```
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, October 27, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :   320,479:    84,846    215,157     63,106      1,729     22,444     41,856     10,133     18,766     17,597      5,124     19,468:   52,396    27,658
Old  :   320,479:    84,846    215,157     63,106      1,729     22,444     41,856     10,133     18,766     17,597      5,124     19,468:   52,396    27,658
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 20, 2009                                                                 :
     :     4,751:    -3,287      2,358     -6,245        771        678      5,461        817     -3,362     -1,320     -1,205      1,604:   11,222     3,090
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.5       67.1       19.7        0.5        7.0       13.1        3.2        5.9        5.5        1.6        6.1:     16.3       8.6
Old  :     100.0:      26.5       67.1       19.7        0.5        7.0       13.1        3.2        5.9        5.5        1.6        6.1:     16.3       8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       166:        47         63         15          4         13         34         13         23         15         13         26:
Old  :       166:        47         63         15          4         13         34         13         23         15         13         26:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       25.1       33.2       36.5       15.1       15.8       23.6       23.6
Old  :                 21.8       25.1       33.2       36.5       15.1       15.8       23.6       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, October 27, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(10,000 MMBTU'S)                                                                                                        :
     :          :    Positions                                                                                                           :
All  :   722,597:    82,512     97,680    145,685     11,571     71,722     66,264    186,106    178,968     10,084     44,080     57,577:  109,785    74,893
Old  :   722,597:    82,512     97,680    145,685     11,571     71,722     66,264    186,106    178,968     10,084     44,080     57,577:  109,785    74,893
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 20, 2009                                                                 :
     :    -8,638:    -4,327    -10,286      2,010     -2,831      1,437    -14,014      3,367     -7,732        611    -14,972       -623:   14,000    23,002
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.4       13.5       20.2        1.6        9.9        9.2       25.8       24.8        1.4        6.1        8.0:     15.2      10.4
Old  :     100.0:      11.4       13.5       20.2        1.6        9.9        9.2       25.8       24.8        1.4        6.1        8.0:     15.2      10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       243:        56         42         22          7         23         47         43         58         25         30         44:
Old  :       243:        56         42         22          7         23         47         43         58         25         30         44:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       31.5       31.9       43.0       12.2       21.4       17.9       26.9
Old  :                 21.6       31.5       31.9       43.0       12.2       21.4       17.9       26.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE                                                                                                      Code-067411
Disaggregated Commitments of Traders - Futures Only, October 27, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   482,705:    84,244    157,780    101,244     49,554    141,663     40,235      7,423     37,058     13,613     24,117     40,670:   23,978    24,440
Old  :   482,705:    84,244    157,780    101,244     49,554    141,663     40,235      7,423     37,058     13,613     24,117     40,670:   23,978    24,440
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 20, 2009                                                                 :
     :    15,049:     7,030      4,438        913        858      8,745       -781       -536     -1,651      1,790        156     -4,044:    3,047     7,083
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.5       32.7       21.0       10.3       29.3        8.3        1.5        7.7        2.8        5.0        8.4:      5.0       5.1
Old  :     100.0:      17.5       32.7       21.0       10.3       29.3        8.3        1.5        7.7        2.8        5.0        8.4:      5.0       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       114:        26         35         16         11         24         16          9         16         12         11         22:
Old  :       114:        26         35         16         11         24         16          9         16         12         11         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       21.1       41.4       33.4       16.3       13.3       22.1       19.2
Old  :                 27.9       21.1       41.4       33.4       16.3       13.3       22.1       19.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Futures Only, October 27, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 BARRELS)                                                                                            :
     :          :    Positions                                                                                                           :
All  : 1,220,540:   131,138    329,680    216,736    116,937    225,517    204,608     47,045    152,553     80,867    128,811    123,717:   85,404    96,280
Old  : 1,220,540:   131,138    329,680    216,736    116,937    225,517    204,608     47,045    152,553     80,867    128,811    123,717:   85,404    96,280
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 20, 2009                                                                 :
     :     4,184:    11,364     17,933    -12,474        541      6,021     15,476    -11,375      1,020     -5,123    -13,508      4,873:  -16,973    -1,321
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.7       27.0       17.8        9.6       18.5       16.8        3.9       12.5        6.6       10.6       10.1:      7.0       7.9
Old  :     100.0:      10.7       27.0       17.8        9.6       18.5       16.8        3.9       12.5        6.6       10.6       10.1:      7.0       7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       337:        44         58         20         19         35         84         33         70         44         68         78:
Old  :       337:        44         58         20         19         35         84         33         70         44         68         78:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       12.1       28.5       22.7       12.7        8.6       17.9       14.3
Old  :                 19.1       12.1       28.5       22.7       12.7        8.6       17.9       14.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-111659
Disaggregated Commitments of Traders - Futures Only, October 27, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 U.S. GALLONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :   247,752:    64,108    184,900     41,822      3,117      5,818     68,366      6,759     15,996     11,460      7,606      6,200:   33,982    17,356
Old  :   247,752:    64,108    184,900     41,822      3,117      5,818     68,366      6,759     15,996     11,460      7,606      6,200:   33,982    17,356
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 20, 2009                                                                 :
     :    13,854:    -3,533     10,146     -2,773        521       -450      7,243      1,466       -410     -1,991       -622      1,386:   14,382     1,817
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.9       74.6       16.9        1.3        2.3       27.6        2.7        6.5        4.6        3.1        2.5:     13.7       7.0
Old  :     100.0:      25.9       74.6       16.9        1.3        2.3       27.6        2.7        6.5        4.6        3.1        2.5:     13.7       7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       182:        47         68         16          6         14         53         10         18         14         10         23:
Old  :       182:        47         68         16          6         14         53         10         18         14         10         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       21.0       28.0       34.5       14.4       14.4       23.6       24.2
Old  :                 16.6       21.0       28.0       34.5       14.4       14.4       23.6       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 30, 2009