Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 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 320,479 : : Positions : : 84,846 215,157 63,106 1,729 22,444 41,856 10,133 18,766 17,597 5,124 19,468 : : : : Changes from: October 20, 2009 : : -3,287 2,358 -6,245 771 678 5,461 817 -3,362 -1,320 -1,205 1,604 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.5 67.1 19.7 0.5 7.0 13.1 3.2 5.9 5.5 1.6 6.1 : : : : Number of Traders in Each Category Total Traders: 166 : : 47 63 15 4 13 34 13 23 15 13 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 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 722,597 : : Positions : : 82,512 97,680 145,685 11,571 71,722 66,264 186,106 178,968 10,084 44,080 57,577 : : : : Changes from: October 20, 2009 : : -4,327 -10,286 2,010 -2,831 1,437 -14,014 3,367 -7,732 611 -14,972 -623 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.4 13.5 20.2 1.6 9.9 9.2 25.8 24.8 1.4 6.1 8.0 : : : : Number of Traders in Each Category Total Traders: 243 : : 56 42 22 7 23 47 43 58 25 30 44 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 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 482,705 : : Positions : : 84,244 157,780 101,244 49,554 141,663 40,235 7,423 37,058 13,613 24,117 40,670 : : : : Changes from: October 20, 2009 : : 7,030 4,438 913 858 8,745 -781 -536 -1,651 1,790 156 -4,044 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.5 32.7 21.0 10.3 29.3 8.3 1.5 7.7 2.8 5.0 8.4 : : : : Number of Traders in Each Category Total Traders: 114 : : 26 35 16 11 24 16 9 16 12 11 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 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 1,220,540 : : Positions : : 131,138 329,680 216,736 116,937 225,517 204,608 47,045 152,553 80,867 128,811 123,717 : : : : Changes from: October 20, 2009 : : 11,364 17,933 -12,474 541 6,021 15,476 -11,375 1,020 -5,123 -13,508 4,873 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.7 27.0 17.8 9.6 18.5 16.8 3.9 12.5 6.6 10.6 10.1 : : : : Number of Traders in Each Category Total Traders: 337 : : 44 58 20 19 35 84 33 70 44 68 78 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 27, 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 247,752 : : Positions : : 64,108 184,900 41,822 3,117 5,818 68,366 6,759 15,996 11,460 7,606 6,200 : : : : Changes from: October 20, 2009 : : -3,533 10,146 -2,773 521 -450 7,243 1,466 -410 -1,991 -622 1,386 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 74.6 16.9 1.3 2.3 27.6 2.7 6.5 4.6 3.1 2.5 : : : : Number of Traders in Each Category Total Traders: 182 : : 47 68 16 6 14 53 10 18 14 10 23 : ----------------------------------------------------------------------------------------------------------------
Updated October 30, 2009