Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 380,275 : : Positions : : 102,056 227,728 69,908 1,338 32,102 36,287 13,714 26,417 18,149 2,766 48,159 : : : : Changes from: October 13, 2009 : : 2,696 6,751 -2,886 562 368 6,152 1,081 570 -2,854 -469 7,621 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 59.9 18.4 0.4 8.4 9.5 3.6 6.9 4.8 0.7 12.7 : : : : Number of Traders in Each Category Total Traders: 163 : : 50 65 15 4 16 27 12 24 20 10 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 951,581 : : Positions : : 100,687 119,925 124,426 73,041 138,105 129,318 161,574 255,038 13,734 58,312 89,507 : : : : Changes from: October 13, 2009 : : -8,731 -4,244 8,201 -5,278 -4,254 -8,039 -13,038 6,428 -8,266 9,517 -2,043 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 12.6 13.1 7.7 14.5 13.6 17.0 26.8 1.4 6.1 9.4 : : : : Number of Traders in Each Category Total Traders: 273 : : 56 48 20 8 23 60 42 70 29 47 59 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 468,271 : : Positions : : 77,436 153,735 100,461 48,696 133,103 41,016 7,959 38,709 11,823 23,961 44,714 : : : : Changes from: October 13, 2009 : : -25,333 -3,472 11,389 3,074 -12,468 -61 -684 776 8,826 491 242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.5 32.8 21.5 10.4 28.4 8.8 1.7 8.3 2.5 5.1 9.5 : : : : Number of Traders in Each Category Total Traders: 110 : : 25 34 14 12 23 14 8 15 14 9 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 2,919,859 : : Positions : : 308,295 482,837 178,147 172,609 1,042,956 215,637 50,956 361,994 69,125 70,026 630,355 : : : : Changes from: October 13, 2009 : : -19,341 -10,746 -6,168 9,383 -8,445 26,584 -1,964 -10,990 1,761 18,160 -21,589 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 16.5 6.1 5.9 35.7 7.4 1.7 12.4 2.4 2.4 21.6 : : : : Number of Traders in Each Category Total Traders: 362 : : 42 57 19 21 35 87 36 79 64 70 113 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 259,585 : : Positions : : 74,875 183,534 45,497 2,598 9,722 61,123 5,622 17,382 13,527 6,968 16,722 : : : : Changes from: October 13, 2009 : : 6,478 28,037 -850 361 284 20,567 -855 788 790 796 2,209 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 70.7 17.5 1.0 3.7 23.5 2.2 6.7 5.2 2.7 6.4 : : : : Number of Traders in Each Category Total Traders: 178 : : 50 67 16 4 14 50 11 19 15 8 19 : ----------------------------------------------------------------------------------------------------------------
Updated October 23, 2009