NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, October 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 : 310,116: 86,986 207,656 73,109 676 21,749 30,306 8,834 21,877 21,694 6,709 13,825: 40,570 28,790 Old : 310,116: 86,986 207,656 73,109 676 21,749 30,306 8,834 21,877 21,694 6,709 13,825: 40,570 28,790 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 2009 : : 1,789: -1,545 6,202 -2,888 381 1,361 3,812 -1,418 -3,154 -1,352 -155 263: 5,292 -1,691 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.0 67.0 23.6 0.2 7.0 9.8 2.8 7.1 7.0 2.2 4.5: 13.1 9.3 Old : 100.0: 28.0 67.0 23.6 0.2 7.0 9.8 2.8 7.1 7.0 2.2 4.5: 13.1 9.3 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 : 153: 47 61 15 . 15 20 15 21 15 14 24: Old : 153: 47 61 15 . 15 20 15 21 15 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 : 24.2 24.8 36.6 37.0 17.9 16.8 27.6 25.1 Old : 24.2 24.8 36.6 37.0 17.9 16.8 27.6 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, October 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 : 745,533: 95,855 112,904 132,526 8,252 81,752 80,074 194,773 184,624 19,258 51,602 61,128: 90,316 50,498 Old : 745,533: 95,855 112,904 132,526 8,252 81,752 80,074 194,773 184,624 19,258 51,602 61,128: 90,316 50,498 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 2009 : : 52,972: -2,887 -834 -452 -5,525 10,856 -968 15,535 32,295 6,437 -5,123 3,573: 4,118 2,195 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 15.1 17.8 1.1 11.0 10.7 26.1 24.8 2.6 6.9 8.2: 12.1 6.8 Old : 100.0: 12.9 15.1 17.8 1.1 11.0 10.7 26.1 24.8 2.6 6.9 8.2: 12.1 6.8 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 : 268: 53 42 22 7 27 50 53 63 31 36 51: Old : 268: 53 42 22 7 27 50 53 63 31 36 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 : 21.2 34.5 33.6 46.0 13.2 22.0 18.2 26.4 Old : 21.2 34.5 33.6 46.0 13.2 22.0 18.2 26.4 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, October 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 1,000 BARRELS) : : : Positions : All : 487,878: 102,769 157,194 89,072 45,622 145,571 41,077 8,643 37,933 2,997 23,470 44,472: 23,987 24,973 Old : 487,878: 102,769 157,194 89,072 45,622 145,571 41,077 8,643 37,933 2,997 23,470 44,472: 23,987 24,973 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 2009 : : -9,348: -2,714 -2,369 10,036 5,574 -24,395 -2,701 1,527 386 -235 -1,436 9,024: 1,251 2,341 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.1 32.2 18.3 9.4 29.8 8.4 1.8 7.8 0.6 4.8 9.1: 4.9 5.1 Old : 100.0: 21.1 32.2 18.3 9.4 29.8 8.4 1.8 7.8 0.6 4.8 9.1: 4.9 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 : 106: 30 35 16 11 25 14 7 15 10 10 20: Old : 106: 30 35 16 11 25 14 7 15 10 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 : 26.6 20.4 39.8 32.5 14.6 10.7 21.4 16.1 Old : 26.6 20.4 39.8 32.5 14.6 10.7 21.4 16.1 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, October 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 1,000 BARRELS) : : : Positions : All : 1,263,193: 136,594 322,616 237,532 114,302 227,400 169,624 58,307 159,200 82,703 125,184 142,380: 107,760 113,804 Old : 1,263,193: 136,594 322,616 237,532 114,302 227,400 169,624 58,307 159,200 82,703 125,184 142,380: 107,760 113,804 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 2009 : : 14,676: -8,501 -3,169 -11,941 1,232 -9,695 18,241 -4,361 429 -1,483 2,289 22,286: 5,340 5,665 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.8 25.5 18.8 9.0 18.0 13.4 4.6 12.6 6.5 9.9 11.3: 8.5 9.0 Old : 100.0: 10.8 25.5 18.8 9.0 18.0 13.4 4.6 12.6 6.5 9.9 11.3: 8.5 9.0 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 : 341: 48 60 20 18 34 74 40 76 42 71 83: Old : 341: 48 60 20 18 34 74 40 76 42 71 83: 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 : 19.4 12.6 28.4 22.9 13.8 8.5 19.0 13.6 Old : 19.4 12.6 28.4 22.9 13.8 8.5 19.0 13.6 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, October 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 : 205,367: 61,779 147,369 45,518 2,220 6,199 40,555 6,330 15,697 12,607 7,127 3,893: 19,119 16,532 Old : 205,367: 61,779 147,369 45,518 2,220 6,199 40,555 6,330 15,697 12,607 7,127 3,893: 19,119 16,532 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 2009 : : 9,571: -3,064 4,384 -258 8 -995 3,676 -1,463 5,070 -691 57 1,071: 4,762 1,439 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.1 71.8 22.2 1.1 3.0 19.7 3.1 7.6 6.1 3.5 1.9: 9.3 8.0 Old : 100.0: 30.1 71.8 22.2 1.1 3.0 19.7 3.1 7.6 6.1 3.5 1.9: 9.3 8.0 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 : 162: 50 69 16 5 15 33 12 18 9 13 16: Old : 162: 50 69 16 5 15 33 12 18 9 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 : 19.0 18.7 29.8 30.9 16.5 13.1 25.2 21.4 Old : 19.0 18.7 29.8 30.9 16.5 13.1 25.2 21.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 16, 2009