Disaggregated Commitments of Traders-All Futures Combined Positions as of November 3, 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 315,574 : : Positions : : 83,210 210,670 64,021 411 23,368 40,716 8,554 23,016 18,244 4,994 18,251 : : : : Changes from: October 27, 2009 : : -1,636 -4,487 915 -1,318 924 -1,140 -1,579 4,250 647 -130 -1,217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.4 66.8 20.3 0.1 7.4 12.9 2.7 7.3 5.8 1.6 5.8 : : : : Number of Traders in Each Category Total Traders: 174 : : 52 68 17 . 13 33 11 25 14 14 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 3, 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 689,411 : : Positions : : 86,680 95,253 147,390 9,980 70,390 63,503 189,240 183,406 9,889 41,802 59,429 : : : : Changes from: October 27, 2009 : : 4,168 -2,427 1,705 -1,591 -1,332 -2,761 3,134 4,438 -195 -2,278 1,852 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 13.8 21.4 1.4 10.2 9.2 27.4 26.6 1.4 6.1 8.6 : : : : Number of Traders in Each Category Total Traders: 251 : : 61 46 24 6 25 48 48 64 25 28 41 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 3, 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 485,613 : : Positions : : 96,769 164,812 94,232 39,886 147,008 37,697 8,530 37,809 7,150 21,242 40,666 : : : : Changes from: October 27, 2009 : : 12,525 7,032 -7,012 -9,668 5,345 -2,538 1,107 751 -6,463 -2,875 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.9 33.9 19.4 8.2 30.3 7.8 1.8 7.8 1.5 4.4 8.4 : : : : Number of Traders in Each Category Total Traders: 109 : : 27 36 18 11 26 15 8 15 11 8 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 3, 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 1,191,055 : : Positions : : 133,580 348,690 213,173 114,182 232,044 195,802 40,141 151,720 81,223 133,067 111,201 : : : : Changes from: October 27, 2009 : : 2,442 19,010 -3,563 -2,755 6,527 -8,806 -6,904 -833 356 4,256 -12,516 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 29.3 17.9 9.6 19.5 16.4 3.4 12.7 6.8 11.2 9.3 : : : : Number of Traders in Each Category Total Traders: 343 : : 47 61 22 21 37 89 31 71 43 66 78 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 3, 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 251,089 : : Positions : : 75,801 190,240 41,590 2,115 6,914 69,038 6,417 15,114 15,871 8,971 5,692 : : : : Changes from: October 27, 2009 : : 11,693 5,340 -232 -1,002 1,096 672 -342 -882 4,411 1,365 -508 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 75.8 16.6 0.8 2.8 27.5 2.6 6.0 6.3 3.6 2.3 : : : : Number of Traders in Each Category Total Traders: 190 : : 53 63 16 6 14 59 6 20 14 12 23 : ----------------------------------------------------------------------------------------------------------------
Updated November 6, 2009