NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, September 22, 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 : 316,481: 97,034 211,894 74,652 133 21,333 29,088 9,856 21,958 20,666 4,995 17,041: 34,709 29,271 Old : 316,481: 97,034 211,894 74,652 133 21,333 29,088 9,856 21,958 20,666 4,995 17,041: 34,709 29,271 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2009 : : -581: -5,808 3,368 1,826 19 55 2,508 -3,270 -148 1,132 665 62: -208 -1,332 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.7 67.0 23.6 0.0 6.7 9.2 3.1 6.9 6.5 1.6 5.4: 11.0 9.2 Old : 100.0: 30.7 67.0 23.6 0.0 6.7 9.2 3.1 6.9 6.5 1.6 5.4: 11.0 9.2 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 : 155: 56 60 18 . 13 22 11 22 15 13 24: Old : 155: 56 60 18 . 13 22 11 22 15 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 : 23.2 25.5 36.3 38.0 16.9 16.0 26.5 23.5 Old : 23.2 25.5 36.3 38.0 16.9 16.0 26.5 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, September 22, 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 : 710,301: 109,024 117,270 144,302 12,637 68,624 68,795 176,910 164,423 10,742 66,435 59,180: 85,211 44,822 Old : 710,301: 109,024 117,270 144,302 12,637 68,624 68,795 176,910 164,423 10,742 66,435 59,180: 85,211 44,822 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2009 : : -33,845: -1,141 2,362 -7,017 133 -4,251 -1,781 -15,898 -18,760 -3,130 929 -1,487: 3,722 3,127 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.3 16.5 20.3 1.8 9.7 9.7 24.9 23.1 1.5 9.4 8.3: 12.0 6.3 Old : 100.0: 15.3 16.5 20.3 1.8 9.7 9.7 24.9 23.1 1.5 9.4 8.3: 12.0 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 : 275: 57 43 23 9 25 46 53 63 31 45 50: Old : 275: 57 43 23 9 25 46 53 63 31 45 50: 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 29.8 36.7 40.4 15.5 17.5 21.7 22.8 Old : 23.5 29.8 36.7 40.4 15.5 17.5 21.7 22.8 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 22, 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 : 480,700: 96,406 150,252 68,724 38,008 179,687 40,304 4,478 37,822 6,794 21,865 32,589: 18,374 15,999 Old : 480,700: 96,406 150,252 68,724 38,008 179,687 40,304 4,478 37,822 6,794 21,865 32,589: 18,374 15,999 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2009 : : -27,447: -19,828 -12,523 3,885 1,006 1,911 -1,334 -1,054 -4,750 2,135 251 -5,285: -4,181 -7,003 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.1 31.3 14.3 7.9 37.4 8.4 0.9 7.9 1.4 4.5 6.8: 3.8 3.3 Old : 100.0: 20.1 31.3 14.3 7.9 37.4 8.4 0.9 7.9 1.4 4.5 6.8: 3.8 3.3 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 : 102: 26 33 15 13 26 15 8 14 9 7 15: Old : 102: 26 33 15 13 26 15 8 14 9 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 : 29.9 25.2 43.8 38.2 13.6 10.2 18.7 15.5 Old : 29.9 25.2 43.8 38.2 13.6 10.2 18.7 15.5 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 22, 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 : 1,124,865: 106,712 304,682 241,406 113,242 231,156 145,210 47,179 140,148 85,883 121,698 99,927: 74,423 66,833 Old : 1,124,865: 106,712 304,682 241,406 113,242 231,156 145,210 47,179 140,148 85,883 121,698 99,927: 74,423 66,833 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2009 : : -72,764: -25,326 -11,765 -16,556 -7,018 -8,188 6,599 -1,522 -9,489 5,142 -3,396 -24,082: -864 -7,304 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 27.1 21.5 10.1 20.5 12.9 4.2 12.5 7.6 10.8 8.9: 6.6 5.9 Old : 100.0: 9.5 27.1 21.5 10.1 20.5 12.9 4.2 12.5 7.6 10.8 8.9: 6.6 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 : 304: 47 59 21 19 36 62 28 58 39 60 75: Old : 304: 47 59 21 19 36 62 28 58 39 60 75: 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 15.1 33.7 26.2 16.6 9.4 22.0 14.7 Old : 23.8 15.1 33.7 26.2 16.6 9.4 22.0 14.7 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 22, 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 : 206,372: 75,589 152,330 39,778 2,137 11,258 37,967 5,376 9,840 13,130 7,713 4,706: 14,104 13,012 Old : 206,372: 75,589 152,330 39,778 2,137 11,258 37,967 5,376 9,840 13,130 7,713 4,706: 14,104 13,012 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2009 : : 2,588: -1,717 1,467 528 133 -45 3,620 -128 1,044 -100 -49 -843: 101 1,009 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.6 73.8 19.3 1.0 5.5 18.4 2.6 4.8 6.4 3.7 2.3: 6.8 6.3 Old : 100.0: 36.6 73.8 19.3 1.0 5.5 18.4 2.6 4.8 6.4 3.7 2.3: 6.8 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 : 173: 53 65 16 6 16 37 12 17 17 11 22: Old : 173: 53 65 16 6 16 37 12 17 17 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 : 21.4 19.4 32.2 32.0 14.0 10.2 21.3 16.6 Old : 21.4 19.4 32.2 32.0 14.0 10.2 21.3 16.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 25, 2009