NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 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 : 368,025: 109,083 215,021 66,657 239 33,845 28,774 18,999 23,916 18,345 3,652 39,021: 48,384 33,332 Old : 368,025: 109,083 215,021 66,657 239 33,845 28,774 18,999 23,916 18,345 3,652 39,021: 48,384 33,332 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2009 : : -21,915: -188 -7,242 -1,517 -227 -2,970 -9,053 1,946 -1,703 882 1,610 -9,675: 2,308 -3,654 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.6 58.4 18.1 0.1 9.2 7.8 5.2 6.5 5.0 1.0 10.6: 13.1 9.1 Old : 100.0: 29.6 58.4 18.1 0.1 9.2 7.8 5.2 6.5 5.0 1.0 10.6: 13.1 9.1 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 : 165: 55 68 18 . 13 27 13 26 13 13 25: Old : 165: 55 68 18 . 13 27 13 26 13 13 25: 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 : 21.8 24.3 33.5 35.3 14.5 12.3 21.5 18.3 Old : 21.8 24.3 33.5 35.3 14.5 12.3 21.5 18.3 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 24, 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 : 477,187: 104,237 164,186 95,027 37,973 141,523 31,449 16,612 39,477 7,161 20,447 38,117: 20,197 18,853 Old : 477,187: 104,237 164,186 95,027 37,973 141,523 31,449 16,612 39,477 7,161 20,447 38,117: 20,197 18,853 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2009 : : -35,220: -2,968 -9,030 4,580 -391 -24,022 -7,892 1,765 2,116 -3,848 -341 -1,366: -1,820 -3,951 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 34.4 19.9 8.0 29.7 6.6 3.5 8.3 1.5 4.3 8.0: 4.2 4.0 Old : 100.0: 21.8 34.4 19.9 8.0 29.7 6.6 3.5 8.3 1.5 4.3 8.0: 4.2 4.0 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 : 108: 32 35 15 14 25 13 8 14 9 10 17: Old : 108: 32 35 15 14 25 13 8 14 9 10 17: 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 20.7 42.1 33.4 15.5 10.8 22.1 18.9 Old : 26.4 20.7 42.1 33.4 15.5 10.8 22.1 18.9 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 24, 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 : 2,453,132: 318,751 533,740 206,879 167,987 816,838 166,091 49,426 278,404 81,338 54,561 485,128: 99,701 67,048 Old : 2,453,132: 318,751 533,740 206,879 167,987 816,838 166,091 49,426 278,404 81,338 54,561 485,128: 99,701 67,048 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2009 : : -38,068: 25,489 21,029 -7,794 -8,827 -12,320 -23,832 8,639 8,979 5,715 -16,572 16,103: -50,409 -55,100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.0 21.8 8.4 6.8 33.3 6.8 2.0 11.3 3.3 2.2 19.8: 4.1 2.7 Old : 100.0: 13.0 21.8 8.4 6.8 33.3 6.8 2.0 11.3 3.3 2.2 19.8: 4.1 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 : 339: 42 62 21 22 37 80 31 80 68 45 91: Old : 339: 42 62 21 22 37 80 31 80 68 45 91: 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 : 23.0 19.4 35.4 33.9 7.0 4.9 9.6 8.1 Old : 23.0 19.4 35.4 33.9 7.0 4.9 9.6 8.1 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 24, 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 : 277,904: 92,713 198,089 45,138 1,319 12,388 58,277 9,861 17,411 15,633 7,640 17,328: 19,016 13,869 Old : 277,904: 92,713 198,089 45,138 1,319 12,388 58,277 9,861 17,411 15,633 7,640 17,328: 19,016 13,869 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2009 : : -21,780: -6,642 -7,554 2,558 -582 -2,334 -4,659 -759 -1,132 283 -132 -5,356: -4,498 -3,931 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.4 71.3 16.2 0.5 4.5 21.0 3.5 6.3 5.6 2.7 6.2: 6.8 5.0 Old : 100.0: 33.4 71.3 16.2 0.5 4.5 21.0 3.5 6.3 5.6 2.7 6.2: 6.8 5.0 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 : 194: 55 75 16 5 16 48 12 23 12 12 25: Old : 194: 55 75 16 5 16 48 12 23 12 12 25: 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 : 18.2 21.0 28.5 32.0 13.3 11.7 21.3 18.3 Old : 18.2 21.0 28.5 32.0 13.3 11.7 21.3 18.3 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, November 24, 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 : 892,079: 101,319 111,644 136,613 92,940 111,134 133,444 194,046 226,237 21,948 24,946 87,138: 74,248 43,995 Old : 892,079: 101,319 111,644 136,613 92,940 111,134 133,444 194,046 226,237 21,948 24,946 87,138: 74,248 43,995 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2009 : : -50,568: -11,467 -1,590 29 -884 -3,716 1,894 -4,598 -9,788 1,739 -3,531 -12,163: -17,096 -14,298 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 12.5 15.3 10.4 12.5 15.0 21.8 25.4 2.5 2.8 9.8: 8.3 4.9 Old : 100.0: 11.4 12.5 15.3 10.4 12.5 15.0 21.8 25.4 2.5 2.8 9.8: 8.3 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 : 267: 58 46 23 9 26 51 54 65 25 33 52: Old : 267: 58 46 23 9 26 51 54 65 25 33 52: 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 : 29.7 35.7 41.5 48.6 16.2 20.1 21.1 27.8 Old : 29.7 35.7 41.5 48.6 16.2 20.1 21.1 27.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2009