Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 48,676 : : Positions : : 31,578 38,986 2,449 1,530 2,944 0 0 0 8,520 2,462 2,555 : : : : Changes from: January 20, 2015 : : 3,402 3,664 68 0 108 0 0 0 389 195 938 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 80.1 5.0 3.1 6.0 0.0 0.0 0.0 17.5 5.1 5.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 24 33 6 4 6 0 0 0 4 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 6,015 : : Positions : : 4,945 5,253 775 474 231 0 0 0 0 50 0 : : : : Changes from: January 20, 2015 : : 511 465 -97 -60 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 87.3 12.9 7.9 3.8 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 16 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 13,013 : : Positions : : 9,248 10,274 497 239 1,240 0 0 45 610 65 358 : : : : Changes from: January 20, 2015 : : 1,695 1,710 55 58 94 0 0 0 -26 -15 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 79.0 3.8 1.8 9.5 0.0 0.0 0.3 4.7 0.5 2.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 26 . 4 6 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 4,503 : : Positions : : 2,280 2,395 569 20 497 0 0 0 184 666 313 : : : : Changes from: January 20, 2015 : : 363 387 30 -5 10 0 0 0 -5 109 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 53.2 12.6 0.4 11.0 0.0 0.0 0.0 4.1 14.8 7.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 20 5 . 6 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 5,673 : : Positions : : 2,763 3,884 594 25 613 0 0 0 652 116 424 : : : : Changes from: January 20, 2015 : : 523 629 53 0 149 0 0 0 67 16 158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 68.5 10.5 0.4 10.8 0.0 0.0 0.0 11.5 2.0 7.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 22 9 . 8 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 7,268 : : Positions : : 2,327 4,275 2,466 660 474 0 0 0 622 1,097 295 : : : : Changes from: January 20, 2015 : : 292 287 -50 6 30 0 0 0 -20 -8 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 58.8 33.9 9.1 6.5 0.0 0.0 0.0 8.6 15.1 4.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 20 23 7 . 6 0 0 0 4 8 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A19 Open Interest is 1,497 : : Positions : : 785 338 80 273 46 0 0 0 0 620 40 : : : : Changes from: January 20, 2015 : : 160 95 0 0 0 0 0 0 0 100 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 22.6 5.3 18.2 3.1 0.0 0.0 0.0 0.0 41.4 2.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 . . . 0 0 0 0 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 34,019 : : Positions : : 24,877 12,605 3,420 10,834 2,655 0 0 0 283 5,250 2,675 : : : : Changes from: January 20, 2015 : : 1,667 92 -45 1,100 249 0 0 0 0 430 685 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 37.1 10.1 31.8 7.8 0.0 0.0 0.0 0.8 15.4 7.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 16 5 . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 4,893 : : Positions : : 2,223 2,541 979 1,121 169 0 0 0 688 463 356 : : : : Changes from: January 20, 2015 : : 220 170 -20 5 0 0 0 0 -30 23 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 51.9 20.0 22.9 3.5 0.0 0.0 0.0 14.1 9.5 7.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 11 10 6 4 . 0 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 4,031 : : Positions : : 2,719 3,452 405 0 67 0 0 0 332 0 331 : : : : Changes from: January 20, 2015 : : 109 84 30 0 56 0 0 0 -80 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 85.6 10.0 0.0 1.7 0.0 0.0 0.0 8.2 0.0 8.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 15 5 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 423,906 : : Positions : : 107,964 169,036 86,731 268 21,893 37,033 67,349 47,422 29,467 30,184 48,772 : : : : Changes from: January 20, 2015 : : 10,214 15,499 983 -0 -1,080 -2,211 -1,837 1,955 763 360 -2,137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.5 39.9 20.5 0.1 5.2 8.7 15.9 11.2 7.0 7.1 11.5 : : : : Number of Traders in Each Category Total Traders: 185 : : 59 65 18 . 15 31 27 36 13 20 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 52,763 : : Positions : : 36,650 32,078 169 11,226 2,023 0 500 0 0 0 0 : : : : Changes from: January 20, 2015 : : 2,251 262 169 3,245 -19 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 60.8 0.3 21.3 3.8 0.0 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 17 . . 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 6,525 : : Positions : : 4,119 3,957 63 1,120 335 294 0 251 758 202 321 : : : : Changes from: January 20, 2015 : : 779 41 8 -162 -75 -834 0 -8 -99 -91 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 60.6 1.0 17.2 5.1 4.5 0.0 3.8 11.6 3.1 4.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 14 17 . . . . 0 . 8 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 43,520 : : Positions : : 28,981 36,215 5,551 0 1,098 914 291 489 2,097 1,082 3,768 : : : : Changes from: January 20, 2015 : : 1,940 2,192 206 0 36 -4 -24 67 -76 -111 -58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 83.2 12.8 0.0 2.5 2.1 0.7 1.1 4.8 2.5 8.7 : : : : Number of Traders in Each Category Total Traders: 81 : : 42 56 4 0 . . 4 . 5 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025652 Open Interest is 2,745 : : Positions : : 2,670 2,640 0 0 0 0 0 0 0 25 0 : : : : Changes from: January 20, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.3 96.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 13 0 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 4,959 : : Positions : : 2,890 2,860 327 136 313 0 15 94 394 705 575 : : : : Changes from: January 20, 2015 : : 120 110 -10 20 0 -80 -30 0 -30 1 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 57.7 6.6 2.7 6.3 0.0 0.3 1.9 7.9 14.2 11.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 27 . . . 0 . . 5 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 687,847 : : Positions : : 161,358 153,163 25,396 90,130 140,704 37,325 24,682 74,684 46,303 3,416 181,733 : : : : Changes from: January 20, 2015 : : 7,284 6,855 2,433 1,712 4,979 2,886 -536 5,341 -3,973 -496 9,417 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 22.3 3.7 13.1 20.5 5.4 3.6 10.9 6.7 0.5 26.4 : : : : Number of Traders in Each Category Total Traders: 124 : : 39 39 6 14 20 12 14 20 26 6 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 2,610,239 : : Positions : : 312,483 455,406 143,407 340,847 458,454 321,088 104,763 393,342 181,206 73,351 700,402 : : : : Changes from: January 20, 2015 : : 31,752 42,531 7,885 3,940 17,885 10,181 10,561 12,421 5,493 5,574 27,116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.0 17.4 5.5 13.1 17.6 12.3 4.0 15.1 6.9 2.8 26.8 : : : : Number of Traders in Each Category Total Traders: 451 : : 63 74 20 16 34 67 66 96 94 87 123 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 194,877 : : Positions : : 84,232 42,794 1,142 13,573 4,569 4,860 69,191 51,926 36,255 3,633 2,804 : : : : Changes from: January 20, 2015 : : 2,065 9,654 -199 8,107 3,009 795 -8,893 14,244 4,053 -234 1,081 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 22.0 0.6 7.0 2.3 2.5 35.5 26.6 18.6 1.9 1.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 128,206 : : Positions : : 17,482 6,578 10,720 50,757 12,856 9,273 0 0 52,158 14,031 1,848 : : : : Changes from: January 20, 2015 : : 490 860 -20 -51 754 332 0 0 1,370 278 143 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.6 5.1 8.4 39.6 10.0 7.2 0.0 0.0 40.7 10.9 1.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 5 5 . 8 9 . 0 0 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 34,213 : : Positions : : 141 3,917 4,418 5,350 4,130 1,235 399 1,887 4,570 306 17,105 : : : : Changes from: January 20, 2015 : : -10 790 129 -107 -283 -260 -34 -4 816 -2 153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.4 11.5 12.9 15.6 12.1 3.6 1.2 5.5 13.4 0.9 50.0 : : : : Number of Traders in Each Category Total Traders: 29 : : . . 4 4 7 . . . 6 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 240,130 : : Positions : : 8,375 20,268 14,488 23,423 120,370 4,218 0 2,550 21,779 3,040 49,167 : : : : Changes from: January 20, 2015 : : -789 -1,234 721 330 789 -649 0 -224 -212 -44 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.5 8.4 6.0 9.8 50.1 1.8 0.0 1.1 9.1 1.3 20.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 4 4 7 10 17 . 0 . 6 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 184,592 : : Positions : : 11,907 12,865 56,763 0 20,406 3,311 5,335 15,836 5,982 57,611 65,749 : : : : Changes from: January 20, 2015 : : 606 16 -774 -45 1,248 57 -1,316 -345 -2,526 -766 2,793 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.5 7.0 30.8 0.0 11.1 1.8 2.9 8.6 3.2 31.2 35.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 7 5 8 0 8 8 . 7 13 11 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067A49 Open Interest is 11,239 : : Positions : : 7,799 1,933 3,126 8,950 314 0 0 0 0 30 0 : : : : Changes from: January 20, 2015 : : -1,855 -150 -103 -1,766 -122 0 0 0 0 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 17.2 27.8 79.6 2.8 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 8 5 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- OMAN CRUDE OIL - DUBAI MERCANTILE EXCHANGE (1,000 BARRELS) : CFTC Code #067DU1 Open Interest is 24,595 : : Positions : : 20,150 23,516 2,574 0 0 0 0 0 1,548 438 0 : : : : Changes from: January 20, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 95.6 10.5 0.0 0.0 0.0 0.0 0.0 6.3 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 7 . 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 391,391 : : Positions : : 93,974 215,572 42,176 3,692 14,295 82,238 30,060 45,584 46,020 14,230 45,680 : : : : Changes from: January 20, 2015 : : -5,104 4,204 -135 -175 -2,406 6,995 -5,765 -2,377 -4,267 1,789 -2,354 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.0 55.1 10.8 0.9 3.7 21.0 7.7 11.6 11.8 3.6 11.7 : : : : Number of Traders in Each Category Total Traders: 228 : : 70 86 14 . 13 52 27 42 20 21 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 16,440 : : Positions : : 5,005 5,066 398 0 796 4,286 1,224 697 1,368 4,821 671 : : : : Changes from: January 20, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 30.8 2.4 0.0 4.8 26.1 7.4 4.2 8.3 29.3 4.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 9 . 0 . . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 24,977 : : Positions : : 16,205 19,512 3,022 0 3,253 0 0 0 700 0 900 : : : : Changes from: January 20, 2015 : : 200 -425 -400 0 275 0 0 0 50 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 78.1 12.1 0.0 13.0 0.0 0.0 0.0 2.8 0.0 3.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 . 0 4 0 0 0 . 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #111A41 Open Interest is 19,529 : : Positions : : 6,343 4,813 1,095 1,670 1,490 1,287 1,269 615 517 3,650 3,601 : : : : Changes from: January 20, 2015 : : 7 707 0 75 330 -18 150 -108 325 -701 1,211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 24.6 5.6 8.6 7.6 6.6 6.5 3.1 2.6 18.7 18.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 10 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 4,541 : : Positions : : 2,222 2,577 300 146 344 0 0 0 840 678 700 : : : : Changes from: January 20, 2015 : : -90 10 0 0 10 0 0 0 50 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 56.7 6.6 3.2 7.6 0.0 0.0 0.0 18.5 14.9 15.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 7 . . 6 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 35,550 : : Positions : : 17,200 34,279 11,088 0 1,241 0 0 0 5,991 0 0 : : : : Changes from: January 20, 2015 : : -553 297 100 0 -160 0 0 0 750 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 96.4 31.2 0.0 3.5 0.0 0.0 0.0 16.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 19 9 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 8,667 : : Positions : : 2,893 6,683 695 110 870 0 0 0 3,539 340 652 : : : : Changes from: January 20, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 77.1 8.0 1.3 10.0 0.0 0.0 0.0 40.8 3.9 7.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 7 4 . . 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 17,108 : : Positions : : 8,130 9,599 2,437 3,765 1,921 198 0 0 2,018 852 849 : : : : Changes from: January 20, 2015 : : -192 467 406 15 -15 0 0 0 -207 -149 147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 56.1 14.2 22.0 11.2 1.2 0.0 0.0 11.8 5.0 5.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 13 15 5 4 6 . 0 0 4 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 13,279 : : Positions : : 8,427 9,507 1,342 1,364 739 328 0 445 1,389 926 181 : : : : Changes from: January 20, 2015 : : 617 718 -165 1 165 72 0 0 141 -36 91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 71.6 10.1 10.3 5.6 2.5 0.0 3.4 10.5 7.0 1.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 18 22 4 . 6 . 0 . 6 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 2,419 : : Positions : : 654 770 85 40 110 0 0 0 1,030 964 390 : : : : Changes from: January 20, 2015 : : 7 110 0 0 0 0 0 0 20 -18 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.0 31.8 3.5 1.7 4.5 0.0 0.0 0.0 42.6 39.9 16.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 11 12 . . . 0 0 0 . 11 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #022A09 Open Interest is 14,913 : : Positions : : 4,926 6,633 6,132 4,602 975 0 0 0 1,812 2,151 456 : : : : Changes from: January 20, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 44.5 41.1 30.9 6.5 0.0 0.0 0.0 12.2 14.4 3.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 6 . . . 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015 : 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 33,007 : : Positions : : 23,467 23,821 1,275 330 2,602 1,008 0 273 1,368 1,865 463 : : : : Changes from: January 20, 2015 : : 2,298 2,912 42 1 108 343 0 0 0 -163 207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 72.2 3.9 1.0 7.9 3.1 0.0 0.8 4.1 5.7 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 17 . . 4 . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated January 30, 2015