Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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 310,116 : : Positions : : 86,986 207,656 73,109 676 21,749 30,306 8,834 21,877 21,694 6,709 13,825 : : : : Changes from: October 6, 2009 : : -1,545 6,202 -2,888 381 1,361 3,812 -1,418 -3,154 -1,352 -155 263 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 67.0 23.6 0.2 7.0 9.8 2.8 7.1 7.0 2.2 4.5 : : : : Number of Traders in Each Category Total Traders: 153 : : 47 61 15 . 15 20 15 21 15 14 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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 745,533 : : Positions : : 95,855 112,904 132,526 8,252 81,752 80,074 194,773 184,624 19,258 51,602 61,128 : : : : Changes from: October 6, 2009 : : -2,887 -834 -452 -5,525 10,856 -968 15,535 32,295 6,437 -5,123 3,573 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.9 15.1 17.8 1.1 11.0 10.7 26.1 24.8 2.6 6.9 8.2 : : : : Number of Traders in Each Category Total Traders: 268 : : 53 42 22 7 27 50 53 63 31 36 51 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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 487,878 : : Positions : : 102,769 157,194 89,072 45,622 145,571 41,077 8,643 37,933 2,997 23,470 44,472 : : : : Changes from: October 6, 2009 : : -2,714 -2,369 10,036 5,574 -24,395 -2,701 1,527 386 -235 -1,436 9,024 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.1 32.2 18.3 9.4 29.8 8.4 1.8 7.8 0.6 4.8 9.1 : : : : Number of Traders in Each Category Total Traders: 106 : : 30 35 16 11 25 14 7 15 10 10 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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 1,263,193 : : Positions : : 136,594 322,616 237,532 114,302 227,400 169,624 58,307 159,200 82,703 125,184 142,380 : : : : Changes from: October 6, 2009 : : -8,501 -3,169 -11,941 1,232 -9,695 18,241 -4,361 429 -1,483 2,289 22,286 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 25.5 18.8 9.0 18.0 13.4 4.6 12.6 6.5 9.9 11.3 : : : : Number of Traders in Each Category Total Traders: 341 : : 48 60 20 18 34 74 40 76 42 71 83 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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 205,367 : : Positions : : 61,779 147,369 45,518 2,220 6,199 40,555 6,330 15,697 12,607 7,127 3,893 : : : : Changes from: October 6, 2009 : : -3,064 4,384 -258 8 -995 3,676 -1,463 5,070 -691 57 1,071 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 71.8 22.2 1.1 3.0 19.7 3.1 7.6 6.1 3.5 1.9 : : : : Number of Traders in Each Category Total Traders: 162 : : 50 69 16 5 15 33 12 18 9 13 16 : ----------------------------------------------------------------------------------------------------------------
Updated October 16, 2009