Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 377,279 : : Positions : : 97,710 225,266 64,726 832 33,267 40,703 13,308 27,428 18,039 2,633 45,573 : : : : Changes from: October 27, 2009 : : -454 -3,797 1,217 -1,280 990 -1,124 -1,234 4,678 719 185 -1,043 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 59.7 17.2 0.2 8.8 10.8 3.5 7.3 4.8 0.7 12.1 : : : : Number of Traders in Each Category Total Traders: 175 : : 53 68 17 . 14 34 10 25 18 11 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 890,681 : : Positions : : 97,521 104,803 131,565 91,243 120,792 130,555 167,922 237,950 12,544 38,238 86,531 : : : : Changes from: October 27, 2009 : : 3,776 -2,181 1,331 7,095 -5,613 3,618 1,224 1,935 -613 -3,809 3,329 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 11.8 14.8 10.2 13.6 14.7 18.9 26.7 1.4 4.3 9.7 : : : : Number of Traders in Each Category Total Traders: 259 : : 63 50 23 7 26 50 50 66 22 34 48 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 486,456 : : Positions : : 97,031 165,393 94,383 39,886 147,185 37,697 8,530 37,809 7,143 21,242 40,716 : : : : Changes from: October 27, 2009 : : 12,575 7,075 -7,008 -9,668 5,345 -2,538 1,107 751 -6,471 -2,875 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.9 34.0 19.4 8.2 30.3 7.7 1.8 7.8 1.5 4.4 8.4 : : : : Number of Traders in Each Category Total Traders: 109 : : 27 36 18 11 26 15 8 15 11 8 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 2,905,903 : : Positions : : 335,034 528,661 163,102 173,044 1,053,430 224,696 43,560 351,473 65,742 56,514 628,757 : : : : Changes from: October 27, 2009 : : 8,470 23,616 -11,460 -4,711 10,318 -2,994 -3,755 -5,678 -2,228 -307 -10,314 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 18.2 5.6 6.0 36.3 7.7 1.5 12.1 2.3 1.9 21.6 : : : : Number of Traders in Each Category Total Traders: 383 : : 48 64 18 27 39 101 33 84 70 66 108 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 277,645 : : Positions : : 83,706 199,190 43,160 2,113 9,796 68,957 6,468 16,913 14,894 8,386 18,141 : : : : Changes from: October 27, 2009 : : 12,065 6,099 388 -1,039 869 913 -306 -703 3,939 1,346 701 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 71.7 15.5 0.8 3.5 24.8 2.3 6.1 5.4 3.0 6.5 : : : : Number of Traders in Each Category Total Traders: 193 : : 53 64 16 6 15 58 8 20 14 13 25 : ----------------------------------------------------------------------------------------------------------------
Updated November 6, 2009