Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 295,656 : : Positions : : 88,366 198,016 71,104 335 19,059 28,177 10,693 20,846 16,633 4,797 17,138 : : : : Changes from: . : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 67.0 24.0 0.1 6.4 9.5 3.6 7.1 5.6 1.6 5.8 : : : : Number of Traders in Each Category Total Traders: 153 : : 50 60 18 . 13 20 13 22 18 12 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 720,062 : : Positions : : 101,311 99,988 137,849 9,820 75,959 63,982 203,490 167,218 27,631 57,969 59,291 : : : : Changes from: . : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.1 13.9 19.1 1.4 10.5 8.9 28.3 23.2 3.8 8.1 8.2 : : : : Number of Traders in Each Category Total Traders: 300 : : 54 43 24 7 26 51 62 63 49 39 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 488,023 : : Positions : : 93,517 142,288 73,245 37,519 181,713 41,271 7,241 39,073 1,957 22,414 36,735 : : : : Changes from: . : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.2 29.2 15.0 7.7 37.2 8.5 1.5 8.0 0.4 4.6 7.5 : : : : Number of Traders in Each Category Total Traders: 100 : : 26 31 14 15 27 13 10 17 4 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 1,164,511 : : Positions : : 125,206 300,793 250,528 112,556 231,857 132,114 70,110 157,319 83,615 117,025 110,404 : : : : Changes from: . : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 25.8 21.5 9.7 19.9 11.3 6.0 13.5 7.2 10.0 9.5 : : : : Number of Traders in Each Category Total Traders: 314 : : 43 57 21 20 35 59 41 65 40 62 82 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 206,857 : : Positions : : 75,093 157,545 37,807 1,284 11,776 39,856 3,407 11,635 13,416 7,416 3,835 : : : : Changes from: . : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 76.2 18.3 0.6 5.7 19.3 1.6 5.6 6.5 3.6 1.9 : : : : Number of Traders in Each Category Total Traders: 174 : : 46 66 18 5 14 39 9 14 16 13 24 : ----------------------------------------------------------------------------------------------------------------
Updated September 4, 2009