NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Disaggregated Commitments of Traders - Options and Futures Combined, November 17, 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 : 389,941: 109,271 222,263 68,174 466 36,816 37,827 17,053 25,619 17,462 2,042 48,696: 46,076 36,986
Old : 389,941: 109,271 222,263 68,174 466 36,816 37,827 17,053 25,619 17,462 2,042 48,696: 46,076 36,986
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 3,748: 2,769 -7,989 587 -16 4,302 -2,720 4,615 -1,312 408 -201 1,685: -1,972 2,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 57.0 17.5 0.1 9.4 9.7 4.4 6.6 4.5 0.5 12.5: 11.8 9.5
Old : 100.0: 28.0 57.0 17.5 0.1 9.4 9.7 4.4 6.6 4.5 0.5 12.5: 11.8 9.5
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 : 173: 54 66 18 . 15 33 16 26 16 11 27:
Old : 173: 54 66 18 . 15 33 16 26 16 11 27:
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 : 20.3 24.2 32.8 35.8 13.2 12.1 20.0 18.6
Old : 20.3 24.2 32.8 35.8 13.2 12.1 20.0 18.6
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, November 17, 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 : 512,407: 107,205 173,216 90,447 38,364 165,545 39,341 14,847 37,361 11,009 20,788 39,482: 22,018 22,804
Old : 512,407: 107,205 173,216 90,447 38,364 165,545 39,341 14,847 37,361 11,009 20,788 39,482: 22,018 22,804
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 17,417: 5,600 59 -4,033 1,469 13,119 1,347 3,142 -2,193 898 1,368 328: 2,351 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 33.8 17.7 7.5 32.3 7.7 2.9 7.3 2.1 4.1 7.7: 4.3 4.5
Old : 100.0: 20.9 33.8 17.7 7.5 32.3 7.7 2.9 7.3 2.1 4.1 7.7: 4.3 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 : 110: 30 34 16 12 24 17 5 13 17 8 22:
Old : 110: 30 34 16 12 24 17 5 13 17 8 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 : 26.4 20.4 41.1 32.1 14.2 9.6 18.8 17.2
Old : 26.4 20.4 41.1 32.1 14.2 9.6 18.8 17.2
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, November 17, 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 : 2,491,200: 293,262 512,711 214,673 176,813 829,158 189,923 40,787 269,425 75,624 71,133 469,025: 150,110 122,148
Old : 2,491,200: 293,262 512,711 214,673 176,813 829,158 189,923 40,787 269,425 75,624 71,133 469,025: 150,110 122,148
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: -417,670: -47,432 -25,770 48,907 9,054 -235,640 -9,212 -1,560 -70,354 -2,160 13,437 -136,812: 35,033 29,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 20.6 8.6 7.1 33.3 7.6 1.6 10.8 3.0 2.9 18.8: 6.0 4.9
Old : 100.0: 11.8 20.6 8.6 7.1 33.3 7.6 1.6 10.8 3.0 2.9 18.8: 6.0 4.9
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 : 342: 43 61 23 21 40 90 25 76 55 56 90:
Old : 342: 43 61 23 21 40 90 25 76 55 56 90:
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 : 22.9 19.4 35.1 33.9 7.1 4.9 9.5 8.4
Old : 22.9 19.4 35.1 33.9 7.1 4.9 9.5 8.4
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, November 17, 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 : 299,684: 99,355 205,643 42,580 1,900 14,723 62,936 10,620 18,543 15,350 7,772 22,684: 23,514 17,800
Old : 299,684: 99,355 205,643 42,580 1,900 14,723 62,936 10,620 18,543 15,350 7,772 22,684: 23,514 17,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 19,522: 11,899 8,474 -736 -57 3,341 147 2,849 1,985 510 77 1,813: 562 1,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 68.6 14.2 0.6 4.9 21.0 3.5 6.2 5.1 2.6 7.6: 7.8 5.9
Old : 100.0: 33.2 68.6 14.2 0.6 4.9 21.0 3.5 6.2 5.1 2.6 7.6: 7.8 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 : 200: 59 75 16 6 16 54 10 23 14 14 26:
Old : 200: 59 75 16 6 16 54 10 23 14 14 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 : 16.9 20.3 28.2 32.2 13.6 10.6 21.1 18.1
Old : 16.9 20.3 28.2 32.2 13.6 10.6 21.1 18.1
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, November 17, 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 : 942,647: 112,785 113,233 136,584 93,824 114,850 131,550 198,644 236,025 20,209 28,477 99,301: 91,343 58,292
Old : 942,647: 112,785 113,233 136,584 93,824 114,850 131,550 198,644 236,025 20,209 28,477 99,301: 91,343 58,292
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 23,596: 10,186 763 2,035 -3,345 -9,488 -6,404 18,230 3,366 3,059 -7,091 13,049: 7,793 8,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 12.0 14.5 10.0 12.2 14.0 21.1 25.0 2.1 3.0 10.5: 9.7 6.2
Old : 100.0: 12.0 12.0 14.5 10.0 12.2 14.0 21.1 25.0 2.1 3.0 10.5: 9.7 6.2
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 : 284: 65 52 22 9 25 50 56 66 32 36 57:
Old : 284: 65 52 22 9 25 50 56 66 32 36 57:
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 : 28.8 35.4 40.2 47.6 15.2 18.8 19.8 26.6
Old : 28.8 35.4 40.2 47.6 15.2 18.8 19.8 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 20, 2009