Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 379,670 : : Positions : : 98,164 229,063 63,508 2,111 32,278 41,827 14,542 22,750 17,320 2,448 46,616 : : : : Changes from: October 20, 2009 : : -3,892 1,336 -6,400 773 176 5,540 828 -3,667 -829 -318 -1,543 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 60.3 16.7 0.6 8.5 11.0 3.8 6.0 4.6 0.6 12.3 : : : : Number of Traders in Each Category Total Traders: 167 : : 48 63 15 4 14 35 12 24 19 10 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 922,926 : : Positions : : 93,745 106,984 130,234 84,148 126,404 126,937 166,698 236,016 13,158 42,047 83,203 : : : : Changes from: October 20, 2009 : : -6,942 -12,941 5,808 11,107 -11,701 -2,382 5,124 -19,022 -576 -16,264 -6,305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.2 11.6 14.1 9.1 13.7 13.8 18.1 25.6 1.4 4.6 9.0 : : : : Number of Traders in Each Category Total Traders: 251 : : 58 46 21 8 24 48 45 60 23 36 48 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 483,455 : : Positions : : 84,456 158,318 101,391 49,554 141,840 40,235 7,423 37,058 13,613 24,117 40,670 : : : : Changes from: October 20, 2009 : : 7,020 4,583 930 858 8,737 -781 -536 -1,651 1,790 156 -4,044 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.5 32.7 21.0 10.2 29.3 8.3 1.5 7.7 2.8 5.0 8.4 : : : : Number of Traders in Each Category Total Traders: 114 : : 26 35 16 11 24 16 9 16 12 11 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 2,933,822 : : Positions : : 326,564 505,045 174,563 177,755 1,043,112 227,690 47,315 357,151 67,969 56,821 639,071 : : : : Changes from: October 20, 2009 : : 18,269 22,208 -3,584 5,146 156 12,053 -3,641 -4,843 -1,156 -13,204 8,717 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 17.2 6.0 6.1 35.6 7.8 1.6 12.2 2.3 1.9 21.8 : : : : Number of Traders in Each Category Total Traders: 373 : : 46 61 17 23 37 98 30 82 65 73 111 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 272,334 : : Positions : : 71,641 193,091 42,773 3,152 8,928 68,044 6,774 17,615 10,955 7,040 17,439 : : : : Changes from: October 20, 2009 : : -3,234 9,557 -2,724 554 -794 6,921 1,152 233 -2,572 71 717 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.3 70.9 15.7 1.2 3.3 25.0 2.5 6.5 4.0 2.6 6.4 : : : : Number of Traders in Each Category Total Traders: 183 : : 47 68 16 6 14 52 11 18 15 10 24 : ----------------------------------------------------------------------------------------------------------------
Updated October 30, 2009