Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 369,809 : : Positions : : 115,675 220,067 71,009 106 30,966 26,716 15,813 25,736 18,972 2,978 41,113 : : : : Changes from: September 8, 2009 : : 8,073 10,600 403 -265 1,807 831 -1,672 -1,828 1,080 556 1,369 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 59.5 19.2 0.0 8.4 7.2 4.3 7.0 5.1 0.8 11.1 : : : : Number of Traders in Each Category Total Traders: 152 : : 51 60 18 . 15 20 14 23 14 14 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 979,927 : : Positions : : 123,626 127,718 132,516 87,912 138,005 137,392 177,859 247,244 16,013 57,047 97,329 : : : : Changes from: September 8, 2009 : : 4,053 9,239 9,823 -10,573 6,008 -7,273 -10,112 14,115 -10,005 5,778 11,191 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 13.0 13.5 9.0 14.1 14.0 18.2 25.2 1.6 5.8 9.9 : : : : Number of Traders in Each Category Total Traders: 295 : : 57 49 22 10 27 51 60 70 35 47 60 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - ICE EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 508,563 : : Positions : : 116,242 162,775 65,227 37,002 177,776 41,638 5,532 42,572 4,659 22,002 37,874 : : : : Changes from: September 8, 2009 : : 14,103 9,490 452 4,782 703 -3,417 792 1,725 2,235 42 8,339 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.9 32.0 12.8 7.3 35.0 8.2 1.1 8.4 0.9 4.3 7.4 : : : : Number of Traders in Each Category Total Traders: 105 : : 25 32 17 12 27 15 8 14 8 8 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 2,815,564 : : Positions : : 293,094 459,042 183,804 160,888 1,057,368 156,361 45,702 355,433 72,880 42,916 611,494 : : : : Changes from: September 8, 2009 : : -15,034 -5,278 2,701 2,460 23,106 7,149 -9,921 -3,608 1,326 6,594 22,971 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.4 16.3 6.5 5.7 37.6 5.6 1.6 12.6 2.6 1.5 21.7 : : : : Number of Traders in Each Category Total Traders: 347 : : 51 59 18 24 39 78 31 74 78 49 107 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 235,011 : : Positions : : 84,883 160,485 40,633 2,025 16,009 35,932 5,424 9,507 11,226 7,146 21,692 : : : : Changes from: September 8, 2009 : : 4,598 -5,627 169 256 693 -5,362 3,102 -2,241 -170 -321 916 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 68.3 17.3 0.9 6.8 15.3 2.3 4.0 4.8 3.0 9.2 : : : : Number of Traders in Each Category Total Traders: 178 : : 51 66 17 6 15 37 11 17 13 15 27 : ----------------------------------------------------------------------------------------------------------------
Updated September 18, 2009