NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Disaggregated Commitments of Traders - Futures Only, September 29, 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 : 311,436: 95,681 202,205 75,865 151 21,427 25,390 14,982 22,000 21,370 6,099 14,815: 34,888 29,757
Old : 311,436: 95,681 202,205 75,865 151 21,427 25,390 14,982 22,000 21,370 6,099 14,815: 34,888 29,757
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -5,045: -1,353 -9,689 1,213 18 94 -3,698 5,126 42 704 1,104 -2,226: 179 486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 64.9 24.4 0.0 6.9 8.2 4.8 7.1 6.9 2.0 4.8: 11.2 9.6
Old : 100.0: 30.7 64.9 24.4 0.0 6.9 8.2 4.8 7.1 6.9 2.0 4.8: 11.2 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 : 158: 52 65 18 . 15 18 18 22 13 14 23:
Old : 158: 52 65 18 . 15 18 18 22 13 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 : 23.8 25.0 37.0 37.0 17.6 14.7 27.7 21.9
Old : 23.8 25.0 37.0 37.0 17.6 14.7 27.7 21.9
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, September 29, 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 : 676,337: 100,340 110,774 130,852 12,395 67,718 79,328 173,140 147,919 10,408 62,547 58,081: 81,691 43,763
Old : 676,337: 100,340 110,774 130,852 12,395 67,718 79,328 173,140 147,919 10,408 62,547 58,081: 81,691 43,763
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -33,964: -8,684 -6,496 -13,450 -242 -906 10,533 -3,770 -16,504 -334 -3,888 -1,099: -3,520 -1,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 16.4 19.3 1.8 10.0 11.7 25.6 21.9 1.5 9.2 8.6: 12.1 6.5
Old : 100.0: 14.8 16.4 19.3 1.8 10.0 11.7 25.6 21.9 1.5 9.2 8.6: 12.1 6.5
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 : 260: 53 42 21 8 24 51 44 60 27 43 49:
Old : 260: 53 42 21 8 24 51 44 60 27 43 49:
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 34.8 34.9 44.5 14.9 22.8 20.5 27.3
Old : 22.1 34.8 34.9 44.5 14.9 22.8 20.5 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411
Disaggregated Commitments of Traders - Futures Only, September 29, 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 : 482,793: 100,744 138,667 75,933 39,329 171,627 38,021 9,508 36,456 839 24,409 39,464: 19,709 23,333
Old : 482,793: 100,744 138,667 75,933 39,329 171,627 38,021 9,508 36,456 839 24,409 39,464: 19,709 23,333
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 2,093: 4,338 -11,585 7,209 1,321 -8,060 -2,283 5,030 -1,366 -5,955 2,544 6,875: 1,335 7,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 28.7 15.7 8.1 35.5 7.9 2.0 7.6 0.2 5.1 8.2: 4.1 4.8
Old : 100.0: 20.9 28.7 15.7 8.1 35.5 7.9 2.0 7.6 0.2 5.1 8.2: 4.1 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 : 100: 24 34 16 11 25 11 11 13 4 11 16:
Old : 100: 24 34 16 11 25 11 11 13 4 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 : 29.8 24.0 43.9 36.3 14.5 10.0 19.8 15.2
Old : 29.8 24.0 43.9 36.3 14.5 10.0 19.8 15.2
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 29, 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 : 1,178,475: 112,120 307,709 256,998 111,478 232,591 138,860 78,858 152,105 92,320 110,180 117,310: 76,171 68,244
Old : 1,178,475: 112,120 307,709 256,998 111,478 232,591 138,860 78,858 152,105 92,320 110,180 117,310: 76,171 68,244
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 53,610: 5,408 3,027 15,592 -1,764 1,435 -6,350 31,679 11,957 6,437 -11,518 17,383: 1,748 1,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 26.1 21.8 9.5 19.7 11.8 6.7 12.9 7.8 9.3 10.0: 6.5 5.8
Old : 100.0: 9.5 26.1 21.8 9.5 19.7 11.8 6.7 12.9 7.8 9.3 10.0: 6.5 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 : 318: 48 59 22 17 35 56 43 63 50 55 82:
Old : 318: 48 59 22 17 35 56 43 63 50 55 82:
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 14.7 32.1 25.2 15.9 9.2 21.4 14.5
Old : 22.6 14.7 32.1 25.2 15.9 9.2 21.4 14.5
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 29, 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 : 194,528: 73,930 141,200 42,656 2,156 9,096 33,020 8,858 9,550 10,831 6,780 3,391: 12,054 13,497
Old : 194,528: 73,930 141,200 42,656 2,156 9,096 33,020 8,858 9,550 10,831 6,780 3,391: 12,054 13,497
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -11,844: -1,659 -11,130 2,878 19 -2,162 -4,947 3,482 -290 -2,299 -933 -1,315: -2,050 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 72.6 21.9 1.1 4.7 17.0 4.6 4.9 5.6 3.5 1.7: 6.2 6.9
Old : 100.0: 38.0 72.6 21.9 1.1 4.7 17.0 4.6 4.9 5.6 3.5 1.7: 6.2 6.9
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 : 159: 46 59 15 7 16 31 16 19 8 14 17:
Old : 159: 46 59 15 7 16 31 16 19 8 14 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 : 22.1 21.1 35.5 33.6 16.3 11.3 24.4 17.3
Old : 22.1 21.1 35.5 33.6 16.3 11.3 24.4 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 2, 2009