Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 306,603 : : Positions : : 95,823 198,687 72,301 368 19,678 25,832 14,557 24,063 18,391 4,262 16,846 : : : : Changes from: September 1, 2009 : : 7,457 671 1,197 33 619 -2,345 3,864 3,217 1,758 -535 -292 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 64.8 23.6 0.1 6.4 8.4 4.7 7.8 6.0 1.4 5.5 : : : : Number of Traders in Each Category Total Traders: 155 : : 49 58 19 . 13 16 19 22 17 11 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 720,282 : : Positions : : 107,114 106,188 137,545 10,070 75,075 71,777 204,437 170,637 24,134 60,103 50,622 : : : : Changes from: September 1, 2009 : : 5,803 6,200 -304 250 -884 7,795 947 3,419 -3,497 2,134 -8,669 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.9 14.7 19.1 1.4 10.4 10.0 28.4 23.7 3.4 8.3 7.0 : : : : Number of Traders in Each Category Total Traders: 299 : : 56 43 21 10 25 50 68 63 47 38 55 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 480,896 : : Positions : : 102,113 153,285 64,775 32,220 177,073 45,055 4,740 40,847 2,424 21,960 29,535 : : : : Changes from: September 1, 2009 : : 8,596 10,997 -8,470 -5,299 -4,640 3,784 -2,501 1,774 467 -454 -7,200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.2 31.9 13.5 6.7 36.8 9.4 1.0 8.5 0.5 4.6 6.1 : : : : Number of Traders in Each Category Total Traders: 106 : : 25 34 14 15 27 15 9 15 7 9 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 1,178,263 : : Positions : : 148,624 322,356 251,139 115,127 229,947 131,350 60,492 152,599 80,586 118,332 107,792 : : : : Changes from: September 1, 2009 : : 23,418 21,563 611 2,571 -1,910 -764 -9,618 -4,720 -3,029 1,307 -2,612 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 27.4 21.3 9.8 19.5 11.1 5.1 13.0 6.8 10.0 9.1 : : : : Number of Traders in Each Category Total Traders: 321 : : 48 59 21 20 36 60 38 68 40 64 84 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 206,685 : : Positions : : 73,623 157,615 39,056 1,717 10,948 39,973 2,404 10,929 13,370 8,164 5,061 : : : : Changes from: September 1, 2009 : : -1,470 70 1,249 433 -828 117 -1,003 -706 -46 748 1,226 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 76.3 18.9 0.8 5.3 19.3 1.2 5.3 6.5 3.9 2.4 : : : : Number of Traders in Each Category Total Traders: 186 : : 49 73 18 4 15 44 8 16 14 14 27 : ----------------------------------------------------------------------------------------------------------------
Updated September 11, 2009