Disaggregated Commitments of Traders-All Futures Combined Positions as of September 29, 2009 : 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 311,436 : : Positions : : 95,681 202,205 75,865 151 21,427 25,390 14,982 22,000 21,370 6,099 14,815 : : : : Changes from: September 22, 2009 : : -1,353 -9,689 1,213 18 94 -3,698 5,126 42 704 1,104 -2,226 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 64.9 24.4 0.0 6.9 8.2 4.8 7.1 6.9 2.0 4.8 : : : : Number of Traders in Each Category Total Traders: 158 : : 52 65 18 . 15 18 18 22 13 14 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 29, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 676,337 : : Positions : : 100,340 110,774 130,852 12,395 67,718 79,328 173,140 147,919 10,408 62,547 58,081 : : : : Changes from: September 22, 2009 : : -8,684 -6,496 -13,450 -242 -906 10,533 -3,770 -16,504 -334 -3,888 -1,099 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.8 16.4 19.3 1.8 10.0 11.7 25.6 21.9 1.5 9.2 8.6 : : : : Number of Traders in Each Category Total Traders: 260 : : 53 42 21 8 24 51 44 60 27 43 49 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 29, 2009 : 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 482,793 : : Positions : : 100,744 138,667 75,933 39,329 171,627 38,021 9,508 36,456 839 24,409 39,464 : : : : Changes from: September 22, 2009 : : 4,338 -11,585 7,209 1,321 -8,060 -2,283 5,030 -1,366 -5,955 2,544 6,875 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.9 28.7 15.7 8.1 35.5 7.9 2.0 7.6 0.2 5.1 8.2 : : : : Number of Traders in Each Category Total Traders: 100 : : 24 34 16 11 25 11 11 13 4 11 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 29, 2009 : 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 1,178,475 : : Positions : : 112,120 307,709 256,998 111,478 232,591 138,860 78,858 152,105 92,320 110,180 117,310 : : : : Changes from: September 22, 2009 : : 5,408 3,027 15,592 -1,764 1,435 -6,350 31,679 11,957 6,437 -11,518 17,383 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 26.1 21.8 9.5 19.7 11.8 6.7 12.9 7.8 9.3 10.0 : : : : Number of Traders in Each Category Total Traders: 318 : : 48 59 22 17 35 56 43 63 50 55 82 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 29, 2009 : 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 194,528 : : Positions : : 73,930 141,200 42,656 2,156 9,096 33,020 8,858 9,550 10,831 6,780 3,391 : : : : Changes from: September 22, 2009 : : -1,659 -11,130 2,878 19 -2,162 -4,947 3,482 -290 -2,299 -933 -1,315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 72.6 21.9 1.1 4.7 17.0 4.6 4.9 5.6 3.5 1.7 : : : : Number of Traders in Each Category Total Traders: 159 : : 46 59 15 7 16 31 16 19 8 14 17 : ----------------------------------------------------------------------------------------------------------------
Updated October 2, 2009