Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 322,267 : : Positions : : 92,342 205,256 66,971 243 25,862 37,918 12,095 20,983 17,427 3,524 19,694 : : : : Changes from: November 9, 2009 : : 266 -9,858 380 -25 3,485 -2,648 4,557 -1,543 183 -1,229 326 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 63.7 20.8 0.1 8.0 11.8 3.8 6.5 5.4 1.1 6.1 : : : : Number of Traders in Each Category Total Traders: 171 : : 54 64 18 . 15 33 15 25 16 10 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 511,518 : : Positions : : 106,941 172,591 90,447 38,519 165,220 39,341 14,847 37,361 11,001 20,818 39,392 : : : : Changes from: November 9, 2009 : : 5,580 6 -3,878 1,622 12,966 1,347 3,142 -2,193 888 1,398 278 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.9 33.7 17.7 7.5 32.3 7.7 2.9 7.3 2.2 4.1 7.7 : : : : Number of Traders in Each Category Total Traders: 110 : : 30 34 16 12 24 17 5 13 17 8 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 1,250,074 : : Positions : : 134,082 369,549 236,250 113,395 239,179 180,310 32,332 143,819 69,860 131,490 105,553 : : : : Changes from: November 9, 2009 : : -7,217 9,851 17,982 2,455 -9,390 -7,585 -21,339 -470 -12,124 3,327 -2,798 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.7 29.6 18.9 9.1 19.1 14.4 2.6 11.5 5.6 10.5 8.4 : : : : Number of Traders in Each Category Total Traders: 318 : : 42 60 23 21 38 83 24 69 31 63 75 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 269,477 : : Positions : : 89,904 195,476 41,033 1,902 11,664 63,042 10,507 16,449 16,699 8,446 8,533 : : : : Changes from: November 9, 2009 : : 10,868 7,614 -703 -50 3,129 300 2,628 1,864 478 195 795 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 72.5 15.2 0.7 4.3 23.4 3.9 6.1 6.2 3.1 3.2 : : : : Number of Traders in Each Category Total Traders: 197 : : 59 74 16 6 16 54 9 23 14 13 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 750,106 : : Positions : : 101,718 103,637 147,492 9,931 73,924 65,830 219,071 185,994 18,101 32,144 70,688 : : : : Changes from: November 9, 2009 : : 9,938 783 -3,074 -1,926 -2,044 -2,480 16,087 7,034 3,501 -7,701 12,367 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.6 13.8 19.7 1.3 9.9 8.8 29.2 24.8 2.4 4.3 9.4 : : : : Number of Traders in Each Category Total Traders: 271 : : 64 45 23 8 25 49 52 64 32 26 48 : ----------------------------------------------------------------------------------------------------------------
Updated November 20, 2009