Disaggregated Commitments of Traders-All Futures Combined Positions as of November 9, 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 323,322 : : Positions : : 92,076 215,114 66,591 268 22,377 40,566 7,538 22,526 17,244 4,753 19,368 : : : : Changes from: November 3, 2009 : : 8,866 4,444 2,570 -143 -991 -150 -1,016 -490 -1,000 -241 1,117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 66.5 20.6 0.1 6.9 12.5 2.3 7.0 5.3 1.5 6.0 : : : : Number of Traders in Each Category Total Traders: 174 : : 51 66 18 . 13 34 13 23 14 13 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 9, 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 494,174 : : Positions : : 101,361 172,585 94,325 36,897 152,254 37,994 11,705 39,554 10,113 19,420 39,114 : : : : Changes from: November 3, 2009 : : 4,592 7,773 93 -2,989 5,246 297 3,175 1,745 2,963 -1,822 -1,552 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.5 34.9 19.1 7.5 30.8 7.7 2.4 8.0 2.0 3.9 7.9 : : : : Number of Traders in Each Category Total Traders: 112 : : 28 36 16 12 24 16 8 17 13 7 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 9, 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 1,234,952 : : Positions : : 141,299 359,698 218,268 110,940 248,569 187,895 53,671 144,289 81,984 128,163 108,351 : : : : Changes from: November 3, 2009 : : 7,719 11,008 5,095 -3,242 16,525 -7,907 13,530 -7,431 761 -4,904 -2,850 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.4 29.1 17.7 9.0 20.1 15.2 4.3 11.7 6.6 10.4 8.8 : : : : Number of Traders in Each Category Total Traders: 336 : : 44 60 23 20 38 87 29 70 43 63 74 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 9, 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 252,600 : : Positions : : 79,036 187,862 41,736 1,952 8,535 62,742 7,879 14,585 16,221 8,251 7,738 : : : : Changes from: November 3, 2009 : : 3,235 -2,378 146 -163 1,621 -6,296 1,462 -529 350 -720 2,046 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 74.4 16.5 0.8 3.4 24.8 3.1 5.8 6.4 3.3 3.1 : : : : Number of Traders in Each Category Total Traders: 190 : : 56 68 16 6 14 54 9 22 15 10 23 : ----------------------------------------------------------------------------------------------------------------
Updated November 13, 2009