NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Disaggregated Commitments of Traders - Futures Only, October 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 : 320,479: 84,846 215,157 63,106 1,729 22,444 41,856 10,133 18,766 17,597 5,124 19,468: 52,396 27,658
Old : 320,479: 84,846 215,157 63,106 1,729 22,444 41,856 10,133 18,766 17,597 5,124 19,468: 52,396 27,658
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 4,751: -3,287 2,358 -6,245 771 678 5,461 817 -3,362 -1,320 -1,205 1,604: 11,222 3,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 67.1 19.7 0.5 7.0 13.1 3.2 5.9 5.5 1.6 6.1: 16.3 8.6
Old : 100.0: 26.5 67.1 19.7 0.5 7.0 13.1 3.2 5.9 5.5 1.6 6.1: 16.3 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 : 166: 47 63 15 4 13 34 13 23 15 13 26:
Old : 166: 47 63 15 4 13 34 13 23 15 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 : 21.8 25.1 33.2 36.5 15.1 15.8 23.6 23.6
Old : 21.8 25.1 33.2 36.5 15.1 15.8 23.6 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, October 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 : 722,597: 82,512 97,680 145,685 11,571 71,722 66,264 186,106 178,968 10,084 44,080 57,577: 109,785 74,893
Old : 722,597: 82,512 97,680 145,685 11,571 71,722 66,264 186,106 178,968 10,084 44,080 57,577: 109,785 74,893
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -8,638: -4,327 -10,286 2,010 -2,831 1,437 -14,014 3,367 -7,732 611 -14,972 -623: 14,000 23,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 13.5 20.2 1.6 9.9 9.2 25.8 24.8 1.4 6.1 8.0: 15.2 10.4
Old : 100.0: 11.4 13.5 20.2 1.6 9.9 9.2 25.8 24.8 1.4 6.1 8.0: 15.2 10.4
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 : 243: 56 42 22 7 23 47 43 58 25 30 44:
Old : 243: 56 42 22 7 23 47 43 58 25 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 : 21.6 31.5 31.9 43.0 12.2 21.4 17.9 26.9
Old : 21.6 31.5 31.9 43.0 12.2 21.4 17.9 26.9
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 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 1,000 BARRELS) :
: : Positions :
All : 482,705: 84,244 157,780 101,244 49,554 141,663 40,235 7,423 37,058 13,613 24,117 40,670: 23,978 24,440
Old : 482,705: 84,244 157,780 101,244 49,554 141,663 40,235 7,423 37,058 13,613 24,117 40,670: 23,978 24,440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 15,049: 7,030 4,438 913 858 8,745 -781 -536 -1,651 1,790 156 -4,044: 3,047 7,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 32.7 21.0 10.3 29.3 8.3 1.5 7.7 2.8 5.0 8.4: 5.0 5.1
Old : 100.0: 17.5 32.7 21.0 10.3 29.3 8.3 1.5 7.7 2.8 5.0 8.4: 5.0 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 : 114: 26 35 16 11 24 16 9 16 12 11 22:
Old : 114: 26 35 16 11 24 16 9 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 : 27.9 21.1 41.4 33.4 16.3 13.3 22.1 19.2
Old : 27.9 21.1 41.4 33.4 16.3 13.3 22.1 19.2
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, October 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 1,000 BARRELS) :
: : Positions :
All : 1,220,540: 131,138 329,680 216,736 116,937 225,517 204,608 47,045 152,553 80,867 128,811 123,717: 85,404 96,280
Old : 1,220,540: 131,138 329,680 216,736 116,937 225,517 204,608 47,045 152,553 80,867 128,811 123,717: 85,404 96,280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 4,184: 11,364 17,933 -12,474 541 6,021 15,476 -11,375 1,020 -5,123 -13,508 4,873: -16,973 -1,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 27.0 17.8 9.6 18.5 16.8 3.9 12.5 6.6 10.6 10.1: 7.0 7.9
Old : 100.0: 10.7 27.0 17.8 9.6 18.5 16.8 3.9 12.5 6.6 10.6 10.1: 7.0 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 : 337: 44 58 20 19 35 84 33 70 44 68 78:
Old : 337: 44 58 20 19 35 84 33 70 44 68 78:
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 : 19.1 12.1 28.5 22.7 12.7 8.6 17.9 14.3
Old : 19.1 12.1 28.5 22.7 12.7 8.6 17.9 14.3
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 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 : 247,752: 64,108 184,900 41,822 3,117 5,818 68,366 6,759 15,996 11,460 7,606 6,200: 33,982 17,356
Old : 247,752: 64,108 184,900 41,822 3,117 5,818 68,366 6,759 15,996 11,460 7,606 6,200: 33,982 17,356
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 13,854: -3,533 10,146 -2,773 521 -450 7,243 1,466 -410 -1,991 -622 1,386: 14,382 1,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 74.6 16.9 1.3 2.3 27.6 2.7 6.5 4.6 3.1 2.5: 13.7 7.0
Old : 100.0: 25.9 74.6 16.9 1.3 2.3 27.6 2.7 6.5 4.6 3.1 2.5: 13.7 7.0
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 : 182: 47 68 16 6 14 53 10 18 14 10 23:
Old : 182: 47 68 16 6 14 53 10 18 14 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 : 16.6 21.0 28.0 34.5 14.4 14.4 23.6 24.2
Old : 16.6 21.0 28.0 34.5 14.4 14.4 23.6 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2009