Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 315,728 : : Positions : : 88,133 212,799 69,351 958 21,766 36,395 9,316 22,128 18,917 6,329 17,864 : : : : Changes from: October 13, 2009 : : 1,147 5,143 -3,758 282 17 6,089 482 251 -2,777 -380 4,039 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 67.4 22.0 0.3 6.9 11.5 3.0 7.0 6.0 2.0 5.7 : : : : Number of Traders in Each Category Total Traders: 162 : : 49 64 15 4 15 26 13 23 16 13 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 731,235 : : Positions : : 86,839 107,966 143,675 14,402 70,285 80,278 182,739 186,700 9,473 59,052 58,200 : : : : Changes from: October 13, 2009 : : -9,016 -4,938 11,149 6,150 -11,467 204 -12,034 2,076 -9,785 7,450 -2,928 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.9 14.8 19.6 2.0 9.6 11.0 25.0 25.5 1.3 8.1 8.0 : : : : Number of Traders in Each Category Total Traders: 261 : : 55 44 21 7 23 58 41 64 27 41 50 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 467,656 : : Positions : : 77,214 153,342 100,331 48,696 132,918 41,016 7,959 38,709 11,823 23,961 44,714 : : : : Changes from: October 13, 2009 : : -25,555 -3,852 11,259 3,074 -12,653 -61 -684 776 8,826 491 242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.5 32.8 21.5 10.4 28.4 8.8 1.7 8.3 2.5 5.1 9.6 : : : : Number of Traders in Each Category Total Traders: 110 : : 25 34 14 12 23 14 8 15 14 9 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 1,216,356 : : Positions : : 119,774 311,747 229,210 116,396 219,496 189,132 58,420 151,533 85,990 142,319 118,844 : : : : Changes from: October 13, 2009 : : -16,820 -10,869 -8,322 2,094 -7,904 19,508 113 -7,667 3,287 17,135 -23,536 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.8 25.6 18.8 9.6 18.0 15.5 4.8 12.5 7.1 11.7 9.8 : : : : Number of Traders in Each Category Total Traders: 329 : : 40 54 22 17 33 76 37 69 37 73 78 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 233,898 : : Positions : : 67,641 174,754 44,595 2,596 6,268 61,123 5,293 16,406 13,451 8,228 4,814 : : : : Changes from: October 13, 2009 : : 5,862 27,385 -923 376 69 20,568 -1,037 709 844 1,101 921 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 74.7 19.1 1.1 2.7 26.1 2.3 7.0 5.8 3.5 2.1 : : : : Number of Traders in Each Category Total Traders: 175 : : 50 66 16 4 13 50 10 18 8 13 17 : ----------------------------------------------------------------------------------------------------------------
Updated October 23, 2009