NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 313,857: 96,748 209,752 65,250 313 21,474 34,131 12,828 18,373 16,677 3,445 22,997: 38,207 24,675 Old : 313,857: 96,748 209,752 65,250 313 21,474 34,131 12,828 18,373 16,677 3,445 22,997: 38,207 24,675 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2009 : : 2,191: -288 2,039 1,766 -131 -1,832 -1,190 -236 1,337 -76 171 3,122: -648 -2,279 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.8 66.8 20.8 0.1 6.8 10.9 4.1 5.9 5.3 1.1 7.3: 12.2 7.9 Old : 100.0: 30.8 66.8 20.8 0.1 6.8 10.9 4.1 5.9 5.3 1.1 7.3: 12.2 7.9 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 : 152: 48 57 18 . 17 24 11 20 17 12 29: Old : 152: 48 57 18 . 17 24 11 20 17 12 29: 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 : 21.4 28.2 34.5 39.3 14.4 16.3 22.9 23.3 Old : 21.4 28.2 34.5 39.3 14.4 16.3 22.9 23.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, August 18, 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 : 311,666: 97,036 207,713 63,484 444 23,306 35,321 13,064 17,036 16,753 3,274 19,875: 38,855 26,954 Old : 311,666: 97,036 207,713 63,484 444 23,306 35,321 13,064 17,036 16,753 3,274 19,875: 38,855 26,954 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2009 : : 5,843: 5,546 3,331 656 13 1,718 -1,019 2,191 -1,455 1,004 -269 -176: -431 490 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.1 66.6 20.4 0.1 7.5 11.3 4.2 5.5 5.4 1.1 6.4: 12.5 8.6 Old : 100.0: 31.1 66.6 20.4 0.1 7.5 11.3 4.2 5.5 5.4 1.1 6.4: 12.5 8.6 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 : 146: 48 56 18 . 15 24 10 16 17 11 26: Old : 146: 48 56 18 . 15 24 10 16 17 11 26: 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 : 22.0 29.0 35.3 40.3 13.9 16.3 22.4 23.9 Old : 22.0 29.0 35.3 40.3 13.9 16.3 22.4 23.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, August 11, 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 : 305,823: 91,490 204,382 62,828 431 21,588 36,340 10,873 18,491 15,749 3,543 20,051: 39,286 26,464 Old : 305,823: 91,490 204,382 62,828 431 21,588 36,340 10,873 18,491 15,749 3,543 20,051: 39,286 26,464 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 4, 2009 : : 7,452: 1,409 7,125 -842 -5 1,296 6,268 392 -1,490 -2,142 785 2,217: 736 -2,868 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.9 66.8 20.5 0.1 7.1 11.9 3.6 6.0 5.1 1.2 6.6: 12.8 8.7 Old : 100.0: 29.9 66.8 20.5 0.1 7.1 11.9 3.6 6.0 5.1 1.2 6.6: 12.8 8.7 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 : 140: 46 54 19 . 14 19 10 18 13 13 26: Old : 140: 46 54 19 . 14 19 10 18 13 13 26: 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 : 22.0 29.1 36.5 40.7 14.3 16.1 22.7 24.0 Old : 22.0 29.1 36.5 40.7 14.3 16.1 22.7 24.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, August 4, 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 : 298,371: 90,081 197,257 63,670 436 20,292 30,072 10,481 19,981 17,891 2,758 17,834: 38,550 29,332 Old : 298,371: 90,081 197,257 63,670 436 20,292 30,072 10,481 19,981 17,891 2,758 17,834: 38,550 29,332 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 28, 2009 : : -1,425: -1,784 4,219 -614 -40 -2,407 2,618 -2,654 467 -558 -181 -1,274: 2,127 445 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.2 66.1 21.3 0.1 6.8 10.1 3.5 6.7 6.0 0.9 6.0: 12.9 9.8 Old : 100.0: 30.2 66.1 21.3 0.1 6.8 10.1 3.5 6.7 6.0 0.9 6.0: 12.9 9.8 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 : 138: 47 55 18 . 13 18 10 21 14 12 22: Old : 138: 47 55 18 . 13 18 10 21 14 12 22: 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 : 22.4 28.2 37.1 39.8 15.1 15.1 23.2 23.0 Old : 22.4 28.2 37.1 39.8 15.1 15.1 23.2 23.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, July 28, 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 : 299,796: 91,865 193,038 64,284 476 22,699 27,454 13,135 19,514 18,449 2,939 19,108: 36,423 28,887 Old : 299,796: 91,865 193,038 64,284 476 22,699 27,454 13,135 19,514 18,449 2,939 19,108: 36,423 28,887 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2009 : : -331: -6,104 5,135 572 130 -1,853 3,733 -4,536 1,606 -1,603 -429 2,858: 460 -3,242 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.6 64.4 21.4 0.2 7.6 9.2 4.4 6.5 6.2 1.0 6.4: 12.1 9.6 Old : 100.0: 30.6 64.4 21.4 0.2 7.6 9.2 4.4 6.5 6.2 1.0 6.4: 12.1 9.6 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 : 145: 49 55 19 . 15 18 14 22 16 11 26: Old : 145: 49 55 19 . 15 18 14 22 16 11 26: 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 : 22.2 27.2 37.0 38.3 15.8 15.4 23.9 23.0 Old : 22.2 27.2 37.0 38.3 15.8 15.4 23.9 23.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, July 21, 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 : 300,127: 97,969 187,903 63,712 346 24,552 23,721 17,671 17,908 20,052 3,368 16,250: 35,963 32,129 Old : 300,127: 97,969 187,903 63,712 346 24,552 23,721 17,671 17,908 20,052 3,368 16,250: 35,963 32,129 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2009 : : 6,441: -317 5,148 1,284 346 150 4,525 986 924 2,417 471 -477: -2,065 -1,107 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.6 62.6 21.2 0.1 8.2 7.9 5.9 6.0 6.7 1.1 5.4: 12.0 10.7 Old : 100.0: 32.6 62.6 21.2 0.1 8.2 7.9 5.9 6.0 6.7 1.1 5.4: 12.0 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 : 152: 51 56 20 . 15 19 19 20 14 15 25: Old : 152: 51 56 20 . 15 19 19 20 14 15 25: 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 : 23.1 27.0 38.4 38.5 15.3 15.0 24.0 22.2 Old : 23.1 27.0 38.4 38.5 15.3 15.0 24.0 22.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, July 14, 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 : 293,686: 98,286 182,755 62,428 0 24,402 19,196 16,685 16,984 17,635 2,897 16,727: 38,028 33,236 Old : 293,686: 98,286 182,755 62,428 0 24,402 19,196 16,685 16,984 17,635 2,897 16,727: 38,028 33,236 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2009 : : 11,499: 12,469 2,847 2,658 0 879 -2,936 7,379 1,498 544 1,592 -3,281: -332 585 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.5 62.2 21.3 0.0 8.3 6.5 5.7 5.8 6.0 1.0 5.7: 12.9 11.3 Old : 100.0: 33.5 62.2 21.3 0.0 8.3 6.5 5.7 5.8 6.0 1.0 5.7: 12.9 11.3 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 : 144: 53 57 17 0 13 14 20 16 15 12 23: Old : 144: 53 57 17 0 13 14 20 16 15 12 23: 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 : 23.3 24.8 36.7 37.4 16.0 15.2 23.6 21.9 Old : 23.3 24.8 36.7 37.4 16.0 15.2 23.6 21.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, July 7, 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 : 282,187: 85,817 179,908 59,770 0 23,523 22,132 9,306 15,486 17,091 1,305 20,008: 38,360 32,651 Old : 282,187: 85,817 179,908 59,770 0 23,523 22,132 9,306 15,486 17,091 1,305 20,008: 38,360 32,651 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 30, 2009 : : 86: 1,851 -4,252 3,929 0 884 -5,788 3,206 -215 4,609 -169 -2,826: -2,358 3,458 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.4 63.8 21.2 0.0 8.3 7.8 3.3 5.5 6.1 0.5 7.1: 13.6 11.6 Old : 100.0: 30.4 63.8 21.2 0.0 8.3 7.8 3.3 5.5 6.1 0.5 7.1: 13.6 11.6 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 : 134: 42 51 18 0 14 19 12 18 16 9 23: Old : 134: 42 51 18 0 14 19 12 18 16 9 23: 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 : 22.4 25.2 35.0 38.0 15.4 15.9 23.2 23.5 Old : 22.4 25.2 35.0 38.0 15.4 15.9 23.2 23.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, June 30, 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 : 282,101: 83,966 184,160 55,841 0 22,639 27,920 6,100 15,701 12,482 1,474 22,834: 40,718 29,193 Old : 282,101: 83,966 184,160 55,841 0 22,639 27,920 6,100 15,701 12,482 1,474 22,834: 40,718 29,193 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 23, 2009 : : -5,486: 452 -1,152 539 0 -1,420 956 777 -2,251 283 -1,019 454: -4,499 -875 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.8 65.3 19.8 0.0 8.0 9.9 2.2 5.6 4.4 0.5 8.1: 14.4 10.3 Old : 100.0: 29.8 65.3 19.8 0.0 8.0 9.9 2.2 5.6 4.4 0.5 8.1: 14.4 10.3 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 : 136: 46 51 17 0 13 26 8 19 16 9 22: Old : 136: 46 51 17 0 13 26 8 19 16 9 22: 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 : 21.6 25.7 33.2 38.7 14.9 18.3 22.7 25.4 Old : 21.6 25.7 33.2 38.7 14.9 18.3 22.7 25.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, June 23, 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 : 287,587: 83,514 185,312 55,302 0 24,059 26,964 5,323 17,952 12,199 2,493 22,380: 45,217 30,068 Old : 287,587: 83,514 185,312 55,302 0 24,059 26,964 5,323 17,952 12,199 2,493 22,380: 45,217 30,068 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : 595: 1,825 2,839 0 0 -72 -955 -965 -769 -27 -988 -52: 645 602 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 64.4 19.2 0.0 8.4 9.4 1.9 6.2 4.2 0.9 7.8: 15.7 10.5 Old : 100.0: 29.0 64.4 19.2 0.0 8.4 9.4 1.9 6.2 4.2 0.9 7.8: 15.7 10.5 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 : 136: 47 51 19 0 14 26 8 17 13 7 22: Old : 136: 47 51 19 0 14 26 8 17 13 7 22: 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 : 20.7 26.4 32.0 39.4 14.3 18.0 21.5 24.8 Old : 20.7 26.4 32.0 39.4 14.3 18.0 21.5 24.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, June 16, 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 : 286,992: 81,689 182,473 55,302 0 24,131 27,919 6,288 18,721 12,226 3,481 22,432: 44,572 29,466 Old : 286,992: 81,689 182,473 55,302 0 24,131 27,919 6,288 18,721 12,226 3,481 22,432: 44,572 29,466 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : 5,413: 2,897 4,641 1,523 0 341 64 -1,210 -1,941 -1,160 -1,922 3,349: 340 2,155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.5 63.6 19.3 0.0 8.4 9.7 2.2 6.5 4.3 1.2 7.8: 15.5 10.3 Old : 100.0: 28.5 63.6 19.3 0.0 8.4 9.7 2.2 6.5 4.3 1.2 7.8: 15.5 10.3 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 : 135: 45 51 18 0 13 23 10 19 13 10 22: Old : 135: 45 51 18 0 13 23 10 19 13 10 22: 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 : 20.7 26.1 32.0 39.3 13.6 17.7 22.1 25.2 Old : 20.7 26.1 32.0 39.3 13.6 17.7 22.1 25.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, June 9, 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 : 281,579: 78,792 177,832 53,779 0 23,790 27,855 7,498 20,662 13,386 5,403 19,083: 44,232 27,311 Old : 281,579: 78,792 177,832 53,779 0 23,790 27,855 7,498 20,662 13,386 5,403 19,083: 44,232 27,311 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2009 : : 13,809: 8,758 17,499 -2,127 -323 1,056 4,507 -1,750 -1,841 693 533 1,069: 1,694 -2,434 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.0 63.2 19.1 0.0 8.4 9.9 2.7 7.3 4.8 1.9 6.8: 15.7 9.7 Old : 100.0: 28.0 63.2 19.1 0.0 8.4 9.9 2.7 7.3 4.8 1.9 6.8: 15.7 9.7 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 : 138: 45 52 18 0 13 20 10 17 14 13 23: Old : 138: 45 52 18 0 13 20 10 17 14 13 23: 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 : 20.5 26.5 32.0 39.5 13.4 18.7 22.1 26.1 Old : 20.5 26.5 32.0 39.5 13.4 18.7 22.1 26.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, June 2, 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 : 267,770: 70,034 160,333 55,906 323 22,734 23,348 9,248 22,503 12,693 4,870 18,014: 42,538 29,745 Old : 267,770: 70,034 160,333 55,906 323 22,734 23,348 9,248 22,503 12,693 4,870 18,014: 42,538 29,745 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : 1,927: -3,006 3,042 2,439 102 -23 1,936 -859 -236 -1,560 811 99: 2,278 -1,009 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.2 59.9 20.9 0.1 8.5 8.7 3.5 8.4 4.7 1.8 6.7: 15.9 11.1 Old : 100.0: 26.2 59.9 20.9 0.1 8.5 8.7 3.5 8.4 4.7 1.8 6.7: 15.9 11.1 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 : 138: 47 53 18 . 14 20 12 16 12 11 19: Old : 138: 47 53 18 . 14 20 12 16 12 11 19: 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 : 21.0 24.2 31.9 36.9 13.9 18.2 22.4 25.0 Old : 21.0 24.2 31.9 36.9 13.9 18.2 22.4 25.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, May 26, 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 : 265,843: 73,040 157,291 53,467 221 22,757 21,412 10,107 22,739 14,253 4,059 17,915: 40,260 30,754 Old : 265,843: 73,040 157,291 53,467 221 22,757 21,412 10,107 22,739 14,253 4,059 17,915: 40,260 30,754 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2009 : : 5,221: 2,265 998 -1,527 69 2,349 301 -2 -328 1,753 693 582: -174 860 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.5 59.2 20.1 0.1 8.6 8.1 3.8 8.6 5.4 1.5 6.7: 15.1 11.6 Old : 100.0: 27.5 59.2 20.1 0.1 8.6 8.1 3.8 8.6 5.4 1.5 6.7: 15.1 11.6 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 : 135: 50 53 18 . 16 16 12 17 15 10 20: Old : 135: 50 53 18 . 16 16 12 17 15 10 20: 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 : 21.2 25.2 32.4 36.4 15.0 17.7 22.3 25.3 Old : 21.2 25.2 32.4 36.4 15.0 17.7 22.3 25.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, May 19, 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 : 260,622: 70,775 156,293 54,994 152 20,408 21,111 10,109 23,067 12,500 3,366 17,333: 40,434 29,894 Old : 260,622: 70,775 156,293 54,994 152 20,408 21,111 10,109 23,067 12,500 3,366 17,333: 40,434 29,894 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2009 : : 2,216: 790 667 919 -496 -684 -815 -763 1,429 1,204 1,152 1,032: -1,659 -121 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.2 60.0 21.1 0.1 7.8 8.1 3.9 8.9 4.8 1.3 6.7: 15.5 11.5 Old : 100.0: 27.2 60.0 21.1 0.1 7.8 8.1 3.9 8.9 4.8 1.3 6.7: 15.5 11.5 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 : 133: 49 47 18 . 15 19 10 18 13 12 23: Old : 133: 49 47 18 . 15 19 10 18 13 12 23: 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 : 22.4 27.2 33.5 38.4 16.2 22.3 23.9 29.3 Old : 22.4 27.2 33.5 38.4 16.2 22.3 23.9 29.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, May 12, 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 : 258,406: 69,985 155,626 54,075 648 21,092 21,926 10,872 21,638 11,296 2,214 16,301: 42,093 30,015 Old : 258,406: 69,985 155,626 54,075 648 21,092 21,926 10,872 21,638 11,296 2,214 16,301: 42,093 30,015 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 2,634: 1,613 4,296 -1,348 -224 -958 1,002 -2,307 1,229 -1,969 -457 873: 2,192 182 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.1 60.2 20.9 0.3 8.2 8.5 4.2 8.4 4.4 0.9 6.3: 16.3 11.6 Old : 100.0: 27.1 60.2 20.9 0.3 8.2 8.5 4.2 8.4 4.4 0.9 6.3: 16.3 11.6 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 : 130: 49 46 17 . 14 17 15 18 12 10 21: Old : 130: 49 46 17 . 14 17 15 18 12 10 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 : 24.2 29.8 35.3 40.3 17.6 24.4 25.1 31.1 Old : 24.2 29.8 35.3 40.3 17.6 24.4 25.1 31.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, May 5, 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 : 255,772: 68,372 151,330 55,423 872 22,050 20,924 13,179 20,409 13,265 2,671 15,428: 39,901 29,833 Old : 255,772: 68,372 151,330 55,423 872 22,050 20,924 13,179 20,409 13,265 2,671 15,428: 39,901 29,833 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2009 : : -10,766: -10,544 -8,736 1,409 14 -99 166 -2,063 508 78 1,212 -1,556: -728 -46 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.7 59.2 21.7 0.3 8.6 8.2 5.2 8.0 5.2 1.0 6.0: 15.6 11.7 Old : 100.0: 26.7 59.2 21.7 0.3 8.6 8.2 5.2 8.0 5.2 1.0 6.0: 15.6 11.7 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 : 133: 46 49 15 . 14 15 15 17 17 8 21: Old : 133: 46 49 15 . 14 15 15 17 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 : 25.2 30.2 36.8 39.5 18.1 26.1 26.4 32.0 Old : 25.2 30.2 36.8 39.5 18.1 26.1 26.4 32.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 266,538: 78,916 160,066 54,014 858 22,149 20,758 15,242 19,901 13,187 1,459 16,984: 40,629 29,879 Old : 266,538: 78,916 160,066 54,014 858 22,149 20,758 15,242 19,901 13,187 1,459 16,984: 40,629 29,879 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2009 : : -70: 2,458 -2,658 1,949 -75 -72 -1,982 1,606 1,374 251 251 -3,120: -928 2,624 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.6 60.1 20.3 0.3 8.3 7.8 5.7 7.5 4.9 0.5 6.4: 15.2 11.2 Old : 100.0: 29.6 60.1 20.3 0.3 8.3 7.8 5.7 7.5 4.9 0.5 6.4: 15.2 11.2 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 : 127: 45 49 15 . 14 14 14 18 13 10 22: Old : 127: 45 49 15 . 14 14 14 18 13 10 22: 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 : 24.4 30.8 36.9 39.4 17.3 26.8 26.0 32.3 Old : 24.4 30.8 36.9 39.4 17.3 26.8 26.0 32.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, April 21, 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 : 266,608: 76,458 162,724 52,065 933 22,221 22,740 13,636 18,527 12,936 1,208 20,104: 41,557 27,255 Old : 266,608: 76,458 162,724 52,065 933 22,221 22,740 13,636 18,527 12,936 1,208 20,104: 41,557 27,255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2009 : : 9,716: 689 1,338 5,615 241 1,553 -277 2,980 1,862 823 25 -397: -152 2,114 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.7 61.0 19.5 0.3 8.3 8.5 5.1 6.9 4.9 0.5 7.5: 15.6 10.2 Old : 100.0: 28.7 61.0 19.5 0.3 8.3 8.5 5.1 6.9 4.9 0.5 7.5: 15.6 10.2 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 : 128: 49 48 15 . 13 14 14 19 16 8 23: Old : 128: 49 48 15 . 13 14 14 19 16 8 23: 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 : 23.9 32.8 35.8 41.8 16.8 28.9 25.0 34.4 Old : 23.9 32.8 35.8 41.8 16.8 28.9 25.0 34.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, April 14, 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 : 256,892: 75,769 161,386 46,450 692 20,668 23,017 10,656 16,665 12,113 1,183 20,501: 41,709 25,141 Old : 256,892: 75,769 161,386 46,450 692 20,668 23,017 10,656 16,665 12,113 1,183 20,501: 41,709 25,141 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2009 : : 9,975: 4,206 6,866 346 692 -633 1,938 -1 169 43 284 2,930: 976 -332 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.5 62.8 18.1 0.3 8.0 9.0 4.1 6.5 4.7 0.5 8.0: 16.2 9.8 Old : 100.0: 29.5 62.8 18.1 0.3 8.0 9.0 4.1 6.5 4.7 0.5 8.0: 16.2 9.8 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 : 127: 49 47 15 . 12 14 14 20 15 7 22: Old : 127: 49 47 15 . 12 14 14 20 15 7 22: 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 : 23.1 34.2 34.4 43.1 15.6 29.8 24.0 35.2 Old : 23.1 34.2 34.4 43.1 15.6 29.8 24.0 35.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, April 7, 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 : 246,917: 71,563 154,520 46,104 0 21,301 21,079 10,657 16,496 12,070 899 17,571: 40,733 25,473 Old : 246,917: 71,563 154,520 46,104 0 21,301 21,079 10,657 16,496 12,070 899 17,571: 40,733 25,473 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 31, 2009 : : -4,666: -5,222 -5,666 -1,155 -357 -1,523 669 1,250 -18 -812 -638 1,403: 1,992 883 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 62.6 18.7 0.0 8.6 8.5 4.3 6.7 4.9 0.4 7.1: 16.5 10.3 Old : 100.0: 29.0 62.6 18.7 0.0 8.6 8.5 4.3 6.7 4.9 0.4 7.1: 16.5 10.3 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 : 122: 48 45 16 0 12 14 11 18 12 7 19: Old : 122: 48 45 16 0 12 14 11 18 12 7 19: 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 : 23.8 35.1 35.3 43.6 15.6 30.7 24.2 36.3 Old : 23.8 35.1 35.3 43.6 15.6 30.7 24.2 36.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, March 31, 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 : 251,583: 76,785 160,186 47,259 357 22,824 20,410 9,407 16,514 12,882 1,537 16,168: 38,741 24,590 Old : 251,583: 76,785 160,186 47,259 357 22,824 20,410 9,407 16,514 12,882 1,537 16,168: 38,741 24,590 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2009 : : -14,548: -16,095 -12,069 -834 -206 2,115 -1,015 -1,655 1,673 1,095 -1,532 2,216: -3,703 -5,090 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.5 63.7 18.8 0.1 9.1 8.1 3.7 6.6 5.1 0.6 6.4: 15.4 9.8 Old : 100.0: 30.5 63.7 18.8 0.1 9.1 8.1 3.7 6.6 5.1 0.6 6.4: 15.4 9.8 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 : 124: 45 46 14 . 11 16 10 17 13 10 19: Old : 124: 45 46 14 . 11 16 10 17 13 10 19: 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 : 25.2 35.7 36.8 44.7 17.2 31.1 25.2 37.3 Old : 25.2 35.7 36.8 44.7 17.2 31.1 25.2 37.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, March 24, 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 : 266,131: 92,880 172,255 48,093 563 20,709 21,425 11,062 14,841 11,787 3,069 13,952: 42,444 29,680 Old : 266,131: 92,880 172,255 48,093 563 20,709 21,425 11,062 14,841 11,787 3,069 13,952: 42,444 29,680 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2009 : : -1,653: -4,643 4,986 -371 -266 981 2,918 -6,330 -411 -361 1,251 -1,192: 1,426 -672 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.9 64.7 18.1 0.2 7.8 8.1 4.2 5.6 4.4 1.2 5.2: 15.9 11.2 Old : 100.0: 34.9 64.7 18.1 0.2 7.8 8.1 4.2 5.6 4.4 1.2 5.2: 15.9 11.2 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 : 118: 46 48 14 . 12 13 11 16 14 6 18: Old : 118: 46 48 14 . 12 13 11 16 14 6 18: 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 : 24.5 33.8 36.0 43.1 17.1 29.8 25.1 35.7 Old : 24.5 33.8 36.0 43.1 17.1 29.8 25.1 35.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, March 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 : 267,784: 97,523 167,269 48,464 829 19,728 18,507 17,392 15,252 12,148 1,818 15,144: 41,018 30,352 Old : 267,784: 97,523 167,269 48,464 829 19,728 18,507 17,392 15,252 12,148 1,818 15,144: 41,018 30,352 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2009 : : 11,238: 1,354 6,387 1,935 310 2,230 1,195 1,040 34 2,055 102 2,836: -401 -1,701 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.4 62.5 18.1 0.3 7.4 6.9 6.5 5.7 4.5 0.7 5.7: 15.3 11.3 Old : 100.0: 36.4 62.5 18.1 0.3 7.4 6.9 6.5 5.7 4.5 0.7 5.7: 15.3 11.3 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 : 122: 44 47 14 . 12 12 16 16 14 6 21: Old : 122: 44 47 14 . 12 12 16 16 14 6 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 : 25.3 32.2 36.2 41.8 18.2 28.3 25.9 33.8 Old : 25.3 32.2 36.2 41.8 18.2 28.3 25.9 33.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, March 10, 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 : 256,546: 96,169 160,882 46,529 519 17,498 17,312 16,352 15,218 10,093 1,716 12,308: 41,419 32,053 Old : 256,546: 96,169 160,882 46,529 519 17,498 17,312 16,352 15,218 10,093 1,716 12,308: 41,419 32,053 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 3, 2009 : : 592: -2,891 1,445 -500 8 332 -1,087 -3,125 539 334 -124 -201: 4,066 1,718 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.5 62.7 18.1 0.2 6.8 6.7 6.4 5.9 3.9 0.7 4.8: 16.1 12.5 Old : 100.0: 37.5 62.7 18.1 0.2 6.8 6.7 6.4 5.9 3.9 0.7 4.8: 16.1 12.5 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 : 119: 41 47 14 . 13 12 14 14 13 6 20: Old : 119: 41 47 14 . 13 12 14 14 13 6 20: 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 : 26.7 32.4 36.2 41.8 18.7 28.7 26.3 34.2 Old : 26.7 32.4 36.2 41.8 18.7 28.7 26.3 34.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, March 3, 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 : 255,954: 99,060 159,437 47,029 511 17,166 18,399 19,477 14,679 9,759 1,840 12,509: 37,353 30,335 Old : 255,954: 99,060 159,437 47,029 511 17,166 18,399 19,477 14,679 9,759 1,840 12,509: 37,353 30,335 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : -3,169: 3,888 6,084 1,112 394 -63 -583 -3,133 -2,157 -419 142 -2,868: -2,079 -1,568 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.7 62.3 18.4 0.2 6.7 7.2 7.6 5.7 3.8 0.7 4.9: 14.6 11.9 Old : 100.0: 38.7 62.3 18.4 0.2 6.7 7.2 7.6 5.7 3.8 0.7 4.9: 14.6 11.9 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 : 125: 43 49 16 . 13 11 18 14 12 7 20: Old : 125: 43 49 16 . 13 11 18 14 12 7 20: 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 : 26.4 32.5 35.6 41.7 18.9 27.5 26.0 33.4 Old : 26.4 32.5 35.6 41.7 18.9 27.5 26.0 33.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, February 24, 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 : 259,123: 95,172 153,353 45,917 117 17,229 18,982 22,610 16,836 10,178 1,698 15,377: 39,432 31,903 Old : 259,123: 95,172 153,353 45,917 117 17,229 18,982 22,610 16,836 10,178 1,698 15,377: 39,432 31,903 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 17, 2009 : : 225: -2,429 -1,737 1,282 -193 -798 -459 2,728 1,947 -1,240 -1,370 -1,609: 3,531 1,257 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.7 59.2 17.7 0.0 6.6 7.3 8.7 6.5 3.9 0.7 5.9: 15.2 12.3 Old : 100.0: 36.7 59.2 17.7 0.0 6.6 7.3 8.7 6.5 3.9 0.7 5.9: 15.2 12.3 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 : 128: 48 49 15 . 14 14 20 18 14 7 21: Old : 128: 48 49 15 . 14 14 20 18 14 7 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 : 26.0 30.2 36.2 38.7 18.5 26.7 25.5 32.4 Old : 26.0 30.2 36.2 38.7 18.5 26.7 25.5 32.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, February 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 : 258,898: 97,601 155,090 44,635 310 18,027 19,441 19,882 14,889 11,418 3,068 16,986: 35,901 30,646 Old : 258,898: 97,601 155,090 44,635 310 18,027 19,441 19,882 14,889 11,418 3,068 16,986: 35,901 30,646 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2009 : : 5,413: 759 -852 -267 -21 698 2,510 4,312 -2,444 84 764 2,465: 1,608 491 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.7 59.9 17.2 0.1 7.0 7.5 7.7 5.8 4.4 1.2 6.6: 13.9 11.8 Old : 100.0: 37.7 59.9 17.2 0.1 7.0 7.5 7.7 5.8 4.4 1.2 6.6: 13.9 11.8 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 : 138: 47 54 16 . 13 15 17 17 15 11 27: Old : 138: 47 54 16 . 13 15 17 17 15 11 27: 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 30.0 35.7 39.0 19.1 25.1 25.7 31.0 Old : 26.5 30.0 35.7 39.0 19.1 25.1 25.7 31.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, February 10, 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 : 253,485: 96,842 155,942 44,902 331 17,329 16,931 15,570 17,333 11,334 2,304 14,521: 34,293 30,155 Old : 253,485: 96,842 155,942 44,902 331 17,329 16,931 15,570 17,333 11,334 2,304 14,521: 34,293 30,155 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 3, 2009 : : 8,490: 4,092 6,109 2,805 -45 754 746 79 -3,107 725 -382 1,724: 751 3,358 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.2 61.5 17.7 0.1 6.8 6.7 6.1 6.8 4.5 0.9 5.7: 13.5 11.9 Old : 100.0: 38.2 61.5 17.7 0.1 6.8 6.7 6.1 6.8 4.5 0.9 5.7: 13.5 11.9 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 : 130: 44 48 17 . 14 11 16 17 17 12 26: Old : 130: 44 48 17 . 14 11 16 17 17 12 26: 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 : 27.1 32.2 37.0 41.3 19.7 25.7 26.5 30.9 Old : 27.1 32.2 37.0 41.3 19.7 25.7 26.5 30.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, February 3, 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 : 244,995: 92,750 149,833 42,097 376 16,575 16,185 15,491 20,440 10,609 2,686 12,797: 33,542 26,797 Old : 244,995: 92,750 149,833 42,097 376 16,575 16,185 15,491 20,440 10,609 2,686 12,797: 33,542 26,797 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2009 : : -3,195: -6,462 -4,016 4,372 119 -522 1,329 1,343 362 760 -111 570: -3,604 -940 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.9 61.2 17.2 0.2 6.8 6.6 6.3 8.3 4.3 1.1 5.2: 13.7 10.9 Old : 100.0: 37.9 61.2 17.2 0.2 6.8 6.6 6.3 8.3 4.3 1.1 5.2: 13.7 10.9 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 : 127: 43 46 17 . 14 11 16 20 16 11 24: Old : 127: 43 46 17 . 14 11 16 20 16 11 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 : 27.6 31.5 37.5 40.5 20.6 25.9 27.6 30.9 Old : 27.6 31.5 37.5 40.5 20.6 25.9 27.6 30.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, January 27, 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 : 248,190: 99,212 153,849 37,725 257 17,097 14,856 14,148 20,078 9,849 2,797 12,227: 37,146 27,737 Old : 248,190: 99,212 153,849 37,725 257 17,097 14,856 14,148 20,078 9,849 2,797 12,227: 37,146 27,737 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : -969: 4,322 2,769 -3,095 257 -824 204 -1,424 -1,493 1,356 69 -714: -725 391 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.0 62.0 15.2 0.1 6.9 6.0 5.7 8.1 4.0 1.1 4.9: 15.0 11.2 Old : 100.0: 40.0 62.0 15.2 0.1 6.9 6.0 5.7 8.1 4.0 1.1 4.9: 15.0 11.2 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 : 124: 44 50 16 . 12 10 18 19 9 13 23: Old : 124: 44 50 16 . 12 10 18 19 9 13 23: 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 : 26.4 30.8 36.8 40.0 19.3 25.4 25.8 30.2 Old : 26.4 30.8 36.8 40.0 19.3 25.4 25.8 30.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, January 20, 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 : 249,159: 94,890 151,080 40,820 0 17,921 14,652 15,572 21,571 8,493 2,728 12,941: 37,871 27,346 Old : 249,159: 94,890 151,080 40,820 0 17,921 14,652 15,572 21,571 8,493 2,728 12,941: 37,871 27,346 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : 20,053: 14,079 9,160 -211 -357 437 -1,074 3,476 5,808 -77 -155 1,899: -808 -215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.1 60.6 16.4 0.0 7.2 5.9 6.2 8.7 3.4 1.1 5.2: 15.2 11.0 Old : 100.0: 38.1 60.6 16.4 0.0 7.2 5.9 6.2 8.7 3.4 1.1 5.2: 15.2 11.0 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 : 131: 48 53 17 0 11 12 15 20 11 12 26: Old : 131: 48 53 17 0 11 12 15 20 11 12 26: 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 29.4 36.9 39.4 19.2 24.9 25.6 30.4 Old : 26.5 29.4 36.9 39.4 19.2 24.9 25.6 30.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, January 13, 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 : 229,106: 80,811 141,920 41,031 357 17,484 15,726 12,096 15,763 8,570 2,883 11,042: 38,679 27,561 Old : 229,106: 80,811 141,920 41,031 357 17,484 15,726 12,096 15,763 8,570 2,883 11,042: 38,679 27,561 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 6, 2009 : : 3,925: -3,577 1,345 -355 -496 747 340 -1,533 2,063 -370 -574 -668: 5,745 3,041 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.3 61.9 17.9 0.2 7.6 6.9 5.3 6.9 3.7 1.3 4.8: 16.9 12.0 Old : 100.0: 35.3 61.9 17.9 0.2 7.6 6.9 5.3 6.9 3.7 1.3 4.8: 16.9 12.0 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 : 126: 48 54 16 . 11 14 11 18 11 11 23: Old : 126: 48 54 16 . 11 14 11 18 11 11 23: 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 : 27.8 28.3 37.3 38.6 19.9 25.5 26.8 31.1 Old : 27.8 28.3 37.3 38.6 19.9 25.5 26.8 31.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, January 6, 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 : 225,181: 84,388 140,575 41,386 853 16,737 15,386 13,629 13,700 8,940 3,457 11,710: 32,934 24,520 Old : 225,181: 84,388 140,575 41,386 853 16,737 15,386 13,629 13,700 8,940 3,457 11,710: 32,934 24,520 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 30, 2008 : : -1,341: -7,366 -641 743 64 -1,020 -420 -2,764 3,716 196 770 249: 2,561 -1,715 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.5 62.4 18.4 0.4 7.4 6.8 6.1 6.1 4.0 1.5 5.2: 14.6 10.9 Old : 100.0: 37.5 62.4 18.4 0.4 7.4 6.8 6.1 6.1 4.0 1.5 5.2: 14.6 10.9 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 : 127: 48 52 16 . 12 11 14 16 9 14 25: Old : 127: 48 52 16 . 12 11 14 16 9 14 25: 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 : 28.2 28.2 39.1 39.3 20.0 24.4 26.9 30.3 Old : 28.2 28.2 39.1 39.3 20.0 24.4 26.9 30.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, December 30, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 226,522: 91,754 141,216 40,643 789 17,757 15,806 16,393 9,984 8,744 2,687 11,461: 30,373 26,235 Old : 226,522: 91,754 141,216 40,643 789 17,757 15,806 16,393 9,984 8,744 2,687 11,461: 30,373 26,235 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2008 : : -1,849: 5,999 2,455 -421 -4 -1,478 -127 154 -1,141 1,112 173 -1,254: -4,539 -754 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.5 62.3 17.9 0.3 7.8 7.0 7.2 4.4 3.9 1.2 5.1: 13.4 11.6 Old : 100.0: 40.5 62.3 17.9 0.3 7.8 7.0 7.2 4.4 3.9 1.2 5.1: 13.4 11.6 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 : 122: 47 52 15 . 11 10 12 13 9 11 23: Old : 122: 47 52 15 . 11 10 12 13 9 11 23: 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 : 29.6 27.7 40.8 38.7 20.3 23.8 27.0 30.2 Old : 29.6 27.7 40.8 38.7 20.3 23.8 27.0 30.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, December 22, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 228,371: 85,755 138,761 41,064 793 19,235 15,933 16,239 11,125 7,632 2,514 12,715: 34,912 26,989 Old : 228,371: 85,755 138,761 41,064 793 19,235 15,933 16,239 11,125 7,632 2,514 12,715: 34,912 26,989 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 16, 2008 : : 4,698: 5,943 3,741 -437 -206 27 828 4,993 -3,624 728 -586 1,838: -605 -1,485 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.6 60.8 18.0 0.3 8.4 7.0 7.1 4.9 3.3 1.1 5.6: 15.3 11.8 Old : 100.0: 37.6 60.8 18.0 0.3 8.4 7.0 7.1 4.9 3.3 1.1 5.6: 15.3 11.8 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 : 125: 45 51 16 4 13 10 13 13 11 10 25: Old : 125: 45 51 16 4 13 10 13 13 11 10 25: 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 : 27.6 27.3 38.2 38.4 19.0 23.9 25.5 30.0 Old : 27.6 27.3 38.2 38.4 19.0 23.9 25.5 30.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, December 16, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 223,673: 79,812 135,020 41,501 999 19,208 15,105 11,246 14,749 6,904 3,100 10,877: 35,517 28,474 Old : 223,673: 79,812 135,020 41,501 999 19,208 15,105 11,246 14,749 6,904 3,100 10,877: 35,517 28,474 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2008 : : 2,631: -1,455 3,799 -338 -209 2,390 2,596 -790 -1,323 -42 -340 -2,101: 2,904 1,205 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.7 60.4 18.6 0.4 8.6 6.8 5.0 6.6 3.1 1.4 4.9: 15.9 12.7 Old : 100.0: 35.7 60.4 18.6 0.4 8.6 6.8 5.0 6.6 3.1 1.4 4.9: 15.9 12.7 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 : 127: 52 53 16 4 14 12 12 14 11 10 23: Old : 127: 52 53 16 4 14 12 12 14 11 10 23: 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 : 27.3 26.9 37.7 37.8 16.9 21.9 23.4 27.8 Old : 27.3 26.9 37.7 37.8 16.9 21.9 23.4 27.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, December 9, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 221,042: 81,267 131,221 41,839 1,208 16,818 12,509 12,036 16,072 6,946 3,440 12,978: 32,613 27,269 Old : 221,042: 81,267 131,221 41,839 1,208 16,818 12,509 12,036 16,072 6,946 3,440 12,978: 32,613 27,269 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 2, 2008 : : 2,925: 4,579 3,354 994 -338 -265 -1,657 -517 -1,951 -1,535 -681 2,892: -132 431 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.8 59.4 18.9 0.5 7.6 5.7 5.4 7.3 3.1 1.6 5.9: 14.8 12.3 Old : 100.0: 36.8 59.4 18.9 0.5 7.6 5.7 5.4 7.3 3.1 1.6 5.9: 14.8 12.3 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 : 130: 48 54 16 4 14 13 10 14 10 13 24: Old : 130: 48 54 16 4 14 13 10 14 10 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 : 27.4 25.5 37.6 36.9 17.1 18.2 22.6 24.8 Old : 27.4 25.5 37.6 36.9 17.1 18.2 22.6 24.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, December 2, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 218,117: 76,688 127,867 40,845 1,546 17,083 14,166 12,553 18,023 8,481 4,121 10,086: 32,745 26,838 Old : 218,117: 76,688 127,867 40,845 1,546 17,083 14,166 12,553 18,023 8,481 4,121 10,086: 32,745 26,838 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 25, 2008 : : -5,842: -3,518 -2,035 1,497 -240 -1,974 -252 -917 -1,986 -1,080 977 -1,060: 2,531 1,393 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.2 58.6 18.7 0.7 7.8 6.5 5.8 8.3 3.9 1.9 4.6: 15.0 12.3 Old : 100.0: 35.2 58.6 18.7 0.7 7.8 6.5 5.8 8.3 3.9 1.9 4.6: 15.0 12.3 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 : 124: 41 46 15 4 13 12 12 13 10 15 22: Old : 124: 41 46 15 4 13 12 12 13 10 15 22: 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 : 28.7 25.4 39.3 37.4 17.2 15.9 23.4 23.1 Old : 28.7 25.4 39.3 37.4 17.2 15.9 23.4 23.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, November 25, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 223,959: 80,206 129,902 39,348 1,786 19,057 14,418 13,470 20,009 9,561 3,144 11,146: 30,214 25,445 Old : 223,959: 80,206 129,902 39,348 1,786 19,057 14,418 13,470 20,009 9,561 3,144 11,146: 30,214 25,445 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 18, 2008 : : -6,289: -3,535 -2,085 -3,658 -136 212 1,522 403 -2,862 1,638 -1,807 -1,274: 1,668 1,260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.8 58.0 17.6 0.8 8.5 6.4 6.0 8.9 4.3 1.4 5.0: 13.5 11.4 Old : 100.0: 35.8 58.0 17.6 0.8 8.5 6.4 6.0 8.9 4.3 1.4 5.0: 13.5 11.4 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 : 129: 47 53 16 4 15 12 14 15 12 12 21: Old : 129: 47 53 16 4 15 12 14 15 12 12 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 : 28.1 25.7 37.9 37.1 15.4 16.2 21.3 22.6 Old : 28.1 25.7 37.9 37.1 15.4 16.2 21.3 22.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, November 18, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 230,248: 83,741 131,987 43,006 1,922 18,845 12,896 13,067 22,871 7,923 4,951 12,420: 28,546 24,185 Old : 230,248: 83,741 131,987 43,006 1,922 18,845 12,896 13,067 22,871 7,923 4,951 12,420: 28,546 24,185 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 11, 2008 : : 10,105: 6,292 6,208 4,700 -684 615 -999 1,971 507 -688 1,245 -54: -268 297 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.4 57.3 18.7 0.8 8.2 5.6 5.7 9.9 3.4 2.2 5.4: 12.4 10.5 Old : 100.0: 36.4 57.3 18.7 0.8 8.2 5.6 5.7 9.9 3.4 2.2 5.4: 12.4 10.5 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 : 135: 50 55 18 4 16 15 11 16 12 11 22: Old : 135: 50 55 18 4 16 15 11 16 12 11 22: 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 : 27.5 27.5 37.3 38.6 14.5 16.4 19.7 21.7 Old : 27.5 27.5 37.3 38.6 14.5 16.4 19.7 21.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, November 11, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 220,143: 77,449 125,779 38,306 2,606 18,230 13,895 11,096 22,364 8,611 3,706 12,474: 28,814 23,888 Old : 220,143: 77,449 125,779 38,306 2,606 18,230 13,895 11,096 22,364 8,611 3,706 12,474: 28,814 23,888 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 4, 2008 : : 1,276: 4,968 1,866 686 -506 326 346 2,639 -2,081 -589 -484 -38: -2,342 -446 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.2 57.1 17.4 1.2 8.3 6.3 5.0 10.2 3.9 1.7 5.7: 13.1 10.9 Old : 100.0: 35.2 57.1 17.4 1.2 8.3 6.3 5.0 10.2 3.9 1.7 5.7: 13.1 10.9 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 : 130: 45 51 16 4 16 13 12 15 12 12 24: Old : 130: 45 51 16 4 16 13 12 15 12 12 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 : 27.4 28.9 37.7 40.2 14.3 16.4 19.8 22.1 Old : 27.4 28.9 37.7 40.2 14.3 16.4 19.8 22.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, November 4, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 218,867: 72,481 123,913 37,620 3,112 17,904 13,549 8,457 24,445 9,200 4,190 12,512: 31,156 24,334 Old : 218,867: 72,481 123,913 37,620 3,112 17,904 13,549 8,457 24,445 9,200 4,190 12,512: 31,156 24,334 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 28, 2008 : : 264: 1,285 7,295 -1,357 -502 -1,878 207 -4,117 -114 352 -246 -284: 2,053 110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.1 56.6 17.2 1.4 8.2 6.2 3.9 11.2 4.2 1.9 5.7: 14.2 11.1 Old : 100.0: 33.1 56.6 17.2 1.4 8.2 6.2 3.9 11.2 4.2 1.9 5.7: 14.2 11.1 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 : 128: 41 49 16 5 19 16 10 15 11 13 23: Old : 128: 41 49 16 5 19 16 10 15 11 13 23: 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 : 27.2 28.7 37.6 40.2 14.0 16.1 19.7 21.3 Old : 27.2 28.7 37.6 40.2 14.0 16.1 19.7 21.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, October 28, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 218,603: 71,196 116,618 38,977 3,614 19,782 13,342 12,574 24,559 8,848 4,436 12,796: 29,103 24,224 Old : 218,603: 71,196 116,618 38,977 3,614 19,782 13,342 12,574 24,559 8,848 4,436 12,796: 29,103 24,224 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 21, 2008 : : 3,736: 3,709 4,772 343 -818 718 598 1,284 -330 80 -1,148 956: -2,338 -1,698 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.6 53.3 17.8 1.7 9.0 6.1 5.8 11.2 4.0 2.0 5.9: 13.3 11.1 Old : 100.0: 32.6 53.3 17.8 1.7 9.0 6.1 5.8 11.2 4.0 2.0 5.9: 13.3 11.1 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 : 124: 46 47 15 6 19 18 9 17 11 12 22: Old : 124: 46 47 15 6 19 18 9 17 11 12 22: 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 : 27.3 25.3 37.0 37.6 14.5 13.6 20.6 19.6 Old : 27.3 25.3 37.0 37.6 14.5 13.6 20.6 19.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, October 21, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 214,867: 67,487 111,846 38,634 4,432 19,064 12,744 11,290 24,889 8,768 5,584 11,840: 31,441 25,922 Old : 214,867: 67,487 111,846 38,634 4,432 19,064 12,744 11,290 24,889 8,768 5,584 11,840: 31,441 25,922 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 14, 2008 : : 2,119: -1,406 1,537 -1,844 -1,820 119 870 491 402 -188 370 152: 4,014 868 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 52.1 18.0 2.1 8.9 5.9 5.3 11.6 4.1 2.6 5.5: 14.6 12.1 Old : 100.0: 31.4 52.1 18.0 2.1 8.9 5.9 5.3 11.6 4.1 2.6 5.5: 14.6 12.1 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 : 120: 41 44 14 6 17 14 9 16 14 10 24: Old : 120: 41 44 14 6 17 14 9 16 14 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 : 27.1 24.6 36.4 36.5 14.9 14.4 21.3 19.8 Old : 27.1 24.6 36.4 36.5 14.9 14.4 21.3 19.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, October 14, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 212,748: 68,893 110,309 40,478 6,252 18,945 11,874 10,799 24,487 8,956 5,214 11,688: 27,427 25,054 Old : 212,748: 68,893 110,309 40,478 6,252 18,945 11,874 10,799 24,487 8,956 5,214 11,688: 27,427 25,054 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 7, 2008 : : 4,309: 5,183 1,935 5,033 36 -2,454 -2,956 466 796 1,522 723 1,318: -4,133 1,489 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.4 51.8 19.0 2.9 8.9 5.6 5.1 11.5 4.2 2.5 5.5: 12.9 11.8 Old : 100.0: 32.4 51.8 19.0 2.9 8.9 5.6 5.1 11.5 4.2 2.5 5.5: 12.9 11.8 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 : 117: 38 41 15 6 17 14 9 16 13 10 23: Old : 117: 38 41 15 6 17 14 9 16 13 10 23: 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 : 27.6 24.0 37.2 36.0 15.1 14.3 21.2 20.2 Old : 27.6 24.0 37.2 36.0 15.1 14.3 21.2 20.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, October 7, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 208,439: 63,710 108,374 35,445 6,216 21,399 14,830 10,333 23,691 7,434 4,491 10,370: 31,560 23,565 Old : 208,439: 63,710 108,374 35,445 6,216 21,399 14,830 10,333 23,691 7,434 4,491 10,370: 31,560 23,565 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 30, 2008 : : 5,422: 7,766 4,652 -399 861 -3,059 908 2,487 -1,711 761 634 296: 860 1,262 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.6 52.0 17.0 3.0 10.3 7.1 5.0 11.4 3.6 2.2 5.0: 15.1 11.3 Old : 100.0: 30.6 52.0 17.0 3.0 10.3 7.1 5.0 11.4 3.6 2.2 5.0: 15.1 11.3 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 : 117: 37 42 13 7 15 17 11 19 12 10 20: Old : 117: 37 42 13 7 15 17 11 19 12 10 20: 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 : 27.6 24.2 37.0 37.4 14.3 14.5 20.5 20.5 Old : 27.6 24.2 37.0 37.4 14.3 14.5 20.5 20.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, September 30, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 203,017: 55,944 103,722 35,844 5,355 24,458 13,922 7,846 25,402 6,673 3,857 10,074: 30,700 22,303 Old : 203,017: 55,944 103,722 35,844 5,355 24,458 13,922 7,846 25,402 6,673 3,857 10,074: 30,700 22,303 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : -10,908: -8,065 -2,961 5,925 201 -3,587 -1,834 281 1,166 -2,731 -2,186 -1,366: -416 -2,456 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.6 51.1 17.7 2.6 12.0 6.9 3.9 12.5 3.3 1.9 5.0: 15.1 11.0 Old : 100.0: 27.6 51.1 17.7 2.6 12.0 6.9 3.9 12.5 3.3 1.9 5.0: 15.1 11.0 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 : 116: 36 39 14 6 15 17 11 15 12 7 19: Old : 116: 36 39 14 6 15 17 11 15 12 7 19: 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 : 27.2 26.1 37.9 39.3 13.8 15.8 20.4 21.8 Old : 27.2 26.1 37.9 39.3 13.8 15.8 20.4 21.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, September 23, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 213,925: 64,009 106,683 29,919 5,154 28,045 15,756 7,565 24,236 9,404 6,043 11,440: 31,116 24,759 Old : 213,925: 64,009 106,683 29,919 5,154 28,045 15,756 7,565 24,236 9,404 6,043 11,440: 31,116 24,759 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 16, 2008 : : -3,413: 2,272 438 449 -53 -784 -4,886 -2,630 -289 -637 -154 1,032: -570 -973 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.9 49.9 14.0 2.4 13.1 7.4 3.5 11.3 4.4 2.8 5.3: 14.5 11.6 Old : 100.0: 29.9 49.9 14.0 2.4 13.1 7.4 3.5 11.3 4.4 2.8 5.3: 14.5 11.6 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 : 123: 42 44 12 7 17 16 10 15 12 12 24: Old : 123: 42 44 12 7 17 16 10 15 12 12 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 : 24.9 26.8 34.6 37.9 10.5 15.0 17.0 20.1 Old : 24.9 26.8 34.6 37.9 10.5 15.0 17.0 20.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, September 16, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 217,338: 61,737 106,245 29,470 5,207 28,829 20,642 10,195 24,525 10,041 6,197 10,408: 31,686 25,732 Old : 217,338: 61,737 106,245 29,470 5,207 28,829 20,642 10,195 24,525 10,041 6,197 10,408: 31,686 25,732 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 9, 2008 : : 4,743: 7,806 -538 -3,735 220 -821 3,259 1,623 -2,146 216 2,177 1,926: -1,762 2,302 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.4 48.9 13.6 2.4 13.3 9.5 4.7 11.3 4.6 2.9 4.8: 14.6 11.8 Old : 100.0: 28.4 48.9 13.6 2.4 13.3 9.5 4.7 11.3 4.6 2.9 4.8: 14.6 11.8 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 : 124: 40 43 13 7 16 21 10 18 13 11 20: Old : 124: 40 43 13 7 16 21 10 18 13 11 20: 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 : 24.2 26.7 33.0 36.7 9.9 15.1 16.4 20.4 Old : 24.2 26.7 33.0 36.7 9.9 15.1 16.4 20.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, September 9, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 212,595: 53,931 106,783 33,205 4,987 29,650 17,383 8,572 26,671 9,825 4,020 8,482: 33,448 23,430 Old : 212,595: 53,931 106,783 33,205 4,987 29,650 17,383 8,572 26,671 9,825 4,020 8,482: 33,448 23,430 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 2, 2008 : : -368: -85 1,617 1,177 276 -456 1,528 861 382 -1,325 839 1,664: -3,253 -5,551 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.4 50.2 15.6 2.3 13.9 8.2 4.0 12.5 4.6 1.9 4.0: 15.7 11.0 Old : 100.0: 25.4 50.2 15.6 2.3 13.9 8.2 4.0 12.5 4.6 1.9 4.0: 15.7 11.0 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 : 120: 39 45 13 7 15 17 12 18 13 10 20: Old : 120: 39 45 13 7 15 17 12 18 13 10 20: 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 : 24.1 28.6 34.7 38.6 11.6 16.5 18.9 21.9 Old : 24.1 28.6 34.7 38.6 11.6 16.5 18.9 21.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, September 2, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 212,963: 54,016 105,166 32,028 4,711 30,106 15,855 7,711 26,289 11,150 3,181 6,818: 36,701 28,981 Old : 212,963: 54,016 105,166 32,028 4,711 30,106 15,855 7,711 26,289 11,150 3,181 6,818: 36,701 28,981 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2008 : : -8,038: -4,628 -5,131 -1,557 204 -903 1,317 11 -3,248 -1,579 -377 -309: 2,869 1,715 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.4 49.4 15.0 2.2 14.1 7.4 3.6 12.3 5.2 1.5 3.2: 17.2 13.6 Old : 100.0: 25.4 49.4 15.0 2.2 14.1 7.4 3.6 12.3 5.2 1.5 3.2: 17.2 13.6 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 : 116: 38 45 11 6 13 18 10 17 16 8 19: Old : 116: 38 45 11 6 13 18 10 17 16 8 19: 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 : 24.1 29.7 36.1 39.5 12.8 16.6 19.6 21.1 Old : 24.1 29.7 36.1 39.5 12.8 16.6 19.6 21.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, August 26, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 221,001: 58,644 110,297 33,585 4,507 31,009 14,538 7,700 29,537 12,729 3,558 7,127: 33,832 27,266 Old : 221,001: 58,644 110,297 33,585 4,507 31,009 14,538 7,700 29,537 12,729 3,558 7,127: 33,832 27,266 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 19, 2008 : : 975: 5,820 3,595 -40 -270 -70 -663 -1,360 604 -2,829 569 -1,287: -560 -806 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.5 49.9 15.2 2.0 14.0 6.6 3.5 13.4 5.8 1.6 3.2: 15.3 12.3 Old : 100.0: 26.5 49.9 15.2 2.0 14.0 6.6 3.5 13.4 5.8 1.6 3.2: 15.3 12.3 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 : 123: 41 47 13 5 15 17 10 18 19 7 18: Old : 123: 41 47 13 5 15 17 10 18 19 7 18: 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 : 24.1 29.5 36.3 39.2 13.4 16.4 19.9 21.1 Old : 24.1 29.5 36.3 39.2 13.4 16.4 19.9 21.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, August 19, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 220,026: 52,824 106,702 33,625 4,777 31,079 15,201 9,060 28,933 15,558 2,989 8,414: 34,392 28,072 Old : 220,026: 52,824 106,702 33,625 4,777 31,079 15,201 9,060 28,933 15,558 2,989 8,414: 34,392 28,072 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 12, 2008 : : -2,975: -1,233 2,107 217 -573 1,634 -2,836 -4,287 -2,264 709 -88 187: 611 309 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.0 48.5 15.3 2.2 14.1 6.9 4.1 13.1 7.1 1.4 3.8: 15.6 12.8 Old : 100.0: 24.0 48.5 15.3 2.2 14.1 6.9 4.1 13.1 7.1 1.4 3.8: 15.6 12.8 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 : 121: 37 45 12 6 14 18 10 17 17 8 19: Old : 121: 37 45 12 6 14 18 10 17 17 8 19: 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 : 24.2 31.9 36.5 41.2 13.7 17.9 19.9 22.8 Old : 24.2 31.9 36.5 41.2 13.7 17.9 19.9 22.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, August 12, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 223,001: 54,057 104,595 33,408 5,350 29,445 18,037 13,347 31,197 14,849 3,077 8,227: 33,781 27,763 Old : 223,001: 54,057 104,595 33,408 5,350 29,445 18,037 13,347 31,197 14,849 3,077 8,227: 33,781 27,763 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 5, 2008 : : -2,914: -6,097 -3,231 636 -658 -188 270 1,187 -1,176 1,640 -652 -1,757: 3,758 3,561 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 46.9 15.0 2.4 13.2 8.1 6.0 14.0 6.7 1.4 3.7: 15.1 12.4 Old : 100.0: 24.2 46.9 15.0 2.4 13.2 8.1 6.0 14.0 6.7 1.4 3.7: 15.1 12.4 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 : 127: 35 43 12 6 16 19 14 18 17 8 19: Old : 127: 35 43 12 6 16 19 14 18 17 8 19: 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 : 23.5 31.4 36.1 40.6 13.7 17.1 20.4 22.3 Old : 23.5 31.4 36.1 40.6 13.7 17.1 20.4 22.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, August 5, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 225,915: 60,154 107,826 32,772 6,008 29,633 17,767 12,160 32,373 13,209 3,729 9,984: 30,023 24,202 Old : 225,915: 60,154 107,826 32,772 6,008 29,633 17,767 12,160 32,373 13,209 3,729 9,984: 30,023 24,202 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 29, 2008 : : -937: -4,908 -5,475 473 497 -132 2,052 534 4,910 158 -304 -853: -2,637 -114 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.6 47.7 14.5 2.7 13.1 7.9 5.4 14.3 5.8 1.7 4.4: 13.3 10.7 Old : 100.0: 26.6 47.7 14.5 2.7 13.1 7.9 5.4 14.3 5.8 1.7 4.4: 13.3 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 : 131: 35 41 12 7 16 18 15 17 16 11 25: Old : 131: 35 41 12 7 16 18 15 17 16 11 25: 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 : 23.4 31.6 35.7 41.2 14.3 18.3 20.8 23.2 Old : 23.4 31.6 35.7 41.2 14.3 18.3 20.8 23.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, July 29, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 226,852: 65,062 113,301 32,299 5,511 29,765 15,715 11,626 27,463 13,051 4,033 10,837: 32,660 24,316 Old : 226,852: 65,062 113,301 32,299 5,511 29,765 15,715 11,626 27,463 13,051 4,033 10,837: 32,660 24,316 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : 730: -3,564 -3,273 -2,198 498 1,268 -153 435 3,029 2,147 -688 345: -144 -884 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.7 49.9 14.2 2.4 13.1 6.9 5.1 12.1 5.8 1.8 4.8: 14.4 10.7 Old : 100.0: 28.7 49.9 14.2 2.4 13.1 6.9 5.1 12.1 5.8 1.8 4.8: 14.4 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 : 132: 40 45 12 7 15 17 14 16 15 12 23: Old : 132: 40 45 12 7 15 17 14 16 15 12 23: 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 31.7 34.7 41.0 13.5 18.1 20.1 22.5 Old : 22.1 31.7 34.7 41.0 13.5 18.1 20.1 22.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, July 22, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 226,122: 68,626 116,574 34,497 5,013 28,497 15,868 11,191 24,434 10,904 4,721 10,492: 32,804 25,200 Old : 226,122: 68,626 116,574 34,497 5,013 28,497 15,868 11,191 24,434 10,904 4,721 10,492: 32,804 25,200 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 15, 2008 : : -1,865: 2,520 -921 -10 989 -1,243 -4,073 -1,544 609 1,038 617 -1,723: 1,017 1,351 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 51.6 15.3 2.2 12.6 7.0 4.9 10.8 4.8 2.1 4.6: 14.5 11.1 Old : 100.0: 30.3 51.6 15.3 2.2 12.6 7.0 4.9 10.8 4.8 2.1 4.6: 14.5 11.1 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 : 131: 46 49 12 7 15 18 11 15 15 11 25: Old : 131: 46 49 12 7 15 18 11 15 15 11 25: 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 : 22.2 31.6 35.1 41.3 13.2 18.5 20.3 23.7 Old : 22.2 31.6 35.1 41.3 13.2 18.5 20.3 23.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, July 15, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 227,987: 66,106 117,495 34,507 4,024 29,740 19,941 12,735 23,825 9,866 4,104 12,215: 31,787 23,849 Old : 227,987: 66,106 117,495 34,507 4,024 29,740 19,941 12,735 23,825 9,866 4,104 12,215: 31,787 23,849 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2008 : : 12,649: -1,124 3,300 5,176 -997 2,172 1,942 2,325 3,346 -863 -465 1,010: 990 1,958 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 51.5 15.1 1.8 13.0 8.7 5.6 10.5 4.3 1.8 5.4: 13.9 10.5 Old : 100.0: 29.0 51.5 15.1 1.8 13.0 8.7 5.6 10.5 4.3 1.8 5.4: 13.9 10.5 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 : 133: 45 48 13 6 15 21 12 15 17 9 25: Old : 133: 45 48 13 6 15 21 12 15 17 9 25: 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 : 21.4 30.8 33.9 40.3 12.8 18.7 19.5 24.1 Old : 21.4 30.8 33.9 40.3 12.8 18.7 19.5 24.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, July 8, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 215,338: 67,230 114,195 29,331 5,021 27,568 17,999 10,410 20,479 10,729 4,569 11,205: 30,797 21,891 Old : 215,338: 67,230 114,195 29,331 5,021 27,568 17,999 10,410 20,479 10,729 4,569 11,205: 30,797 21,891 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 1, 2008 : : -3,682: 386 -3,160 -68 -416 442 -3,772 -106 -63 342 -620 348: -1,297 -107 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.2 53.0 13.6 2.3 12.8 8.4 4.8 9.5 5.0 2.1 5.2: 14.3 10.2 Old : 100.0: 31.2 53.0 13.6 2.3 12.8 8.4 4.8 9.5 5.0 2.1 5.2: 14.3 10.2 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 : 132: 46 51 13 6 15 21 9 14 12 11 22: Old : 132: 46 51 13 6 15 21 9 14 12 11 22: 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 : 20.0 30.1 32.2 40.4 12.9 18.8 19.9 24.1 Old : 20.0 30.1 32.2 40.4 12.9 18.8 19.9 24.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, July 1, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 219,020: 66,844 117,355 29,399 5,437 27,126 21,771 10,516 20,542 10,387 5,189 10,857: 32,094 21,998 Old : 219,020: 66,844 117,355 29,399 5,437 27,126 21,771 10,516 20,542 10,387 5,189 10,857: 32,094 21,998 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : -3,773: -6,099 -1,629 1,546 776 -1,307 2,530 243 434 710 -2 31: -1,618 -2,319 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.5 53.6 13.4 2.5 12.4 9.9 4.8 9.4 4.7 2.4 5.0: 14.7 10.0 Old : 100.0: 30.5 53.6 13.4 2.5 12.4 9.9 4.8 9.4 4.7 2.4 5.0: 14.7 10.0 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 : 129: 41 49 14 5 15 21 10 13 12 13 22: Old : 129: 41 49 14 5 15 21 10 13 12 13 22: 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 : 19.8 29.1 31.2 40.0 12.1 18.8 19.0 24.4 Old : 19.8 29.1 31.2 40.0 12.1 18.8 19.0 24.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, June 24, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 222,793: 72,943 118,984 27,853 4,661 28,433 19,241 10,273 20,108 9,677 5,191 10,826: 33,712 24,317 Old : 222,793: 72,943 118,984 27,853 4,661 28,433 19,241 10,273 20,108 9,677 5,191 10,826: 33,712 24,317 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2008 : : 6,701: 5,558 5,311 -1,115 59 2,554 -508 -465 -388 848 560 -1,373: 1,125 443 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.7 53.4 12.5 2.1 12.8 8.6 4.6 9.0 4.3 2.3 4.9: 15.1 10.9 Old : 100.0: 32.7 53.4 12.5 2.1 12.8 8.6 4.6 9.0 4.3 2.3 4.9: 15.1 10.9 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 : 131: 42 49 13 6 15 19 11 14 10 15 24: Old : 131: 42 49 13 6 15 19 11 14 10 15 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 : 19.5 28.5 31.2 40.3 11.2 19.0 17.5 24.0 Old : 19.5 28.5 31.2 40.3 11.2 19.0 17.5 24.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, June 17, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 216,092: 67,385 113,673 28,968 4,602 25,879 19,749 10,738 20,496 8,829 4,631 12,199: 32,587 23,874 Old : 216,092: 67,385 113,673 28,968 4,602 25,879 19,749 10,738 20,496 8,829 4,631 12,199: 32,587 23,874 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 10, 2008 : : 1,658: 1,569 -1,263 -2,040 1,371 2,567 -1,165 114 644 43 -918 -1,411: 1,451 554 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.2 52.6 13.4 2.1 12.0 9.1 5.0 9.5 4.1 2.1 5.6: 15.1 11.0 Old : 100.0: 31.2 52.6 13.4 2.1 12.0 9.1 5.0 9.5 4.1 2.1 5.6: 15.1 11.0 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 : 132: 44 50 13 6 15 19 12 16 8 13 23: Old : 132: 44 50 13 6 15 19 12 16 8 13 23: 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 : 18.5 29.5 30.1 40.8 10.6 19.1 17.3 23.9 Old : 18.5 29.5 30.1 40.8 10.6 19.1 17.3 23.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, June 10, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 214,434: 65,816 114,936 31,008 3,231 23,312 20,914 10,624 19,852 8,786 5,549 13,610: 31,136 23,320 Old : 214,434: 65,816 114,936 31,008 3,231 23,312 20,914 10,624 19,852 8,786 5,549 13,610: 31,136 23,320 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 3, 2008 : : 4,220: 6,530 5,440 346 176 -1,368 -1,376 -1,920 2,464 -989 -155 -372: -1,015 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.7 53.6 14.5 1.5 10.9 9.8 5.0 9.3 4.1 2.6 6.3: 14.5 10.9 Old : 100.0: 30.7 53.6 14.5 1.5 10.9 9.8 5.0 9.3 4.1 2.6 6.3: 14.5 10.9 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 : 135: 44 51 14 5 15 21 11 16 9 13 23: Old : 135: 44 51 14 5 15 21 11 16 9 13 23: 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 : 18.0 28.2 29.5 39.0 11.0 19.1 17.9 23.5 Old : 18.0 28.2 29.5 39.0 11.0 19.1 17.9 23.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, June 3, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 210,214: 59,286 109,496 30,662 3,055 24,680 22,290 12,544 17,388 9,775 5,704 13,982: 32,151 23,365 Old : 210,214: 59,286 109,496 30,662 3,055 24,680 22,290 12,544 17,388 9,775 5,704 13,982: 32,151 23,365 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 27, 2008 : : -4,416: 1,614 -323 -4,296 -308 373 -1,570 310 -46 662 -429 582: -1,735 -4,575 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.2 52.1 14.6 1.5 11.7 10.6 6.0 8.3 4.7 2.7 6.7: 15.3 11.1 Old : 100.0: 28.2 52.1 14.6 1.5 11.7 10.6 6.0 8.3 4.7 2.7 6.7: 15.3 11.1 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 : 139: 41 48 14 5 15 24 13 14 12 11 23: Old : 139: 41 48 14 5 15 24 13 14 12 11 23: 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 : 17.7 28.8 29.6 39.4 11.0 19.4 18.2 24.0 Old : 17.7 28.8 29.6 39.4 11.0 19.4 18.2 24.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, May 27, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 214,630: 57,672 109,819 34,958 3,363 24,307 23,860 12,234 17,434 9,113 6,133 13,400: 33,886 27,940 Old : 214,630: 57,672 109,819 34,958 3,363 24,307 23,860 12,234 17,434 9,113 6,133 13,400: 33,886 27,940 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 20, 2008 : : -11,371: -1,668 -11,086 -4,503 -454 -29 -3,677 613 -1,594 1,889 1,041 -794: -995 932 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 51.2 16.3 1.6 11.3 11.1 5.7 8.1 4.2 2.9 6.2: 15.8 13.0 Old : 100.0: 26.9 51.2 16.3 1.6 11.3 11.1 5.7 8.1 4.2 2.9 6.2: 15.8 13.0 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 : 139: 42 47 16 5 17 25 13 15 12 12 23: Old : 139: 42 47 16 5 17 25 13 15 12 12 23: 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 : 19.2 28.5 30.8 38.7 10.0 18.4 17.9 23.3 Old : 19.2 28.5 30.8 38.7 10.0 18.4 17.9 23.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, May 20, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 226,001: 59,340 120,905 39,461 3,817 24,336 27,537 11,621 19,028 7,224 5,092 14,194: 34,881 27,008 Old : 226,001: 59,340 120,905 39,461 3,817 24,336 27,537 11,621 19,028 7,224 5,092 14,194: 34,881 27,008 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2008 : : -9,548: -7,880 -8,736 -1,893 513 397 -2,755 -2,096 1,079 -411 -424 -7: 1,922 -274 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.3 53.5 17.5 1.7 10.8 12.2 5.1 8.4 3.2 2.3 6.3: 15.4 12.0 Old : 100.0: 26.3 53.5 17.5 1.7 10.8 12.2 5.1 8.4 3.2 2.3 6.3: 15.4 12.0 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 : 141: 40 48 16 6 18 25 14 17 13 11 22: Old : 141: 40 48 16 6 18 25 14 17 13 11 22: 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 : 19.5 27.7 30.8 38.0 12.0 18.5 19.7 23.1 Old : 19.5 27.7 30.8 38.0 12.0 18.5 19.7 23.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, May 13, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 235,549: 67,220 129,641 41,354 3,304 23,939 30,292 13,717 17,949 7,635 5,516 14,201: 32,959 27,282 Old : 235,549: 67,220 129,641 41,354 3,304 23,939 30,292 13,717 17,949 7,635 5,516 14,201: 32,959 27,282 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 6, 2008 : : 8,287: 1,998 3,377 -1,754 99 3,683 -3,680 -4,808 3,374 462 595 1,797: 2,407 170 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.5 55.0 17.6 1.4 10.2 12.9 5.8 7.6 3.2 2.3 6.0: 14.0 11.6 Old : 100.0: 28.5 55.0 17.6 1.4 10.2 12.9 5.8 7.6 3.2 2.3 6.0: 14.0 11.6 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 : 148: 43 52 16 6 18 29 14 18 13 9 22: Old : 148: 43 52 16 6 18 29 14 18 13 9 22: 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 : 18.2 27.1 29.0 38.6 11.7 18.9 19.3 24.0 Old : 18.2 27.1 29.0 38.6 11.7 18.9 19.3 24.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, May 6, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 227,262: 65,222 126,264 43,108 3,205 20,256 33,972 18,525 14,575 7,173 4,921 12,404: 30,552 27,112 Old : 227,262: 65,222 126,264 43,108 3,205 20,256 33,972 18,525 14,575 7,173 4,921 12,404: 30,552 27,112 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 29, 2008 : : 699: 4,816 -745 -872 476 307 -1,661 3,972 -1,706 524 -811 -199: -510 -595 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.7 55.6 19.0 1.4 8.9 14.9 8.2 6.4 3.2 2.2 5.5: 13.4 11.9 Old : 100.0: 28.7 55.6 19.0 1.4 8.9 14.9 8.2 6.4 3.2 2.2 5.5: 13.4 11.9 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 : 145: 43 50 17 5 18 29 14 16 9 13 21: Old : 145: 43 50 17 5 18 29 14 16 9 13 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 : 17.6 26.3 28.0 38.0 12.7 19.0 20.6 26.4 Old : 17.6 26.3 28.0 38.0 12.7 19.0 20.6 26.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, April 29, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 226,563: 60,406 127,009 43,980 2,729 19,949 35,633 14,553 16,281 6,649 5,732 12,603: 31,062 27,707 Old : 226,563: 60,406 127,009 43,980 2,729 19,949 35,633 14,553 16,281 6,649 5,732 12,603: 31,062 27,707 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 22, 2008 : : -7,241: -3,694 -10,174 1,066 179 -2,641 -524 4,238 -695 219 849 -59: -913 1,062 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.7 56.1 19.4 1.2 8.8 15.7 6.4 7.2 2.9 2.5 5.6: 13.7 12.2 Old : 100.0: 26.7 56.1 19.4 1.2 8.8 15.7 6.4 7.2 2.9 2.5 5.6: 13.7 12.2 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 : 151: 44 55 17 5 18 32 13 14 9 14 22: Old : 151: 44 55 17 5 18 32 13 14 9 14 22: 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 : 17.7 24.6 27.7 36.0 12.6 17.1 19.5 24.2 Old : 17.7 24.6 27.7 36.0 12.6 17.1 19.5 24.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, April 22, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 233,804: 64,100 137,183 42,914 2,550 22,590 36,157 10,315 16,976 6,430 4,883 12,662: 31,975 26,645 Old : 233,804: 64,100 137,183 42,914 2,550 22,590 36,157 10,315 16,976 6,430 4,883 12,662: 31,975 26,645 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 15, 2008 : : 5,688: 707 1,576 696 318 1,323 -1,100 -367 1,187 -337 486 3,146: 66 -1,981 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.4 58.7 18.4 1.1 9.7 15.5 4.4 7.3 2.8 2.1 5.4: 13.7 11.4 Old : 100.0: 27.4 58.7 18.4 1.1 9.7 15.5 4.4 7.3 2.8 2.1 5.4: 13.7 11.4 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 : 152: 44 54 16 7 19 32 12 16 12 10 23: Old : 152: 44 54 16 7 19 32 12 16 12 10 23: 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 : 17.8 24.7 28.7 36.5 12.9 18.6 19.6 24.2 Old : 17.8 24.7 28.7 36.5 12.9 18.6 19.6 24.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, April 15, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 228,116: 63,393 135,607 42,218 2,232 21,267 37,257 10,682 15,789 6,767 4,397 9,516: 31,909 28,626 Old : 228,116: 63,393 135,607 42,218 2,232 21,267 37,257 10,682 15,789 6,767 4,397 9,516: 31,909 28,626 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 8, 2008 : : 3,208: -3,073 -2,135 2,382 -358 1,675 1,634 -20 1,685 -674 -1,457 231: -652 3,587 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.8 59.4 18.5 1.0 9.3 16.3 4.7 6.9 3.0 1.9 4.2: 14.0 12.5 Old : 100.0: 27.8 59.4 18.5 1.0 9.3 16.3 4.7 6.9 3.0 1.9 4.2: 14.0 12.5 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 : 150: 42 55 17 6 20 33 12 16 13 9 17: Old : 150: 42 55 17 6 20 33 12 16 13 9 17: 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 : 17.7 25.7 28.5 37.2 12.9 19.1 19.6 25.1 Old : 17.7 25.7 28.5 37.2 12.9 19.1 19.6 25.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, April 8, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 224,908: 66,466 137,742 39,836 2,590 19,592 35,623 10,702 14,104 7,441 5,854 9,285: 32,561 25,039 Old : 224,908: 66,466 137,742 39,836 2,590 19,592 35,623 10,702 14,104 7,441 5,854 9,285: 32,561 25,039 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 1, 2008 : : 4,205: -1,258 3,874 150 -213 -849 3,590 -1,115 -2,163 -154 976 3,453: 1,436 242 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.6 61.2 17.7 1.2 8.7 15.8 4.8 6.3 3.3 2.6 4.1: 14.5 11.1 Old : 100.0: 29.6 61.2 17.7 1.2 8.7 15.8 4.8 6.3 3.3 2.6 4.1: 14.5 11.1 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 : 152: 41 59 16 4 19 32 12 18 13 12 19: Old : 152: 41 59 16 4 19 32 12 18 13 12 19: 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 : 17.2 25.6 28.2 37.6 12.2 18.2 19.4 24.2 Old : 17.2 25.6 28.2 37.6 12.2 18.2 19.4 24.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, April 1, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 220,703: 67,724 133,868 39,686 2,803 20,441 32,033 11,817 16,267 7,595 4,878 5,832: 31,125 24,797 Old : 220,703: 67,724 133,868 39,686 2,803 20,441 32,033 11,817 16,267 7,595 4,878 5,832: 31,125 24,797 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 25, 2008 : : -3,376: -2,877 -2,143 -302 -371 -762 265 -1,352 895 -2,465 1,226 1,433: 437 -2,302 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.7 60.7 18.0 1.3 9.3 14.5 5.4 7.4 3.4 2.2 2.6: 14.1 11.2 Old : 100.0: 30.7 60.7 18.0 1.3 9.3 14.5 5.4 7.4 3.4 2.2 2.6: 14.1 11.2 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 : 152: 44 62 16 4 18 31 14 17 12 10 14: Old : 152: 44 62 16 4 18 31 14 17 12 10 14: 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 : 19.0 25.0 29.6 38.4 12.7 17.7 19.5 23.9 Old : 19.0 25.0 29.6 38.4 12.7 17.7 19.5 23.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, March 25, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 224,079: 70,601 136,011 39,988 3,174 21,203 31,768 13,169 15,372 10,060 3,652 4,399: 30,688 27,099 Old : 224,079: 70,601 136,011 39,988 3,174 21,203 31,768 13,169 15,372 10,060 3,652 4,399: 30,688 27,099 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 18, 2008 : : -3,421: 308 -1,134 2,014 -1,165 821 -4,825 -3,489 -526 1,675 864 -1,111: -1,777 2,319 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.5 60.7 17.8 1.4 9.5 14.2 5.9 6.9 4.5 1.6 2.0: 13.7 12.1 Old : 100.0: 31.5 60.7 17.8 1.4 9.5 14.2 5.9 6.9 4.5 1.6 2.0: 13.7 12.1 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 : 146: 48 59 18 4 20 29 14 16 14 6 13: Old : 146: 48 59 18 4 20 29 14 16 14 6 13: 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 : 18.1 25.2 29.8 39.0 12.1 16.3 19.2 23.0 Old : 18.1 25.2 29.8 39.0 12.1 16.3 19.2 23.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, March 18, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 227,500: 70,293 137,145 37,974 4,339 20,382 36,593 16,658 15,898 8,385 2,788 5,510: 32,465 24,780 Old : 227,500: 70,293 137,145 37,974 4,339 20,382 36,593 16,658 15,898 8,385 2,788 5,510: 32,465 24,780 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 11, 2008 : : -2,625: 3,602 1,513 172 -482 2,439 -4,692 -554 -4,372 853 -383 1,300: -1,927 -2,086 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.9 60.3 16.7 1.9 9.0 16.1 7.3 7.0 3.7 1.2 2.4: 14.3 10.9 Old : 100.0: 30.9 60.3 16.7 1.9 9.0 16.1 7.3 7.0 3.7 1.2 2.4: 14.3 10.9 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 : 148: 46 58 17 4 19 29 15 17 14 7 15: Old : 148: 46 58 17 4 19 29 15 17 14 7 15: 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 : 17.5 24.0 29.4 38.9 12.2 16.6 20.1 23.6 Old : 17.5 24.0 29.4 38.9 12.2 16.6 20.1 23.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, March 11, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 230,125: 66,691 135,632 37,802 4,821 17,943 41,285 17,212 20,270 7,532 3,171 4,210: 34,392 26,866 Old : 230,125: 66,691 135,632 37,802 4,821 17,943 41,285 17,212 20,270 7,532 3,171 4,210: 34,392 26,866 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 4, 2008 : : -6,891: -3,991 -6,652 -401 269 -1,785 -2,768 -1,594 2,076 -919 880 -1,107: 2,004 1,022 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 58.9 16.4 2.1 7.8 17.9 7.5 8.8 3.3 1.4 1.8: 14.9 11.7 Old : 100.0: 29.0 58.9 16.4 2.1 7.8 17.9 7.5 8.8 3.3 1.4 1.8: 14.9 11.7 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 : 144: 43 57 13 4 15 35 13 19 9 8 13: Old : 144: 43 57 13 4 15 35 13 19 9 8 13: 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 : 18.5 23.3 30.2 37.4 13.9 15.1 21.8 22.7 Old : 18.5 23.3 30.2 37.4 13.9 15.1 21.8 22.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, March 4, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 237,016: 70,682 142,284 38,203 4,552 19,728 44,053 18,806 18,194 8,451 2,291 5,317: 32,388 25,844 Old : 237,016: 70,682 142,284 38,203 4,552 19,728 44,053 18,806 18,194 8,451 2,291 5,317: 32,388 25,844 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 26, 2008 : : -3,264: -491 3,010 -1,150 -1,352 -1,970 877 -1,013 875 201 464 1,227: -2,833 -4,505 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.8 60.0 16.1 1.9 8.3 18.6 7.9 7.7 3.6 1.0 2.2: 13.7 10.9 Old : 100.0: 29.8 60.0 16.1 1.9 8.3 18.6 7.9 7.7 3.6 1.0 2.2: 13.7 10.9 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 : 141: 42 58 14 4 16 34 9 19 12 7 16: Old : 141: 42 58 14 4 16 34 9 19 12 7 16: 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 : 18.7 22.9 29.6 36.9 14.6 16.0 22.0 23.6 Old : 18.7 22.9 29.6 36.9 14.6 16.0 22.0 23.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, February 26, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 240,280: 71,173 139,274 39,353 5,904 21,698 43,176 19,819 17,319 8,250 1,827 4,090: 35,221 30,349 Old : 240,280: 71,173 139,274 39,353 5,904 21,698 43,176 19,819 17,319 8,250 1,827 4,090: 35,221 30,349 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 19, 2008 : : 6,067: 496 5,018 2,033 764 1,346 3,883 1,469 -1,440 148 -484 -2,525: 2,126 1,919 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.6 58.0 16.4 2.5 9.0 18.0 8.2 7.2 3.4 0.8 1.7: 14.7 12.6 Old : 100.0: 29.6 58.0 16.4 2.5 9.0 18.0 8.2 7.2 3.4 0.8 1.7: 14.7 12.6 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 : 144: 45 58 14 7 20 35 9 16 13 6 15: Old : 144: 45 58 14 7 20 35 9 16 13 6 15: 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 : 18.5 22.7 29.4 35.6 14.2 15.9 20.8 22.8 Old : 18.5 22.7 29.4 35.6 14.2 15.9 20.8 22.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, February 19, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 234,213: 70,677 134,256 37,320 5,140 20,352 39,293 18,350 18,759 8,102 2,311 6,615: 33,095 28,430 Old : 234,213: 70,677 134,256 37,320 5,140 20,352 39,293 18,350 18,759 8,102 2,311 6,615: 33,095 28,430 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 12, 2008 : : 17,080: 4,204 12,770 -4,102 -60 1,989 10,713 -384 2,138 1,113 -389 1,035: -10 -19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.2 57.3 15.9 2.2 8.7 16.8 7.8 8.0 3.5 1.0 2.8: 14.1 12.1 Old : 100.0: 30.2 57.3 15.9 2.2 8.7 16.8 7.8 8.0 3.5 1.0 2.8: 14.1 12.1 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 : 151: 47 60 14 5 17 35 8 17 14 10 19: Old : 151: 47 60 14 5 17 35 8 17 14 10 19: 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 : 18.8 23.9 29.9 35.4 14.2 15.2 20.4 22.4 Old : 18.8 23.9 29.9 35.4 14.2 15.2 20.4 22.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, February 12, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 217,133: 66,473 121,486 41,422 5,200 18,363 28,580 18,734 16,621 6,989 2,700 5,580: 33,105 28,449 Old : 217,133: 66,473 121,486 41,422 5,200 18,363 28,580 18,734 16,621 6,989 2,700 5,580: 33,105 28,449 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2008 : : 28,297: 12,875 13,802 -4,667 837 3,827 6,480 3,865 3,184 359 395 880: 5,359 1,507 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.6 56.0 19.1 2.4 8.5 13.2 8.6 7.7 3.2 1.2 2.6: 15.2 13.1 Old : 100.0: 30.6 56.0 19.1 2.4 8.5 13.2 8.6 7.7 3.2 1.2 2.6: 15.2 13.1 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 : 140: 49 60 14 5 17 29 8 19 10 10 17: Old : 140: 49 60 14 5 17 29 8 19 10 10 17: 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 : 20.5 21.5 31.5 33.6 16.0 14.4 22.9 21.6 Old : 20.5 21.5 31.5 33.6 16.0 14.4 22.9 21.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, February 5, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 188,836: 53,598 107,684 46,089 4,363 14,536 22,100 14,869 13,437 6,630 2,305 4,700: 27,746 26,942 Old : 188,836: 53,598 107,684 46,089 4,363 14,536 22,100 14,869 13,437 6,630 2,305 4,700: 27,746 26,942 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2008 : : -8,385: -486 -4,743 3,492 153 -1,593 -1,846 4,385 -2,715 -1,975 643 -2,639: -623 -1,876 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.4 57.0 24.4 2.3 7.7 11.7 7.9 7.1 3.5 1.2 2.5: 14.7 14.3 Old : 100.0: 28.4 57.0 24.4 2.3 7.7 11.7 7.9 7.1 3.5 1.2 2.5: 14.7 14.3 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 : 134: 48 58 14 5 17 26 8 14 8 11 17: Old : 134: 48 58 14 5 17 26 8 14 8 11 17: 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 : 23.7 18.8 34.4 30.6 19.7 12.8 28.1 21.1 Old : 23.7 18.8 34.4 30.6 19.7 12.8 28.1 21.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, January 29, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 197,221: 54,084 112,427 42,597 4,210 16,129 23,946 10,484 16,152 8,605 1,662 7,339: 28,369 28,818 Old : 197,221: 54,084 112,427 42,597 4,210 16,129 23,946 10,484 16,152 8,605 1,662 7,339: 28,369 28,818 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2008 : : -3,443: -1,825 -5,495 -2,078 242 176 3,121 3,010 -4,891 -1,217 -41 2,475: 796 1,081 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.4 57.0 21.6 2.1 8.2 12.1 5.3 8.2 4.4 0.8 3.7: 14.4 14.6 Old : 100.0: 27.4 57.0 21.6 2.1 8.2 12.1 5.3 8.2 4.4 0.8 3.7: 14.4 14.6 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 : 139: 52 59 12 5 16 28 9 17 12 9 19: Old : 139: 52 59 12 5 16 28 9 17 12 9 19: 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 : 21.6 16.6 31.8 28.0 18.8 11.7 25.8 18.3 Old : 21.6 16.6 31.8 28.0 18.8 11.7 25.8 18.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, January 22, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 200,664: 55,909 117,922 44,675 3,968 15,953 20,825 7,474 21,043 9,822 1,703 4,864: 27,573 27,737 Old : 200,664: 55,909 117,922 44,675 3,968 15,953 20,825 7,474 21,043 9,822 1,703 4,864: 27,573 27,737 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 15, 2008 : : -8,995: -5,197 -11,222 2,463 39 -669 -4,150 1,688 2,333 998 -144 -1,886: -2,887 866 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.9 58.8 22.3 2.0 8.0 10.4 3.7 10.5 4.9 0.8 2.4: 13.7 13.8 Old : 100.0: 27.9 58.8 22.3 2.0 8.0 10.4 3.7 10.5 4.9 0.8 2.4: 13.7 13.8 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 : 139: 53 59 12 5 14 26 9 18 14 9 18: Old : 139: 53 59 12 5 14 26 9 18 14 9 18: 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 : 21.2 17.5 33.3 28.7 18.1 11.3 25.2 19.0 Old : 21.2 17.5 33.3 28.7 18.1 11.3 25.2 19.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, January 15, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 209,659: 61,106 129,144 42,212 3,929 16,622 24,975 5,786 18,710 8,824 1,847 6,750: 30,460 26,871 Old : 209,659: 61,106 129,144 42,212 3,929 16,622 24,975 5,786 18,710 8,824 1,847 6,750: 30,460 26,871 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 8, 2008 : : 1,963: 6,996 3,719 894 -843 316 -6,697 -1,698 1,058 -1,313 -8 -347: 1,056 -234 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.1 61.6 20.1 1.9 7.9 11.9 2.8 8.9 4.2 0.9 3.2: 14.5 12.8 Old : 100.0: 29.1 61.6 20.1 1.9 7.9 11.9 2.8 8.9 4.2 0.9 3.2: 14.5 12.8 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 : 144: 53 61 13 4 12 29 7 17 14 11 18: Old : 144: 53 61 13 4 12 29 7 17 14 11 18: 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 : 21.3 19.3 33.9 31.4 16.1 11.3 22.7 18.5 Old : 21.3 19.3 33.9 31.4 16.1 11.3 22.7 18.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, January 8, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 207,696: 54,110 125,425 41,318 4,772 16,306 31,672 7,484 17,652 10,137 1,855 7,097: 29,404 27,105 Old : 207,696: 54,110 125,425 41,318 4,772 16,306 31,672 7,484 17,652 10,137 1,855 7,097: 29,404 27,105 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2007 : : 3,493: 3,464 1,307 -1,945 550 40 -2,219 -45 -411 715 -1,360 469: 3,380 2,943 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.1 60.4 19.9 2.3 7.9 15.2 3.6 8.5 4.9 0.9 3.4: 14.2 13.1 Old : 100.0: 26.1 60.4 19.9 2.3 7.9 15.2 3.6 8.5 4.9 0.9 3.4: 14.2 13.1 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 : 143: 46 61 13 7 15 25 9 15 15 10 19: Old : 143: 46 61 13 7 15 25 9 15 15 10 19: 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 : 21.6 19.6 32.2 31.0 16.7 12.1 25.0 19.4 Old : 21.6 19.6 32.2 31.0 16.7 12.1 25.0 19.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, December 31, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 204,203: 50,646 124,118 43,263 4,222 16,266 33,891 7,529 18,063 9,422 3,215 6,628: 26,024 24,162 Old : 204,203: 50,646 124,118 43,263 4,222 16,266 33,891 7,529 18,063 9,422 3,215 6,628: 26,024 24,162 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2007 : : -10,645: -10,934 -1,157 1,158 -790 -2,040 5,775 -74 -1,674 1,096 77 -1,347: -2,679 -3,640 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.8 60.8 21.2 2.1 8.0 16.6 3.7 8.8 4.6 1.6 3.2: 12.7 11.8 Old : 100.0: 24.8 60.8 21.2 2.1 8.0 16.6 3.7 8.8 4.6 1.6 3.2: 12.7 11.8 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 : 151: 49 64 14 6 16 27 11 17 11 13 20: Old : 151: 49 64 14 6 16 27 11 17 11 13 20: 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 : 23.2 20.1 34.9 31.2 17.8 12.7 25.7 19.7 Old : 23.2 20.1 34.9 31.2 17.8 12.7 25.7 19.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, December 24, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 214,848: 61,580 125,275 42,105 5,012 18,306 28,116 7,603 19,737 8,326 3,138 7,975: 28,703 27,802 Old : 214,848: 61,580 125,275 42,105 5,012 18,306 28,116 7,603 19,737 8,326 3,138 7,975: 28,703 27,802 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 18, 2007 : : 2,636: 4,475 6,059 -973 1,565 -288 1,389 -495 -873 170 -599 -475: -789 -2,258 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.7 58.3 19.6 2.3 8.5 13.1 3.5 9.2 3.9 1.5 3.7: 13.4 12.9 Old : 100.0: 28.7 58.3 19.6 2.3 8.5 13.1 3.5 9.2 3.9 1.5 3.7: 13.4 12.9 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 : 149: 50 62 13 8 18 27 12 17 10 12 20: Old : 149: 50 62 13 8 18 27 12 17 10 12 20: 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 : 22.6 20.1 33.9 31.2 16.1 12.6 23.4 19.0 Old : 22.6 20.1 33.9 31.2 16.1 12.6 23.4 19.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, December 18, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 212,212: 57,105 119,216 43,078 3,447 18,594 26,727 8,098 20,610 8,156 3,737 8,450: 29,492 30,060 Old : 212,212: 57,105 119,216 43,078 3,447 18,594 26,727 8,098 20,610 8,156 3,737 8,450: 29,492 30,060 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2007 : : 8,970: 7,069 4,896 -2,542 -393 104 2,027 -1,308 652 -290 -577 1,245: 705 4,351 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 56.2 20.3 1.6 8.8 12.6 3.8 9.7 3.8 1.8 4.0: 13.9 14.2 Old : 100.0: 26.9 56.2 20.3 1.6 8.8 12.6 3.8 9.7 3.8 1.8 4.0: 13.9 14.2 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 : 145: 45 58 13 6 16 27 13 20 11 13 21: Old : 145: 45 58 13 6 16 27 13 20 11 13 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 : 21.9 19.0 33.9 29.4 17.1 13.0 24.4 19.1 Old : 21.9 19.0 33.9 29.4 17.1 13.0 24.4 19.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, December 11, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 203,242: 50,036 114,320 45,620 3,840 18,490 24,700 9,406 19,958 8,446 4,314 7,205: 28,787 25,709 Old : 203,242: 50,036 114,320 45,620 3,840 18,490 24,700 9,406 19,958 8,446 4,314 7,205: 28,787 25,709 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2007 : : -682: -2,400 -5,819 -683 1,275 -54 2,402 864 2,183 -34 -536 240: -2,336 1,165 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 56.2 22.4 1.9 9.1 12.2 4.6 9.8 4.2 2.1 3.5: 14.2 12.6 Old : 100.0: 24.6 56.2 22.4 1.9 9.1 12.2 4.6 9.8 4.2 2.1 3.5: 14.2 12.6 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 : 148: 47 59 13 7 16 27 10 17 12 16 23: Old : 148: 47 59 13 7 16 27 10 17 12 16 23: 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 : 24.2 19.8 36.9 30.2 18.8 14.4 26.1 21.1 Old : 24.2 19.8 36.9 30.2 18.8 14.4 26.1 21.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, December 4, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 203,924: 52,436 120,139 46,303 2,565 18,544 22,298 8,542 17,775 8,480 4,850 6,965: 31,123 24,544 Old : 203,924: 52,436 120,139 46,303 2,565 18,544 22,298 8,542 17,775 8,480 4,850 6,965: 31,123 24,544 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2007 : : -24,751: -6,259 -14,025 -1,520 -1,113 -3,075 -9,604 -2,505 34 523 -1,508 -1,694: -3,156 -865 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.7 58.9 22.7 1.3 9.1 10.9 4.2 8.7 4.2 2.4 3.4: 15.3 12.0 Old : 100.0: 25.7 58.9 22.7 1.3 9.1 10.9 4.2 8.7 4.2 2.4 3.4: 15.3 12.0 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 : 148: 52 62 14 5 15 26 9 14 12 14 21: Old : 148: 52 62 14 5 15 26 9 14 12 14 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 : 23.6 20.0 36.2 31.0 18.4 14.9 26.1 22.5 Old : 23.6 20.0 36.2 31.0 18.4 14.9 26.1 22.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 228,675: 58,695 134,164 47,823 3,678 21,619 31,902 11,047 17,741 7,957 6,358 8,659: 34,279 25,409 Old : 228,675: 58,695 134,164 47,823 3,678 21,619 31,902 11,047 17,741 7,957 6,358 8,659: 34,279 25,409 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : 36: 5,440 2,993 -1,793 205 -1,494 -564 -1,625 -575 -1,050 452 -629: 701 709 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.7 58.7 20.9 1.6 9.5 14.0 4.8 7.8 3.5 2.8 3.8: 15.0 11.1 Old : 100.0: 25.7 58.7 20.9 1.6 9.5 14.0 4.8 7.8 3.5 2.8 3.8: 15.0 11.1 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 : 153: 52 61 15 8 19 31 7 12 8 19 21: Old : 153: 52 61 15 8 19 31 7 12 8 19 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 : 19.2 19.2 31.3 30.0 15.8 12.9 23.7 19.9 Old : 19.2 19.2 31.3 30.0 15.8 12.9 23.7 19.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, November 20, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 228,639: 53,255 131,171 49,616 3,473 23,113 32,466 12,672 18,316 9,007 5,906 9,288: 33,578 24,700 Old : 228,639: 53,255 131,171 49,616 3,473 23,113 32,466 12,672 18,316 9,007 5,906 9,288: 33,578 24,700 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 13, 2007 : : 6,025: 1,440 -469 -2,130 278 2,457 1,417 -1,029 2,513 -514 55 1,064: -222 1,156 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.3 57.4 21.7 1.5 10.1 14.2 5.5 8.0 3.9 2.6 4.1: 14.7 10.8 Old : 100.0: 23.3 57.4 21.7 1.5 10.1 14.2 5.5 8.0 3.9 2.6 4.1: 14.7 10.8 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 : 152: 54 61 15 7 18 32 6 16 12 16 23: Old : 152: 54 61 15 7 18 32 6 16 12 16 23: 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 : 20.9 18.0 32.2 28.4 16.7 13.4 24.8 20.7 Old : 20.9 18.0 32.2 28.4 16.7 13.4 24.8 20.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, November 13, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 222,614: 51,815 131,640 51,746 3,195 20,656 31,049 13,701 15,803 9,521 5,851 8,224: 33,800 23,544 Old : 222,614: 51,815 131,640 51,746 3,195 20,656 31,049 13,701 15,803 9,521 5,851 8,224: 33,800 23,544 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2007 : : -522: 3,257 1,334 528 -795 491 -634 1,061 -2,016 196 -1,288 1,124: -3,468 -433 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.3 59.1 23.2 1.4 9.3 13.9 6.2 7.1 4.3 2.6 3.7: 15.2 10.6 Old : 100.0: 23.3 59.1 23.2 1.4 9.3 13.9 6.2 7.1 4.3 2.6 3.7: 15.2 10.6 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 : 150: 51 60 14 6 17 30 8 13 14 14 22: Old : 150: 51 60 14 6 17 30 8 13 14 14 22: 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 : 21.2 19.8 32.2 31.3 17.0 14.6 26.0 22.1 Old : 21.2 19.8 32.2 31.3 17.0 14.6 26.0 22.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, November 6, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 223,136: 48,558 130,306 51,218 3,990 20,165 31,683 12,640 17,819 9,325 7,139 7,100: 37,268 23,977 Old : 223,136: 48,558 130,306 51,218 3,990 20,165 31,683 12,640 17,819 9,325 7,139 7,100: 37,268 23,977 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 30, 2007 : : -12,593: -1,583 -11,534 -2,539 1,458 -383 -8,369 1,142 -1,778 770 475 -769: 2,058 -1,204 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 58.4 23.0 1.8 9.0 14.2 5.7 8.0 4.2 3.2 3.2: 16.7 10.7 Old : 100.0: 21.8 58.4 23.0 1.8 9.0 14.2 5.7 8.0 4.2 3.2 3.2: 16.7 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 : 149: 43 55 14 6 16 29 8 14 14 15 22: Old : 149: 43 55 14 6 16 29 8 14 14 15 22: 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 : 21.5 18.6 33.5 29.9 17.7 14.9 27.1 22.5 Old : 21.5 18.6 33.5 29.9 17.7 14.9 27.1 22.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, October 30, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 235,729: 50,141 141,840 53,757 2,532 20,548 40,052 11,498 19,597 8,555 6,664 7,869: 35,210 25,181 Old : 235,729: 50,141 141,840 53,757 2,532 20,548 40,052 11,498 19,597 8,555 6,664 7,869: 35,210 25,181 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 23, 2007 : : -1,631: 2,724 -1,564 729 -287 -505 -2,324 2,283 172 -16 130 -462: -1,949 -1,398 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.3 60.2 22.8 1.1 8.7 17.0 4.9 8.3 3.6 2.8 3.3: 14.9 10.7 Old : 100.0: 21.3 60.2 22.8 1.1 8.7 17.0 4.9 8.3 3.6 2.8 3.3: 14.9 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 : 148: 47 55 15 4 15 31 10 13 13 15 23: Old : 148: 47 55 15 4 15 31 10 13 13 15 23: 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 : 21.3 20.8 33.5 32.2 17.8 17.0 26.8 24.3 Old : 21.3 20.8 33.5 32.2 17.8 17.0 26.8 24.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, October 23, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 237,360: 47,417 143,404 53,028 2,819 21,053 42,376 9,215 19,425 8,571 6,534 8,331: 37,159 26,579 Old : 237,360: 47,417 143,404 53,028 2,819 21,053 42,376 9,215 19,425 8,571 6,534 8,331: 37,159 26,579 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 16, 2007 : : -982: -1,659 -3,065 -1,191 176 1,513 479 693 427 678 193 -223: -1,006 -696 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.0 60.4 22.3 1.2 8.9 17.9 3.9 8.2 3.6 2.8 3.5: 15.7 11.2 Old : 100.0: 20.0 60.4 22.3 1.2 8.9 17.9 3.9 8.2 3.6 2.8 3.5: 15.7 11.2 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 : 149: 44 55 15 4 15 33 9 15 13 15 23: Old : 149: 44 55 15 4 15 33 9 15 13 15 23: 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 : 20.4 22.5 32.2 32.8 17.0 18.2 25.7 25.5 Old : 20.4 22.5 32.2 32.8 17.0 18.2 25.7 25.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, October 16, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 238,342: 49,076 146,469 54,219 2,643 19,540 41,897 8,522 18,998 7,893 6,341 8,554: 38,165 27,275 Old : 238,342: 49,076 146,469 54,219 2,643 19,540 41,897 8,522 18,998 7,893 6,341 8,554: 38,165 27,275 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 9, 2007 : : 18,407: 4,369 13,427 -967 34 -372 9,417 1,182 2,158 -1,520 -1,437 2,885: 2,437 530 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.6 61.5 22.7 1.1 8.2 17.6 3.6 8.0 3.3 2.7 3.6: 16.0 11.4 Old : 100.0: 20.6 61.5 22.7 1.1 8.2 17.6 3.6 8.0 3.3 2.7 3.6: 16.0 11.4 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 : 149: 41 54 14 4 14 33 9 17 14 15 25: Old : 149: 41 54 14 4 14 33 9 17 14 15 25: 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 : 20.6 23.2 32.8 33.5 16.9 17.7 25.7 24.9 Old : 20.6 23.2 32.8 33.5 16.9 17.7 25.7 24.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, October 9, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 219,935: 44,707 133,042 55,186 2,609 19,912 32,480 7,340 16,840 9,413 7,778 5,669: 35,728 26,745 Old : 219,935: 44,707 133,042 55,186 2,609 19,912 32,480 7,340 16,840 9,413 7,778 5,669: 35,728 26,745 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 2, 2007 : : -5,492: -2,413 -4,723 1,218 -60 -3,058 -623 821 -219 179 351 -218: -358 1,614 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.3 60.5 25.1 1.2 9.1 14.8 3.3 7.7 4.3 3.5 2.6: 16.2 12.2 Old : 100.0: 20.3 60.5 25.1 1.2 9.1 14.8 3.3 7.7 4.3 3.5 2.6: 16.2 12.2 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 : 143: 36 51 15 4 15 30 8 14 16 16 23: Old : 143: 36 51 15 4 15 30 8 14 16 16 23: 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 22.9 32.6 33.4 17.0 18.1 25.5 25.1 Old : 22.1 22.9 32.6 33.4 17.0 18.1 25.5 25.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, October 2, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 225,427: 47,120 137,765 53,968 2,669 22,970 33,103 6,519 17,059 9,234 7,427 5,887: 36,086 25,131 Old : 225,427: 47,120 137,765 53,968 2,669 22,970 33,103 6,519 17,059 9,234 7,427 5,887: 36,086 25,131 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 25, 2007 : : -16,272: -6,670 -10,741 3,700 29 -3,515 -8,887 121 1,744 -429 -1,254 -813: -1,402 -1,843 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.9 61.1 23.9 1.2 10.2 14.7 2.9 7.6 4.1 3.3 2.6: 16.0 11.1 Old : 100.0: 20.9 61.1 23.9 1.2 10.2 14.7 2.9 7.6 4.1 3.3 2.6: 16.0 11.1 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 : 147: 37 52 15 5 16 33 8 14 16 13 24: Old : 147: 37 52 15 5 16 33 8 14 16 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 : 21.5 24.3 32.9 34.2 16.2 18.6 24.7 25.7 Old : 21.5 24.3 32.9 34.2 16.2 18.6 24.7 25.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, September 25, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 241,699: 53,790 148,506 50,268 2,640 26,485 41,990 6,398 15,315 9,663 8,681 6,700: 37,488 26,974 Old : 241,699: 53,790 148,506 50,268 2,640 26,485 41,990 6,398 15,315 9,663 8,681 6,700: 37,488 26,974 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2007 : : 1,810: 2,082 -664 -273 -403 3,689 -2,666 -65 -77 1,001 -870 -1,306: -640 1,506 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.3 61.4 20.8 1.1 11.0 17.4 2.6 6.3 4.0 3.6 2.8: 15.5 11.2 Old : 100.0: 22.3 61.4 20.8 1.1 11.0 17.4 2.6 6.3 4.0 3.6 2.8: 15.5 11.2 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 : 151: 47 54 14 6 16 36 8 14 16 13 21: Old : 151: 47 54 14 6 16 36 8 14 16 13 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 : 20.1 23.9 31.6 34.8 15.2 18.2 23.7 25.4 Old : 20.1 23.9 31.6 34.8 15.2 18.2 23.7 25.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, September 18, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 239,889: 51,708 149,170 50,541 3,043 22,796 44,656 6,463 15,392 8,662 9,551 8,006: 38,128 25,468 Old : 239,889: 51,708 149,170 50,541 3,043 22,796 44,656 6,463 15,392 8,662 9,551 8,006: 38,128 25,468 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2007 : : 8,226: -1,465 2,546 -1,347 396 -1,013 6,275 -221 6,202 -408 364 -1,289: 1,271 1,241 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 62.2 21.1 1.3 9.5 18.6 2.7 6.4 3.6 4.0 3.3: 15.9 10.6 Old : 100.0: 21.6 62.2 21.1 1.3 9.5 18.6 2.7 6.4 3.6 4.0 3.3: 15.9 10.6 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 : 153: 47 53 15 5 16 38 8 14 11 17 21: Old : 153: 47 53 15 5 16 38 8 14 11 17 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 : 20.2 23.7 31.3 34.6 16.6 19.2 25.2 26.3 Old : 20.2 23.7 31.3 34.6 16.6 19.2 25.2 26.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, September 11, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 231,663: 53,173 146,624 51,888 2,647 23,809 38,381 6,684 9,190 9,070 9,187 9,295: 36,857 24,227 Old : 231,663: 53,173 146,624 51,888 2,647 23,809 38,381 6,684 9,190 9,070 9,187 9,295: 36,857 24,227 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 4, 2007 : : 8,599: 361 7,790 -2,144 303 219 7,835 -150 -1,028 -912 1,476 473: 3,795 -484 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.0 63.3 22.4 1.1 10.3 16.6 2.9 4.0 3.9 4.0 4.0: 15.9 10.5 Old : 100.0: 23.0 63.3 22.4 1.1 10.3 16.6 2.9 4.0 3.9 4.0 4.0: 15.9 10.5 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 : 152: 48 54 18 4 18 33 9 13 14 16 25: Old : 152: 48 54 18 4 18 33 9 13 14 16 25: 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 : 20.2 23.6 31.9 34.5 16.4 17.8 25.3 26.0 Old : 20.2 23.6 31.9 34.5 16.4 17.8 25.3 26.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, September 4, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 223,064: 52,812 138,834 54,032 2,344 23,590 30,546 6,834 10,218 9,982 7,711 8,822: 33,062 24,711 Old : 223,064: 52,812 138,834 54,032 2,344 23,590 30,546 6,834 10,218 9,982 7,711 8,822: 33,062 24,711 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 28, 2007 : : 5,064: -1,189 8,746 -1,379 -1,156 -872 6,553 -920 -1,740 1,662 1,981 2,088: -59 -3,063 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.7 62.2 24.2 1.1 10.6 13.7 3.1 4.6 4.5 3.5 4.0: 14.8 11.1 Old : 100.0: 23.7 62.2 24.2 1.1 10.6 13.7 3.1 4.6 4.5 3.5 4.0: 14.8 11.1 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 : 142: 46 52 18 . 17 25 9 12 16 13 23: Old : 142: 46 52 18 . 17 25 9 12 16 13 23: 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 : 21.3 20.9 33.1 32.8 16.4 15.7 25.8 25.0 Old : 21.3 20.9 33.1 32.8 16.4 15.7 25.8 25.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, August 28, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 218,000: 54,001 130,088 55,411 3,500 24,462 23,993 7,754 11,958 8,320 5,730 6,734: 33,121 27,774 Old : 218,000: 54,001 130,088 55,411 3,500 24,462 23,993 7,754 11,958 8,320 5,730 6,734: 33,121 27,774 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 21, 2007 : : 2,140: -2,614 7,069 -849 -247 94 7,708 -5,794 -2,162 -2,685 652 1,357: 1,291 1,171 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.8 59.7 25.4 1.6 11.2 11.0 3.6 5.5 3.8 2.6 3.1: 15.2 12.7 Old : 100.0: 24.8 59.7 25.4 1.6 11.2 11.0 3.6 5.5 3.8 2.6 3.1: 15.2 12.7 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 : 136: 47 51 17 5 18 21 11 12 11 11 18: Old : 136: 47 51 17 5 18 21 11 12 11 11 18: 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 : 22.4 19.2 34.4 31.6 17.4 14.5 26.5 23.2 Old : 22.4 19.2 34.4 31.6 17.4 14.5 26.5 23.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, August 21, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 215,860: 56,615 123,019 56,260 3,747 24,368 16,285 13,548 14,120 11,005 5,078 5,377: 31,830 26,603 Old : 215,860: 56,615 123,019 56,260 3,747 24,368 16,285 13,548 14,120 11,005 5,078 5,377: 31,830 26,603 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2007 : : -1,965: -1,471 -2,726 -559 263 1,318 737 -792 -1,301 57 6 -705: -41 1,972 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.2 57.0 26.1 1.7 11.3 7.5 6.3 6.5 5.1 2.4 2.5: 14.7 12.3 Old : 100.0: 26.2 57.0 26.1 1.7 11.3 7.5 6.3 6.5 5.1 2.4 2.5: 14.7 12.3 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 : 144: 50 52 17 5 18 20 15 14 15 8 19: Old : 144: 50 52 17 5 18 20 15 14 15 8 19: 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 : 22.9 17.2 35.6 28.9 17.1 12.4 26.5 20.1 Old : 22.9 17.2 35.6 28.9 17.1 12.4 26.5 20.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, August 14, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 217,825: 58,086 125,745 56,819 3,484 23,050 15,548 14,340 15,421 10,948 5,072 6,082: 31,871 24,631 Old : 217,825: 58,086 125,745 56,819 3,484 23,050 15,548 14,340 15,421 10,948 5,072 6,082: 31,871 24,631 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 7, 2007 : : -515: 1,647 7,018 898 239 -651 -2,202 -4,062 -1,203 13 -1,456 3,339: -2,356 -3,739 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.7 57.7 26.1 1.6 10.6 7.1 6.6 7.1 5.0 2.3 2.8: 14.6 11.3 Old : 100.0: 26.7 57.7 26.1 1.6 10.6 7.1 6.6 7.1 5.0 2.3 2.8: 14.6 11.3 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 : 143: 49 55 17 5 18 20 15 15 15 8 18: Old : 143: 49 55 17 5 18 20 15 15 15 8 18: 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 : 23.4 18.7 35.9 30.5 16.8 12.6 26.1 19.5 Old : 23.4 18.7 35.9 30.5 16.8 12.6 26.1 19.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, August 7, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 218,340: 56,439 118,727 55,921 3,245 23,701 17,750 18,402 16,624 10,935 6,528 2,743: 34,227 28,370 Old : 218,340: 56,439 118,727 55,921 3,245 23,701 17,750 18,402 16,624 10,935 6,528 2,743: 34,227 28,370 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 31, 2007 : : -14,869: 3,117 -16,833 2,082 867 -698 -14,546 4,545 -7,052 1,692 -1,428 -780: 1,316 6,510 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.8 54.4 25.6 1.5 10.9 8.1 8.4 7.6 5.0 3.0 1.3: 15.7 13.0 Old : 100.0: 25.8 54.4 25.6 1.5 10.9 8.1 8.4 7.6 5.0 3.0 1.3: 15.7 13.0 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 : 138: 45 53 17 5 18 21 17 13 12 8 14: Old : 138: 45 53 17 5 18 21 17 13 12 8 14: 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 : 23.3 16.9 35.0 29.3 16.7 12.0 25.9 18.8 Old : 23.3 16.9 35.0 29.3 16.7 12.0 25.9 18.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, July 31, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 233,209: 53,322 135,560 53,839 2,378 24,399 32,296 13,857 23,676 9,243 7,956 3,523: 32,911 21,860 Old : 233,209: 53,322 135,560 53,839 2,378 24,399 32,296 13,857 23,676 9,243 7,956 3,523: 32,911 21,860 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2007 : : -5,853: -4,541 -1,533 539 453 1,341 4,114 -1,346 -1,662 -388 225 -616: -4,640 -2,715 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.9 58.1 23.1 1.0 10.5 13.8 5.9 10.2 4.0 3.4 1.5: 14.1 9.4 Old : 100.0: 22.9 58.1 23.1 1.0 10.5 13.8 5.9 10.2 4.0 3.4 1.5: 14.1 9.4 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 : 156: 46 62 16 5 17 32 13 16 12 10 14: Old : 156: 46 62 16 5 17 32 13 16 12 10 14: 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 : 21.0 18.6 33.3 31.5 14.8 12.5 23.5 21.1 Old : 21.0 18.6 33.3 31.5 14.8 12.5 23.5 21.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, July 24, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 239,062: 57,863 137,093 53,300 1,925 23,058 28,182 15,203 25,338 9,631 7,731 4,139: 37,551 24,575 Old : 239,062: 57,863 137,093 53,300 1,925 23,058 28,182 15,203 25,338 9,631 7,731 4,139: 37,551 24,575 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 17, 2007 : : 613: 1,877 -3,665 -144 -269 2,218 -5,737 2,577 -334 -218 -890 -483: 3,434 1,459 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 57.3 22.3 0.8 9.6 11.8 6.4 10.6 4.0 3.2 1.7: 15.7 10.3 Old : 100.0: 24.2 57.3 22.3 0.8 9.6 11.8 6.4 10.6 4.0 3.2 1.7: 15.7 10.3 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 : 144: 43 56 15 . 15 31 14 14 12 8 15: Old : 144: 43 56 15 . 15 31 14 14 12 8 15: 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 : 20.6 18.5 32.5 30.5 14.4 11.3 22.3 19.1 Old : 20.6 18.5 32.5 30.5 14.4 11.3 22.3 19.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, July 17, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 238,449: 55,986 140,758 53,444 2,194 20,840 33,919 12,626 25,672 9,849 8,621 4,622: 34,117 23,116 Old : 238,449: 55,986 140,758 53,444 2,194 20,840 33,919 12,626 25,672 9,849 8,621 4,622: 34,117 23,116 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 10, 2007 : : -820: 4,791 -5,009 -1,360 -29 -553 -6,171 3,188 1,592 286 -781 1,210: -615 -438 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.5 59.0 22.4 0.9 8.7 14.2 5.3 10.8 4.1 3.6 1.9: 14.3 9.7 Old : 100.0: 23.5 59.0 22.4 0.9 8.7 14.2 5.3 10.8 4.1 3.6 1.9: 14.3 9.7 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 : 147: 42 53 16 4 16 34 14 15 12 10 16: Old : 147: 42 53 16 4 16 34 14 15 12 10 16: 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 : 21.0 20.2 32.0 31.9 14.5 12.5 22.4 20.8 Old : 21.0 20.2 32.0 31.9 14.5 12.5 22.4 20.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, July 10, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 239,269: 51,195 145,767 54,804 2,223 21,393 40,090 9,438 24,080 9,563 9,402 3,412: 34,732 23,554 Old : 239,269: 51,195 145,767 54,804 2,223 21,393 40,090 9,438 24,080 9,563 9,402 3,412: 34,732 23,554 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2007 : : 3,733: 2,407 11,701 -96 -162 -806 5,929 -2,360 -2,032 228 199 -711: -1,186 -2,096 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.4 60.9 22.9 0.9 8.9 16.8 3.9 10.1 4.0 3.9 1.4: 14.5 9.8 Old : 100.0: 21.4 60.9 22.9 0.9 8.9 16.8 3.9 10.1 4.0 3.9 1.4: 14.5 9.8 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 : 144: 39 53 17 . 16 35 14 15 12 10 11: Old : 144: 39 53 17 . 16 35 14 15 12 10 11: 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 : 22.4 22.4 35.2 33.6 17.3 14.8 25.2 23.4 Old : 22.4 22.4 35.2 33.6 17.3 14.8 25.2 23.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, July 3, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 235,536: 48,788 134,066 54,900 2,385 22,199 34,161 11,798 26,112 9,335 9,203 4,123: 35,918 25,650 Old : 235,536: 48,788 134,066 54,900 2,385 22,199 34,161 11,798 26,112 9,335 9,203 4,123: 35,918 25,650 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 26, 2007 : : 2,556: -3,544 3,727 1,808 48 -2,111 6,130 536 -141 354 74 -53: 113 476 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.7 56.9 23.3 1.0 9.4 14.5 5.0 11.1 4.0 3.9 1.8: 15.2 10.9 Old : 100.0: 20.7 56.9 23.3 1.0 9.4 14.5 5.0 11.1 4.0 3.9 1.8: 15.2 10.9 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 : 136: 34 47 17 4 17 29 14 15 11 11 12: Old : 136: 34 47 17 4 17 29 14 15 11 11 12: 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 21.7 35.7 33.4 16.5 14.7 24.4 22.9 Old : 22.1 21.7 35.7 33.4 16.5 14.7 24.4 22.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, June 26, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 232,980: 52,332 130,339 53,092 2,337 24,310 28,031 11,262 26,253 8,981 9,129 4,176: 35,805 25,174 Old : 232,980: 52,332 130,339 53,092 2,337 24,310 28,031 11,262 26,253 8,981 9,129 4,176: 35,805 25,174 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 19, 2007 : : -1,121: -1,459 478 2,978 144 -364 -3,601 1,023 -953 -353 -1,962 -95: 2,726 608 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.5 55.9 22.8 1.0 10.4 12.0 4.8 11.3 3.9 3.9 1.8: 15.4 10.8 Old : 100.0: 22.5 55.9 22.8 1.0 10.4 12.0 4.8 11.3 3.9 3.9 1.8: 15.4 10.8 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 : 136: 44 51 18 4 18 27 12 17 11 11 14: Old : 136: 44 51 18 4 18 27 12 17 11 11 14: 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 : 21.7 21.8 34.7 33.7 16.2 14.4 23.5 21.8 Old : 21.7 21.8 34.7 33.7 16.2 14.4 23.5 21.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, June 19, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 234,101: 53,791 129,861 50,114 2,193 24,674 31,632 10,239 27,206 9,334 11,091 4,271: 33,079 24,566 Old : 234,101: 53,791 129,861 50,114 2,193 24,674 31,632 10,239 27,206 9,334 11,091 4,271: 33,079 24,566 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 12, 2007 : : 22,361: -1,035 14,635 839 649 4,079 10,484 -2,175 4,691 -86 1,295 1,154: 2,235 -1,967 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.0 55.5 21.4 0.9 10.5 13.5 4.4 11.6 4.0 4.7 1.8: 14.1 10.5 Old : 100.0: 23.0 55.5 21.4 0.9 10.5 13.5 4.4 11.6 4.0 4.7 1.8: 14.1 10.5 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 : 139: 43 50 18 4 17 28 11 15 12 14 14: Old : 139: 43 50 18 4 17 28 11 15 12 14 14: 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 : 21.7 23.2 34.9 34.7 16.8 13.7 23.9 20.6 Old : 21.7 23.2 34.9 34.7 16.8 13.7 23.9 20.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, June 12, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 211,740: 54,826 115,226 49,275 1,544 20,595 21,148 12,414 22,515 9,420 9,796 3,117: 30,844 26,533 Old : 211,740: 54,826 115,226 49,275 1,544 20,595 21,148 12,414 22,515 9,420 9,796 3,117: 30,844 26,533 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2007 : : 43: 10,070 1,358 302 -429 -560 -10,779 -780 893 801 -400 -1,103: 419 1,064 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.9 54.4 23.3 0.7 9.7 10.0 5.9 10.6 4.4 4.6 1.5: 14.6 12.5 Old : 100.0: 25.9 54.4 23.3 0.7 9.7 10.0 5.9 10.6 4.4 4.6 1.5: 14.6 12.5 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 : 142: 45 50 18 4 15 27 16 16 13 11 12: Old : 142: 45 50 18 4 15 27 16 16 13 11 12: 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 : 22.4 24.3 33.3 35.6 16.1 14.1 23.5 21.1 Old : 22.4 24.3 33.3 35.6 16.1 14.1 23.5 21.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, June 5, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 211,697: 44,756 113,868 48,973 1,973 21,155 31,927 13,194 21,622 8,619 10,196 4,220: 30,425 25,469 Old : 211,697: 44,756 113,868 48,973 1,973 21,155 31,927 13,194 21,622 8,619 10,196 4,220: 30,425 25,469 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 29, 2007 : : -1,196: -206 8,410 -1,234 -459 -3,616 6,306 -3,146 -1,550 -757 -623 85: -224 -297 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.1 53.8 23.1 0.9 10.0 15.1 6.2 10.2 4.1 4.8 2.0: 14.4 12.0 Old : 100.0: 21.1 53.8 23.1 0.9 10.0 15.1 6.2 10.2 4.1 4.8 2.0: 14.4 12.0 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 : 142: 40 49 17 5 15 31 14 16 9 13 15: Old : 142: 40 49 17 5 15 31 14 16 9 13 15: 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 : 21.5 22.4 34.6 33.5 17.0 14.8 25.1 22.2 Old : 21.5 22.4 34.6 33.5 17.0 14.8 25.1 22.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, May 29, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 212,893: 44,962 105,458 50,207 2,432 24,771 25,621 16,340 23,172 9,376 10,819 4,135: 30,649 25,766 Old : 212,893: 44,962 105,458 50,207 2,432 24,771 25,621 16,340 23,172 9,376 10,819 4,135: 30,649 25,766 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 22, 2007 : : -8,745: -5,848 -8,639 1,071 -1,862 1,613 -4,343 275 -757 -64 785 -1,687: 1,270 1,527 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.1 49.5 23.6 1.1 11.6 12.0 7.7 10.9 4.4 5.1 1.9: 14.4 12.1 Old : 100.0: 21.1 49.5 23.6 1.1 11.6 12.0 7.7 10.9 4.4 5.1 1.9: 14.4 12.1 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 : 137: 43 50 17 5 17 24 15 16 11 12 12: Old : 137: 43 50 17 5 17 24 15 16 11 12 12: 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 : 23.7 22.6 35.4 33.3 16.7 13.0 24.0 20.4 Old : 23.7 22.6 35.4 33.3 16.7 13.0 24.0 20.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, May 22, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 221,638: 50,810 114,097 49,136 4,294 23,158 29,964 16,065 23,929 9,440 10,034 5,822: 29,379 24,239 Old : 221,638: 50,810 114,097 49,136 4,294 23,158 29,964 16,065 23,929 9,440 10,034 5,822: 29,379 24,239 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2007 : : 12,987: 3,201 8,705 -693 -343 3,158 3,920 1,435 1,819 640 55 343: 599 -2,185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.9 51.5 22.2 1.9 10.4 13.5 7.2 10.8 4.3 4.5 2.6: 13.3 10.9 Old : 100.0: 22.9 51.5 22.2 1.9 10.4 13.5 7.2 10.8 4.3 4.5 2.6: 13.3 10.9 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 : 141: 43 53 15 6 17 22 14 14 14 11 17: Old : 141: 43 53 15 6 17 22 14 14 14 11 17: 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 : 24.0 24.3 35.7 34.2 16.6 13.4 24.9 20.2 Old : 24.0 24.3 35.7 34.2 16.6 13.4 24.9 20.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, May 15, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 208,651: 47,609 105,392 49,829 4,637 20,000 26,044 14,630 22,110 8,800 9,979 5,479: 28,780 26,424 Old : 208,651: 47,609 105,392 49,829 4,637 20,000 26,044 14,630 22,110 8,800 9,979 5,479: 28,780 26,424 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 8, 2007 : : 3,287: -4,739 4,427 471 -231 -167 7,124 23 506 -340 599 384: 48 -2,254 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.8 50.5 23.9 2.2 9.6 12.5 7.0 10.6 4.2 4.8 2.6: 13.8 12.7 Old : 100.0: 22.8 50.5 23.9 2.2 9.6 12.5 7.0 10.6 4.2 4.8 2.6: 13.8 12.7 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 : 140: 42 51 15 7 18 22 15 12 13 13 16: Old : 140: 42 51 15 7 18 22 15 12 13 13 16: 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 : 24.5 22.8 35.6 33.3 17.1 13.0 25.2 20.0 Old : 24.5 22.8 35.6 33.3 17.1 13.0 25.2 20.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, May 8, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 205,364: 52,348 100,965 49,358 4,868 20,167 18,920 14,607 21,604 9,140 9,380 5,095: 28,732 28,678 Old : 205,364: 52,348 100,965 49,358 4,868 20,167 18,920 14,607 21,604 9,140 9,380 5,095: 28,732 28,678 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2007 : : -3,383: 3,949 -5,666 -99 239 -1,624 -4,835 1,015 70 455 257 -2,307: 1,008 4,633 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.5 49.2 24.0 2.4 9.8 9.2 7.1 10.5 4.5 4.6 2.5: 14.0 14.0 Old : 100.0: 25.5 49.2 24.0 2.4 9.8 9.2 7.1 10.5 4.5 4.6 2.5: 14.0 14.0 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 : 136: 44 48 15 6 17 19 17 12 12 11 16: Old : 136: 44 48 15 6 17 19 17 12 12 11 16: 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 : 24.9 23.1 36.1 34.3 17.5 12.5 25.0 19.2 Old : 24.9 23.1 36.1 34.3 17.5 12.5 25.0 19.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, May 1, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 208,747: 48,399 106,631 49,457 4,629 21,791 23,755 13,592 21,534 8,685 9,123 7,402: 27,724 24,045 Old : 208,747: 48,399 106,631 49,457 4,629 21,791 23,755 13,592 21,534 8,685 9,123 7,402: 27,724 24,045 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2007 : : -3,787: -11,159 -4,474 162 -955 2,658 6,227 -291 680 -442 1,998 551: -2,464 -3,954 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.2 51.1 23.7 2.2 10.4 11.4 6.5 10.3 4.2 4.4 3.5: 13.3 11.5 Old : 100.0: 23.2 51.1 23.7 2.2 10.4 11.4 6.5 10.3 4.2 4.4 3.5: 13.3 11.5 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 : 137: 39 50 12 8 16 23 16 13 12 13 16: Old : 137: 39 50 12 8 16 23 16 13 12 13 16: 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 : 24.5 23.7 36.1 34.6 17.9 14.7 25.9 21.8 Old : 24.5 23.7 36.1 34.6 17.9 14.7 25.9 21.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, April 24, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 212,534: 59,558 111,105 49,295 5,584 19,133 17,528 13,883 20,854 9,127 7,125 6,851: 30,188 27,999 Old : 212,534: 59,558 111,105 49,295 5,584 19,133 17,528 13,883 20,854 9,127 7,125 6,851: 30,188 27,999 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 17, 2007 : : -3,492: -4,356 -6,387 -1,285 -198 2,781 -979 -1,694 640 -1,405 19 -198: 1,310 1,545 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.0 52.3 23.2 2.6 9.0 8.2 6.5 9.8 4.3 3.4 3.2: 14.2 13.2 Old : 100.0: 28.0 52.3 23.2 2.6 9.0 8.2 6.5 9.8 4.3 3.4 3.2: 14.2 13.2 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 : 140: 43 51 13 8 17 19 17 11 12 13 18: Old : 140: 43 51 13 8 17 19 17 11 12 13 18: 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 : 23.1 23.8 36.0 35.9 16.4 14.3 23.8 21.0 Old : 23.1 23.8 36.0 35.9 16.4 14.3 23.8 21.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, April 17, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 216,026: 63,914 117,492 50,580 5,782 16,352 18,507 15,577 20,214 10,532 7,106 7,049: 28,878 26,454 Old : 216,026: 63,914 117,492 50,580 5,782 16,352 18,507 15,577 20,214 10,532 7,106 7,049: 28,878 26,454 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 10, 2007 : : 13,589: 17,656 9,347 -232 -1,409 -530 -7,777 1,036 3,319 1,174 409 1,775: -1,796 -358 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.6 54.4 23.4 2.7 7.6 8.6 7.2 9.4 4.9 3.3 3.3: 13.4 12.2 Old : 100.0: 29.6 54.4 23.4 2.7 7.6 8.6 7.2 9.4 4.9 3.3 3.3: 13.4 12.2 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 : 147: 43 52 13 7 16 22 18 13 12 15 16: Old : 147: 43 52 13 7 16 22 18 13 12 15 16: 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 : 23.0 24.7 35.5 37.0 16.4 14.5 23.9 20.9 Old : 23.0 24.7 35.5 37.0 16.4 14.5 23.9 20.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, April 10, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 202,437: 46,258 108,145 50,812 7,191 16,882 26,284 14,541 16,895 9,358 6,697 5,274: 30,674 26,812 Old : 202,437: 46,258 108,145 50,812 7,191 16,882 26,284 14,541 16,895 9,358 6,697 5,274: 30,674 26,812 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 3, 2007 : : -1,069: -3,697 -1,767 -8 -20 -994 990 -1,082 -329 462 1,298 1,400: 1,107 425 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.9 53.4 25.1 3.6 8.3 13.0 7.2 8.3 4.6 3.3 2.6: 15.2 13.2 Old : 100.0: 22.9 53.4 25.1 3.6 8.3 13.0 7.2 8.3 4.6 3.3 2.6: 15.2 13.2 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 : 142: 45 53 13 7 16 25 18 14 11 10 13: Old : 142: 45 53 13 7 16 25 18 14 11 10 13: 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 : 23.2 25.9 33.7 36.2 17.9 17.8 26.2 25.1 Old : 23.2 25.9 33.7 36.2 17.9 17.8 26.2 25.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, April 3, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 203,506: 49,955 109,912 50,820 7,211 17,876 25,294 15,623 17,224 8,896 5,399 3,874: 29,567 26,387 Old : 203,506: 49,955 109,912 50,820 7,211 17,876 25,294 15,623 17,224 8,896 5,399 3,874: 29,567 26,387 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2007 : : -2,142: -9,433 -617 -3,078 1,180 366 7,852 -3,395 2,477 1,026 985 -2,793: 1,441 -345 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.5 54.0 25.0 3.5 8.8 12.4 7.7 8.5 4.4 2.7 1.9: 14.5 13.0 Old : 100.0: 24.5 54.0 25.0 3.5 8.8 12.4 7.7 8.5 4.4 2.7 1.9: 14.5 13.0 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 : 141: 47 56 14 6 16 24 19 12 9 10 12: Old : 141: 47 56 14 6 16 24 19 12 9 10 12: 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 : 23.3 24.6 33.6 36.0 17.7 17.0 26.1 23.6 Old : 23.3 24.6 33.6 36.0 17.7 17.0 26.1 23.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, March 27, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 205,648: 59,388 110,529 53,898 6,031 17,510 17,442 19,018 14,747 7,870 4,414 6,667: 28,126 26,732 Old : 205,648: 59,388 110,529 53,898 6,031 17,510 17,442 19,018 14,747 7,870 4,414 6,667: 28,126 26,732 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 20, 2007 : : -5,545: -7,748 843 565 -751 27 2,602 -6,074 173 -2,203 1,275 1,574: -535 -2,612 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.9 53.7 26.2 2.9 8.5 8.5 9.2 7.2 3.8 2.1 3.2: 13.7 13.0 Old : 100.0: 28.9 53.7 26.2 2.9 8.5 8.5 9.2 7.2 3.8 2.1 3.2: 13.7 13.0 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 : 139: 46 56 13 6 15 19 22 14 8 11 16: Old : 139: 46 56 13 6 15 19 22 14 8 11 16: 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 : 23.2 22.4 35.0 35.3 19.1 13.2 27.3 20.3 Old : 23.2 22.4 35.0 35.3 19.1 13.2 27.3 20.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, March 20, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 211,193: 67,136 109,686 53,333 6,782 17,483 14,840 25,092 14,574 10,073 3,139 5,093: 28,661 29,344 Old : 211,193: 67,136 109,686 53,333 6,782 17,483 14,840 25,092 14,574 10,073 3,139 5,093: 28,661 29,344 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 13, 2007 : : -1,599: -4,889 -6,872 -2,249 478 1,167 2,787 3,064 734 728 224 -1,137: 1,260 743 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.8 51.9 25.3 3.2 8.3 7.0 11.9 6.9 4.8 1.5 2.4: 13.6 13.9 Old : 100.0: 31.8 51.9 25.3 3.2 8.3 7.0 11.9 6.9 4.8 1.5 2.4: 13.6 13.9 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 : 135: 43 52 15 6 16 20 22 17 12 4 15: Old : 135: 43 52 15 6 16 20 22 17 12 4 15: 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 : 24.9 23.2 36.3 35.7 18.2 11.2 26.2 18.2 Old : 24.9 23.2 36.3 35.7 18.2 11.2 26.2 18.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, March 13, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 212,792: 72,025 116,558 55,582 6,304 16,316 12,053 22,028 13,840 9,345 2,915 6,230: 27,401 28,601 Old : 212,792: 72,025 116,558 55,582 6,304 16,316 12,053 22,028 13,840 9,345 2,915 6,230: 27,401 28,601 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 6, 2007 : : 2,894: 8,789 3,102 -302 402 -3,331 -2,681 3,115 -209 856 -1,142 423: -651 534 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.8 54.8 26.1 3.0 7.7 5.7 10.4 6.5 4.4 1.4 2.9: 12.9 13.4 Old : 100.0: 33.8 54.8 26.1 3.0 7.7 5.7 10.4 6.5 4.4 1.4 2.9: 12.9 13.4 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 : 139: 45 54 14 7 16 18 23 15 10 7 16: Old : 139: 45 54 14 7 16 18 23 15 10 7 16: 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 : 27.1 25.8 39.3 38.4 19.2 11.7 27.1 17.7 Old : 27.1 25.8 39.3 38.4 19.2 11.7 27.1 17.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, March 6, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 209,898: 63,236 113,456 55,884 5,902 19,647 14,734 18,913 14,049 8,489 4,057 5,807: 28,052 28,067 Old : 209,898: 63,236 113,456 55,884 5,902 19,647 14,734 18,913 14,049 8,489 4,057 5,807: 28,052 28,067 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 27, 2007 : : -2,729: -4,502 -3,570 -238 698 696 -224 765 312 690 -732 817: -280 -1,715 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.1 54.1 26.6 2.8 9.4 7.0 9.0 6.7 4.0 1.9 2.8: 13.4 13.4 Old : 100.0: 30.1 54.1 26.6 2.8 9.4 7.0 9.0 6.7 4.0 1.9 2.8: 13.4 13.4 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 : 140: 43 52 13 9 18 20 23 16 10 6 15: Old : 140: 43 52 13 9 18 20 23 16 10 6 15: 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 23.9 39.3 35.9 20.0 11.9 27.9 17.3 Old : 26.5 23.9 39.3 35.9 20.0 11.9 27.9 17.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, February 27, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 212,627: 67,738 117,026 56,122 5,204 18,951 14,958 18,148 13,737 7,799 4,789 4,990: 28,332 29,782 Old : 212,627: 67,738 117,026 56,122 5,204 18,951 14,958 18,148 13,737 7,799 4,789 4,990: 28,332 29,782 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2007 : : -10,129: -7,483 -7,833 -4,548 2,503 823 3,400 -4,684 -2,045 -2,909 843 -901: 3,534 1,165 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.9 55.0 26.4 2.4 8.9 7.0 8.5 6.5 3.7 2.3 2.3: 13.3 14.0 Old : 100.0: 31.9 55.0 26.4 2.4 8.9 7.0 8.5 6.5 3.7 2.3 2.3: 13.3 14.0 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 : 142: 50 57 12 8 15 18 24 13 7 9 15: Old : 142: 50 57 12 8 15 18 24 13 7 9 15: 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 : 26.9 23.6 39.8 33.6 20.1 9.7 27.9 14.9 Old : 26.9 23.6 39.8 33.6 20.1 9.7 27.9 14.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, February 20, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 222,756: 75,221 124,859 60,670 2,701 18,128 11,558 22,832 15,782 10,708 3,946 5,891: 24,798 28,617 Old : 222,756: 75,221 124,859 60,670 2,701 18,128 11,558 22,832 15,782 10,708 3,946 5,891: 24,798 28,617 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 13, 2007 : : -4,124: 147 -3,037 -2,225 1,149 3,239 -1,236 -294 -16 1,646 -173 -2,591: -3,088 -2,401 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.8 56.1 27.2 1.2 8.1 5.2 10.2 7.1 4.8 1.8 2.6: 11.1 12.8 Old : 100.0: 33.8 56.1 27.2 1.2 8.1 5.2 10.2 7.1 4.8 1.8 2.6: 11.1 12.8 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 : 153: 50 59 14 6 17 15 29 16 13 9 19: Old : 153: 50 59 14 6 17 15 29 16 13 9 19: 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 : 26.6 21.5 38.4 32.1 20.0 9.5 27.7 14.7 Old : 26.6 21.5 38.4 32.1 20.0 9.5 27.7 14.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, February 13, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 226,880: 75,074 127,896 62,895 1,552 14,889 12,794 23,126 15,798 9,062 4,119 8,482: 27,886 31,018 Old : 226,880: 75,074 127,896 62,895 1,552 14,889 12,794 23,126 15,798 9,062 4,119 8,482: 27,886 31,018 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : 9,215: 11,271 11,665 -1,748 1,185 -2,837 -952 -3,437 4,426 -25 -111 1,689: -2,609 -3,365 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.1 56.4 27.7 0.7 6.6 5.6 10.2 7.0 4.0 1.8 3.7: 12.3 13.7 Old : 100.0: 33.1 56.4 27.7 0.7 6.6 5.6 10.2 7.0 4.0 1.8 3.7: 12.3 13.7 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 : 152: 48 57 13 4 13 17 30 18 14 10 22: Old : 152: 48 57 13 4 13 17 30 18 14 10 22: 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 : 26.7 22.5 39.0 31.9 19.9 8.8 27.9 14.3 Old : 26.7 22.5 39.0 31.9 19.9 8.8 27.9 14.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, February 6, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 217,665: 63,803 116,231 64,643 367 17,726 13,746 26,563 11,372 9,087 4,230 6,793: 30,495 34,383 Old : 217,665: 63,803 116,231 64,643 367 17,726 13,746 26,563 11,372 9,087 4,230 6,793: 30,495 34,383 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 30, 2007 : : 3,857: 4,725 8,350 1,215 225 3,168 -681 -4,150 -268 -1,433 695 -2,490: -379 -1,673 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.3 53.4 29.7 0.2 8.1 6.3 12.2 5.2 4.2 1.9 3.1: 14.0 15.8 Old : 100.0: 29.3 53.4 29.7 0.2 8.1 6.3 12.2 5.2 4.2 1.9 3.1: 14.0 15.8 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 : 143: 45 53 15 . 13 16 28 17 12 12 22: Old : 143: 45 53 15 . 13 16 28 17 12 12 22: 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 : 28.4 21.4 42.2 30.4 21.4 9.5 30.1 15.8 Old : 28.4 21.4 42.2 30.4 21.4 9.5 30.1 15.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, January 30, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 213,808: 59,078 107,881 63,428 142 14,558 14,427 30,713 11,640 10,520 3,535 9,283: 30,874 36,056 Old : 213,808: 59,078 107,881 63,428 142 14,558 14,427 30,713 11,640 10,520 3,535 9,283: 30,874 36,056 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 23, 2007 : : -5,389: -1,944 -557 -1,891 142 1,984 509 -3,166 -2,330 -99 -1,324 1,485: -3,103 -1,623 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.6 50.5 29.7 0.1 6.8 6.7 14.4 5.4 4.9 1.7 4.3: 14.4 16.9 Old : 100.0: 27.6 50.5 29.7 0.1 6.8 6.7 14.4 5.4 4.9 1.7 4.3: 14.4 16.9 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 : 147: 47 55 14 . 11 16 29 17 12 11 22: Old : 147: 47 55 14 . 11 16 29 17 12 11 22: 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 : 26.8 19.1 39.6 29.1 21.2 10.2 29.9 16.4 Old : 26.8 19.1 39.6 29.1 21.2 10.2 29.9 16.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, January 23, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 219,197: 61,022 108,438 65,319 0 12,574 13,918 33,879 13,970 10,619 4,859 7,798: 33,977 37,679 Old : 219,197: 61,022 108,438 65,319 0 12,574 13,918 33,879 13,970 10,619 4,859 7,798: 33,977 37,679 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 16, 2007 : : -5,395: -7,906 -10,180 1,251 0 2,174 257 2,194 -430 -1,333 94 462: 130 291 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.8 49.5 29.8 0.0 5.7 6.3 15.5 6.4 4.8 2.2 3.6: 15.5 17.2 Old : 100.0: 27.8 49.5 29.8 0.0 5.7 6.3 15.5 6.4 4.8 2.2 3.6: 15.5 17.2 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 : 143: 52 55 13 0 12 17 29 17 12 12 19: Old : 143: 52 55 13 0 12 17 29 17 12 12 19: 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 : 27.3 19.0 39.6 29.2 21.7 10.8 29.8 17.0 Old : 27.3 19.0 39.6 29.2 21.7 10.8 29.8 17.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, January 16, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 224,592: 68,928 118,618 64,068 0 10,400 13,661 31,685 14,400 11,952 4,765 7,336: 33,847 37,388 Old : 224,592: 68,928 118,618 64,068 0 10,400 13,661 31,685 14,400 11,952 4,765 7,336: 33,847 37,388 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 3,559: 526 991 553 -110 -1,470 -1,277 -1,743 2,593 -303 601 2,903: 34 -206 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.7 52.8 28.5 0.0 4.6 6.1 14.1 6.4 5.3 2.1 3.3: 15.1 16.6 Old : 100.0: 30.7 52.8 28.5 0.0 4.6 6.1 14.1 6.4 5.3 2.1 3.3: 15.1 16.6 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 : 147: 51 58 12 0 10 16 32 16 12 11 19: Old : 147: 51 58 12 0 10 16 32 16 12 11 19: 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 : 28.7 20.1 40.0 30.3 20.7 11.5 28.1 17.9 Old : 28.7 20.1 40.0 30.3 20.7 11.5 28.1 17.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, January 9, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 221,033: 68,402 117,627 63,515 110 11,870 14,938 33,428 11,807 12,255 4,164 4,433: 33,813 37,594 Old : 221,033: 68,402 117,627 63,515 110 11,870 14,938 33,428 11,807 12,255 4,164 4,433: 33,813 37,594 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 3, 2007 : : 1,914: -681 -1,813 1,648 110 -325 -1,514 -1,496 602 -1,274 -7 -250: 3,708 5,093 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.9 53.3 28.7 0.0 5.4 6.8 15.1 5.3 5.5 1.9 2.0: 15.3 17.0 Old : 100.0: 30.9 53.3 28.7 0.0 5.4 6.8 15.1 5.3 5.5 1.9 2.0: 15.3 17.0 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 : 142: 48 52 13 . 11 16 30 12 11 11 15: Old : 142: 48 52 13 . 11 16 30 12 11 11 15: 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 : 31.2 21.6 43.9 31.0 21.1 11.3 28.9 17.9 Old : 31.2 21.6 43.9 31.0 21.1 11.3 28.9 17.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, January 3, 2007 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 219,119: 69,083 119,440 61,867 0 12,195 16,452 34,924 11,205 13,529 4,171 4,683: 30,105 32,501 Old : 219,119: 69,083 119,440 61,867 0 12,195 16,452 34,924 11,205 13,529 4,171 4,683: 30,105 32,501 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 26, 2006 : : -512: -3,180 -6,113 4,643 -901 -374 -934 5,405 -62 1,185 633 -1,136: -654 2,036 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.5 54.5 28.2 0.0 5.6 7.5 15.9 5.1 6.2 1.9 2.1: 13.7 14.8 Old : 100.0: 31.5 54.5 28.2 0.0 5.6 7.5 15.9 5.1 6.2 1.9 2.1: 13.7 14.8 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 : 143: 44 51 15 0 12 15 32 14 15 9 19: Old : 143: 44 51 15 0 12 15 32 14 15 9 19: 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 : 32.4 23.4 45.7 33.3 21.2 12.3 29.6 18.7 Old : 32.4 23.4 45.7 33.3 21.2 12.3 29.6 18.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, December 26, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 219,631: 72,263 125,553 57,224 901 12,569 17,386 29,519 11,267 12,344 3,538 5,819: 30,759 30,465 Old : 219,631: 72,263 125,553 57,224 901 12,569 17,386 29,519 11,267 12,344 3,538 5,819: 30,759 30,465 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 19, 2006 : : 4,286: 1,305 3,542 3,668 13 5 -69 2,801 -1,132 1,761 136 -166: -1,086 -913 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.9 57.2 26.1 0.4 5.7 7.9 13.4 5.1 5.6 1.6 2.6: 14.0 13.9 Old : 100.0: 32.9 57.2 26.1 0.4 5.7 7.9 13.4 5.1 5.6 1.6 2.6: 14.0 13.9 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 : 139: 47 53 13 . 12 13 29 13 13 9 19: Old : 139: 47 53 13 . 12 13 29 13 13 9 19: 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 : 31.1 25.0 44.7 35.1 20.4 12.2 29.3 18.9 Old : 31.1 25.0 44.7 35.1 20.4 12.2 29.3 18.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, December 19, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 215,345: 70,958 122,011 53,556 888 12,564 17,455 26,718 12,399 10,583 3,402 5,985: 31,845 31,378 Old : 215,345: 70,958 122,011 53,556 888 12,564 17,455 26,718 12,399 10,583 3,402 5,985: 31,845 31,378 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 12, 2006 : : 195: 2,917 2,625 384 154 1,322 -832 -1,108 -3,700 -577 -753 -421: 1,102 2,076 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.0 56.7 24.9 0.4 5.8 8.1 12.4 5.8 4.9 1.6 2.8: 14.8 14.6 Old : 100.0: 33.0 56.7 24.9 0.4 5.8 8.1 12.4 5.8 4.9 1.6 2.8: 14.8 14.6 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 : 143: 51 54 13 . 12 13 27 12 13 8 15: Old : 143: 51 54 13 . 12 13 27 12 13 8 15: 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 : 28.6 24.0 42.0 34.5 19.4 11.9 28.2 18.4 Old : 28.6 24.0 42.0 34.5 19.4 11.9 28.2 18.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, December 12, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 215,150: 68,041 119,386 53,172 734 11,242 18,287 27,826 16,099 11,160 4,155 6,406: 30,743 29,302 Old : 215,150: 68,041 119,386 53,172 734 11,242 18,287 27,826 16,099 11,160 4,155 6,406: 30,743 29,302 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 5, 2006 : : -2,317: -3,491 -7,669 749 390 722 438 6,680 -518 1,525 -1,277 -2,203: 461 1,558 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.6 55.5 24.7 0.3 5.2 8.5 12.9 7.5 5.2 1.9 3.0: 14.3 13.6 Old : 100.0: 31.6 55.5 24.7 0.3 5.2 8.5 12.9 7.5 5.2 1.9 3.0: 14.3 13.6 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 : 150: 49 57 14 . 11 14 29 14 13 11 17: Old : 150: 49 57 14 . 11 14 29 14 13 11 17: 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 : 27.7 23.2 41.2 33.1 19.1 11.9 27.6 18.7 Old : 27.7 23.2 41.2 33.1 19.1 11.9 27.6 18.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, December 5, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 217,467: 71,532 127,055 52,423 344 10,520 17,849 21,146 16,617 9,635 5,432 8,609: 30,282 27,744 Old : 217,467: 71,532 127,055 52,423 344 10,520 17,849 21,146 16,617 9,635 5,432 8,609: 30,282 27,744 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 28, 2006 : : -11,309: -10,182 -1,763 -2,058 -193 200 3,714 -3,450 -1,843 974 984 -1,552: -562 -3,692 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.9 58.4 24.1 0.2 4.8 8.2 9.7 7.6 4.4 2.5 4.0: 13.9 12.8 Old : 100.0: 32.9 58.4 24.1 0.2 4.8 8.2 9.7 7.6 4.4 2.5 4.0: 13.9 12.8 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 : 151: 51 57 14 . 12 17 27 18 15 12 20: Old : 151: 51 57 14 . 12 17 27 18 15 12 20: 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 : 30.6 26.3 44.1 35.4 18.4 10.9 27.4 16.8 Old : 30.6 26.3 44.1 35.4 18.4 10.9 27.4 16.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, November 28, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 228,776: 81,714 128,818 54,481 537 10,320 14,135 24,596 18,460 8,661 4,448 10,161: 30,844 31,436 Old : 228,776: 81,714 128,818 54,481 537 10,320 14,135 24,596 18,460 8,661 4,448 10,161: 30,844 31,436 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : -2,471: 3,584 2,208 -1,070 297 81 -569 1,815 -850 865 -1,162 -4,092: -420 -768 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.7 56.3 23.8 0.2 4.5 6.2 10.8 8.1 3.8 1.9 4.4: 13.5 13.7 Old : 100.0: 35.7 56.3 23.8 0.2 4.5 6.2 10.8 8.1 3.8 1.9 4.4: 13.5 13.7 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 : 149: 53 59 13 . 11 16 26 18 13 13 23: Old : 149: 53 59 13 . 11 16 26 18 13 13 23: 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 : 30.5 24.0 43.9 34.2 17.8 10.2 25.6 15.9 Old : 30.5 24.0 43.9 34.2 17.8 10.2 25.6 15.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, November 21, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 231,247: 78,130 126,610 55,551 240 10,239 14,704 22,781 19,310 7,796 5,610 14,253: 31,264 32,204 Old : 231,247: 78,130 126,610 55,551 240 10,239 14,704 22,781 19,310 7,796 5,610 14,253: 31,264 32,204 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2006 : : 5,683: 6,866 5,188 -167 -78 -828 878 -2,067 -71 -1,273 2,022 416: -138 1,101 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.8 54.8 24.0 0.1 4.4 6.4 9.9 8.4 3.4 2.4 6.2: 13.5 13.9 Old : 100.0: 33.8 54.8 24.0 0.1 4.4 6.4 9.9 8.4 3.4 2.4 6.2: 13.5 13.9 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 : 153: 56 61 14 . 12 14 27 18 12 14 23: Old : 153: 56 61 14 . 12 14 27 18 12 14 23: 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 : 28.3 23.1 41.6 33.6 17.7 10.7 25.2 16.5 Old : 28.3 23.1 41.6 33.6 17.7 10.7 25.2 16.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, November 14, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 225,564: 71,264 121,422 55,718 318 11,067 13,826 24,848 19,381 9,069 3,588 13,837: 31,402 31,103 Old : 225,564: 71,264 121,422 55,718 318 11,067 13,826 24,848 19,381 9,069 3,588 13,837: 31,402 31,103 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 7, 2006 : : -1,867: -6,723 -6,768 -553 -20 1,402 -250 1,102 1,827 702 -272 1,999: -271 -1,137 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.6 53.8 24.7 0.1 4.9 6.1 11.0 8.6 4.0 1.6 6.1: 13.9 13.8 Old : 100.0: 31.6 53.8 24.7 0.1 4.9 6.1 11.0 8.6 4.0 1.6 6.1: 13.9 13.8 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 : 145: 50 57 15 . 12 13 27 14 12 10 22: Old : 145: 50 57 15 . 12 13 27 14 12 10 22: 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 : 27.9 22.6 41.6 33.7 18.4 12.1 25.6 18.0 Old : 27.9 22.6 41.6 33.7 18.4 12.1 25.6 18.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 227,431: 77,987 128,190 56,271 338 9,665 14,076 23,746 17,554 8,367 3,860 11,838: 31,673 32,240 Old : 227,431: 77,987 128,190 56,271 338 9,665 14,076 23,746 17,554 8,367 3,860 11,838: 31,673 32,240 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -1,406: -479 3,235 -1,341 -651 -163 1,932 -2,724 -1,041 -1,305 -210 1,141: -150 -993 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.3 56.4 24.7 0.1 4.2 6.2 10.4 7.7 3.7 1.7 5.2: 13.9 14.2 Old : 100.0: 34.3 56.4 24.7 0.1 4.2 6.2 10.4 7.7 3.7 1.7 5.2: 13.9 14.2 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 : 143: 46 54 16 . 13 15 27 15 12 10 21: Old : 143: 46 54 16 . 13 15 27 15 12 10 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 : 30.6 24.8 44.0 35.5 18.1 12.0 25.2 18.7 Old : 30.6 24.8 44.0 35.5 18.1 12.0 25.2 18.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, October 31, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 228,837: 78,466 124,955 57,612 989 9,828 12,144 26,470 18,595 9,672 4,070 10,697: 31,823 33,233 Old : 228,837: 78,466 124,955 57,612 989 9,828 12,144 26,470 18,595 9,672 4,070 10,697: 31,823 33,233 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 24, 2006 : : 6,551: 828 3,211 2,221 -229 -588 589 534 -200 -116 214 1,059: 2,758 2,550 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.3 54.6 25.2 0.4 4.3 5.3 11.6 8.1 4.2 1.8 4.7: 13.9 14.5 Old : 100.0: 34.3 54.6 25.2 0.4 4.3 5.3 11.6 8.1 4.2 1.8 4.7: 13.9 14.5 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 : 142: 46 52 17 . 12 14 25 13 14 9 20: Old : 142: 46 52 17 . 12 14 25 13 14 9 20: 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 : 30.7 24.5 43.9 35.5 18.3 12.4 25.6 18.3 Old : 30.7 24.5 43.9 35.5 18.3 12.4 25.6 18.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, October 24, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 222,286: 77,638 121,744 55,391 1,218 10,416 11,555 25,936 18,795 9,788 3,856 9,638: 29,065 30,683 Old : 222,286: 77,638 121,744 55,391 1,218 10,416 11,555 25,936 18,795 9,788 3,856 9,638: 29,065 30,683 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2006 : : 4,997: 3,330 -752 249 -284 312 -1,890 4,442 2,888 2,107 -10 -283: -1,716 -1,316 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.9 54.8 24.9 0.5 4.7 5.2 11.7 8.5 4.4 1.7 4.3: 13.1 13.8 Old : 100.0: 34.9 54.8 24.9 0.5 4.7 5.2 11.7 8.5 4.4 1.7 4.3: 13.1 13.8 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 : 143: 50 57 15 . 15 13 25 16 16 7 19: Old : 143: 50 57 15 . 15 13 25 16 16 7 19: 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 : 29.5 23.2 42.6 34.4 18.3 11.0 26.1 16.8 Old : 29.5 23.2 42.6 34.4 18.3 11.0 26.1 16.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, October 17, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 217,289: 74,308 122,496 55,142 1,502 10,104 13,445 21,494 15,907 7,681 3,866 9,921: 30,781 31,999 Old : 217,289: 74,308 122,496 55,142 1,502 10,104 13,445 21,494 15,907 7,681 3,866 9,921: 30,781 31,999 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 10, 2006 : : -2,289: 903 3,605 -1,025 163 237 540 -786 -1,701 -17 191 -1,758: 532 -2,240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.2 56.4 25.4 0.7 4.7 6.2 9.9 7.3 3.5 1.8 4.6: 14.2 14.7 Old : 100.0: 34.2 56.4 25.4 0.7 4.7 6.2 9.9 7.3 3.5 1.8 4.6: 14.2 14.7 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 : 140: 47 57 13 4 13 14 25 15 11 9 20: Old : 140: 47 57 13 4 13 14 25 15 11 9 20: 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 : 28.9 23.3 42.5 34.7 18.8 11.6 27.3 17.6 Old : 28.9 23.3 42.5 34.7 18.8 11.6 27.3 17.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, October 10, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 219,578: 73,405 118,891 56,167 1,339 9,867 12,905 22,280 17,608 7,698 3,675 11,679: 30,249 34,239 Old : 219,578: 73,405 118,891 56,167 1,339 9,867 12,905 22,280 17,608 7,698 3,675 11,679: 30,249 34,239 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 3, 2006 : : -2,096: 1,073 1,559 424 305 664 -747 -1,751 -2,558 36 -313 -2,776: 1,788 2,774 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.4 54.1 25.6 0.6 4.5 5.9 10.1 8.0 3.5 1.7 5.3: 13.8 15.6 Old : 100.0: 33.4 54.1 25.6 0.6 4.5 5.9 10.1 8.0 3.5 1.7 5.3: 13.8 15.6 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 : 141: 47 56 15 . 13 15 25 15 11 10 19: Old : 141: 47 56 15 . 13 15 25 15 11 10 19: 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 : 27.8 21.7 41.2 32.8 18.4 10.7 26.8 16.9 Old : 27.8 21.7 41.2 32.8 18.4 10.7 26.8 16.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, October 3, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 221,674: 72,332 117,332 55,743 1,034 9,203 13,652 24,031 20,166 7,662 3,988 14,455: 28,461 31,465 Old : 221,674: 72,332 117,332 55,743 1,034 9,203 13,652 24,031 20,166 7,662 3,988 14,455: 28,461 31,465 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 26, 2006 : : 4,094: 1,392 -869 3,472 371 -87 166 5,921 784 -740 -39 -453: -440 -1,534 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.6 52.9 25.1 0.5 4.2 6.2 10.8 9.1 3.5 1.8 6.5: 12.8 14.2 Old : 100.0: 32.6 52.9 25.1 0.5 4.2 6.2 10.8 9.1 3.5 1.8 6.5: 12.8 14.2 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 : 152: 48 58 15 . 13 15 28 16 8 14 24: Old : 152: 48 58 15 . 13 15 28 16 8 14 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 : 26.7 20.5 39.9 31.2 18.1 11.5 26.4 17.0 Old : 26.7 20.5 39.9 31.2 18.1 11.5 26.4 17.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, September 26, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 217,580: 70,940 118,201 52,271 663 9,290 13,486 18,110 19,382 8,402 4,027 14,908: 28,901 32,999 Old : 217,580: 70,940 118,201 52,271 663 9,290 13,486 18,110 19,382 8,402 4,027 14,908: 28,901 32,999 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2006 : : 1,780: -405 39 1,365 191 62 -617 616 252 813 923 977: -667 -1,280 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.6 54.3 24.0 0.3 4.3 6.2 8.3 8.9 3.9 1.9 6.9: 13.3 15.2 Old : 100.0: 32.6 54.3 24.0 0.3 4.3 6.2 8.3 8.9 3.9 1.9 6.9: 13.3 15.2 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 : 148: 49 59 14 . 12 15 24 15 14 11 26: Old : 148: 49 59 14 . 12 15 24 15 14 11 26: 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 : 25.4 20.2 38.4 31.3 17.8 10.4 25.4 15.6 Old : 25.4 20.2 38.4 31.3 17.8 10.4 25.4 15.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, September 19, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 215,800: 71,345 118,162 50,906 472 9,228 14,103 17,494 19,130 7,589 3,104 13,931: 29,568 34,279 Old : 215,800: 71,345 118,162 50,906 472 9,228 14,103 17,494 19,130 7,589 3,104 13,931: 29,568 34,279 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2006 : : 10,694: 4,488 2,123 4,526 -525 -1,600 -3,223 3,417 1,531 -51 -430 4,722: 301 1,456 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.1 54.8 23.6 0.2 4.3 6.5 8.1 8.9 3.5 1.4 6.5: 13.7 15.9 Old : 100.0: 33.1 54.8 23.6 0.2 4.3 6.5 8.1 8.9 3.5 1.4 6.5: 13.7 15.9 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 : 150: 52 64 14 . 13 14 26 14 16 8 24: Old : 150: 52 64 14 . 13 14 26 14 16 8 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 : 23.8 19.0 36.5 29.9 17.2 9.3 24.4 14.8 Old : 23.8 19.0 36.5 29.9 17.2 9.3 24.4 14.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, September 12, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 205,106: 66,857 116,039 46,380 997 10,828 17,326 14,077 17,599 7,640 3,534 9,209: 29,267 32,823 Old : 205,106: 66,857 116,039 46,380 997 10,828 17,326 14,077 17,599 7,640 3,534 9,209: 29,267 32,823 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 12,528: 6,999 4,571 -422 -293 -365 3,038 2,509 -821 130 333 2,440: 1,529 4,154 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.6 56.6 22.6 0.5 5.3 8.4 6.9 8.6 3.7 1.7 4.5: 14.3 16.0 Old : 100.0: 32.6 56.6 22.6 0.5 5.3 8.4 6.9 8.6 3.7 1.7 4.5: 14.3 16.0 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 : 149: 52 63 14 . 13 19 20 13 15 9 23: Old : 149: 52 63 14 . 13 19 20 13 15 9 23: 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 : 23.0 20.1 36.7 32.5 16.9 11.3 25.0 18.1 Old : 23.0 20.1 36.7 32.5 16.9 11.3 25.0 18.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, September 5, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 192,578: 59,858 111,468 46,802 1,290 11,193 14,288 11,568 18,420 7,510 3,201 6,769: 27,738 28,669 Old : 192,578: 59,858 111,468 46,802 1,290 11,193 14,288 11,568 18,420 7,510 3,201 6,769: 27,738 28,669 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 29, 2006 : : -538: -2,337 -3,587 743 470 -545 167 963 1,439 -431 -431 -589: 1,015 1,742 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.1 57.9 24.3 0.7 5.8 7.4 6.0 9.6 3.9 1.7 3.5: 14.4 14.9 Old : 100.0: 31.1 57.9 24.3 0.7 5.8 7.4 6.0 9.6 3.9 1.7 3.5: 14.4 14.9 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 : 143: 45 58 14 4 14 19 20 19 15 6 18: Old : 143: 45 58 14 4 14 19 20 19 15 6 18: 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 : 24.4 21.0 40.1 31.4 18.4 11.0 25.9 18.0 Old : 24.4 21.0 40.1 31.4 18.4 11.0 25.9 18.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, August 29, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 193,116: 62,195 115,055 46,059 820 11,738 14,121 10,605 16,981 7,941 3,632 7,358: 26,723 26,927 Old : 193,116: 62,195 115,055 46,059 820 11,738 14,121 10,605 16,981 7,941 3,632 7,358: 26,723 26,927 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2006 : : 7,021: 3,779 2,742 3,248 0 -529 -2,006 3,233 1,227 85 595 268: 949 -515 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.2 59.6 23.9 0.4 6.1 7.3 5.5 8.8 4.1 1.9 3.8: 13.8 13.9 Old : 100.0: 32.2 59.6 23.9 0.4 6.1 7.3 5.5 8.8 4.1 1.9 3.8: 13.8 13.9 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 : 147: 50 58 15 . 13 22 17 12 17 7 19: Old : 147: 50 58 15 . 13 22 17 12 17 7 19: 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 : 24.7 22.2 40.6 32.4 17.5 10.5 24.7 17.0 Old : 24.7 22.2 40.6 32.4 17.5 10.5 24.7 17.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, August 22, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 186,095: 58,416 112,313 42,811 820 12,267 16,127 7,372 15,754 7,856 3,037 7,090: 25,774 27,442 Old : 186,095: 58,416 112,313 42,811 820 12,267 16,127 7,372 15,754 7,856 3,037 7,090: 25,774 27,442 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2006 : : 722: 2,200 3,621 1,592 -1,028 538 1,827 -134 -1,410 356 -860 740: -5,121 -745 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 60.4 23.0 0.4 6.6 8.7 4.0 8.5 4.2 1.6 3.8: 13.8 14.7 Old : 100.0: 31.4 60.4 23.0 0.4 6.6 8.7 4.0 8.5 4.2 1.6 3.8: 13.8 14.7 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 : 143: 50 59 14 . 14 24 17 16 16 6 21: Old : 143: 50 59 14 . 14 24 17 16 16 6 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 : 24.9 24.1 40.4 34.2 17.3 11.5 24.6 17.4 Old : 24.9 24.1 40.4 34.2 17.3 11.5 24.6 17.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, August 15, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 185,373: 56,216 108,692 41,219 1,848 11,729 14,300 7,506 17,164 7,500 3,897 6,350: 30,895 28,187 Old : 185,373: 56,216 108,692 41,219 1,848 11,729 14,300 7,506 17,164 7,500 3,897 6,350: 30,895 28,187 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 8, 2006 : : 3,758: 5,876 -3,799 1,094 -804 1,420 -4,791 2,624 -1,336 687 550 987: -179 4,116 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 58.6 22.2 1.0 6.3 7.7 4.0 9.3 4.0 2.1 3.4: 16.7 15.2 Old : 100.0: 30.3 58.6 22.2 1.0 6.3 7.7 4.0 9.3 4.0 2.1 3.4: 16.7 15.2 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 : 140: 48 58 13 6 16 24 12 16 13 10 20: Old : 140: 48 58 13 6 16 24 12 16 13 10 20: 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 : 23.8 25.1 38.4 35.1 17.1 12.9 24.6 18.5 Old : 23.8 25.1 38.4 35.1 17.1 12.9 24.6 18.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, August 8, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 181,615: 50,340 112,491 40,125 2,652 10,309 19,091 4,882 18,500 6,813 3,347 5,363: 31,074 24,071 Old : 181,615: 50,340 112,491 40,125 2,652 10,309 19,091 4,882 18,500 6,813 3,347 5,363: 31,074 24,071 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 1, 2006 : : 2,089: -1,406 2,867 1,183 303 -106 2,720 368 2,716 -266 -153 -4,586: 1,834 680 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.7 61.9 22.1 1.5 5.7 10.5 2.7 10.2 3.8 1.8 3.0: 17.1 13.3 Old : 100.0: 27.7 61.9 22.1 1.5 5.7 10.5 2.7 10.2 3.8 1.8 3.0: 17.1 13.3 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 : 138: 49 59 12 6 14 27 10 14 10 9 19: Old : 138: 49 59 12 6 14 27 10 14 10 9 19: 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 : 23.8 27.4 37.6 37.4 17.5 15.7 26.0 21.5 Old : 23.8 27.4 37.6 37.4 17.5 15.7 26.0 21.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, August 1, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 179,526: 51,746 109,624 38,942 2,349 10,415 16,371 4,514 15,784 7,079 3,500 9,949: 29,240 23,391 Old : 179,526: 51,746 109,624 38,942 2,349 10,415 16,371 4,514 15,784 7,079 3,500 9,949: 29,240 23,391 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2006 : : -3,702: -4,551 2,321 -84 833 -1,187 591 -4,195 -408 833 304 1,676: -572 -3,046 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.8 61.1 21.7 1.3 5.8 9.1 2.5 8.8 3.9 1.9 5.5: 16.3 13.0 Old : 100.0: 28.8 61.1 21.7 1.3 5.8 9.1 2.5 8.8 3.9 1.9 5.5: 16.3 13.0 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 : 149: 49 61 13 5 13 29 9 13 12 11 26: Old : 149: 49 61 13 5 13 29 9 13 12 11 26: 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 : 24.0 28.0 38.8 37.6 17.1 14.1 25.0 19.8 Old : 24.0 28.0 38.8 37.6 17.1 14.1 25.0 19.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, July 25, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 183,228: 56,297 107,303 39,026 1,516 11,602 15,780 8,709 16,192 6,246 3,196 8,273: 29,812 26,437 Old : 183,228: 56,297 107,303 39,026 1,516 11,602 15,780 8,709 16,192 6,246 3,196 8,273: 29,812 26,437 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2006 : : -5,833: 2,565 -9,071 830 19 600 -8,359 881 -2,533 -6 66 2,015: -945 2,190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.7 58.6 21.3 0.8 6.3 8.6 4.8 8.8 3.4 1.7 4.5: 16.3 14.4 Old : 100.0: 30.7 58.6 21.3 0.8 6.3 8.6 4.8 8.8 3.4 1.7 4.5: 16.3 14.4 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 : 140: 47 58 15 4 14 27 12 16 9 10 19: Old : 140: 47 58 15 4 14 27 12 16 9 10 19: 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 : 22.8 26.4 37.6 35.6 16.3 14.2 24.0 19.4 Old : 22.8 26.4 37.6 35.6 16.3 14.2 24.0 19.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, July 18, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 189,061: 53,732 116,374 38,196 1,497 11,002 24,139 7,828 18,725 6,252 3,130 6,258: 30,757 24,247 Old : 189,061: 53,732 116,374 38,196 1,497 11,002 24,139 7,828 18,725 6,252 3,130 6,258: 30,757 24,247 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 11, 2006 : : 16,775: 6,878 13,885 -886 1,017 1,953 6,165 -314 933 226 -677 1,895: -389 -1,917 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.4 61.6 20.2 0.8 5.8 12.8 4.1 9.9 3.3 1.7 3.3: 16.3 12.8 Old : 100.0: 28.4 61.6 20.2 0.8 5.8 12.8 4.1 9.9 3.3 1.7 3.3: 16.3 12.8 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 : 141: 49 55 15 4 12 33 11 18 10 6 16: Old : 141: 49 55 15 4 12 33 11 18 10 6 16: 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 : 22.5 27.1 36.6 38.2 15.3 15.9 23.2 21.4 Old : 22.5 27.1 36.6 38.2 15.3 15.9 23.2 21.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, July 11, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 172,286: 46,854 102,489 39,082 480 9,049 17,974 8,142 17,792 6,026 3,807 4,363: 31,146 26,164 Old : 172,286: 46,854 102,489 39,082 480 9,049 17,974 8,142 17,792 6,026 3,807 4,363: 31,146 26,164 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2006 : : 3,921: 1,763 -297 70 480 285 -2,962 -424 2,174 -5 -364 -1,286: 3,882 3,353 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.2 59.5 22.7 0.3 5.3 10.4 4.7 10.3 3.5 2.2 2.5: 18.1 15.2 Old : 100.0: 27.2 59.5 22.7 0.3 5.3 10.4 4.7 10.3 3.5 2.2 2.5: 18.1 15.2 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 : 128: 46 55 14 . 10 23 13 14 9 6 15: Old : 128: 46 55 14 . 10 23 13 14 9 6 15: 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 : 23.9 26.3 37.4 37.2 17.6 16.4 25.9 22.4 Old : 23.9 26.3 37.4 37.2 17.6 16.4 25.9 22.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, July 3, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 168,365: 45,091 102,786 39,012 0 8,764 20,936 8,566 15,618 6,031 4,171 5,649: 27,264 22,811 Old : 168,365: 45,091 102,786 39,012 0 8,764 20,936 8,566 15,618 6,031 4,171 5,649: 27,264 22,811 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 27, 2006 : : -5,032: -1,506 -1,245 -544 -235 -142 2,600 518 -1,477 -1,054 288 -2,217: -692 -522 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.8 61.0 23.2 0.0 5.2 12.4 5.1 9.3 3.6 2.5 3.4: 16.2 13.5 Old : 100.0: 26.8 61.0 23.2 0.0 5.2 12.4 5.1 9.3 3.6 2.5 3.4: 16.2 13.5 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 : 129: 44 50 13 0 8 27 12 11 10 9 18: Old : 129: 44 50 13 0 8 27 12 11 10 9 18: 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 : 24.1 27.6 36.5 39.8 17.8 18.5 26.8 25.3 Old : 24.1 27.6 36.5 39.8 17.8 18.5 26.8 25.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, June 27, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 173,397: 46,597 104,031 39,556 235 8,906 18,336 8,048 17,095 7,085 3,883 7,866: 27,956 23,333 Old : 173,397: 46,597 104,031 39,556 235 8,906 18,336 8,048 17,095 7,085 3,883 7,866: 27,956 23,333 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2006 : : 3,864: -2,729 3,435 -51 -10 -266 1,627 -4,179 1,790 607 470 3,913: -1,027 -1,289 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 60.0 22.8 0.1 5.1 10.6 4.6 9.9 4.1 2.2 4.5: 16.1 13.5 Old : 100.0: 26.9 60.0 22.8 0.1 5.1 10.6 4.6 9.9 4.1 2.2 4.5: 16.1 13.5 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 : 135: 48 56 13 . 9 24 14 13 11 6 18: Old : 135: 48 56 13 . 9 24 14 13 11 6 18: 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 : 22.6 26.6 34.5 38.5 17.4 18.6 25.6 24.6 Old : 22.6 26.6 34.5 38.5 17.4 18.6 25.6 24.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, June 20, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 169,533: 49,326 100,596 39,607 245 9,172 16,709 12,227 15,305 6,478 3,413 3,953: 28,983 24,622 Old : 169,533: 49,326 100,596 39,607 245 9,172 16,709 12,227 15,305 6,478 3,413 3,953: 28,983 24,622 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 13, 2006 : : -892: -402 466 252 -355 -430 576 1,020 1,110 496 -1,335 -1,293: -1,201 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.1 59.3 23.4 0.1 5.4 9.9 7.2 9.0 3.8 2.0 2.3: 17.1 14.5 Old : 100.0: 29.1 59.3 23.4 0.1 5.4 9.9 7.2 9.0 3.8 2.0 2.3: 17.1 14.5 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 : 129: 49 54 13 . 10 23 17 13 10 5 16: Old : 129: 49 54 13 . 10 23 17 13 10 5 16: 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 : 21.9 25.4 34.0 36.5 17.6 18.0 25.7 23.7 Old : 21.9 25.4 34.0 36.5 17.6 18.0 25.7 23.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, June 13, 2006 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 170,425: 49,728 100,130 39,355 600 9,602 16,133 11,207 14,195 5,982 4,748 5,246: 30,184 24,697 Old : 170,425: 49,728 100,130 39,355 600 9,602 16,133 11,207 14,195 5,982 4,748 5,246: 30,184 24,697 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.2 58.8 23.1 0.4 5.6 9.5 6.6 8.3 3.5 2.8 3.1: 17.7 14.5 Old : 100.0: 29.2 58.8 23.1 0.4 5.6 9.5 6.6 8.3 3.5 2.8 3.1: 17.7 14.5 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 : 125: 43 51 14 . 9 23 15 12 8 6 15: Old : 125: 43 51 14 . 9 23 15 12 8 6 15: 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 : 21.9 27.0 35.1 38.0 17.2 18.0 25.2 23.5 Old : 21.9 27.0 35.1 38.0 17.2 18.0 25.2 23.5 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, August 25, 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 : 728,176: 103,032 99,930 139,254 9,866 76,193 64,039 209,430 173,148 26,112 57,539 60,336: 86,062 41,734 Old : 728,176: 103,032 99,930 139,254 9,866 76,193 64,039 209,430 173,148 26,112 57,539 60,336: 86,062 41,734 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2009 : : -27,907: -9,566 -7,278 8,427 546 -3,363 134 110 -12,394 -3,329 -1,814 -414: -7,402 -3,300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.1 13.7 19.1 1.4 10.5 8.8 28.8 23.8 3.6 7.9 8.3: 11.8 5.7 Old : 100.0: 14.1 13.7 19.1 1.4 10.5 8.8 28.8 23.8 3.6 7.9 8.3: 11.8 5.7 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 : 297: 59 43 23 7 24 53 60 62 41 40 53: Old : 297: 59 43 23 7 24 53 60 62 41 40 53: 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 : 23.4 30.2 35.0 40.8 13.2 17.5 18.8 23.6 Old : 23.4 30.2 35.0 40.8 13.2 17.5 18.8 23.6 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, August 18, 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 : 756,083: 112,598 107,208 130,827 9,320 79,556 63,905 209,320 185,542 29,441 59,353 60,750: 93,464 45,034 Old : 756,083: 112,598 107,208 130,827 9,320 79,556 63,905 209,320 185,542 29,441 59,353 60,750: 93,464 45,034 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2009 : : 23,097: 7,705 4,588 14,793 -2,525 6,313 -10,135 19,793 -5,272 8,678 57 -5,059: 6,074 5,202 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.9 14.2 17.3 1.2 10.5 8.5 27.7 24.5 3.9 7.9 8.0: 12.4 6.0 Old : 100.0: 14.9 14.2 17.3 1.2 10.5 8.5 27.7 24.5 3.9 7.9 8.0: 12.4 6.0 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 : 282: 59 43 22 6 23 52 54 63 36 37 51: Old : 282: 59 43 22 6 23 52 54 63 36 37 51: 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 : 23.7 31.7 35.4 42.9 12.1 17.7 17.6 24.3 Old : 23.7 31.7 35.4 42.9 12.1 17.7 17.6 24.3 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, August 11, 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 : 732,986: 104,893 102,620 116,034 11,845 73,243 74,040 189,527 190,814 20,763 59,296 65,809: 87,390 39,832 Old : 732,986: 104,893 102,620 116,034 11,845 73,243 74,040 189,527 190,814 20,763 59,296 65,809: 87,390 39,832 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 4, 2009 : : 20,557: -2,736 -2,907 -7,839 810 768 1,311 27,526 5,429 9,665 -23,750 7,421: 6,538 5,260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.3 14.0 15.8 1.6 10.0 10.1 25.9 26.0 2.8 8.1 9.0: 11.9 5.4 Old : 100.0: 14.3 14.0 15.8 1.6 10.0 10.1 25.9 26.0 2.8 8.1 9.0: 11.9 5.4 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 : 275: 57 41 22 7 25 49 52 58 33 40 48: Old : 275: 57 41 22 7 25 49 52 58 33 40 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 : 24.3 34.5 35.9 44.5 13.0 18.9 17.8 24.8 Old : 24.3 34.5 35.9 44.5 13.0 18.9 17.8 24.8 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, August 4, 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 : 712,429: 107,629 105,527 123,873 11,035 72,475 72,729 162,001 185,385 11,098 83,046 58,388: 80,852 34,572 Old : 712,429: 107,629 105,527 123,873 11,035 72,475 72,729 162,001 185,385 11,098 83,046 58,388: 80,852 34,572 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 28, 2009 : : 1,437: -1,271 -17 1,847 1,476 333 2,236 -30,590 11,036 -7,467 25,629 2,228: -7,505 -8,658 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.1 14.8 17.4 1.5 10.2 10.2 22.7 26.0 1.6 11.7 8.2: 11.3 4.9 Old : 100.0: 15.1 14.8 17.4 1.5 10.2 10.2 22.7 26.0 1.6 11.7 8.2: 11.3 4.9 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 : 269: 57 44 21 7 24 54 45 60 28 43 47: Old : 269: 57 44 21 7 24 54 45 60 28 43 47: 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 : 24.1 33.3 36.1 43.6 14.1 18.5 19.0 23.9 Old : 24.1 33.3 36.1 43.6 14.1 18.5 19.0 23.9 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, July 28, 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 : 710,992: 108,900 105,544 122,026 9,559 72,142 70,493 192,591 174,349 18,565 57,417 56,160: 88,357 43,230 Old : 710,992: 108,900 105,544 122,026 9,559 72,142 70,493 192,591 174,349 18,565 57,417 56,160: 88,357 43,230 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2009 : : -41,417: -14,544 -11,785 804 -328 -5,146 -3,112 8,747 -23,722 3,963 -5,382 -3,009: 3,349 -792 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.3 14.8 17.2 1.3 10.1 9.9 27.1 24.5 2.6 8.1 7.9: 12.4 6.1 Old : 100.0: 15.3 14.8 17.2 1.3 10.1 9.9 27.1 24.5 2.6 8.1 7.9: 12.4 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 : 264: 56 41 20 7 24 49 54 57 30 36 41: Old : 264: 56 41 20 7 24 49 54 57 30 36 41: 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 : 23.4 33.1 35.7 44.2 13.0 18.1 18.4 24.4 Old : 23.4 33.1 35.7 44.2 13.0 18.1 18.4 24.4 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, July 21, 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 : 752,409: 123,444 117,329 121,222 9,887 77,288 73,605 183,844 198,071 14,602 62,799 59,169: 85,008 44,022 Old : 752,409: 123,444 117,329 121,222 9,887 77,288 73,605 183,844 198,071 14,602 62,799 59,169: 85,008 44,022 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2009 : : 3,169: 5,645 8,630 8,253 -290 2,660 -1,914 -23,970 3,376 -8,934 6,876 3,776: -9,693 2,111 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 15.6 16.1 1.3 10.3 9.8 24.4 26.3 1.9 8.3 7.9: 11.3 5.9 Old : 100.0: 16.4 15.6 16.1 1.3 10.3 9.8 24.4 26.3 1.9 8.3 7.9: 11.3 5.9 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 : 278: 58 41 20 7 24 51 58 63 27 42 44: Old : 278: 58 41 20 7 24 51 58 63 27 42 44: 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 : 25.8 33.7 37.4 43.8 12.1 16.2 17.2 21.0 Old : 25.8 33.7 37.4 43.8 12.1 16.2 17.2 21.0 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, July 14, 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 : 749,240: 117,799 108,699 112,969 10,177 74,628 75,519 207,814 194,695 23,536 55,923 55,393: 94,701 41,911 Old : 749,240: 117,799 108,699 112,969 10,177 74,628 75,519 207,814 194,695 23,536 55,923 55,393: 94,701 41,911 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2009 : : 10,098: 1,652 4,043 -8,329 -1,604 -2,313 2,955 2,199 9,655 -2,402 2,555 -1,495: 10,375 -2,942 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.7 14.5 15.1 1.4 10.0 10.1 27.7 26.0 3.1 7.5 7.4: 12.6 5.6 Old : 100.0: 15.7 14.5 15.1 1.4 10.0 10.1 27.7 26.0 3.1 7.5 7.4: 12.6 5.6 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 : 286: 58 42 21 8 24 53 58 69 35 41 47: Old : 286: 58 42 21 8 24 53 58 69 35 41 47: 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 : 24.4 34.2 35.2 45.6 12.7 19.0 17.3 25.1 Old : 24.4 34.2 35.2 45.6 12.7 19.0 17.3 25.1 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, July 7, 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 : 739,142: 116,147 104,656 121,298 11,781 76,941 72,564 205,615 185,040 25,938 53,368 56,888: 84,326 44,853 Old : 739,142: 116,147 104,656 121,298 11,781 76,941 72,564 205,615 185,040 25,938 53,368 56,888: 84,326 44,853 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 30, 2009 : : 26,338: 5,513 6,509 9,047 -313 7 3,664 9,258 16,464 499 2,117 -9,012: 156 1,308 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.7 14.2 16.4 1.6 10.4 9.8 27.8 25.0 3.5 7.2 7.7: 11.4 6.1 Old : 100.0: 15.7 14.2 16.4 1.6 10.4 9.8 27.8 25.0 3.5 7.2 7.7: 11.4 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 : 283: 57 41 20 8 25 50 58 67 34 39 47: Old : 283: 57 41 20 8 25 50 58 67 34 39 47: 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 : 23.5 33.8 36.0 44.4 12.4 19.1 18.2 25.4 Old : 23.5 33.8 36.0 44.4 12.4 19.1 18.2 25.4 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, June 30, 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 : 712,804: 110,634 98,147 112,251 12,094 76,934 68,900 196,357 168,576 25,439 51,251 65,900: 84,170 43,545 Old : 712,804: 110,634 98,147 112,251 12,094 76,934 68,900 196,357 168,576 25,439 51,251 65,900: 84,170 43,545 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 23, 2009 : : 13,509: 217 -3,670 2,413 1,824 1,659 13,867 22,785 -2,391 5,252 -4,205 -5,877: -1,631 3,384 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.5 13.8 15.7 1.7 10.8 9.7 27.5 23.6 3.6 7.2 9.2: 11.8 6.1 Old : 100.0: 15.5 13.8 15.7 1.7 10.8 9.7 27.5 23.6 3.6 7.2 9.2: 11.8 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 : 269: 56 39 20 9 24 48 49 59 38 32 46: Old : 269: 56 39 20 9 24 48 49 59 38 32 46: 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 : 22.7 35.4 34.0 45.7 11.2 21.4 16.5 26.4 Old : 22.7 35.4 34.0 45.7 11.2 21.4 16.5 26.4 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, June 23, 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 : 699,295: 110,417 101,817 109,838 10,270 75,275 55,033 173,572 170,967 20,187 55,456 71,777: 85,801 40,161 Old : 699,295: 110,417 101,817 109,838 10,270 75,275 55,033 173,572 170,967 20,187 55,456 71,777: 85,801 40,161 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : -21,133: -2,163 -2,093 3,388 102 -578 -10,168 -2,769 -8,597 5,031 -1,923 -672: -7,374 -4,603 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.8 14.6 15.7 1.5 10.8 7.9 24.8 24.4 2.9 7.9 10.3: 12.3 5.7 Old : 100.0: 15.8 14.6 15.7 1.5 10.8 7.9 24.8 24.4 2.9 7.9 10.3: 12.3 5.7 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 : 259: 55 42 23 5 24 46 48 61 31 35 45: Old : 259: 55 42 23 5 24 46 48 61 31 35 45: 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 : 23.7 34.8 33.7 44.4 9.5 19.1 14.1 24.2 Old : 23.7 34.8 33.7 44.4 9.5 19.1 14.1 24.2 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, June 16, 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 : 720,428: 112,580 103,910 106,450 10,168 75,853 65,201 176,341 179,564 15,156 57,379 72,449: 93,175 44,764 Old : 720,428: 112,580 103,910 106,450 10,168 75,853 65,201 176,341 179,564 15,156 57,379 72,449: 93,175 44,764 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : 7,118: 4,559 7,883 14,243 -176 -948 -12,459 -18,803 8,013 -10,753 9,301 2,591: 1,872 -743 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.6 14.4 14.8 1.4 10.5 9.1 24.5 24.9 2.1 8.0 10.1: 12.9 6.2 Old : 100.0: 15.6 14.4 14.8 1.4 10.5 9.1 24.5 24.9 2.1 8.0 10.1: 12.9 6.2 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 : 261: 55 42 23 5 23 50 45 61 27 39 43: Old : 261: 55 42 23 5 23 50 45 61 27 39 43: 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 : 23.0 36.7 32.0 45.9 8.9 20.5 14.0 24.8 Old : 23.0 36.7 32.0 45.9 8.9 20.5 14.0 24.8 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, June 9, 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 : 713,310: 108,021 96,027 92,207 10,344 76,801 77,660 195,144 171,551 25,909 48,078 69,858: 91,303 45,507 Old : 713,310: 108,021 96,027 92,207 10,344 76,801 77,660 195,144 171,551 25,909 48,078 69,858: 91,303 45,507 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2009 : : 30,495: -1,411 4,370 4,425 -259 -1,360 5,756 17,569 -6,772 12,652 1,733 814: 16,391 14,400 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.1 13.5 12.9 1.5 10.8 10.9 27.4 24.0 3.6 6.7 9.8: 12.8 6.4 Old : 100.0: 15.1 13.5 12.9 1.5 10.8 10.9 27.4 24.0 3.6 6.7 9.8: 12.8 6.4 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 : 259: 57 44 22 6 23 44 47 59 30 33 47: Old : 259: 57 44 22 6 23 44 47 59 30 33 47: 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 : 22.2 34.7 31.8 44.5 9.6 20.6 14.1 25.4 Old : 22.2 34.7 31.8 44.5 9.6 20.6 14.1 25.4 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, June 2, 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 : 682,815: 109,432 91,657 87,782 10,603 78,161 71,904 177,575 178,323 13,257 46,345 69,044: 74,912 31,107 Old : 682,815: 109,432 91,657 87,782 10,603 78,161 71,904 177,575 178,323 13,257 46,345 69,044: 74,912 31,107 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : 719: 1,235 -356 8,313 -899 124 1,959 3,790 973 -2,335 3,030 6,520: -16,070 -12,463 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.0 13.4 12.9 1.6 11.4 10.5 26.0 26.1 1.9 6.8 10.1: 11.0 4.6 Old : 100.0: 16.0 13.4 12.9 1.6 11.4 10.5 26.0 26.1 1.9 6.8 10.1: 11.0 4.6 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 : 246: 55 41 22 5 23 41 49 57 26 29 43: Old : 246: 55 41 22 5 23 41 49 57 26 29 43: 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 : 24.6 37.2 34.3 47.1 8.7 19.7 13.4 24.3 Old : 24.6 37.2 34.3 47.1 8.7 19.7 13.4 24.3 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, May 26, 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 : 682,096: 108,197 92,013 79,469 11,502 78,037 69,945 173,785 177,350 15,592 43,315 62,524: 90,982 43,570 Old : 682,096: 108,197 92,013 79,469 11,502 78,037 69,945 173,785 177,350 15,592 43,315 62,524: 90,982 43,570 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2009 : : 1,573: -6,773 -4,350 -3,966 881 -2,109 4,055 6,439 2,266 1,518 -4,513 -3,339: 9,921 6,298 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 13.5 11.7 1.7 11.4 10.3 25.5 26.0 2.3 6.4 9.2: 13.3 6.4 Old : 100.0: 15.9 13.5 11.7 1.7 11.4 10.3 25.5 26.0 2.3 6.4 9.2: 13.3 6.4 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 : 228: 53 39 22 5 24 39 43 57 21 30 44: Old : 228: 53 39 22 5 24 39 43 57 21 30 44: 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 : 23.9 35.6 33.8 45.7 8.3 18.6 12.9 23.5 Old : 23.9 35.6 33.8 45.7 8.3 18.6 12.9 23.5 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, May 19, 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 : 680,523: 114,970 96,363 83,435 10,621 80,146 65,890 167,346 175,084 14,074 47,828 65,863: 81,061 37,272 Old : 680,523: 114,970 96,363 83,435 10,621 80,146 65,890 167,346 175,084 14,074 47,828 65,863: 81,061 37,272 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2009 : : -5,590: 7,553 10,439 5,942 160 -2,773 -17,537 48 -3,378 9,432 -4,680 -1,744: -3,085 -3,662 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.9 14.2 12.3 1.6 11.8 9.7 24.6 25.7 2.1 7.0 9.7: 11.9 5.5 Old : 100.0: 16.9 14.2 12.3 1.6 11.8 9.7 24.6 25.7 2.1 7.0 9.7: 11.9 5.5 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 : 243: 56 39 20 5 21 45 44 58 21 36 48: Old : 243: 56 39 20 5 21 45 44 58 21 36 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 : 23.8 37.8 34.8 48.0 9.1 21.1 13.3 25.1 Old : 23.8 37.8 34.8 48.0 9.1 21.1 13.3 25.1 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, May 12, 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 : 686,113: 107,417 85,924 77,493 10,461 82,919 83,427 167,298 178,462 4,642 52,508 67,607: 84,146 40,934 Old : 686,113: 107,417 85,924 77,493 10,461 82,919 83,427 167,298 178,462 4,642 52,508 67,607: 84,146 40,934 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 28,349: 2,382 5,736 320 526 -646 13,139 -1,763 9,065 -2,584 13,205 2,252: 4,421 -26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.7 12.5 11.3 1.5 12.1 12.2 24.4 26.0 0.7 7.7 9.9: 12.3 6.0 Old : 100.0: 15.7 12.5 11.3 1.5 12.1 12.2 24.4 26.0 0.7 7.7 9.9: 12.3 6.0 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 : 238: 52 37 21 5 21 45 45 57 14 41 48: Old : 238: 52 37 21 5 21 45 45 57 14 41 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 : 24.0 37.9 34.5 47.7 9.3 20.1 14.1 24.2 Old : 24.0 37.9 34.5 47.7 9.3 20.1 14.1 24.2 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, May 5, 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 : 657,764: 105,035 80,188 77,173 9,935 83,565 70,288 169,061 169,397 7,226 39,303 65,355: 79,725 40,960 Old : 657,764: 105,035 80,188 77,173 9,935 83,565 70,288 169,061 169,397 7,226 39,303 65,355: 79,725 40,960 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2009 : : 12,668: 974 2,452 2,411 -1,852 1,069 3,724 5,415 794 1,911 2,091 -479: 2,264 3,178 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.0 12.2 11.7 1.5 12.7 10.7 25.7 25.8 1.1 6.0 9.9: 12.1 6.2 Old : 100.0: 16.0 12.2 11.7 1.5 12.7 10.7 25.7 25.8 1.1 6.0 9.9: 12.1 6.2 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 : 241: 52 35 21 8 25 40 50 51 23 31 45: Old : 241: 52 35 21 8 25 40 50 51 23 31 45: 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 : 24.3 35.2 35.0 45.0 9.5 18.3 14.1 22.6 Old : 24.3 35.2 35.0 45.0 9.5 18.3 14.1 22.6 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, April 28, 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 : 645,096: 104,061 77,736 74,762 11,787 82,496 66,564 163,646 168,603 5,315 37,212 65,834: 77,461 37,782 Old : 645,096: 104,061 77,736 74,762 11,787 82,496 66,564 163,646 168,603 5,315 37,212 65,834: 77,461 37,782 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2009 : : -14,404: 926 -1,488 1,044 226 -5,390 379 1,556 -4,274 -777 -962 -2,446: -3,866 -1,626 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.1 12.1 11.6 1.8 12.8 10.3 25.4 26.1 0.8 5.8 10.2: 12.0 5.9 Old : 100.0: 16.1 12.1 11.6 1.8 12.8 10.3 25.4 26.1 0.8 5.8 10.2: 12.0 5.9 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 : 232: 54 39 20 10 25 39 45 47 18 33 44: Old : 232: 54 39 20 10 25 39 45 47 18 33 44: 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 : 23.6 33.9 34.4 44.4 9.3 18.1 14.0 22.7 Old : 23.6 33.9 34.4 44.4 9.3 18.1 14.0 22.7 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, April 21, 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 : 659,500: 103,135 79,224 73,718 11,561 87,886 66,185 162,090 172,877 6,092 38,174 68,280: 81,327 39,408 Old : 659,500: 103,135 79,224 73,718 11,561 87,886 66,185 162,090 172,877 6,092 38,174 68,280: 81,327 39,408 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2009 : : -3,948: 8,512 5,585 1,919 -168 -10,296 -4,390 -3,230 -115 894 1,112 1,372: -1,844 1,792 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.6 12.0 11.2 1.8 13.3 10.0 24.6 26.2 0.9 5.8 10.4: 12.3 6.0 Old : 100.0: 15.6 12.0 11.2 1.8 13.3 10.0 24.6 26.2 0.9 5.8 10.4: 12.3 6.0 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 : 233: 56 42 20 10 24 38 46 50 17 35 40: Old : 233: 56 42 20 10 24 38 46 50 17 35 40: 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 : 23.9 32.8 34.5 43.0 9.3 17.2 13.5 21.4 Old : 23.9 32.8 34.5 43.0 9.3 17.2 13.5 21.4 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, April 14, 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 : 663,448: 94,623 73,639 71,799 11,729 98,182 70,575 165,320 172,992 5,198 37,062 66,908: 83,171 37,616 Old : 663,448: 94,623 73,639 71,799 11,729 98,182 70,575 165,320 172,992 5,198 37,062 66,908: 83,171 37,616 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2009 : : 31,306: -3,633 398 2,890 -542 8,941 2,720 -3,098 18,564 -2,554 3,668 5,581: -1,203 -2,206 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.3 11.1 10.8 1.8 14.8 10.6 24.9 26.1 0.8 5.6 10.1: 12.5 5.7 Old : 100.0: 14.3 11.1 10.8 1.8 14.8 10.6 24.9 26.1 0.8 5.6 10.1: 12.5 5.7 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 : 228: 55 41 20 9 25 39 40 46 18 34 46: Old : 228: 55 41 20 9 25 39 40 46 18 34 46: 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 : 24.1 34.1 34.6 44.6 9.8 18.2 13.9 22.3 Old : 24.1 34.1 34.6 44.6 9.8 18.2 13.9 22.3 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, April 7, 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 : 632,142: 98,256 73,241 68,909 12,271 89,241 67,855 168,418 154,428 7,752 33,394 61,327: 84,374 39,822 Old : 632,142: 98,256 73,241 68,909 12,271 89,241 67,855 168,418 154,428 7,752 33,394 61,327: 84,374 39,822 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 31, 2009 : : 7,745: 4,802 1,135 -2,771 604 524 2,408 10,693 -2,221 2,758 -1,780 -2,920: 5,165 1,710 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.5 11.6 10.9 1.9 14.1 10.7 26.6 24.4 1.2 5.3 9.7: 13.3 6.3 Old : 100.0: 15.5 11.6 10.9 1.9 14.1 10.7 26.6 24.4 1.2 5.3 9.7: 13.3 6.3 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 : 215: 53 36 19 10 23 32 45 44 17 29 34: Old : 215: 53 36 19 10 23 32 45 44 17 29 34: 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 : 23.0 34.6 34.1 45.5 10.4 19.4 14.9 23.4 Old : 23.0 34.6 34.1 45.5 10.4 19.4 14.9 23.4 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, March 31, 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 : 624,397: 93,454 72,106 71,680 11,667 88,717 65,447 157,725 156,649 4,994 35,174 64,247: 79,209 38,112 Old : 624,397: 93,454 72,106 71,680 11,667 88,717 65,447 157,725 156,649 4,994 35,174 64,247: 79,209 38,112 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2009 : : -11,786: -3,224 -5,621 4,403 -3,417 -387 -5,408 17,587 -9,358 2,252 -19,303 2,824: -2,888 5,889 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.0 11.5 11.5 1.9 14.2 10.5 25.3 25.1 0.8 5.6 10.3: 12.7 6.1 Old : 100.0: 15.0 11.5 11.5 1.9 14.2 10.5 25.3 25.1 0.8 5.6 10.3: 12.7 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 : 214: 51 35 20 8 23 40 39 46 17 28 38: Old : 214: 51 35 20 8 23 40 39 46 17 28 38: 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 : 23.7 36.0 34.1 46.9 10.4 19.8 14.9 23.6 Old : 23.7 36.0 34.1 46.9 10.4 19.8 14.9 23.6 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, March 24, 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 : 636,183: 96,678 77,727 67,277 15,084 89,104 70,855 140,138 166,007 2,742 54,477 61,423: 82,097 32,223 Old : 636,183: 96,678 77,727 67,277 15,084 89,104 70,855 140,138 166,007 2,742 54,477 61,423: 82,097 32,223 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2009 : : -26,349: -3,998 3,667 1,168 -794 -1,848 9,463 -5,846 -30,369 -8,741 12,399 3,274: 4,702 -6,832 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 12.2 10.6 2.4 14.0 11.1 22.0 26.1 0.4 8.6 9.7: 12.9 5.1 Old : 100.0: 15.2 12.2 10.6 2.4 14.0 11.1 22.0 26.1 0.4 8.6 9.7: 12.9 5.1 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 : 224: 55 41 19 7 24 45 34 48 16 35 46: Old : 224: 55 41 19 7 24 45 34 48 16 35 46: 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 : 23.4 36.6 32.9 47.6 9.6 19.7 13.9 23.9 Old : 23.4 36.6 32.9 47.6 9.6 19.7 13.9 23.9 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, March 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 : 662,532: 100,676 74,060 66,109 15,878 90,952 61,392 145,984 196,376 11,483 42,078 58,149: 77,395 39,055 Old : 662,532: 100,676 74,060 66,109 15,878 90,952 61,392 145,984 196,376 11,483 42,078 58,149: 77,395 39,055 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2009 : : -7,859: 509 1,332 -711 -281 3,218 -2,001 2,320 -3,441 634 -2,564 -7,321: 1,254 -1,122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 11.2 10.0 2.4 13.7 9.3 22.0 29.6 1.7 6.4 8.8: 11.7 5.9 Old : 100.0: 15.2 11.2 10.0 2.4 13.7 9.3 22.0 29.6 1.7 6.4 8.8: 11.7 5.9 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 : 219: 56 41 19 8 24 32 40 43 18 36 42: Old : 219: 56 41 19 8 24 32 40 43 18 36 42: 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 : 26.8 36.1 35.7 46.5 8.9 16.1 13.4 20.3 Old : 26.8 36.1 35.7 46.5 8.9 16.1 13.4 20.3 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, March 10, 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 : 670,391: 100,167 72,728 66,820 16,159 87,734 63,393 143,664 199,817 10,849 44,642 65,470: 76,141 40,177 Old : 670,391: 100,167 72,728 66,820 16,159 87,734 63,393 143,664 199,817 10,849 44,642 65,470: 76,141 40,177 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 3, 2009 : : -6,799: -1,416 -6,374 -10,924 5,130 1,252 7,196 6,790 -8,854 875 -12,389 7,049: -1,977 597 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.9 10.8 10.0 2.4 13.1 9.5 21.4 29.8 1.6 6.7 9.8: 11.4 6.0 Old : 100.0: 14.9 10.8 10.0 2.4 13.1 9.5 21.4 29.8 1.6 6.7 9.8: 11.4 6.0 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 : 218: 53 39 18 9 26 32 45 42 20 33 42: Old : 218: 53 39 18 9 26 32 45 42 20 33 42: 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 : 26.7 34.4 35.6 44.6 8.7 14.8 13.0 18.8 Old : 26.7 34.4 35.6 44.6 8.7 14.8 13.0 18.8 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, March 3, 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 : 677,190: 101,583 79,102 77,744 11,029 86,482 56,197 136,874 208,671 9,974 57,031 58,421: 78,118 39,580 Old : 677,190: 101,583 79,102 77,744 11,029 86,482 56,197 136,874 208,671 9,974 57,031 58,421: 78,118 39,580 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : -11,511: -4,140 2,181 1,009 2,453 -483 -3,455 -27,657 1,946 -97 2,935 -5,403: -888 12,517 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.0 11.7 11.5 1.6 12.8 8.3 20.2 30.8 1.5 8.4 8.6: 11.5 5.8 Old : 100.0: 15.0 11.7 11.5 1.6 12.8 8.3 20.2 30.8 1.5 8.4 8.6: 11.5 5.8 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 : 209: 51 37 19 8 26 29 45 43 13 35 41: Old : 209: 51 37 19 8 26 29 45 43 13 35 41: 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 : 28.0 37.0 38.0 47.4 8.7 15.1 13.7 19.1 Old : 28.0 37.0 38.0 47.4 8.7 15.1 13.7 19.1 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, February 24, 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 : 688,701: 105,723 76,921 76,735 8,576 86,965 59,652 164,531 206,725 10,071 54,096 63,824: 79,006 27,063 Old : 688,701: 105,723 76,921 76,735 8,576 86,965 59,652 164,531 206,725 10,071 54,096 63,824: 79,006 27,063 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 17, 2009 : : -43,646: -13,487 -10,301 -4,358 -2,693 -9,969 447 -3,020 -10,069 -602 11,245 -5,426: -182 -13,413 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 11.2 11.1 1.2 12.6 8.7 23.9 30.0 1.5 7.9 9.3: 11.5 3.9 Old : 100.0: 15.4 11.2 11.1 1.2 12.6 8.7 23.9 30.0 1.5 7.9 9.3: 11.5 3.9 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 : 206: 53 37 18 7 22 29 43 42 12 35 40: Old : 206: 53 37 18 7 22 29 43 42 12 35 40: 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 : 26.0 38.7 37.0 48.5 8.6 18.2 13.2 22.0 Old : 26.0 38.7 37.0 48.5 8.6 18.2 13.2 22.0 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, February 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 : 732,347: 119,210 87,222 81,093 11,269 96,934 59,205 167,551 216,794 10,673 42,851 69,250: 79,188 40,476 Old : 732,347: 119,210 87,222 81,093 11,269 96,934 59,205 167,551 216,794 10,673 42,851 69,250: 79,188 40,476 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2009 : : 24,742: 4,637 9,154 2,066 -17 4,575 1,868 -8,047 8,178 -2,058 5,699 4,765: 711 435 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 11.9 11.1 1.5 13.2 8.1 22.9 29.6 1.5 5.9 9.5: 10.8 5.5 Old : 100.0: 16.3 11.9 11.1 1.5 13.2 8.1 22.9 29.6 1.5 5.9 9.5: 10.8 5.5 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 : 213: 52 39 17 7 23 26 50 43 17 34 45: Old : 213: 52 39 17 7 23 26 50 43 17 34 45: 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 : 26.0 36.0 37.4 45.9 8.2 15.4 12.7 19.3 Old : 26.0 36.0 37.4 45.9 8.2 15.4 12.7 19.3 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, February 10, 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 : 707,605: 114,573 78,068 79,027 11,286 92,359 57,337 175,598 208,616 12,731 37,152 64,485: 78,477 40,041 Old : 707,605: 114,573 78,068 79,027 11,286 92,359 57,337 175,598 208,616 12,731 37,152 64,485: 78,477 40,041 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 3, 2009 : : 15,533: 1,385 6,166 -228 1,232 -1,893 -24 -13,946 13,870 -4,879 6,946 6,138: 1,164 -2,980 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.2 11.0 11.2 1.6 13.1 8.1 24.8 29.5 1.8 5.3 9.1: 11.1 5.7 Old : 100.0: 16.2 11.0 11.2 1.6 13.1 8.1 24.8 29.5 1.8 5.3 9.1: 11.1 5.7 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 : 219: 53 39 17 7 21 30 51 45 18 34 44: Old : 219: 53 39 17 7 21 30 51 45 18 34 44: 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 : 25.7 37.0 36.2 46.7 8.4 16.9 12.8 21.4 Old : 25.7 37.0 36.2 46.7 8.4 16.9 12.8 21.4 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, February 3, 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 : 692,072: 113,188 71,902 79,255 10,054 94,252 57,361 189,544 194,746 17,610 30,206 58,347: 77,313 43,021 Old : 692,072: 113,188 71,902 79,255 10,054 94,252 57,361 189,544 194,746 17,610 30,206 58,347: 77,313 43,021 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2009 : : 12,848: -424 -3,285 -988 -494 -263 29 558 10,831 2,757 1,534 3,217: -2,311 750 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 10.4 11.5 1.5 13.6 8.3 27.4 28.1 2.5 4.4 8.4: 11.2 6.2 Old : 100.0: 16.4 10.4 11.5 1.5 13.6 8.3 27.4 28.1 2.5 4.4 8.4: 11.2 6.2 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 : 210: 52 38 18 7 23 28 51 45 20 24 38: Old : 210: 52 38 18 7 23 28 51 45 20 24 38: 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 : 24.7 37.6 35.5 47.6 8.8 19.5 13.3 24.0 Old : 24.7 37.6 35.5 47.6 8.8 19.5 13.3 24.0 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, January 27, 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 : 679,224: 113,612 75,187 80,243 10,548 94,515 57,332 188,986 183,915 14,853 28,672 55,130: 79,624 42,271 Old : 679,224: 113,612 75,187 80,243 10,548 94,515 57,332 188,986 183,915 14,853 28,672 55,130: 79,624 42,271 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : -25,700: -9,102 -6,272 101 722 -2,441 4,750 -7,827 -10,966 -6,553 5,676 -6,252: 4,763 1,660 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.7 11.1 11.8 1.6 13.9 8.4 27.8 27.1 2.2 4.2 8.1: 11.7 6.2 Old : 100.0: 16.7 11.1 11.8 1.6 13.9 8.4 27.8 27.1 2.2 4.2 8.1: 11.7 6.2 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 : 197: 51 34 17 7 22 31 42 40 16 24 37: Old : 197: 51 34 17 7 22 31 42 40 16 24 37: 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 : 24.6 38.3 35.8 48.7 9.0 21.1 13.6 25.3 Old : 24.6 38.3 35.8 48.7 9.0 21.1 13.6 25.3 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, January 20, 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 : 704,924: 122,714 81,459 80,142 9,826 96,956 52,582 196,813 194,881 21,406 22,996 61,382: 74,861 40,611 Old : 704,924: 122,714 81,459 80,142 9,826 96,956 52,582 196,813 194,881 21,406 22,996 61,382: 74,861 40,611 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : -1,049: 7,962 7,617 5,876 -158 -11,365 2,406 -2,953 3,810 -7,070 2,207 -1,297: -1,371 1,090 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 11.6 11.4 1.4 13.8 7.5 27.9 27.6 3.0 3.3 8.7: 10.6 5.8 Old : 100.0: 17.4 11.6 11.4 1.4 13.8 7.5 27.9 27.6 3.0 3.3 8.7: 10.6 5.8 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 : 207: 54 37 18 7 22 31 43 45 21 25 36: Old : 207: 54 37 18 7 22 31 43 45 21 25 36: 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 : 25.6 40.2 36.4 50.9 8.5 21.9 12.9 25.8 Old : 25.6 40.2 36.4 50.9 8.5 21.9 12.9 25.8 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, January 13, 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 : 705,973: 114,752 73,842 74,266 9,984 108,321 50,176 199,766 191,071 28,476 20,789 62,679: 76,232 39,521 Old : 705,973: 114,752 73,842 74,266 9,984 108,321 50,176 199,766 191,071 28,476 20,789 62,679: 76,232 39,521 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 6, 2009 : : 19,376: 7,456 571 -9,829 724 6,935 -799 2,028 9,664 1,749 -6,476 1,407: 2,793 4,523 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 10.5 10.5 1.4 15.3 7.1 28.3 27.1 4.0 2.9 8.9: 10.8 5.6 Old : 100.0: 16.3 10.5 10.5 1.4 15.3 7.1 28.3 27.1 4.0 2.9 8.9: 10.8 5.6 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 : 204: 50 32 17 7 21 32 43 45 25 19 38: Old : 204: 50 32 17 7 21 32 43 45 25 19 38: 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 : 25.6 41.3 36.5 52.1 8.5 22.3 13.0 26.5 Old : 25.6 41.3 36.5 52.1 8.5 22.3 13.0 26.5 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, January 6, 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 : 686,597: 107,296 73,271 84,095 9,260 101,386 50,975 197,738 181,407 26,727 27,265 61,272: 73,439 34,998 Old : 686,597: 107,296 73,271 84,095 9,260 101,386 50,975 197,738 181,407 26,727 27,265 61,272: 73,439 34,998 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 30, 2008 : : 14,867: 4,525 6,914 2,845 258 1,110 5,278 8,313 -2,487 97 -451 -168: 3,667 1,378 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.6 10.7 12.2 1.3 14.8 7.4 28.8 26.4 3.9 4.0 8.9: 10.7 5.1 Old : 100.0: 15.6 10.7 12.2 1.3 14.8 7.4 28.8 26.4 3.9 4.0 8.9: 10.7 5.1 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 : 201: 49 34 17 8 23 33 39 43 21 23 36: Old : 201: 49 34 17 8 23 33 39 43 21 23 36: 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 : 25.3 43.0 36.8 53.7 9.2 23.9 14.8 27.6 Old : 25.3 43.0 36.8 53.7 9.2 23.9 14.8 27.6 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, December 30, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 671,730: 102,771 66,357 81,250 9,002 100,276 45,697 189,425 183,894 26,630 27,716 61,440: 69,772 33,620 Old : 671,730: 102,771 66,357 81,250 9,002 100,276 45,697 189,425 183,894 26,630 27,716 61,440: 69,772 33,620 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 22, 2008 : : -17,121: -3,107 -1,037 -9,834 -701 1,506 -3,548 -22,798 -3,504 -3,389 6,062 -3,960: 8,715 7,311 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.3 9.9 12.1 1.3 14.9 6.8 28.2 27.4 4.0 4.1 9.1: 10.4 5.0 Old : 100.0: 15.3 9.9 12.1 1.3 14.9 6.8 28.2 27.4 4.0 4.1 9.1: 10.4 5.0 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 : 189: 47 33 18 8 24 24 35 40 21 24 37: Old : 189: 47 33 18 8 24 24 35 40 21 24 37: 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 : 25.7 43.3 36.7 53.6 9.4 23.3 15.0 26.9 Old : 25.7 43.3 36.7 53.6 9.4 23.3 15.0 26.9 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, December 22, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 688,851: 105,878 67,394 91,084 9,703 98,770 49,245 212,223 187,398 30,019 21,654 65,400: 61,057 26,309 Old : 688,851: 105,878 67,394 91,084 9,703 98,770 49,245 212,223 187,398 30,019 21,654 65,400: 61,057 26,309 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 16, 2008 : : -23,442: 635 -1,983 -4,861 929 -1,461 352 -6,029 -344 -1,026 -2,866 -2,700: -14,037 -8,988 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 9.8 13.2 1.4 14.3 7.1 30.8 27.2 4.4 3.1 9.5: 8.9 3.8 Old : 100.0: 15.4 9.8 13.2 1.4 14.3 7.1 30.8 27.2 4.4 3.1 9.5: 8.9 3.8 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 : 206: 49 32 17 7 23 29 38 43 27 28 42: Old : 206: 49 32 17 7 23 29 38 43 27 28 42: 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 : 26.1 43.3 36.8 53.6 10.2 24.0 15.8 27.9 Old : 26.1 43.3 36.8 53.6 10.2 24.0 15.8 27.9 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, December 16, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 712,293: 105,243 69,377 95,945 8,774 100,231 48,893 218,252 187,742 31,045 24,520 68,100: 75,094 35,297 Old : 712,293: 105,243 69,377 95,945 8,774 100,231 48,893 218,252 187,742 31,045 24,520 68,100: 75,094 35,297 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2008 : : -4,115: -701 -1,989 973 -788 1,956 -1,113 -1,891 -6,860 -2,280 2,521 5,191: -1,281 -2,255 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.8 9.7 13.5 1.2 14.1 6.9 30.6 26.4 4.4 3.4 9.6: 10.5 5.0 Old : 100.0: 14.8 9.7 13.5 1.2 14.1 6.9 30.6 26.4 4.4 3.4 9.6: 10.5 5.0 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 : 207: 50 34 16 8 22 30 36 42 25 31 43: Old : 207: 50 34 16 8 22 30 36 42 25 31 43: 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 : 25.4 43.1 36.2 53.0 10.3 24.2 15.9 28.1 Old : 25.4 43.1 36.2 53.0 10.3 24.2 15.9 28.1 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, December 9, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 716,408: 105,944 71,366 94,972 9,562 98,275 50,006 220,143 194,602 33,325 21,999 62,909: 76,375 37,552 Old : 716,408: 105,944 71,366 94,972 9,562 98,275 50,006 220,143 194,602 33,325 21,999 62,909: 76,375 37,552 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 2, 2008 : : 2,132: 4,150 203 3,795 462 -1,902 -687 9,644 -4,796 3,323 -1,936 -3,236: 1,485 3,693 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.8 10.0 13.3 1.3 13.7 7.0 30.7 27.2 4.7 3.1 8.8: 10.7 5.2 Old : 100.0: 14.8 10.0 13.3 1.3 13.7 7.0 30.7 27.2 4.7 3.1 8.8: 10.7 5.2 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 : 203: 49 35 18 8 24 33 31 39 27 26 39: Old : 203: 49 35 18 8 24 33 31 39 27 26 39: 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 : 24.9 43.2 36.8 53.7 9.9 24.8 15.4 28.4 Old : 24.9 43.2 36.8 53.7 9.9 24.8 15.4 28.4 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, December 2, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 714,276: 101,794 71,163 91,177 9,100 100,177 50,693 210,499 199,398 30,002 23,935 66,145: 74,890 33,859 Old : 714,276: 101,794 71,163 91,177 9,100 100,177 50,693 210,499 199,398 30,002 23,935 66,145: 74,890 33,859 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 25, 2008 : : -4,240: -1,581 7,196 3,595 -1,166 -5,573 876 -2,386 -3,806 -1,843 3,453 405: 3,687 -2,363 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.3 10.0 12.8 1.3 14.0 7.1 29.5 27.9 4.2 3.4 9.3: 10.5 4.7 Old : 100.0: 14.3 10.0 12.8 1.3 14.0 7.1 29.5 27.9 4.2 3.4 9.3: 10.5 4.7 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 : 196: 47 33 18 6 22 30 34 37 26 24 37: Old : 196: 47 33 18 6 22 30 34 37 26 24 37: 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 : 24.9 43.0 37.0 53.7 9.3 24.2 14.8 27.7 Old : 24.9 43.0 37.0 53.7 9.3 24.2 14.8 27.7 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 25, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 718,516: 103,375 63,967 87,582 10,266 105,750 49,817 212,885 203,204 31,845 20,482 65,740: 71,203 36,222 Old : 718,516: 103,375 63,967 87,582 10,266 105,750 49,817 212,885 203,204 31,845 20,482 65,740: 71,203 36,222 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 18, 2008 : : -23,538: -8,671 -6,733 -8,839 316 -1,726 -2,241 -18,008 2,647 -964 168 -961: -2,783 759 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.4 8.9 12.2 1.4 14.7 6.9 29.6 28.3 4.4 2.9 9.1: 9.9 5.0 Old : 100.0: 14.4 8.9 12.2 1.4 14.7 6.9 29.6 28.3 4.4 2.9 9.1: 9.9 5.0 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 : 194: 45 31 19 7 24 30 35 38 27 21 35: Old : 194: 45 31 19 7 24 30 35 38 27 21 35: 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 : 24.5 43.0 36.7 53.6 8.7 24.1 14.0 27.4 Old : 24.5 43.0 36.7 53.6 8.7 24.1 14.0 27.4 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 18, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 742,054: 112,046 70,700 96,421 9,950 107,476 52,058 230,893 200,557 32,809 20,314 66,701: 73,986 35,463 Old : 742,054: 112,046 70,700 96,421 9,950 107,476 52,058 230,893 200,557 32,809 20,314 66,701: 73,986 35,463 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 11, 2008 : : -9,225: -1,392 -3,996 4,082 1,718 -2,269 -905 1,446 -5,247 -6,072 -2,434 2,592: -14 -1,035 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.1 9.5 13.0 1.3 14.5 7.0 31.1 27.0 4.4 2.7 9.0: 10.0 4.8 Old : 100.0: 15.1 9.5 13.0 1.3 14.5 7.0 31.1 27.0 4.4 2.7 9.0: 10.0 4.8 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 : 204: 49 33 19 7 24 31 39 45 27 22 37: Old : 204: 49 33 19 7 24 31 39 45 27 22 37: 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 : 23.6 43.2 36.2 53.6 9.4 25.5 14.7 28.5 Old : 23.6 43.2 36.2 53.6 9.4 25.5 14.7 28.5 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 11, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 751,279: 113,438 74,696 92,339 8,232 109,745 52,963 229,447 205,804 38,881 22,748 64,109: 74,000 36,498 Old : 751,279: 113,438 74,696 92,339 8,232 109,745 52,963 229,447 205,804 38,881 22,748 64,109: 74,000 36,498 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 4, 2008 : : -11,957: 2,360 -751 -1,507 -430 -4,594 -4,620 2,295 -6,655 2,482 -4,403 -2,224: 2,801 4,805 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.1 9.9 12.3 1.1 14.6 7.0 30.5 27.4 5.2 3.0 8.5: 9.8 4.9 Old : 100.0: 15.1 9.9 12.3 1.1 14.6 7.0 30.5 27.4 5.2 3.0 8.5: 9.8 4.9 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 : 203: 48 35 19 5 23 29 37 42 31 23 37: Old : 203: 48 35 19 5 23 29 37 42 31 23 37: 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 : 23.3 43.4 35.6 54.2 9.3 25.7 14.6 28.2 Old : 23.3 43.4 35.6 54.2 9.3 25.7 14.6 28.2 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 4, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 763,236: 111,078 75,447 93,846 8,662 114,339 57,583 227,152 212,459 36,399 27,151 66,333: 71,199 31,693 Old : 763,236: 111,078 75,447 93,846 8,662 114,339 57,583 227,152 212,459 36,399 27,151 66,333: 71,199 31,693 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 28, 2008 : : -22,256: -5,294 -1,404 -3,733 382 -2,790 2,802 -18,070 -3,346 -10,071 5,064 1,012: -836 -3,104 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.6 9.9 12.3 1.1 15.0 7.5 29.8 27.8 4.8 3.6 8.7: 9.3 4.2 Old : 100.0: 14.6 9.9 12.3 1.1 15.0 7.5 29.8 27.8 4.8 3.6 8.7: 9.3 4.2 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 : 204: 49 37 18 7 24 34 37 45 27 22 36: Old : 204: 49 37 18 7 24 34 37 45 27 22 36: 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 : 23.7 43.6 36.3 54.4 9.6 25.4 14.9 27.8 Old : 23.7 43.6 36.3 54.4 9.6 25.4 14.9 27.8 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, October 28, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 785,492: 116,372 76,851 97,579 8,280 117,129 54,781 245,222 215,805 46,470 22,087 65,321: 72,035 34,797 Old : 785,492: 116,372 76,851 97,579 8,280 117,129 54,781 245,222 215,805 46,470 22,087 65,321: 72,035 34,797 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 21, 2008 : : -88,544: -4,250 24 -6,256 -2,573 -1,459 -86,092 -95,162 14,382 -729 2,267 -4,115: -25 -1,908 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.8 9.8 12.4 1.1 14.9 7.0 31.2 27.5 5.9 2.8 8.3: 9.2 4.4 Old : 100.0: 14.8 9.8 12.4 1.1 14.9 7.0 31.2 27.5 5.9 2.8 8.3: 9.2 4.4 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 : 201: 47 34 21 6 24 29 38 46 28 20 37: Old : 201: 47 34 21 6 24 29 38 46 28 20 37: 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 : 24.0 43.3 36.6 53.8 10.6 26.5 15.7 28.8 Old : 24.0 43.3 36.6 53.8 10.6 26.5 15.7 28.8 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, October 21, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 874,036: 120,622 76,827 103,835 10,853 118,588 140,873 340,384 201,423 47,199 19,820 69,436: 72,060 36,705 Old : 874,036: 120,622 76,827 103,835 10,853 118,588 140,873 340,384 201,423 47,199 19,820 69,436: 72,060 36,705 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 14, 2008 : : -15,240: -2,991 -991 -21 -982 3,139 -7,576 -12,357 -6,998 -2,364 1,852 -80: 1,651 1,177 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.8 8.8 11.9 1.2 13.6 16.1 38.9 23.0 5.4 2.3 7.9: 8.2 4.2 Old : 100.0: 13.8 8.8 11.9 1.2 13.6 16.1 38.9 23.0 5.4 2.3 7.9: 8.2 4.2 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 : 202: 49 34 22 6 25 33 33 45 29 20 35: Old : 202: 49 34 22 6 25 33 33 45 29 20 35: 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 : 29.3 44.3 41.0 55.1 17.7 34.2 23.0 36.5 Old : 29.3 44.3 41.0 55.1 17.7 34.2 23.0 36.5 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, October 14, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 889,276: 123,613 77,818 103,856 11,835 115,449 148,449 352,741 208,421 49,563 17,968 69,516: 70,409 35,528 Old : 889,276: 123,613 77,818 103,856 11,835 115,449 148,449 352,741 208,421 49,563 17,968 69,516: 70,409 35,528 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 7, 2008 : : 10,317: 8,347 7,944 -5,041 -509 1,278 -7,127 -17,951 11,399 -4,702 2,926 4,503: 1,660 727 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 8.8 11.7 1.3 13.0 16.7 39.7 23.4 5.6 2.0 7.8: 7.9 4.0 Old : 100.0: 13.9 8.8 11.7 1.3 13.0 16.7 39.7 23.4 5.6 2.0 7.8: 7.9 4.0 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 : 203: 51 37 22 6 25 34 30 43 29 20 37: Old : 203: 51 37 22 6 25 34 30 43 29 20 37: 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 : 30.7 46.6 41.7 56.9 17.8 35.8 23.1 38.0 Old : 30.7 46.6 41.7 56.9 17.8 35.8 23.1 38.0 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, October 7, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 878,959: 115,266 69,874 108,897 12,344 114,171 155,576 370,692 197,022 54,265 15,042 65,013: 68,749 34,801 Old : 878,959: 115,266 69,874 108,897 12,344 114,171 155,576 370,692 197,022 54,265 15,042 65,013: 68,749 34,801 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 30, 2008 : : -2,602: 4,832 1,907 -797 680 -487 -6,326 -9,034 625 -2,425 -1,430 3,490: -1,514 1,647 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.1 7.9 12.4 1.4 13.0 17.7 42.2 22.4 6.2 1.7 7.4: 7.8 4.0 Old : 100.0: 13.1 7.9 12.4 1.4 13.0 17.7 42.2 22.4 6.2 1.7 7.4: 7.8 4.0 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 : 209: 50 35 23 7 27 34 36 49 29 20 38: Old : 209: 50 35 23 7 27 34 36 49 29 20 38: 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 : 29.6 47.4 40.5 57.6 18.0 38.1 23.5 40.5 Old : 29.6 47.4 40.5 57.6 18.0 38.1 23.5 40.5 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, September 30, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 881,561: 110,434 67,967 109,694 11,664 114,658 161,902 379,726 196,397 56,690 16,472 61,523: 70,263 33,154 Old : 881,561: 110,434 67,967 109,694 11,664 114,658 161,902 379,726 196,397 56,690 16,472 61,523: 70,263 33,154 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : -28,818: -3,729 -6,314 6,015 342 -3,057 3,932 3,398 -16,292 -6,313 -952 -5,635: -3,739 -308 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.5 7.7 12.4 1.3 13.0 18.4 43.1 22.3 6.4 1.9 7.0: 8.0 3.8 Old : 100.0: 12.5 7.7 12.4 1.3 13.0 18.4 43.1 22.3 6.4 1.9 7.0: 8.0 3.8 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 : 208: 52 38 21 7 26 38 32 43 30 17 37: Old : 208: 52 38 21 7 26 38 32 43 30 17 37: 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 : 29.3 49.2 40.6 59.5 17.9 39.3 23.5 41.5 Old : 29.3 49.2 40.6 59.5 17.9 39.3 23.5 41.5 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, September 23, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 910,379: 114,163 74,281 103,679 11,322 117,715 157,970 376,328 212,689 63,003 17,424 67,158: 74,002 33,462 Old : 910,379: 114,163 74,281 103,679 11,322 117,715 157,970 376,328 212,689 63,003 17,424 67,158: 74,002 33,462 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 16, 2008 : : -18,383: 1,853 3,083 2,608 -478 862 4,148 12,600 -19,854 3,150 -3,574 -7,556: -3,594 -3,466 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.5 8.2 11.4 1.2 12.9 17.4 41.3 23.4 6.9 1.9 7.4: 8.1 3.7 Old : 100.0: 12.5 8.2 11.4 1.2 12.9 17.4 41.3 23.4 6.9 1.9 7.4: 8.1 3.7 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 : 221: 53 38 21 7 26 44 32 44 36 15 41: Old : 221: 53 38 21 7 26 44 32 44 36 15 41: 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 : 28.1 48.1 39.9 58.5 16.5 37.1 21.9 39.2 Old : 28.1 48.1 39.9 58.5 16.5 37.1 21.9 39.2 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, September 16, 2008 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 928,762: 112,310 71,198 101,071 11,800 116,853 153,822 363,728 232,543 59,853 20,998 74,714: 77,596 36,928 Old : 928,762: 112,310 71,198 101,071 11,800 116,853 153,822 363,728 232,543 59,853 20,998 74,714: 77,596 36,928 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 9, 2008 : : -6,457: 4,388 -1,515 -9,417 -4,113 -4,405 -11,517 -1,411 2,425 11,999 111 1,742: -1,672 709 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.1 7.7 10.9 1.3 12.6 16.6 39.2 25.0 6.4 2.3 8.0: 8.4 4.0 Old : 100.0: 12.1 7.7 10.9 1.3 12.6 16.6 39.2 25.0 6.4 2.3 8.0: 8.4 4.0 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 : 235: 50 36 21 8 26 46 37 44 41 22 48: Old : 235: 50 36 21 8 26 46 37 44 41 22 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 : B