Disaggregated Commitments of Traders- Options and 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 367,868 : : Positions : : 99,360 220,977 72,795 777 31,734 30,135 12,633 25,847 21,003 3,234 40,539 : : : : Changes from: October 6, 2009 : : -1,041 7,009 -1,878 456 1,696 3,681 -482 -2,749 -1,332 -260 2,228 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.0 60.1 19.8 0.2 8.6 8.2 3.4 7.0 5.7 0.9 11.0 : : : : Number of Traders in Each Category Total Traders: 154 : : 47 62 15 . 16 20 15 22 18 12 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 962,729 : : Positions : : 109,418 124,169 116,225 78,319 142,359 137,357 174,612 248,610 22,000 48,795 91,550 : : : : Changes from: October 6, 2009 : : -2,594 -491 -476 -2,148 9,213 848 14,402 31,976 6,222 -5,431 4,144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.4 12.9 12.1 8.1 14.8 14.3 18.1 25.8 2.3 5.1 9.5 : : : : Number of Traders in Each Category Total Traders: 278 : : 54 46 21 8 27 49 58 69 33 41 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 : : 102,769 157,207 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 -2,357 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- Options and 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 2,963,498 : : Positions : : 327,636 493,583 184,314 163,226 1,051,401 189,053 52,921 372,984 67,364 51,866 651,944 : : : : Changes from: October 6, 2009 : : -2,482 894 -9,805 6,295 263 22,413 -3,950 3,322 -589 4,582 41,701 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 16.7 6.2 5.5 35.5 6.4 1.8 12.6 2.3 1.8 22.0 : : : : Number of Traders in Each Category Total Traders: 373 : : 50 62 17 22 36 84 41 89 68 67 115 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 228,986 : : Positions : : 68,397 155,497 46,347 2,237 9,438 40,556 6,477 16,593 12,737 6,172 14,513 : : : : Changes from: October 6, 2009 : : -2,670 5,091 -101 1 -964 3,761 -1,267 5,240 -670 -290 2,263 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 67.9 20.2 1.0 4.1 17.7 2.8 7.2 5.6 2.7 6.3 : : : : Number of Traders in Each Category Total Traders: 164 : : 51 69 16 5 16 34 12 19 12 11 19 : ----------------------------------------------------------------------------------------------------------------
Updated October 16, 2009