Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 386,193 : : Positions : : 106,502 230,253 67,587 482 32,514 40,547 12,438 26,930 17,054 2,243 47,011 : : : : Changes from: November 3, 2009 : : 8,792 4,987 2,861 -350 -753 -156 -870 -497 -985 -390 1,437 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 59.6 17.5 0.1 8.4 10.5 3.2 7.0 4.4 0.6 12.2 : : : : Number of Traders in Each Category Total Traders: 175 : : 52 68 18 . 14 35 12 23 19 9 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 494,990 : : Positions : : 101,605 173,157 94,480 36,895 152,426 37,994 11,705 39,554 10,111 19,420 39,154 : : : : Changes from: November 3, 2009 : : 4,574 7,765 97 -2,991 5,241 297 3,175 1,745 2,968 -1,822 -1,562 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.5 35.0 19.1 7.5 30.8 7.7 2.4 8.0 2.0 3.9 7.9 : : : : Number of Traders in Each Category Total Traders: 112 : : 28 36 16 12 24 16 8 17 13 7 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 2,908,870 : : Positions : : 340,695 538,481 165,766 167,759 1,064,798 199,135 42,347 339,780 77,784 57,696 605,837 : : : : Changes from: November 3, 2009 : : 5,660 9,820 2,663 -5,285 11,368 -25,561 -1,213 -11,693 12,042 1,181 -22,920 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.7 18.5 5.7 5.8 36.6 6.8 1.5 11.7 2.7 2.0 20.8 : : : : Number of Traders in Each Category Total Traders: 373 : : 45 62 20 24 40 98 30 83 74 59 105 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 280,163 : : Positions : : 87,456 197,169 43,316 1,958 11,381 62,789 7,771 16,558 14,840 7,695 20,871 : : : : Changes from: November 3, 2009 : : 3,750 -2,021 156 -155 1,585 -6,169 1,303 -355 -54 -691 2,730 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.2 70.4 15.5 0.7 4.1 22.4 2.8 5.9 5.3 2.7 7.4 : : : : Number of Traders in Each Category Total Traders: 193 : : 56 69 16 6 15 55 9 22 14 12 25 : ----------------------------------------------------------------------------------------------------------------
Updated November 13, 2009