Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 17, 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 389,941 : : Positions : : 109,271 222,263 68,174 466 36,816 37,827 17,053 25,619 17,462 2,042 48,696 : : : : Changes from: November 9, 2009 : : 2,769 -7,989 587 -16 4,302 -2,720 4,615 -1,312 408 -201 1,685 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 57.0 17.5 0.1 9.4 9.7 4.4 6.6 4.5 0.5 12.5 : : : : Number of Traders in Each Category Total Traders: 173 : : 54 66 18 . 15 33 16 26 16 11 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 17, 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 512,407 : : Positions : : 107,205 173,216 90,447 38,364 165,545 39,341 14,847 37,361 11,009 20,788 39,482 : : : : Changes from: November 9, 2009 : : 5,600 59 -4,033 1,469 13,119 1,347 3,142 -2,193 898 1,368 328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.9 33.8 17.7 7.5 32.3 7.7 2.9 7.3 2.1 4.1 7.7 : : : : Number of Traders in Each Category Total Traders: 110 : : 30 34 16 12 24 17 5 13 17 8 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 17, 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 2,491,200 : : Positions : : 293,262 512,711 214,673 176,813 829,158 189,923 40,787 269,425 75,624 71,133 469,025 : : : : Changes from: November 9, 2009 : : -47,432 -25,770 48,907 9,054 -235,640 -9,212 -1,560 -70,354 -2,160 13,437 -136,812 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 20.6 8.6 7.1 33.3 7.6 1.6 10.8 3.0 2.9 18.8 : : : : Number of Traders in Each Category Total Traders: 342 : : 43 61 23 21 40 90 25 76 55 56 90 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 17, 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 299,684 : : Positions : : 99,355 205,643 42,580 1,900 14,723 62,936 10,620 18,543 15,350 7,772 22,684 : : : : Changes from: November 9, 2009 : : 11,899 8,474 -736 -57 3,341 147 2,849 1,985 510 77 1,813 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 68.6 14.2 0.6 4.9 21.0 3.5 6.2 5.1 2.6 7.6 : : : : Number of Traders in Each Category Total Traders: 200 : : 59 75 16 6 16 54 10 23 14 14 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 17, 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 942,647 : : Positions : : 112,785 113,233 136,584 93,824 114,850 131,550 198,644 236,025 20,209 28,477 99,301 : : : : Changes from: November 9, 2009 : : 10,186 763 2,035 -3,345 -9,488 -6,404 18,230 3,366 3,059 -7,091 13,049 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.0 12.0 14.5 10.0 12.2 14.0 21.1 25.0 2.1 3.0 10.5 : : : : Number of Traders in Each Category Total Traders: 284 : : 65 52 22 9 25 50 56 66 32 36 57 : ----------------------------------------------------------------------------------------------------------------
Updated November 20, 2009