NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 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 : 379,670: 98,164 229,063 63,508 2,111 32,278 41,827 14,542 22,750 17,320 2,448 46,616: 57,208 29,862 Old : 379,670: 98,164 229,063 63,508 2,111 32,278 41,827 14,542 22,750 17,320 2,448 46,616: 57,208 29,862 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2009 : : -605: -3,892 1,336 -6,400 773 176 5,540 828 -3,667 -829 -318 -1,543: 10,011 1,811 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.9 60.3 16.7 0.6 8.5 11.0 3.8 6.0 4.6 0.6 12.3: 15.1 7.9 Old : 100.0: 25.9 60.3 16.7 0.6 8.5 11.0 3.8 6.0 4.6 0.6 12.3: 15.1 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 : 167: 48 63 15 4 14 35 12 24 19 10 28: Old : 167: 48 63 15 4 14 35 12 24 19 10 28: 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 : 20.0 25.5 32.2 36.2 12.8 13.5 20.0 20.3 Old : 20.0 25.5 32.2 36.2 12.8 13.5 20.0 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 27, 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 : 922,926: 93,745 106,984 130,234 84,148 126,404 126,937 166,698 236,016 13,158 42,047 83,203: 113,230 77,426 Old : 922,926: 93,745 106,984 130,234 84,148 126,404 126,937 166,698 236,016 13,158 42,047 83,203: 113,230 77,426 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2009 : : -28,655: -6,942 -12,941 5,808 11,107 -11,701 -2,382 5,124 -19,022 -576 -16,264 -6,305: 12,465 21,347 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.2 11.6 14.1 9.1 13.7 13.8 18.1 25.6 1.4 4.6 9.0: 12.3 8.4 Old : 100.0: 10.2 11.6 14.1 9.1 13.7 13.8 18.1 25.6 1.4 4.6 9.0: 12.3 8.4 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 : 251: 58 46 21 8 24 48 45 60 23 36 48: Old : 251: 58 46 21 8 24 48 45 60 23 36 48: 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 : 29.6 37.4 40.5 49.0 14.4 19.9 18.9 25.9 Old : 29.6 37.4 40.5 49.0 14.4 19.9 18.9 25.9 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 27, 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 : 483,455: 84,456 158,318 101,391 49,554 141,840 40,235 7,423 37,058 13,613 24,117 40,670: 24,192 24,475 Old : 483,455: 84,456 158,318 101,391 49,554 141,840 40,235 7,423 37,058 13,613 24,117 40,670: 24,192 24,475 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2009 : : 15,184: 7,020 4,583 930 858 8,737 -781 -536 -1,651 1,790 156 -4,044: 3,183 7,081 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.5 32.7 21.0 10.2 29.3 8.3 1.5 7.7 2.8 5.0 8.4: 5.0 5.1 Old : 100.0: 17.5 32.7 21.0 10.2 29.3 8.3 1.5 7.7 2.8 5.0 8.4: 5.0 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 : 114: 26 35 16 11 24 16 9 16 12 11 22: Old : 114: 26 35 16 11 24 16 9 16 12 11 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 : 27.9 21.1 41.4 33.3 16.3 13.3 22.1 19.2 Old : 27.9 21.1 41.4 33.3 16.3 13.3 22.1 19.2 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 27, 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 : 2,933,822: 326,564 505,045 174,563 177,755 1,043,112 227,690 47,315 357,151 67,969 56,821 639,071: 97,701 107,552 Old : 2,933,822: 326,564 505,045 174,563 177,755 1,043,112 227,690 47,315 357,151 67,969 56,821 639,071: 97,701 107,552 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2009 : : 13,962: 18,269 22,208 -3,584 5,146 156 12,053 -3,641 -4,843 -1,156 -13,204 8,717: -15,649 -575 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 17.2 6.0 6.1 35.6 7.8 1.6 12.2 2.3 1.9 21.8: 3.3 3.7 Old : 100.0: 11.1 17.2 6.0 6.1 35.6 7.8 1.6 12.2 2.3 1.9 21.8: 3.3 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 : 373: 46 61 17 23 37 98 30 82 65 73 111: Old : 373: 46 61 17 23 37 98 30 82 65 73 111: 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 : 23.1 21.2 36.6 36.5 4.8 4.1 7.0 6.8 Old : 23.1 21.2 36.6 36.5 4.8 4.1 7.0 6.8 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 27, 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 : 272,334: 71,641 193,091 42,773 3,152 8,928 68,044 6,774 17,615 10,955 7,040 17,439: 34,940 18,296 Old : 272,334: 71,641 193,091 42,773 3,152 8,928 68,044 6,774 17,615 10,955 7,040 17,439: 34,940 18,296 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2009 : : 12,750: -3,234 9,557 -2,724 554 -794 6,921 1,152 233 -2,572 71 717: 14,203 1,259 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.3 70.9 15.7 1.2 3.3 25.0 2.5 6.5 4.0 2.6 6.4: 12.8 6.7 Old : 100.0: 26.3 70.9 15.7 1.2 3.3 25.0 2.5 6.5 4.0 2.6 6.4: 12.8 6.7 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 : 183: 47 68 16 6 14 52 11 18 15 10 24: Old : 183: 47 68 16 6 14 52 11 18 15 10 24: 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 : 15.3 19.4 26.1 32.1 13.0 13.1 21.4 22.1 Old : 15.3 19.4 26.1 32.1 13.0 13.1 21.4 22.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2009