Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 44,304 : : Positions : : 31,119 37,675 2,234 600 1,074 0 0 0 5,567 606 4,270 : : : : Changes from: December 19, 2017 : : 1,894 2,534 147 0 107 0 0 0 538 45 -251 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 85.0 5.0 1.4 2.4 0.0 0.0 0.0 12.6 1.4 9.6 : : : : Number of Traders in Each Category Total Traders: 59 : : 27 34 4 5 6 0 0 0 8 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 10,449 : : Positions : : 7,907 7,838 68 338 715 0 0 126 574 495 498 : : : : Changes from: December 19, 2017 : : 273 -16 0 0 3 0 0 0 65 303 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 75.0 0.7 3.2 6.8 0.0 0.0 1.2 5.5 4.7 4.8 : : : : Number of Traders in Each Category Total Traders: 46 : : 28 29 . . 5 0 0 . 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 10,278 : : Positions : : 7,601 8,444 56 301 621 0 0 0 1,078 172 511 : : : : Changes from: December 19, 2017 : : 164 255 0 -5 5 0 0 0 90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 82.2 0.5 2.9 6.0 0.0 0.0 0.0 10.5 1.7 5.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 34 . 5 7 0 0 0 7 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A17 Open Interest is 4,613 : : Positions : : 3,360 945 81 369 57 0 0 0 90 2,304 209 : : : : Changes from: December 19, 2017 : : 140 90 0 0 0 0 0 0 20 160 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 20.5 1.8 8.0 1.2 0.0 0.0 0.0 2.0 49.9 4.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 13 . . . 0 0 0 . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 20,563 : : Positions : : 13,708 11,888 4,991 83 813 0 0 0 5 6,926 804 : : : : Changes from: December 19, 2017 : : 129 229 220 0 0 0 0 0 0 130 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 57.8 24.3 0.4 4.0 0.0 0.0 0.0 0.0 33.7 3.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 17 5 . . 0 0 0 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A35 Open Interest is 8,221 : : Positions : : 6,183 2,297 0 1,173 108 0 0 0 1,182 4,076 114 : : : : Changes from: December 19, 2017 : : 416 212 0 0 0 0 0 0 -7 178 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 27.9 0.0 14.3 1.3 0.0 0.0 0.0 14.4 49.6 1.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 17 14 0 6 4 0 0 0 11 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE 1000 metric tons : CFTC Code #021A56 Open Interest is 6,998 : : Positions : : 5,044 5,605 425 0 0 730 0 0 0 764 133 : : : : Changes from: December 19, 2017 : : -69 -48 0 0 0 0 0 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 80.1 6.1 0.0 0.0 10.4 0.0 0.0 0.0 10.9 1.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . 0 0 . 0 0 0 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 473,458 : : Positions : : 84,127 234,102 68,161 3,267 25,073 93,500 11,676 44,415 38,393 59,748 64,141 : : : : Changes from: December 19, 2017 : : -5,829 2,902 313 -388 1,059 11,658 -5,052 -8,993 766 10,261 -8,806 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.8 49.4 14.4 0.7 5.3 19.7 2.5 9.4 8.1 12.6 13.5 : : : : Number of Traders in Each Category Total Traders: 221 : : 60 74 19 . 20 61 7 40 16 28 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 37,895 : : Positions : : 24,227 27,244 2,126 1,897 225 0 0 0 0 403 635 : : : : Changes from: December 19, 2017 : : 1,250 1,631 0 -50 0 0 0 0 0 -549 305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 71.9 5.6 5.0 0.6 0.0 0.0 0.0 0.0 1.1 1.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 13 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 2,722 : : Positions : : 1,423 698 0 0 0 380 804 151 103 460 198 : : : : Changes from: December 19, 2017 : : 184 3 -26 0 0 12 136 -39 -224 -33 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 25.6 0.0 0.0 0.0 14.0 29.5 5.5 3.8 16.9 7.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 8 9 0 0 0 4 6 . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE (100 CUBIC METERS) : CFTC Code #025608 Open Interest is 5,968 : : Positions : : 5,025 5,293 0 138 0 0 0 0 615 110 200 : : : : Changes from: December 19, 2017 : : 30 15 0 0 0 0 0 0 15 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 88.7 0.0 2.3 0.0 0.0 0.0 0.0 10.3 1.8 3.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 16 0 . 0 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 62,007 : : Positions : : 37,223 47,970 3,225 65 1,613 5,797 899 672 4,952 2,455 8,002 : : : : Changes from: December 19, 2017 : : 1,202 652 -6 0 -59 -765 105 -191 501 223 -198 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 77.4 5.2 0.1 2.6 9.3 1.5 1.1 8.0 4.0 12.9 : : : : Number of Traders in Each Category Total Traders: 104 : : 52 56 5 . 4 7 5 . 13 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,630 : : Positions : : 1,268 1,794 0 20 26 0 0 0 640 111 184 : : : : Changes from: December 19, 2017 : : -10 -29 0 0 0 0 0 0 -7 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 68.2 0.0 0.8 1.0 0.0 0.0 0.0 24.3 4.2 7.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 13 0 . . 0 0 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #03265J Open Interest is 3,327 : : Positions : : 1,844 1,929 87 67 60 10 0 58 495 303 543 : : : : Changes from: December 19, 2017 : : 100 76 0 20 -20 0 0 0 7 4 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 58.0 2.6 2.0 1.8 0.3 0.0 1.7 14.9 9.1 16.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 16 . . . . 0 . 5 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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-WTI - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 760,072 : : Positions : : 242,225 174,084 12,902 133,301 130,041 66,108 17,244 50,334 33,761 37,907 205,906 : : : : Changes from: December 19, 2017 : : -55 -6,134 -816 2,207 8,988 1,582 -3,153 -1,558 -4,591 3,691 14,977 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 22.9 1.7 17.5 17.1 8.7 2.3 6.6 4.4 5.0 27.1 : : : : Number of Traders in Each Category Total Traders: 155 : : 45 45 7 11 18 16 11 17 22 35 51 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 3,121,847 : : Positions : : 508,853 541,223 162,021 816,525 377,566 453,470 41,498 569,467 324,430 57,356 613,062 : : : : Changes from: December 19, 2017 : : 8,333 3,476 -1,250 29,887 15,064 23,020 -5,125 -16,978 3,012 -4,023 30,417 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.3 17.3 5.2 26.2 12.1 14.5 1.3 18.2 10.4 1.8 19.6 : : : : Number of Traders in Each Category Total Traders: 473 : : 63 73 16 30 41 84 40 86 111 86 170 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 105,665 : : Positions : : 42,478 36,893 33 17,720 1,166 18,414 747 29,351 1,238 6,903 12,880 : : : : Changes from: December 19, 2017 : : 2,137 1,306 25 3,107 -73 262 -332 1,307 -80 -1,737 -684 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 34.9 0.0 16.8 1.1 17.4 0.7 27.8 1.2 6.5 12.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 10 12 . . 4 . 4 . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 153,974 : : Positions : : 24,073 20,300 37,575 38,969 8,984 0 0 0 60,155 28,873 1,968 : : : : Changes from: December 19, 2017 : : 1,314 462 -900 1,086 396 0 0 0 1,489 258 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.6 13.2 24.4 25.3 5.8 0.0 0.0 0.0 39.1 18.8 1.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 7 11 4 5 8 0 0 0 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 12,233 : : Positions : : 0 0 649 1,762 3,295 233 492 938 1,429 168 3,880 : : : : Changes from: December 19, 2017 : : 0 0 123 221 168 -12 -47 42 65 16 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 0.0 5.3 14.4 26.9 1.9 4.0 7.7 11.7 1.4 31.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 0 0 5 4 6 . 5 4 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 136,889 : : Positions : : 12,960 6,560 29,386 76,197 16,947 0 0 0 46,956 0 17,937 : : : : Changes from: December 19, 2017 : : 1,395 448 3,487 7,712 -270 0 0 0 4,393 0 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 4.8 21.5 55.7 12.4 0.0 0.0 0.0 34.3 0.0 13.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 5 6 . 11 13 0 0 0 11 0 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 203,365 : : Positions : : 35,628 36,974 27,068 70 10,972 4,208 25,887 4,804 54,589 62,673 53,219 : : : : Changes from: December 19, 2017 : : 10,378 12,502 2,576 -536 1,158 -67 -94 1,177 6,404 6,953 -1,456 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.5 18.2 13.3 0.0 5.4 2.1 12.7 2.4 26.8 30.8 26.2 : : : : Number of Traders in Each Category Total Traders: 67 : : 10 11 7 . 8 4 . 4 22 17 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Z Open Interest is 66,711 : : Positions : : 43,897 14,524 499 1,609 3,471 3,361 26,201 5,655 3,477 8,935 6,022 : : : : Changes from: December 19, 2017 : : 5,466 2,394 -136 877 -181 466 1,406 1,006 229 1,325 1,282 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 21.8 0.7 2.4 5.2 5.0 39.3 8.5 5.2 13.4 9.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 12 11 . 5 5 4 . 4 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067A28 Open Interest is 62,573 : : Positions : : 12,905 19,892 0 7,199 930 16,934 12,502 11,056 11,239 1,154 9,082 : : : : Changes from: December 19, 2017 : : 260 -1,480 0 -235 -182 -2,508 368 -601 147 -668 -441 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.6 31.8 0.0 11.5 1.5 27.1 20.0 17.7 18.0 1.8 14.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 7 0 . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 U.S. BARRELS) : CFTC Code #067A75 Open Interest is 23,593 : : Positions : : 17,188 8,520 650 13,413 690 3,777 0 0 1,045 925 45 : : : : Changes from: December 19, 2017 : : 150 270 90 90 0 120 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 36.1 2.8 56.9 2.9 16.0 0.0 0.0 4.4 3.9 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 15 14 . 6 4 5 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : 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 397,156 : : Positions : : 80,884 209,576 47,083 10,247 18,908 93,175 13,725 44,900 57,587 52,908 30,553 : : : : Changes from: December 19, 2017 : : -8,710 -2,775 2,074 286 -929 6,420 -753 -4,976 -343 3,137 -4,683 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.4 52.8 11.9 2.6 4.8 23.5 3.5 11.3 14.5 13.3 7.7 : : : : Number of Traders in Each Category Total Traders: 285 : : 63 85 18 10 21 72 19 52 43 25 45 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 12,817 : : Positions : : 3,825 7,171 0 183 0 702 0 225 3,513 228 694 : : : : Changes from: December 19, 2017 : : -153 -78 0 0 0 0 0 0 0 -91 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 55.9 0.0 1.4 0.0 5.5 0.0 1.8 27.4 1.8 5.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 10 0 . 0 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE (1000 U.S. Barrels) : CFTC Code #111A11 Open Interest is 13,062 : : Positions : : 7,090 8,817 700 650 1,000 0 0 0 2,415 615 1,692 : : : : Changes from: December 19, 2017 : : 760 780 0 0 150 0 0 0 125 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 67.5 5.4 5.0 7.7 0.0 0.0 0.0 18.5 4.7 13.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #111A31 Open Interest is 13,189 : : Positions : : 11,002 9,587 0 2,290 50 0 0 0 1,105 0 350 : : : : Changes from: December 19, 2017 : : 1,335 1,609 0 0 0 0 0 0 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 72.7 0.0 17.4 0.4 0.0 0.0 0.0 8.4 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 16 0 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 24,956 : : Positions : : 13,727 23,989 7,654 305 0 0 0 0 3,381 590 72 : : : : Changes from: December 19, 2017 : : 1,375 1,214 -175 0 0 0 0 0 -25 0 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 96.1 30.7 1.2 0.0 0.0 0.0 0.0 13.5 2.4 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 13 8 . 0 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 1,195 : : Positions : : 250 550 810 125 0 0 0 0 100 495 25 : : : : Changes from: December 19, 2017 : : 0 100 365 0 0 0 0 0 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.9 46.0 67.8 10.5 0.0 0.0 0.0 0.0 8.4 41.4 2.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 4 6 4 . 0 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 13,590 : : Positions : : 4,211 7,391 5,062 392 2,685 0 1,494 0 843 654 552 : : : : Changes from: December 19, 2017 : : 129 129 0 0 0 0 0 0 0 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.0 54.4 37.2 2.9 19.8 0.0 11.0 0.0 6.2 4.8 4.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 12 15 9 . 7 0 . 0 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 11,755 : : Positions : : 7,861 4,744 74 611 383 0 60 105 1,410 4,192 1,529 : : : : Changes from: December 19, 2017 : : 49 -581 0 0 0 0 0 0 50 680 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 40.4 0.6 5.2 3.3 0.0 0.5 0.9 12.0 35.7 13.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 18 18 . . . 0 . . . 13 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE (100 METRIC TONS) : CFTC Code #86665E Open Interest is 1,516 : : Positions : : 492 576 133 40 30 0 0 0 401 540 150 : : : : Changes from: December 19, 2017 : : 30 10 20 0 30 0 0 0 30 70 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 38.0 8.8 2.6 2.0 0.0 0.0 0.0 26.5 35.6 9.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 7 7 . . . 0 0 0 6 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 27,122 : : Positions : : 9,984 19,225 1,945 1,405 1,596 0 150 0 8,316 597 1,464 : : : : Changes from: December 19, 2017 : : 38 96 -142 0 0 0 0 0 250 17 -311 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 70.9 7.2 5.2 5.9 0.0 0.6 0.0 30.7 2.2 5.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 12 . . 6 0 . 0 5 . 5 : ----------------------------------------------------------------------------------------------------------------
Updated December 29, 2017