NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 317,062: 102,842 208,526 72,826 114 21,278 26,580 13,126 22,106 19,534 4,330 16,979: 34,917 30,603 Old : 317,062: 102,842 208,526 72,826 114 21,278 26,580 13,126 22,106 19,534 4,330 16,979: 34,917 30,603 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 10,459: 7,019 9,839 525 -254 1,600 748 -1,431 -1,957 1,143 68 133: 1,248 2,461 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.4 65.8 23.0 0.0 6.7 8.4 4.1 7.0 6.2 1.4 5.4: 11.0 9.7 Old : 100.0: 32.4 65.8 23.0 0.0 6.7 8.4 4.1 7.0 6.2 1.4 5.4: 11.0 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 : 151: 50 60 18 . 14 19 15 23 14 13 25: Old : 151: 50 60 18 . 14 19 15 23 14 13 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 : 22.8 25.6 35.9 37.6 16.1 15.8 25.7 22.7 Old : 22.8 25.6 35.9 37.6 16.1 15.8 25.7 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, September 15, 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 : 744,146: 110,165 114,908 151,319 12,504 72,875 70,576 192,808 183,183 13,872 65,506 60,667: 81,489 41,695 Old : 744,146: 110,165 114,908 151,319 12,504 72,875 70,576 192,808 183,183 13,872 65,506 60,667: 81,489 41,695 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 23,864: 3,051 8,720 13,774 2,434 -2,200 -1,201 -11,629 12,546 -10,262 5,403 10,045: -1,889 -1,455 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.8 15.4 20.3 1.7 9.8 9.5 25.9 24.6 1.9 8.8 8.2: 11.0 5.6 Old : 100.0: 14.8 15.4 20.3 1.7 9.8 9.5 25.9 24.6 1.9 8.8 8.2: 11.0 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 : 283: 57 44 23 9 26 46 59 65 32 43 54: Old : 283: 57 44 23 9 26 46 59 65 32 43 54: 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 30.1 38.7 41.3 16.1 17.1 21.8 21.9 Old : 24.7 30.1 38.7 41.3 16.1 17.1 21.8 21.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - ICE EUROPE Code-067411 Disaggregated Commitments of Traders - Futures Only, September 15, 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 1,000 BARRELS) : : : Positions : All : 508,147: 116,234 162,775 64,839 37,002 177,776 41,638 5,532 42,572 4,659 21,614 37,874: 22,555 23,002 Old : 508,147: 116,234 162,775 64,839 37,002 177,776 41,638 5,532 42,572 4,659 21,614 37,874: 22,555 23,002 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 27,251: 14,121 9,490 64 4,782 703 -3,417 792 1,725 2,235 -346 8,339: 3,481 1,766 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.9 32.0 12.8 7.3 35.0 8.2 1.1 8.4 0.9 4.3 7.5: 4.4 4.5 Old : 100.0: 22.9 32.0 12.8 7.3 35.0 8.2 1.1 8.4 0.9 4.3 7.5: 4.4 4.5 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 : 105: 25 32 17 12 27 15 8 14 8 8 17: Old : 105: 25 32 17 12 27 15 8 14 8 8 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 : 27.3 23.2 41.1 35.9 12.8 9.9 16.8 15.4 Old : 27.3 23.2 41.1 35.9 12.8 9.9 16.8 15.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Disaggregated Commitments of Traders - Futures Only, September 15, 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 1,000 BARRELS) : : : Positions : All : 1,197,629: 132,038 316,447 257,962 120,260 239,344 138,611 48,701 149,637 80,741 125,094 124,009: 75,287 74,137 Old : 1,197,629: 132,038 316,447 257,962 120,260 239,344 138,611 48,701 149,637 80,741 125,094 124,009: 75,287 74,137 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 19,366: -16,586 -5,909 6,823 5,133 9,397 7,261 -11,791 -2,962 155 6,762 16,217: -939 2,519 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.0 26.4 21.5 10.0 20.0 11.6 4.1 12.5 6.7 10.4 10.4: 6.3 6.2 Old : 100.0: 11.0 26.4 21.5 10.0 20.0 11.6 4.1 12.5 6.7 10.4 10.4: 6.3 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 : 315: 49 57 21 20 36 61 37 61 41 61 79: Old : 315: 49 57 21 20 36 61 37 61 41 61 79: 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 14.6 32.6 25.3 15.9 8.8 21.0 13.7 Old : 23.4 14.6 32.6 25.3 15.9 8.8 21.0 13.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 203,784: 77,306 150,863 39,250 2,004 11,303 34,347 5,504 8,796 13,230 7,762 5,549: 14,003 12,003 Old : 203,784: 77,306 150,863 39,250 2,004 11,303 34,347 5,504 8,796 13,230 7,762 5,549: 14,003 12,003 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : -2,901: 3,683 -6,752 194 287 355 -5,626 3,100 -2,133 -140 -402 488: 278 2,156 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.9 74.0 19.3 1.0 5.5 16.9 2.7 4.3 6.5 3.8 2.7: 6.9 5.9 Old : 100.0: 37.9 74.0 19.3 1.0 5.5 16.9 2.7 4.3 6.5 3.8 2.7: 6.9 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 : 177: 51 65 17 6 15 36 12 16 15 12 26: Old : 177: 51 65 17 6 15 36 12 16 15 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 : 21.6 22.2 34.0 34.6 13.9 9.4 21.3 16.9 Old : 21.6 22.2 34.0 34.6 13.9 9.4 21.3 16.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2009