NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 322,267: 92,342 205,256 66,971 243 25,862 37,918 12,095 20,983 17,427 3,524 19,694: 41,070 34,610
Old : 322,267: 92,342 205,256 66,971 243 25,862 37,918 12,095 20,983 17,427 3,524 19,694: 41,070 34,610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: -1,055: 266 -9,858 380 -25 3,485 -2,648 4,557 -1,543 183 -1,229 326: -1,504 3,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 63.7 20.8 0.1 8.0 11.8 3.8 6.5 5.4 1.1 6.1: 12.7 10.7
Old : 100.0: 28.7 63.7 20.8 0.1 8.0 11.8 3.8 6.5 5.4 1.1 6.1: 12.7 10.7
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 : 171: 54 64 18 . 15 33 15 25 16 10 24:
Old : 171: 54 64 18 . 15 33 15 25 16 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 : 22.1 24.9 33.4 35.8 15.6 14.7 23.9 22.3
Old : 22.1 24.9 33.4 35.8 15.6 14.7 23.9 22.3
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 - Futures Only, November 17, 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 : 511,518: 106,941 172,591 90,447 38,519 165,220 39,341 14,847 37,361 11,001 20,818 39,392: 21,815 22,770
Old : 511,518: 106,941 172,591 90,447 38,519 165,220 39,341 14,847 37,361 11,001 20,818 39,392: 21,815 22,770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 17,344: 5,580 6 -3,878 1,622 12,966 1,347 3,142 -2,193 888 1,398 278: 2,356 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 33.7 17.7 7.5 32.3 7.7 2.9 7.3 2.2 4.1 7.7: 4.3 4.5
Old : 100.0: 20.9 33.7 17.7 7.5 32.3 7.7 2.9 7.3 2.2 4.1 7.7: 4.3 4.5
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 : 110: 30 34 16 12 24 17 5 13 17 8 21:
Old : 110: 30 34 16 12 24 17 5 13 17 8 21:
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 : 26.5 20.4 41.2 32.1 14.2 9.6 18.9 17.3
Old : 26.5 20.4 41.2 32.1 14.2 9.6 18.9 17.3
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 - Futures Only, November 17, 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 : 1,250,074: 134,082 369,549 236,250 113,395 239,179 180,310 32,332 143,819 69,860 131,490 105,553: 141,021 114,757
Old : 1,250,074: 134,082 369,549 236,250 113,395 239,179 180,310 32,332 143,819 69,860 131,490 105,553: 141,021 114,757
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 15,122: -7,217 9,851 17,982 2,455 -9,390 -7,585 -21,339 -470 -12,124 3,327 -2,798: 36,724 33,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 29.6 18.9 9.1 19.1 14.4 2.6 11.5 5.6 10.5 8.4: 11.3 9.2
Old : 100.0: 10.7 29.6 18.9 9.1 19.1 14.4 2.6 11.5 5.6 10.5 8.4: 11.3 9.2
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 : 318: 42 60 23 21 38 83 24 69 31 63 75:
Old : 318: 42 60 23 21 38 83 24 69 31 63 75:
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 : 21.1 12.9 29.8 22.8 13.5 8.7 18.6 14.3
Old : 21.1 12.9 29.8 22.8 13.5 8.7 18.6 14.3
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 - Futures Only, November 17, 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 : 269,477: 89,904 195,476 41,033 1,902 11,664 63,042 10,507 16,449 16,699 8,446 8,533: 22,153 16,500
Old : 269,477: 89,904 195,476 41,033 1,902 11,664 63,042 10,507 16,449 16,699 8,446 8,533: 22,153 16,500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 16,877: 10,868 7,614 -703 -50 3,129 300 2,628 1,864 478 195 795: 146 702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 72.5 15.2 0.7 4.3 23.4 3.9 6.1 6.2 3.1 3.2: 8.2 6.1
Old : 100.0: 33.4 72.5 15.2 0.7 4.3 23.4 3.9 6.1 6.2 3.1 3.2: 8.2 6.1
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 : 197: 59 74 16 6 16 54 9 23 14 13 24:
Old : 197: 59 74 16 6 16 54 9 23 14 13 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 : 18.3 21.6 29.8 33.3 15.0 11.8 23.4 20.1
Old : 18.3 21.6 29.8 33.3 15.0 11.8 23.4 20.1
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 - Futures Only, November 17, 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 : 750,106: 101,718 103,637 147,492 9,931 73,924 65,830 219,071 185,994 18,101 32,144 70,688: 86,359 54,717
Old : 750,106: 101,718 103,637 147,492 9,931 73,924 65,830 219,071 185,994 18,101 32,144 70,688: 86,359 54,717
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 32,667: 9,938 783 -3,074 -1,926 -2,044 -2,480 16,087 7,034 3,501 -7,701 12,367: 7,425 8,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 13.8 19.7 1.3 9.9 8.8 29.2 24.8 2.4 4.3 9.4: 11.5 7.3
Old : 100.0: 13.6 13.8 19.7 1.3 9.9 8.8 29.2 24.8 2.4 4.3 9.4: 11.5 7.3
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 : 271: 64 45 23 8 25 49 52 64 32 26 48:
Old : 271: 64 45 23 8 25 49 52 64 32 26 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 : 21.8 30.2 31.7 42.8 12.1 19.4 17.3 26.7
Old : 21.8 30.2 31.7 42.8 12.1 19.4 17.3 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 20, 2009