NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Disaggregated Commitments of Traders - Futures Only, November 24, 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 : 325,501: 97,316 204,230 65,297 239 28,106 28,782 14,998 21,431 19,002 3,854 21,756: 43,811 30,887
Old : 325,501: 97,316 204,230 65,297 239 28,106 28,782 14,998 21,431 19,002 3,854 21,756: 43,811 30,887
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 3,234: 4,974 -1,026 -1,674 -4 2,244 -9,136 2,903 448 1,575 330 2,062: 2,741 -3,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 62.7 20.1 0.1 8.6 8.8 4.6 6.6 5.8 1.2 6.7: 13.5 9.5
Old : 100.0: 29.9 62.7 20.1 0.1 8.6 8.8 4.6 6.6 5.8 1.2 6.7: 13.5 9.5
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 : 164: 55 68 18 . 13 27 13 25 13 12 23:
Old : 164: 55 68 18 . 13 27 13 25 13 12 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 : 23.5 25.2 34.6 35.0 15.9 13.8 23.9 20.3
Old : 23.5 25.2 34.6 35.0 15.9 13.8 23.9 20.3
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, November 24, 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 : 476,162: 103,852 163,565 95,027 38,023 141,248 31,449 16,612 39,477 7,116 20,482 37,966: 20,027 18,789
Old : 476,162: 103,852 163,565 95,027 38,023 141,248 31,449 16,612 39,477 7,116 20,482 37,966: 20,027 18,789
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -35,356: -3,089 -9,026 4,580 -496 -23,972 -7,892 1,765 2,116 -3,885 -336 -1,426: -1,788 -3,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 34.4 20.0 8.0 29.7 6.6 3.5 8.3 1.5 4.3 8.0: 4.2 3.9
Old : 100.0: 21.8 34.4 20.0 8.0 29.7 6.6 3.5 8.3 1.5 4.3 8.0: 4.2 3.9
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 : 108: 32 35 15 14 25 13 8 14 8 11 17:
Old : 108: 32 35 15 14 25 13 8 14 8 11 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 : 26.5 20.7 42.2 33.4 15.5 10.8 22.1 18.9
Old : 26.5 20.7 42.2 33.4 15.5 10.8 22.1 18.9
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, November 24, 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 : 1,182,804: 152,767 383,279 229,950 104,774 219,790 158,115 43,142 148,016 79,552 119,032 106,101: 88,513 58,670
Old : 1,182,804: 152,767 383,279 229,950 104,774 219,790 158,115 43,142 148,016 79,552 119,032 106,101: 88,513 58,670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -67,270: 18,685 13,730 -6,300 -8,621 -19,389 -22,195 10,810 4,197 9,692 -12,458 548: -52,508 -56,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 32.4 19.4 8.9 18.6 13.4 3.6 12.5 6.7 10.1 9.0: 7.5 5.0
Old : 100.0: 12.9 32.4 19.4 8.9 18.6 13.4 3.6 12.5 6.7 10.1 9.0: 7.5 5.0
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 : 315: 40 60 23 20 35 65 36 66 44 54 72:
Old : 315: 40 60 23 20 35 65 36 66 44 54 72:
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 13.7 30.1 23.7 15.0 9.4 20.4 15.1
Old : 21.2 13.7 30.1 23.7 15.0 9.4 20.4 15.1
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, November 24, 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 : 257,325: 85,407 191,582 44,096 1,417 10,632 58,298 10,288 16,034 17,574 7,260 7,497: 17,787 12,615
Old : 257,325: 85,407 191,582 44,096 1,417 10,632 58,298 10,288 16,034 17,574 7,260 7,497: 17,787 12,615
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -12,152: -4,497 -3,894 3,063 -485 -1,032 -4,744 -219 -415 875 -1,186 -1,036: -4,366 -3,885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 74.5 17.1 0.6 4.1 22.7 4.0 6.2 6.8 2.8 2.9: 6.9 4.9
Old : 100.0: 33.2 74.5 17.1 0.6 4.1 22.7 4.0 6.2 6.8 2.8 2.9: 6.9 4.9
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 : 193: 55 75 16 5 16 48 12 23 15 8 24:
Old : 193: 55 75 16 5 16 48 12 23 15 8 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 : 19.2 22.2 29.9 33.2 14.1 12.6 22.7 19.7
Old : 19.2 22.2 29.9 33.2 14.1 12.6 22.7 19.7
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, November 24, 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 : 707,788: 91,909 102,621 146,324 7,402 72,260 66,931 214,433 177,567 19,707 29,712 62,721: 70,369 41,072
Old : 707,788: 91,909 102,621 146,324 7,402 72,260 66,931 214,433 177,567 19,707 29,712 62,721: 70,369 41,072
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -42,318: -9,809 -1,016 -1,168 -2,529 -1,664 1,101 -4,638 -8,427 1,606 -2,432 -7,967: -15,990 -13,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 14.5 20.7 1.0 10.2 9.5 30.3 25.1 2.8 4.2 8.9: 9.9 5.8
Old : 100.0: 13.0 14.5 20.7 1.0 10.2 9.5 30.3 25.1 2.8 4.2 8.9: 9.9 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 : 258: 57 40 24 8 26 48 53 63 27 26 45:
Old : 258: 57 40 24 8 26 48 53 63 27 26 45:
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 : 22.2 30.3 32.7 43.2 12.7 19.6 18.4 27.5
Old : 22.2 30.3 32.7 43.2 12.7 19.6 18.4 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2009