NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 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 : 380,275: 102,056 227,728 69,908 1,338 32,102 36,287 13,714 26,417 18,149 2,766 48,159: 47,197 28,051
Old : 380,275: 102,056 227,728 69,908 1,338 32,102 36,287 13,714 26,417 18,149 2,766 48,159: 47,197 28,051
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 12,407: 2,696 6,751 -2,886 562 368 6,152 1,081 570 -2,854 -469 7,621: 742 -4,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 59.9 18.4 0.4 8.4 9.5 3.6 6.9 4.8 0.7 12.7: 12.4 7.4
Old : 100.0: 26.8 59.9 18.4 0.4 8.4 9.5 3.6 6.9 4.8 0.7 12.7: 12.4 7.4
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 : 163: 50 65 15 4 16 27 12 24 20 10 29:
Old : 163: 50 65 15 4 16 27 12 24 20 10 29:
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 : 20.7 25.6 33.6 36.0 14.0 13.4 21.5 20.3
Old : 20.7 25.6 33.6 36.0 14.0 13.4 21.5 20.3
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 20, 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 : 951,581: 100,687 119,925 124,426 73,041 138,105 129,318 161,574 255,038 13,734 58,312 89,507: 100,765 56,079
Old : 951,581: 100,687 119,925 124,426 73,041 138,105 129,318 161,574 255,038 13,734 58,312 89,507: 100,765 56,079
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: -11,148: -8,731 -4,244 8,201 -5,278 -4,254 -8,039 -13,038 6,428 -8,266 9,517 -2,043: 5,556 1,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 12.6 13.1 7.7 14.5 13.6 17.0 26.8 1.4 6.1 9.4: 10.6 5.9
Old : 100.0: 10.6 12.6 13.1 7.7 14.5 13.6 17.0 26.8 1.4 6.1 9.4: 10.6 5.9
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 : 273: 56 48 20 8 23 60 42 70 29 47 59:
Old : 273: 56 48 20 8 23 60 42 70 29 47 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 : 29.4 38.6 40.6 51.4 13.3 20.1 18.0 24.4
Old : 29.4 38.6 40.6 51.4 13.3 20.1 18.0 24.4
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 20, 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 : 468,271: 77,436 153,735 100,461 48,696 133,103 41,016 7,959 38,709 11,823 23,961 44,714: 21,009 17,394
Old : 468,271: 77,436 153,735 100,461 48,696 133,103 41,016 7,959 38,709 11,823 23,961 44,714: 21,009 17,394
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: -19,607: -25,333 -3,472 11,389 3,074 -12,468 -61 -684 776 8,826 491 242: -2,978 -7,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 32.8 21.5 10.4 28.4 8.8 1.7 8.3 2.5 5.1 9.5: 4.5 3.7
Old : 100.0: 16.5 32.8 21.5 10.4 28.4 8.8 1.7 8.3 2.5 5.1 9.5: 4.5 3.7
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 : 110: 25 34 14 12 23 14 8 15 14 9 22:
Old : 110: 25 34 14 12 23 14 8 15 14 9 22:
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 : 28.3 20.2 41.4 32.6 16.7 12.6 23.1 19.4
Old : 28.3 20.2 41.4 32.6 16.7 12.6 23.1 19.4
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 20, 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 : 2,919,859: 308,295 482,837 178,147 172,609 1,042,956 215,637 50,956 361,994 69,125 70,026 630,355: 113,351 108,126
Old : 2,919,859: 308,295 482,837 178,147 172,609 1,042,956 215,637 50,956 361,994 69,125 70,026 630,355: 113,351 108,126
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: -43,639: -19,341 -10,746 -6,168 9,383 -8,445 26,584 -1,964 -10,990 1,761 18,160 -21,589: -5,451 -17,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 16.5 6.1 5.9 35.7 7.4 1.7 12.4 2.4 2.4 21.6: 3.9 3.7
Old : 100.0: 10.6 16.5 6.1 5.9 35.7 7.4 1.7 12.4 2.4 2.4 21.6: 3.9 3.7
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 : 362: 42 57 19 21 35 87 36 79 64 70 113:
Old : 362: 42 57 19 21 35 87 36 79 64 70 113:
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 : 24.1 22.2 37.6 37.4 4.9 4.1 7.1 6.6
Old : 24.1 22.2 37.6 37.4 4.9 4.1 7.1 6.6
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 20, 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 : 259,585: 74,875 183,534 45,497 2,598 9,722 61,123 5,622 17,382 13,527 6,968 16,722: 20,738 17,037
Old : 259,585: 74,875 183,534 45,497 2,598 9,722 61,123 5,622 17,382 13,527 6,968 16,722: 20,738 17,037
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 30,598: 6,478 28,037 -850 361 284 20,567 -855 788 790 796 2,209: 334 -1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 70.7 17.5 1.0 3.7 23.5 2.2 6.7 5.2 2.7 6.4: 8.0 6.6
Old : 100.0: 28.8 70.7 17.5 1.0 3.7 23.5 2.2 6.7 5.2 2.7 6.4: 8.0 6.6
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 : 178: 50 67 16 4 14 50 11 19 15 8 19:
Old : 178: 50 67 16 4 14 50 11 19 15 8 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 : 16.2 18.6 27.2 30.7 13.7 12.8 22.5 21.5
Old : 16.2 18.6 27.2 30.7 13.7 12.8 22.5 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 23, 2009