 15,911 39,703 58,526 161,900 0 1,979 7,002 23,745 2,034 41,426 : : : : Changes from: November 27, 2012 : : -2,263 -176 -431 -4,270 -7,544 0 -82 -2,437 -2,807 -338 -3,287 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.2 5.4 13.4 19.8 54.8 0.0 0.7 2.4 8.0 0.7 14.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 7 6 8 18 26 0 . . 10 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 71,206 : : Positions : : 1,170 600 11,430 13,060 40,447 5,887 1,347 2,220 1,347 0 6,372 : : : : Changes from: November 27, 2012 : : 0 0 0 517 -42 567 0 999 -50 0 -1,000 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.6 0.8 16.1 18.3 56.8 8.3 1.9 3.1 1.9 0.0 8.9 : : : : Number of Traders in Each Category Total Traders: 27 : : . . 5 10 15 4 . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 57,999 : : Positions : : 1,647 0 8,640 8,896 28,844 2,768 1,925 2,994 0 2,398 11,100 : : : : Changes from: November 27, 2012 : : 0 0 722 685 2,818 213 225 2,000 0 0 1,000 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.8 0.0 14.9 15.3 49.7 4.8 3.3 5.2 0.0 4.1 19.1 : : : : 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 December 4, 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 33,651 : : Positions : : 3,274 1,237 2,849 1,439 10,093 915 54 2,750 2,518 5,844 8,758 : : : : Changes from: November 27, 2012 : : -1 -18 100 -39 339 -39 -1 481 -14 46 151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.7 3.7 8.5 4.3 30.0 2.7 0.2 8.2 7.5 17.4 26.0 : : : : Number of Traders in Each Category Total Traders: 27 : : . . 5 6 11 . . . . 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 5,656 : : Positions : : 0 0 776 2,076 2,123 1,372 151 244 402 543 0 : : : : Changes from: November 27, 2012 : : 0 0 -136 -453 -167 -304 -8 -25 -23 -3 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 0.0 13.7 36.7 37.5 24.3 2.7 4.3 7.1 9.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 0 0 4 7 10 6 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 85,040 : : Positions : : 11,766 7,346 9,218 15,249 49,539 0 373 476 3,534 103 3,295 : : : : Changes from: November 27, 2012 : : -1,058 -703 -806 -1,093 -5,112 0 -157 -138 -278 -142 -1,084 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 8.6 10.8 17.9 58.3 0.0 0.4 0.6 4.2 0.1 3.9 : : : : 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 December 4, 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 280,755 : : Positions : : 59,772 175,026 33,959 3,675 11,704 87,194 7,969 22,042 23,378 28,523 18,507 : : : : Changes from: November 27, 2012 : : -8,576 -6,092 1,364 -687 1,108 1,281 1,619 1,254 697 800 -805 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.3 62.3 12.1 1.3 4.2 31.1 2.8 7.9 8.3 10.2 6.6 : : : : Number of Traders in Each Category Total Traders: 209 : : 53 71 17 4 11 61 15 31 18 15 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 11,865 : : Positions : : 5,422 5,910 1,030 456 288 0 425 0 3,354 783 204 : : : : Changes from: November 27, 2012 : : -5,088 -5,584 390 -670 84 -191 213 -108 -1,148 -496 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 49.8 8.7 3.8 2.4 0.0 3.6 0.0 28.3 6.6 1.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #111A41 Open Interest is 18,113 : : Positions : : 6,835 10,869 153 2,936 640 0 400 0 8,803 0 492 : : : : Changes from: November 27, 2012 : : -1,961 -1,894 153 -474 -48 0 -400 0 -983 0 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 60.0 0.8 16.2 3.5 0.0 2.2 0.0 48.6 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 11 . 4 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 8,707 : : Positions : : 4,452 6,028 1,656 200 1,879 150 0 0 405 465 135 : : : : Changes from: November 27, 2012 : : -25 -145 165 -22 -120 0 0 0 -145 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 69.2 19.0 2.3 21.6 1.7 0.0 0.0 4.7 5.3 1.6 : : : : 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 December 4, 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 9,214 : : Positions : : 3,930 4,671 4,526 673 408 0 656 0 50 2,336 300 : : : : Changes from: November 27, 2012 : : -1,212 -587 -1,343 3 -323 0 -656 0 50 -1,281 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 50.7 49.1 7.3 4.4 0.0 7.1 0.0 0.5 25.4 3.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 16 18 11 . 6 0 . 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 34,901 : : Positions : : 28,351 21,484 3,069 11,812 1,096 1,090 450 0 816 0 0 : : : : Changes from: November 27, 2012 : : -3,467 -4,775 -1,628 154 -476 -142 -500 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 61.6 8.8 33.8 3.1 3.1 1.3 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 22 8 5 7 . . 0 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 6,389 : : Positions : : 4,918 5,285 575 329 125 0 0 0 675 650 0 : : : : Changes from: November 27, 2012 : : -576 -900 0 173 -103 0 0 0 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 82.7 9.0 5.1 2.0 0.0 0.0 0.0 10.6 10.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 7 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 9,299 : : Positions : : 5,565 7,496 2,181 694 959 0 150 0 371 0 0 : : : : Changes from: November 27, 2012 : : -1,134 -1,138 -464 -550 140 0 0 0 -80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 80.6 23.5 7.5 10.3 0.0 1.6 0.0 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 13 6 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 13,699 : : Positions : : 7,760 4,880 3,659 1,635 805 300 0 0 1,100 6,304 75 : : : : Changes from: November 27, 2012 : : -1,270 -850 -15 -285 -355 300 0 0 100 250 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 35.6 26.7 11.9 5.9 2.2 0.0 0.0 8.0 46.0 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 15 13 7 4 7 . 0 0 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 7,000 : : Positions : : 4,476 6,735 711 140 100 300 0 0 1,383 25 0 : : : : Changes from: November 27, 2012 : : -550 -871 -10 -40 -100 -176 0 0 -122 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 96.2 10.2 2.0 1.4 4.3 0.0 0.0 19.8 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 9 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 62,889 : : Positions : : 33,110 35,581 7,678 1,409 8,526 1,232 2,140 9,860 1,479 4,374 950 : : : : Changes from: November 27, 2012 : : -2,391 -5,058 251 -183 -1,080 -614 1,524 -1,374 -315 533 -98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 56.6 12.2 2.2 13.6 2.0 3.4 15.7 2.4 7.0 1.5 : : : : Number of Traders in Each Category Total Traders: 69 : : 28 31 12 4 14 . . 4 4 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 5,736 : : Positions : : 3,874 4,381 796 567 279 144 0 0 377 0 50 : : : : Changes from: November 27, 2012 : : -579 -675 321 -135 -270 -255 0 0 -257 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 76.4 13.9 9.9 4.9 2.5 0.0 0.0 6.6 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565N Open Interest is 3,754 : : Positions : : 1,693 2,989 217 255 60 825 0 0 769 0 180 : : : : Changes from: November 27, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 79.6 5.8 6.8 1.6 22.0 0.0 0.0 20.5 0.0 4.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 16,994 : : Positions : : 8,159 9,345 4,704 0 1,468 89 3,370 1,146 156 81 1,155 : : : : Changes from: November 27, 2012 : : -2,429 -1,161 -696 -91 -21 -89 -2,517 -55 -523 0 343 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 55.0 27.7 0.0 8.6 0.5 19.8 6.7 0.9 0.5 6.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 18 6 0 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 23,168 : : Positions : : 15,637 9,982 535 4,084 1,133 2,650 1,000 0 496 1,062 785 : : : : Changes from: November 27, 2012 : : -3,638 -3,202 256 -1,320 -487 -627 -650 -67 -90 126 126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 43.1 2.3 17.6 4.9 11.4 4.3 0.0 2.1 4.6 3.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 11 14 . 4 4 . . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated December 7, 2012