NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 379,670: 98,164 229,063 63,508 2,111 32,278 41,827 14,542 22,750 17,320 2,448 46,616: 57,208 29,862
Old : 379,670: 98,164 229,063 63,508 2,111 32,278 41,827 14,542 22,750 17,320 2,448 46,616: 57,208 29,862
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -605: -3,892 1,336 -6,400 773 176 5,540 828 -3,667 -829 -318 -1,543: 10,011 1,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 60.3 16.7 0.6 8.5 11.0 3.8 6.0 4.6 0.6 12.3: 15.1 7.9
Old : 100.0: 25.9 60.3 16.7 0.6 8.5 11.0 3.8 6.0 4.6 0.6 12.3: 15.1 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 167: 48 63 15 4 14 35 12 24 19 10 28:
Old : 167: 48 63 15 4 14 35 12 24 19 10 28:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 25.5 32.2 36.2 12.8 13.5 20.0 20.3
Old : 20.0 25.5 32.2 36.2 12.8 13.5 20.0 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(10,000 MMBTU'S) :
: : Positions :
All : 922,926: 93,745 106,984 130,234 84,148 126,404 126,937 166,698 236,016 13,158 42,047 83,203: 113,230 77,426
Old : 922,926: 93,745 106,984 130,234 84,148 126,404 126,937 166,698 236,016 13,158 42,047 83,203: 113,230 77,426
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -28,655: -6,942 -12,941 5,808 11,107 -11,701 -2,382 5,124 -19,022 -576 -16,264 -6,305: 12,465 21,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 11.6 14.1 9.1 13.7 13.8 18.1 25.6 1.4 4.6 9.0: 12.3 8.4
Old : 100.0: 10.2 11.6 14.1 9.1 13.7 13.8 18.1 25.6 1.4 4.6 9.0: 12.3 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 251: 58 46 21 8 24 48 45 60 23 36 48:
Old : 251: 58 46 21 8 24 48 45 60 23 36 48:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 37.4 40.5 49.0 14.4 19.9 18.9 25.9
Old : 29.6 37.4 40.5 49.0 14.4 19.9 18.9 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 483,455: 84,456 158,318 101,391 49,554 141,840 40,235 7,423 37,058 13,613 24,117 40,670: 24,192 24,475
Old : 483,455: 84,456 158,318 101,391 49,554 141,840 40,235 7,423 37,058 13,613 24,117 40,670: 24,192 24,475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 15,184: 7,020 4,583 930 858 8,737 -781 -536 -1,651 1,790 156 -4,044: 3,183 7,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 32.7 21.0 10.2 29.3 8.3 1.5 7.7 2.8 5.0 8.4: 5.0 5.1
Old : 100.0: 17.5 32.7 21.0 10.2 29.3 8.3 1.5 7.7 2.8 5.0 8.4: 5.0 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 114: 26 35 16 11 24 16 9 16 12 11 22:
Old : 114: 26 35 16 11 24 16 9 16 12 11 22:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 21.1 41.4 33.3 16.3 13.3 22.1 19.2
Old : 27.9 21.1 41.4 33.3 16.3 13.3 22.1 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 BARRELS) :
: : Positions :
All : 2,933,822: 326,564 505,045 174,563 177,755 1,043,112 227,690 47,315 357,151 67,969 56,821 639,071: 97,701 107,552
Old : 2,933,822: 326,564 505,045 174,563 177,755 1,043,112 227,690 47,315 357,151 67,969 56,821 639,071: 97,701 107,552
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 13,962: 18,269 22,208 -3,584 5,146 156 12,053 -3,641 -4,843 -1,156 -13,204 8,717: -15,649 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 17.2 6.0 6.1 35.6 7.8 1.6 12.2 2.3 1.9 21.8: 3.3 3.7
Old : 100.0: 11.1 17.2 6.0 6.1 35.6 7.8 1.6 12.2 2.3 1.9 21.8: 3.3 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 373: 46 61 17 23 37 98 30 82 65 73 111:
Old : 373: 46 61 17 23 37 98 30 82 65 73 111:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 21.2 36.6 36.5 4.8 4.1 7.0 6.8
Old : 23.1 21.2 36.6 36.5 4.8 4.1 7.0 6.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 42,000 U.S. GALLONS) :
: : Positions :
All : 272,334: 71,641 193,091 42,773 3,152 8,928 68,044 6,774 17,615 10,955 7,040 17,439: 34,940 18,296
Old : 272,334: 71,641 193,091 42,773 3,152 8,928 68,044 6,774 17,615 10,955 7,040 17,439: 34,940 18,296
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 12,750: -3,234 9,557 -2,724 554 -794 6,921 1,152 233 -2,572 71 717: 14,203 1,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 70.9 15.7 1.2 3.3 25.0 2.5 6.5 4.0 2.6 6.4: 12.8 6.7
Old : 100.0: 26.3 70.9 15.7 1.2 3.3 25.0 2.5 6.5 4.0 2.6 6.4: 12.8 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 183: 47 68 16 6 14 52 11 18 15 10 24:
Old : 183: 47 68 16 6 14 52 11 18 15 10 24:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 19.4 26.1 32.1 13.0 13.1 21.4 22.1
Old : 15.3 19.4 26.1 32.1 13.0 13.1 21.4 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2009