NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Options and Futures Combined, September 1, 2009 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 345,940: 99,535 208,796 69,999 356 28,258 28,162 14,215 24,527 16,575 2,778 39,248: 39,637 27,763 Old : 345,940: 99,535 208,796 69,999 356 28,258 28,162 14,215 24,527 16,575 2,778 39,248: 39,637 27,763 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: . : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.8 60.4 20.2 0.1 8.2 8.1 4.1 7.1 4.8 0.8 11.3: 11.5 8.0 Old : 100.0: 28.8 60.4 20.2 0.1 8.2 8.1 4.1 7.1 4.8 0.8 11.3: 11.5 8.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 154: 50 61 18 . 14 20 13 22 22 9 26: Old : 154: 50 61 18 . 14 20 13 22 22 9 26: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.4 27.2 34.8 38.0 13.8 14.6 21.8 20.7 Old : 21.4 27.2 34.8 38.0 13.8 14.6 21.8 20.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Disaggregated Commitments of Traders - Options and Futures Combined, September 1, 2009 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(10,000 MMBTU'S) : : : Positions : All : 950,785: 113,607 111,706 122,777 90,399 136,366 133,925 189,856 229,319 29,443 51,415 91,751: 93,597 49,973 Old : 950,785: 113,607 111,706 122,777 90,399 136,366 133,925 189,856 229,319 29,443 51,415 91,751: 93,597 49,973 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: . : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.9 11.7 12.9 9.5 14.3 14.1 20.0 24.1 3.1 5.4 9.6: 9.8 5.3 Old : 100.0: 11.9 11.7 12.9 9.5 14.3 14.1 20.0 24.1 3.1 5.4 9.6: 9.8 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 312: 55 48 22 9 26 56 63 67 54 41 66: Old : 312: 55 48 22 9 26 56 63 67 54 41 66: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.2 36.1 43.1 48.8 15.1 20.4 19.5 24.1 Old : 31.2 36.1 43.1 48.8 15.1 20.4 19.5 24.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - ICE EUROPE Code-067411 Disaggregated Commitments of Traders - Options and Futures Combined, September 1, 2009 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 488,085: 93,579 142,288 73,245 37,519 181,713 41,271 7,241 39,073 1,957 22,414 36,735: 20,512 21,102 Old : 488,085: 93,579 142,288 73,245 37,519 181,713 41,271 7,241 39,073 1,957 22,414 36,735: 20,512 21,102 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: . : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.2 29.2 15.0 7.7 37.2 8.5 1.5 8.0 0.4 4.6 7.5: 4.2 4.3 Old : 100.0: 19.2 29.2 15.0 7.7 37.2 8.5 1.5 8.0 0.4 4.6 7.5: 4.2 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 100: 26 31 14 15 27 13 10 17 4 10 15: Old : 100: 26 31 14 15 27 13 10 17 4 10 15: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.6 24.9 45.2 37.5 12.2 9.4 17.5 14.3 Old : 28.6 24.9 45.2 37.5 12.2 9.4 17.5 14.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Disaggregated Commitments of Traders - Options and Futures Combined, September 1, 2009 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 2,772,709: 286,318 445,270 178,057 154,321 1,034,824 149,963 66,399 369,005 75,786 33,268 594,241: 84,512 75,378 Old : 2,772,709: 286,318 445,270 178,057 154,321 1,034,824 149,963 66,399 369,005 75,786 33,268 594,241: 84,512 75,378 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: . : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.3 16.1 6.4 5.6 37.3 5.4 2.4 13.3 2.7 1.2 21.4: 3.0 2.7 Old : 100.0: 10.3 16.1 6.4 5.6 37.3 5.4 2.4 13.3 2.7 1.2 21.4: 3.0 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 345: 46 61 18 24 38 69 43 74 70 52 101: Old : 345: 46 61 18 24 38 69 43 74 70 52 101: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.2 22.8 38.9 38.0 5.0 4.0 7.2 6.2 Old : 25.2 22.8 38.9 38.0 5.0 4.0 7.2 6.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Disaggregated Commitments of Traders - Options and Futures Combined, September 1, 2009 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 237,239: 81,902 166,057 39,110 1,330 16,200 40,985 3,308 12,808 11,710 6,824 19,922: 14,603 10,790 Old : 237,239: 81,902 166,057 39,110 1,330 16,200 40,985 3,308 12,808 11,710 6,824 19,922: 14,603 10,790 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: . : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.5 70.0 16.5 0.6 6.8 17.3 1.4 5.4 4.9 2.9 8.4: 6.2 4.5 Old : 100.0: 34.5 70.0 16.5 0.6 6.8 17.3 1.4 5.4 4.9 2.9 8.4: 6.2 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 175: 46 67 18 5 14 40 8 15 19 11 26: Old : 175: 46 67 18 5 14 40 8 15 19 11 26: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.5 21.1 33.5 33.3 12.0 10.5 18.3 16.9 Old : 21.5 21.1 33.5 33.3 12.0 10.5 18.3 16.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2009