Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 369,865 : : Positions : : 109,759 223,381 72,965 165 30,744 29,154 12,816 25,594 19,968 3,318 41,861 : : : : Changes from: September 15, 2009 : : -5,916 3,314 1,956 58 -222 2,438 -2,997 -142 997 340 748 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 60.4 19.7 0.0 8.3 7.9 3.5 6.9 5.4 0.9 11.3 : : : : Number of Traders in Each Category Total Traders: 156 : : 57 61 18 . 14 22 11 22 16 13 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 946,347 : : Positions : : 123,143 129,983 123,860 88,420 133,907 128,421 149,536 236,050 12,840 60,853 96,827 : : : : Changes from: September 15, 2009 : : -483 2,265 -8,656 507 -4,099 -8,971 -28,324 -11,194 -3,173 3,807 -502 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 13.7 13.1 9.3 14.1 13.6 15.8 24.9 1.4 6.4 10.2 : : : : Number of Traders in Each Category Total Traders: 288 : : 57 49 22 10 26 48 56 70 34 49 60 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 481,190 : : Positions : : 96,406 150,252 69,195 38,008 179,687 40,304 4,478 37,822 6,794 22,336 32,589 : : : : Changes from: September 15, 2009 : : -19,836 -12,523 3,969 1,006 1,911 -1,334 -1,054 -4,750 2,135 335 -5,285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 31.2 14.4 7.9 37.3 8.4 0.9 7.9 1.4 4.6 6.8 : : : : Number of Traders in Each Category Total Traders: 103 : : 26 33 15 13 26 15 8 14 9 8 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 2,695,585 : : Positions : : 274,486 449,649 177,471 157,516 1,029,269 162,690 43,560 338,397 72,045 42,338 559,864 : : : : Changes from: September 15, 2009 : : -18,608 -9,393 -6,333 -3,372 -28,099 6,329 -2,142 -17,036 -835 -577 -51,630 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 16.7 6.6 5.8 38.2 6.0 1.6 12.6 2.7 1.6 20.8 : : : : Number of Traders in Each Category Total Traders: 329 : : 49 60 18 23 39 68 34 68 67 50 99 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 237,411 : : Positions : : 82,755 162,006 41,361 2,156 15,755 39,666 5,315 10,389 11,319 6,972 20,966 : : : : Changes from: September 15, 2009 : : -2,128 1,521 728 131 -255 3,734 -109 882 93 -174 -726 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 68.2 17.4 0.9 6.6 16.7 2.2 4.4 4.8 2.9 8.8 : : : : Number of Traders in Each Category Total Traders: 175 : : 53 66 16 6 16 39 11 19 16 13 23 : ----------------------------------------------------------------------------------------------------------------
Updated September 18, 2009