Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 316,481 : : Positions : : 97,034 211,894 74,652 133 21,333 29,088 9,856 21,958 20,666 4,995 17,041 : : : : Changes from: September 15, 2009 : : -5,808 3,368 1,826 19 55 2,508 -3,270 -148 1,132 665 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 67.0 23.6 0.0 6.7 9.2 3.1 6.9 6.5 1.6 5.4 : : : : Number of Traders in Each Category Total Traders: 155 : : 56 60 18 . 13 22 11 22 15 13 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 710,301 : : Positions : : 109,024 117,270 144,302 12,637 68,624 68,795 176,910 164,423 10,742 66,435 59,180 : : : : Changes from: September 15, 2009 : : -1,141 2,362 -7,017 133 -4,251 -1,781 -15,898 -18,760 -3,130 929 -1,487 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 16.5 20.3 1.8 9.7 9.7 24.9 23.1 1.5 9.4 8.3 : : : : Number of Traders in Each Category Total Traders: 275 : : 57 43 23 9 25 46 53 63 31 45 50 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 480,700 : : Positions : : 96,406 150,252 68,724 38,008 179,687 40,304 4,478 37,822 6,794 21,865 32,589 : : : : Changes from: September 15, 2009 : : -19,828 -12,523 3,885 1,006 1,911 -1,334 -1,054 -4,750 2,135 251 -5,285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.1 31.3 14.3 7.9 37.4 8.4 0.9 7.9 1.4 4.5 6.8 : : : : Number of Traders in Each Category Total Traders: 102 : : 26 33 15 13 26 15 8 14 9 7 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 1,124,865 : : Positions : : 106,712 304,682 241,406 113,242 231,156 145,210 47,179 140,148 85,883 121,698 99,927 : : : : Changes from: September 15, 2009 : : -25,326 -11,765 -16,556 -7,018 -8,188 6,599 -1,522 -9,489 5,142 -3,396 -24,082 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 27.1 21.5 10.1 20.5 12.9 4.2 12.5 7.6 10.8 8.9 : : : : Number of Traders in Each Category Total Traders: 304 : : 47 59 21 19 36 62 28 58 39 60 75 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 206,372 : : Positions : : 75,589 152,330 39,778 2,137 11,258 37,967 5,376 9,840 13,130 7,713 4,706 : : : : Changes from: September 15, 2009 : : -1,717 1,467 528 133 -45 3,620 -128 1,044 -100 -49 -843 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 73.8 19.3 1.0 5.5 18.4 2.6 4.8 6.4 3.7 2.3 : : : : Number of Traders in Each Category Total Traders: 173 : : 53 65 16 6 16 37 12 17 17 11 22 : ----------------------------------------------------------------------------------------------------------------
Updated September 25, 2009