Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 360,309 : : Positions : : 107,482 213,425 73,402 121 31,155 25,438 17,524 25,308 20,823 3,298 37,601 : : : : Changes from: September 22, 2009 : : -2,277 -9,955 437 -44 411 -3,716 4,708 -286 855 -20 -4,260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 59.2 20.4 0.0 8.6 7.1 4.9 7.0 5.8 0.9 10.4 : : : : Number of Traders in Each Category Total Traders: 159 : : 53 65 18 . 15 19 17 22 13 15 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 890,286 : : Positions : : 113,393 121,416 116,614 79,350 128,714 134,459 154,542 211,561 12,671 60,661 86,336 : : : : Changes from: September 22, 2009 : : -9,750 -8,567 -7,246 -9,070 -5,193 6,038 5,006 -24,489 -169 -193 -10,491 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 13.6 13.1 8.9 14.5 15.1 17.4 23.8 1.4 6.8 9.7 : : : : Number of Traders in Each Category Total Traders: 269 : : 54 46 20 9 25 53 46 65 30 47 55 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 482,793 : : Positions : : 100,744 138,667 75,933 39,329 171,627 38,021 9,508 36,456 839 24,409 39,464 : : : : Changes from: September 22, 2009 : : 4,338 -11,585 6,738 1,321 -8,060 -2,283 5,030 -1,366 -5,955 2,073 6,875 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.9 28.7 15.7 8.1 35.5 7.9 2.0 7.6 0.2 5.1 8.2 : : : : Number of Traders in Each Category Total Traders: 100 : : 24 34 16 11 25 11 11 13 4 11 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 2,790,345 : : Positions : : 283,023 456,709 197,586 157,419 1,041,236 152,509 71,978 360,485 78,102 35,732 590,707 : : : : Changes from: September 22, 2009 : : 8,538 7,060 20,115 -97 11,967 -10,181 28,418 22,088 6,057 -6,606 30,842 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.1 16.4 7.1 5.6 37.3 5.5 2.6 12.9 2.8 1.3 21.2 : : : : Number of Traders in Each Category Total Traders: 348 : : 53 60 18 22 38 68 42 77 88 38 108 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 213,819 : : Positions : : 79,970 147,967 43,315 2,188 11,884 32,984 8,819 10,041 10,625 6,427 11,833 : : : : Changes from: September 22, 2009 : : -2,785 -14,038 1,954 32 -3,870 -6,682 3,503 -348 -694 -545 -9,134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 69.2 20.3 1.0 5.6 15.4 4.1 4.7 5.0 3.0 5.5 : : : : Number of Traders in Each Category Total Traders: 161 : : 46 59 15 7 16 32 16 20 9 14 19 : ----------------------------------------------------------------------------------------------------------------
Updated October 2, 2009