NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 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 : 367,868: 99,360 220,977 72,795 777 31,734 30,135 12,633 25,847 21,003 3,234 40,539: 46,455 32,127 Old : 367,868: 99,360 220,977 72,795 777 31,734 30,135 12,633 25,847 21,003 3,234 40,539: 46,455 32,127 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 2009 : : 7,068: -1,041 7,009 -1,878 456 1,696 3,681 -482 -2,749 -1,332 -260 2,228: 6,462 -830 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.0 60.1 19.8 0.2 8.6 8.2 3.4 7.0 5.7 0.9 11.0: 12.6 8.7 Old : 100.0: 27.0 60.1 19.8 0.2 8.6 8.2 3.4 7.0 5.7 0.9 11.0: 12.6 8.7 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 : 154: 47 62 15 . 16 20 15 22 18 12 26: Old : 154: 47 62 15 . 16 20 15 22 18 12 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 : 22.2 25.2 35.0 36.3 14.9 14.1 23.2 21.8 Old : 22.2 25.2 35.0 36.3 14.9 14.1 23.2 21.8 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, October 13, 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 : 962,729: 109,418 124,169 116,225 78,319 142,359 137,357 174,612 248,610 22,000 48,795 91,550: 95,210 54,315 Old : 962,729: 109,418 124,169 116,225 78,319 142,359 137,357 174,612 248,610 22,000 48,795 91,550: 95,210 54,315 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 2009 : : 53,193: -2,594 -491 -476 -2,148 9,213 848 14,402 31,976 6,222 -5,431 4,144: 3,861 1,529 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 12.9 12.1 8.1 14.8 14.3 18.1 25.8 2.3 5.1 9.5: 9.9 5.6 Old : 100.0: 11.4 12.9 12.1 8.1 14.8 14.3 18.1 25.8 2.3 5.1 9.5: 9.9 5.6 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 : 278: 54 46 21 8 27 49 58 69 33 41 59: Old : 278: 54 46 21 8 27 49 58 69 33 41 59: 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 : 29.1 38.8 41.2 51.8 14.6 20.8 18.5 24.9 Old : 29.1 38.8 41.2 51.8 14.6 20.8 18.5 24.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 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 : 487,878: 102,769 157,207 89,072 45,622 145,571 41,077 8,643 37,933 2,997 23,470 44,472: 23,987 24,961 Old : 487,878: 102,769 157,207 89,072 45,622 145,571 41,077 8,643 37,933 2,997 23,470 44,472: 23,987 24,961 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 2009 : : -9,348: -2,714 -2,357 10,036 5,574 -24,395 -2,701 1,527 386 -235 -1,436 9,024: 1,251 2,329 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.1 32.2 18.3 9.4 29.8 8.4 1.8 7.8 0.6 4.8 9.1: 4.9 5.1 Old : 100.0: 21.1 32.2 18.3 9.4 29.8 8.4 1.8 7.8 0.6 4.8 9.1: 4.9 5.1 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 : 106: 30 35 16 11 25 14 7 15 10 10 20: Old : 106: 30 35 16 11 25 14 7 15 10 10 20: 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 : 26.6 20.4 39.8 32.5 14.6 10.7 21.4 16.1 Old : 26.6 20.4 39.8 32.5 14.6 10.7 21.4 16.1 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, October 13, 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 : 2,963,498: 327,636 493,583 184,314 163,226 1,051,401 189,053 52,921 372,984 67,364 51,866 651,944: 118,802 125,575 Old : 2,963,498: 327,636 493,583 184,314 163,226 1,051,401 189,053 52,921 372,984 67,364 51,866 651,944: 118,802 125,575 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 2009 : : 59,572: -2,482 894 -9,805 6,295 263 22,413 -3,950 3,322 -589 4,582 41,701: 4,750 6,466 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 16.7 6.2 5.5 35.5 6.4 1.8 12.6 2.3 1.8 22.0: 4.0 4.2 Old : 100.0: 11.1 16.7 6.2 5.5 35.5 6.4 1.8 12.6 2.3 1.8 22.0: 4.0 4.2 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 : 373: 50 62 17 22 36 84 41 89 68 67 115: Old : 373: 50 62 17 22 36 84 41 89 68 67 115: 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 : 23.8 21.8 37.4 36.8 4.9 3.8 7.1 6.0 Old : 23.8 21.8 37.4 36.8 4.9 3.8 7.1 6.0 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, October 13, 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 : 228,986: 68,397 155,497 46,347 2,237 9,438 40,556 6,477 16,593 12,737 6,172 14,513: 20,404 18,059 Old : 228,986: 68,397 155,497 46,347 2,237 9,438 40,556 6,477 16,593 12,737 6,172 14,513: 20,404 18,059 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 2009 : : 11,605: -2,670 5,091 -101 1 -964 3,761 -1,267 5,240 -670 -290 2,263: 4,746 1,532 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.9 67.9 20.2 1.0 4.1 17.7 2.8 7.2 5.6 2.7 6.3: 8.9 7.9 Old : 100.0: 29.9 67.9 20.2 1.0 4.1 17.7 2.8 7.2 5.6 2.7 6.3: 8.9 7.9 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 : 164: 51 69 16 5 16 34 12 19 12 11 19: Old : 164: 51 69 16 5 16 34 12 19 12 11 19: 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 : 17.8 17.0 29.0 28.7 14.8 11.8 22.8 19.2 Old : 17.8 17.0 29.0 28.7 14.8 11.8 22.8 19.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 16, 2009