Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 356,955 : : Positions : : 107,601 209,467 70,606 371 29,159 25,885 17,485 27,563 17,891 2,422 39,744 : : : : Changes from: September 1, 2009 : : 8,066 671 607 15 901 -2,276 3,270 3,037 1,316 -356 496 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 58.7 19.8 0.1 8.2 7.3 4.9 7.7 5.0 0.7 11.1 : : : : Number of Traders in Each Category Total Traders: 156 : : 50 58 19 . 14 16 19 22 17 12 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 954,760 : : Positions : : 119,572 118,479 122,693 98,485 131,997 144,664 187,971 233,129 26,018 51,269 86,138 : : : : Changes from: September 1, 2009 : : 5,966 6,773 -84 8,086 -4,369 10,740 -1,885 3,810 -3,425 -145 -5,613 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.5 12.4 12.9 10.3 13.8 15.2 19.7 24.4 2.7 5.4 9.0 : : : : Number of Traders in Each Category Total Traders: 310 : : 56 48 19 12 26 56 69 68 52 39 62 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 480,922 : : Positions : : 102,139 153,285 64,775 32,220 177,073 45,055 4,740 40,847 2,424 21,960 29,535 : : : : Changes from: September 1, 2009 : : 8,560 10,997 -8,470 -5,299 -4,640 3,784 -2,501 1,774 467 -454 -7,200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.2 31.9 13.5 6.7 36.8 9.4 1.0 8.5 0.5 4.6 6.1 : : : : Number of Traders in Each Category Total Traders: 106 : : 25 34 14 15 27 15 9 15 7 9 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 2,778,011 : : Positions : : 308,127 464,320 181,102 158,428 1,034,262 149,211 55,623 359,041 71,554 36,322 588,523 : : : : Changes from: September 1, 2009 : : 21,809 19,050 3,045 4,107 -563 -752 -10,776 -9,964 -4,232 3,054 -5,718 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 16.7 6.5 5.7 37.2 5.4 2.0 12.9 2.6 1.3 21.2 : : : : Number of Traders in Each Category Total Traders: 352 : : 51 63 18 24 39 75 35 77 76 50 107 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 236,092 : : Positions : : 80,285 166,112 40,464 1,769 15,317 41,294 2,321 11,748 11,396 7,467 20,776 : : : : Changes from: September 1, 2009 : : -1,617 55 1,354 439 -883 309 -987 -1,060 -313 642 854 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 70.4 17.1 0.7 6.5 17.5 1.0 5.0 4.8 3.2 8.8 : : : : Number of Traders in Each Category Total Traders: 187 : : 49 74 18 4 15 45 7 17 19 10 29 : ----------------------------------------------------------------------------------------------------------------
Updated September 11, 2009