Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 317,062 : : Positions : : 102,842 208,526 72,826 114 21,278 26,580 13,126 22,106 19,534 4,330 16,979 : : : : Changes from: September 8, 2009 : : 7,019 9,839 525 -254 1,600 748 -1,431 -1,957 1,143 68 133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.4 65.8 23.0 0.0 6.7 8.4 4.1 7.0 6.2 1.4 5.4 : : : : Number of Traders in Each Category Total Traders: 151 : : 50 60 18 . 14 19 15 23 14 13 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 744,146 : : Positions : : 110,165 114,908 151,319 12,504 72,875 70,576 192,808 183,183 13,872 65,506 60,667 : : : : Changes from: September 8, 2009 : : 3,051 8,720 13,774 2,434 -2,200 -1,201 -11,629 12,546 -10,262 5,403 10,045 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.8 15.4 20.3 1.7 9.8 9.5 25.9 24.6 1.9 8.8 8.2 : : : : Number of Traders in Each Category Total Traders: 283 : : 57 44 23 9 26 46 59 65 32 43 54 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 508,147 : : Positions : : 116,234 162,775 64,839 37,002 177,776 41,638 5,532 42,572 4,659 21,614 37,874 : : : : Changes from: September 8, 2009 : : 14,121 9,490 64 4,782 703 -3,417 792 1,725 2,235 -346 8,339 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.9 32.0 12.8 7.3 35.0 8.2 1.1 8.4 0.9 4.3 7.5 : : : : Number of Traders in Each Category Total Traders: 105 : : 25 32 17 12 27 15 8 14 8 8 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 1,197,629 : : Positions : : 132,038 316,447 257,962 120,260 239,344 138,611 48,701 149,637 80,741 125,094 124,009 : : : : Changes from: September 8, 2009 : : -16,586 -5,909 6,823 5,133 9,397 7,261 -11,791 -2,962 155 6,762 16,217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 26.4 21.5 10.0 20.0 11.6 4.1 12.5 6.7 10.4 10.4 : : : : Number of Traders in Each Category Total Traders: 315 : : 49 57 21 20 36 61 37 61 41 61 79 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 203,784 : : Positions : : 77,306 150,863 39,250 2,004 11,303 34,347 5,504 8,796 13,230 7,762 5,549 : : : : Changes from: September 8, 2009 : : 3,683 -6,752 194 287 355 -5,626 3,100 -2,133 -140 -402 488 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 74.0 19.3 1.0 5.5 16.9 2.7 4.3 6.5 3.8 2.7 : : : : Number of Traders in Each Category Total Traders: 177 : : 51 65 17 6 15 36 12 16 15 12 26 : ----------------------------------------------------------------------------------------------------------------
Updated September 18, 2009