Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 325,501 : : Positions : : 97,316 204,230 65,297 239 28,106 28,782 14,998 21,431 19,002 3,854 21,756 : : : : Changes from: November 17, 2009 : : 4,974 -1,026 -1,674 -4 2,244 -9,136 2,903 448 1,575 330 2,062 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 62.7 20.1 0.1 8.6 8.8 4.6 6.6 5.8 1.2 6.7 : : : : Number of Traders in Each Category Total Traders: 164 : : 55 68 18 . 13 27 13 25 13 12 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 476,162 : : Positions : : 103,852 163,565 95,027 38,023 141,248 31,449 16,612 39,477 7,116 20,482 37,966 : : : : Changes from: November 17, 2009 : : -3,089 -9,026 4,580 -496 -23,972 -7,892 1,765 2,116 -3,885 -336 -1,426 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 34.4 20.0 8.0 29.7 6.6 3.5 8.3 1.5 4.3 8.0 : : : : Number of Traders in Each Category Total Traders: 108 : : 32 35 15 14 25 13 8 14 8 11 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 1,182,804 : : Positions : : 152,767 383,279 229,950 104,774 219,790 158,115 43,142 148,016 79,552 119,032 106,101 : : : : Changes from: November 17, 2009 : : 18,685 13,730 -6,300 -8,621 -19,389 -22,195 10,810 4,197 9,692 -12,458 548 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.9 32.4 19.4 8.9 18.6 13.4 3.6 12.5 6.7 10.1 9.0 : : : : Number of Traders in Each Category Total Traders: 315 : : 40 60 23 20 35 65 36 66 44 54 72 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 257,325 : : Positions : : 85,407 191,582 44,096 1,417 10,632 58,298 10,288 16,034 17,574 7,260 7,497 : : : : Changes from: November 17, 2009 : : -4,497 -3,894 3,063 -485 -1,032 -4,744 -219 -415 875 -1,186 -1,036 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 74.5 17.1 0.6 4.1 22.7 4.0 6.2 6.8 2.8 2.9 : : : : Number of Traders in Each Category Total Traders: 193 : : 55 75 16 5 16 48 12 23 15 8 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 707,788 : : Positions : : 91,909 102,621 146,324 7,402 72,260 66,931 214,433 177,567 19,707 29,712 62,721 : : : : Changes from: November 17, 2009 : : -9,809 -1,016 -1,168 -2,529 -1,664 1,101 -4,638 -8,427 1,606 -2,432 -7,967 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 14.5 20.7 1.0 10.2 9.5 30.3 25.1 2.8 4.2 8.9 : : : : Number of Traders in Each Category Total Traders: 258 : : 57 40 24 8 26 48 53 63 27 26 45 : ----------------------------------------------------------------------------------------------------------------
Updated November 30, 2009