Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 360,800 : : Positions : : 100,402 213,968 74,672 321 30,038 26,454 13,115 28,595 22,336 3,494 38,310 : : : : Changes from: September 29, 2009 : : -7,080 542 1,270 201 -1,116 1,016 -4,408 3,288 1,512 196 709 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.8 59.3 20.7 0.1 8.3 7.3 3.6 7.9 6.2 1.0 10.6 : : : : Number of Traders in Each Category Total Traders: 157 : : 46 60 16 . 14 24 14 24 17 15 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 909,535 : : Positions : : 112,012 124,660 116,701 80,467 133,146 136,510 160,210 216,634 15,778 54,226 87,406 : : : : Changes from: September 29, 2009 : : -1,381 3,244 88 1,117 4,433 2,051 5,668 5,073 3,107 -6,435 1,070 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.3 13.7 12.8 8.8 14.6 15.0 17.6 23.8 1.7 6.0 9.6 : : : : Number of Traders in Each Category Total Traders: 263 : : 53 46 20 9 25 52 47 66 28 43 56 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 497,226 : : Positions : : 105,483 159,563 79,036 40,048 169,966 43,778 7,116 37,547 3,232 24,906 35,448 : : : : Changes from: September 29, 2009 : : 4,739 20,896 3,103 719 -1,661 5,757 -2,392 1,091 2,393 497 -4,016 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.2 32.1 15.9 8.1 34.2 8.8 1.4 7.6 0.7 5.0 7.1 : : : : Number of Traders in Each Category Total Traders: 103 : : 29 34 15 11 24 14 9 15 8 10 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 2,903,926 : : Positions : : 330,118 492,690 194,119 156,931 1,051,138 166,641 56,870 369,662 67,953 47,284 610,243 : : : : Changes from: September 29, 2009 : : 47,095 35,981 -3,467 -488 9,902 14,132 -15,108 9,177 -10,149 11,551 19,537 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.4 17.0 6.7 5.4 36.2 5.7 2.0 12.7 2.3 1.6 21.0 : : : : Number of Traders in Each Category Total Traders: 358 : : 53 62 17 22 36 80 39 82 71 58 105 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 6, 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 217,381 : : Positions : : 71,067 150,406 46,448 2,236 10,402 36,795 7,744 11,354 13,407 6,462 12,250 : : : : Changes from: September 29, 2009 : : -8,903 2,439 3,133 48 -1,483 3,811 -1,074 1,313 2,782 35 418 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 69.2 21.4 1.0 4.8 16.9 3.6 5.2 6.2 3.0 5.6 : : : : Number of Traders in Each Category Total Traders: 166 : : 49 64 16 7 18 35 14 16 12 12 18 : ----------------------------------------------------------------------------------------------------------------
Updated October 9, 2008