Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 368,025 : : Positions : : 109,083 215,021 66,657 239 33,845 28,774 18,999 23,916 18,345 3,652 39,021 : : : : Changes from: November 17, 2009 : : -188 -7,242 -1,517 -227 -2,970 -9,053 1,946 -1,703 882 1,610 -9,675 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 58.4 18.1 0.1 9.2 7.8 5.2 6.5 5.0 1.0 10.6 : : : : Number of Traders in Each Category Total Traders: 165 : : 55 68 18 . 13 27 13 26 13 13 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 477,187 : : Positions : : 104,237 164,186 95,027 37,973 141,523 31,449 16,612 39,477 7,161 20,447 38,117 : : : : Changes from: November 17, 2009 : : -2,968 -9,030 4,580 -391 -24,022 -7,892 1,765 2,116 -3,848 -341 -1,366 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 34.4 19.9 8.0 29.7 6.6 3.5 8.3 1.5 4.3 8.0 : : : : Number of Traders in Each Category Total Traders: 108 : : 32 35 15 14 25 13 8 14 9 10 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 2,453,132 : : Positions : : 318,751 533,740 206,879 167,987 816,838 166,091 49,426 278,404 81,338 54,561 485,128 : : : : Changes from: November 17, 2009 : : 25,489 21,029 -7,794 -8,827 -12,320 -23,832 8,639 8,979 5,715 -16,572 16,103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 21.8 8.4 6.8 33.3 6.8 2.0 11.3 3.3 2.2 19.8 : : : : Number of Traders in Each Category Total Traders: 339 : : 42 62 21 22 37 80 31 80 68 45 91 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 277,904 : : Positions : : 92,713 198,089 45,138 1,319 12,388 58,277 9,861 17,411 15,633 7,640 17,328 : : : : Changes from: November 17, 2009 : : -6,642 -7,554 2,558 -582 -2,334 -4,659 -759 -1,132 283 -132 -5,356 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 71.3 16.2 0.5 4.5 21.0 3.5 6.3 5.6 2.7 6.2 : : : : Number of Traders in Each Category Total Traders: 194 : : 55 75 16 5 16 48 12 23 12 12 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 24, 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 892,079 : : Positions : : 101,319 111,644 136,613 92,940 111,134 133,444 194,046 226,237 21,948 24,946 87,138 : : : : Changes from: November 17, 2009 : : -11,467 -1,590 29 -884 -3,716 1,894 -4,598 -9,788 1,739 -3,531 -12,163 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.4 12.5 15.3 10.4 12.5 15.0 21.8 25.4 2.5 2.8 9.8 : : : : Number of Traders in Each Category Total Traders: 267 : : 58 46 23 9 26 51 54 65 25 33 52 : ----------------------------------------------------------------------------------------------------------------
Updated November 30, 2009