Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 58,349 : : Positions : : 28,039 49,227 4,670 1,399 3,266 0 828 0 21,142 2,887 684 : : : : Changes from: September 8, 2015 : : 642 867 33 0 50 0 10 0 465 253 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 84.4 8.0 2.4 5.6 0.0 1.4 0.0 36.2 4.9 1.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 28 34 9 . 8 0 . 0 6 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 4,939 : : Positions : : 3,908 3,758 631 781 400 0 0 0 0 0 0 : : : : Changes from: September 8, 2015 : : 325 328 0 -3 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 76.1 12.8 15.8 8.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 13 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 9,325 : : Positions : : 5,971 6,763 207 203 862 0 0 0 918 183 602 : : : : Changes from: September 8, 2015 : : 29 17 -15 13 2 0 0 0 53 28 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 72.5 2.2 2.2 9.2 0.0 0.0 0.0 9.8 2.0 6.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 24 . . 6 0 0 0 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 2,081 : : Positions : : 698 924 170 27 217 0 0 0 186 0 288 : : : : Changes from: September 8, 2015 : : 15 -20 5 -15 0 0 0 0 -13 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 44.4 8.2 1.3 10.4 0.0 0.0 0.0 8.9 0.0 13.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 6,898 : : Positions : : 3,325 4,925 797 10 775 0 0 0 1,184 637 94 : : : : Changes from: September 8, 2015 : : 110 115 10 5 14 0 0 0 -24 -35 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 71.4 11.6 0.1 11.2 0.0 0.0 0.0 17.2 9.2 1.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 27 9 . 9 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 7,919 : : Positions : : 4,531 3,089 325 605 120 0 0 0 1,883 2,712 634 : : : : Changes from: September 8, 2015 : : 209 134 0 0 0 0 0 0 394 470 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 39.0 4.1 7.6 1.5 0.0 0.0 0.0 23.8 34.2 8.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 19 4 . . 0 0 0 7 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 1,121 : : Positions : : 420 510 68 182 40 0 0 0 280 242 40 : : : : Changes from: September 8, 2015 : : 10 160 0 0 0 0 0 0 100 10 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 45.5 6.1 16.2 3.6 0.0 0.0 0.0 25.0 21.6 3.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 5 5 . . . 0 0 0 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 28,735 : : Positions : : 23,704 8,785 3,071 7,283 918 0 0 0 225 10,849 640 : : : : Changes from: September 8, 2015 : : 295 125 0 140 -20 0 0 0 0 50 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 30.6 10.7 25.3 3.2 0.0 0.0 0.0 0.8 37.8 2.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 13 5 4 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 3,914 : : Positions : : 2,306 1,435 113 515 47 0 0 0 615 1,158 247 : : : : Changes from: September 8, 2015 : : 397 364 0 18 -5 0 0 0 105 120 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 36.7 2.9 13.2 1.2 0.0 0.0 0.0 15.7 29.6 6.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 14 13 . 4 . 0 0 0 5 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 436,326 : : Positions : : 130,123 204,942 81,504 1,393 21,034 20,637 48,694 43,140 36,944 14,277 62,698 : : : : Changes from: September 8, 2015 : : 3,803 -3,005 -1,111 -67 1,403 -2,516 467 4,886 125 -169 5,757 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 47.0 18.7 0.3 4.8 4.7 11.2 9.9 8.5 3.3 14.4 : : : : Number of Traders in Each Category Total Traders: 189 : : 63 71 21 . 19 23 30 37 16 16 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 56,274 : : Positions : : 41,142 42,978 0 4,753 1,075 1,025 0 100 0 500 0 : : : : Changes from: September 8, 2015 : : 625 2,120 0 -5 -6 225 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 76.4 0.0 8.4 1.9 1.8 0.0 0.2 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 21 0 4 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 4,822 : : Positions : : 1,877 2,918 86 251 528 781 0 251 452 34 519 : : : : Changes from: September 8, 2015 : : 73 -139 -37 33 26 42 0 10 -182 -28 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 60.5 1.8 5.2 10.9 16.2 0.0 5.2 9.4 0.7 10.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 10 11 . . . 9 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 2015 : 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 2,990 : : Positions : : 2,703 2,401 77 0 0 0 0 0 20 409 40 : : : : Changes from: September 8, 2015 : : 0 90 52 0 0 0 0 0 10 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 80.3 2.6 0.0 0.0 0.0 0.0 0.0 0.7 13.7 1.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 19 . 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 48,394 : : Positions : : 33,927 39,779 4,053 173 1,585 2,151 79 1,410 551 960 4,144 : : : : Changes from: September 8, 2015 : : -204 -101 100 119 -191 20 -47 376 36 -18 121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 82.2 8.4 0.4 3.3 4.4 0.2 2.9 1.1 2.0 8.6 : : : : Number of Traders in Each Category Total Traders: 88 : : 40 56 . . 4 8 . . 6 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 4,294 : : Positions : : 1,859 2,650 440 210 110 107 0 178 982 510 353 : : : : Changes from: September 8, 2015 : : 137 424 85 0 15 107 -8 -2 121 5 67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 61.7 10.2 4.9 2.6 2.5 0.0 4.1 22.9 11.9 8.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 18 . . . . 0 . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 650,508 : : Positions : : 137,887 162,191 20,469 58,313 142,657 35,115 37,951 72,995 71,767 3,910 156,811 : : : : Changes from: September 8, 2015 : : 1,034 8,039 7,869 -2,560 689 -641 5,290 -431 2,332 684 -2,817 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.2 24.9 3.1 9.0 21.9 5.4 5.8 11.2 11.0 0.6 24.1 : : : : Number of Traders in Each Category Total Traders: 133 : : 43 43 8 15 21 11 17 23 21 11 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 2,618,114 : : Positions : : 260,435 402,516 191,155 329,595 505,934 258,591 110,913 427,032 230,788 99,276 655,695 : : : : Changes from: September 8, 2015 : : 10,344 18,591 -9,036 -945 -4,055 252 -14,569 12,567 -3,696 1,085 -18,165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.9 15.4 7.3 12.6 19.3 9.9 4.2 16.3 8.8 3.8 25.0 : : : : Number of Traders in Each Category Total Traders: 433 : : 69 79 18 21 36 66 59 91 90 82 133 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 145,577 : : Positions : : 54,964 68,431 2,448 4,421 9,181 8,448 17,679 35,814 29,307 4,789 2,665 : : : : Changes from: September 8, 2015 : : -7,273 -5,626 -223 -455 -1,736 -3,683 -5,664 1,103 179 1,079 -1,613 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 47.0 1.7 3.0 6.3 5.8 12.1 24.6 20.1 3.3 1.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 15 . . . . 4 5 . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 137,112 : : Positions : : 18,488 10,578 15,069 49,269 13,166 9,444 1,798 75 61,418 6,659 2,653 : : : : Changes from: September 8, 2015 : : 31 139 -465 177 0 0 108 -6 348 -1,635 -1,059 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 7.7 11.0 35.9 9.6 6.9 1.3 0.1 44.8 4.9 1.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 4 5 5 7 11 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 23,438 : : Positions : : 12 4,248 2,985 3,978 2,427 742 0 351 4,900 0 11,477 : : : : Changes from: September 8, 2015 : : -90 282 165 -331 -301 -186 0 -2 120 0 400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.1 18.1 12.7 17.0 10.4 3.2 0.0 1.5 20.9 0.0 49.0 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 4 6 8 . 0 . 10 0 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 178,071 : : Positions : : 13,149 12,960 16,062 32,719 82,290 2,048 0 959 22,913 1,086 33,915 : : : : Changes from: September 8, 2015 : : 235 343 251 -563 973 148 0 134 -436 92 484 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.4 7.3 9.0 18.4 46.2 1.1 0.0 0.5 12.9 0.6 19.0 : : : : Number of Traders in Each Category Total Traders: 33 : : . . 8 12 20 . 0 . 8 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 177,985 : : Positions : : 21,271 15,705 59,211 0 12,636 5,630 1,772 6,140 7,122 75,798 57,815 : : : : Changes from: September 8, 2015 : : -855 -644 914 0 -109 121 -261 -43 914 1,586 -13,453 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.0 8.8 33.3 0.0 7.1 3.2 1.0 3.4 4.0 42.6 32.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 9 9 8 0 7 8 . 6 7 10 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Y Open Interest is 54,857 : : Positions : : 9,073 15,012 12,660 4,058 12,106 76 0 0 3,081 844 7,753 : : : : Changes from: September 8, 2015 : : 312 1,239 332 89 203 -32 0 0 660 -154 464 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.5 27.4 23.1 7.4 22.1 0.1 0.0 0.0 5.6 1.5 14.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 6 4 4 8 . 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 OPT FIN - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067A28 Open Interest is 136,365 : : Positions : : 6,603 15,970 0 12,339 36,839 26,437 2,915 53,843 2,523 3,850 9,501 : : : : Changes from: September 8, 2015 : : 332 -6,974 0 -2,047 -2,426 -10,124 381 -950 766 63 -1,043 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.8 11.7 0.0 9.0 27.0 19.4 2.1 39.5 1.8 2.8 7.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 12 0 . . . . 5 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 15,109 : : Positions : : 10,438 8,743 4,191 6,321 0 0 0 0 360 0 0 : : : : Changes from: September 8, 2015 : : 495 450 0 45 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 57.9 27.7 41.8 0.0 0.0 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 12 5 4 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 378,782 : : Positions : : 114,756 222,205 52,861 7,390 10,049 52,729 36,167 29,437 58,750 9,550 42,152 : : : : Changes from: September 8, 2015 : : 10,548 8,897 -1,967 -148 1,355 777 215 1,871 1,508 -281 -684 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 58.7 14.0 2.0 2.7 13.9 9.5 7.8 15.5 2.5 11.1 : : : : Number of Traders in Each Category Total Traders: 230 : : 69 84 14 5 14 45 32 40 25 17 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 13,867 : : Positions : : 5,820 8,296 200 675 0 1,402 0 186 2,854 686 917 : : : : Changes from: September 8, 2015 : : -12 0 0 0 0 -27 0 9 0 25 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 59.8 1.4 4.9 0.0 10.1 0.0 1.3 20.6 4.9 6.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 8 . . 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165L Open Interest is 18,025 : : Positions : : 17,145 11,265 0 2,445 0 0 0 0 0 2,645 0 : : : : Changes from: September 8, 2015 : : 470 450 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 62.5 0.0 13.6 0.0 0.0 0.0 0.0 0.0 14.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 16 0 4 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 19,395 : : Positions : : 7,108 8,149 985 2,341 1,576 1,626 562 2,155 1,526 1,187 1,680 : : : : Changes from: September 8, 2015 : : 147 70 -75 -360 21 190 -123 -30 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 42.0 5.1 12.1 8.1 8.4 2.9 11.1 7.9 6.1 8.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 11 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #111A47 Open Interest is 6,797 : : Positions : : 3,255 3,498 0 462 60 0 0 0 539 374 468 : : : : Changes from: September 8, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 51.5 0.0 6.8 0.9 0.0 0.0 0.0 7.9 5.5 6.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 0 . . 0 0 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 35,457 : : Positions : : 19,755 35,222 11,669 0 235 0 0 0 3,733 0 0 : : : : Changes from: September 8, 2015 : : 391 371 55 0 0 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 99.3 32.9 0.0 0.7 0.0 0.0 0.0 10.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 22 8 0 . 0 0 0 6 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 9,099 : : Positions : : 1,978 5,784 4,000 0 345 0 600 0 2,540 2,146 224 : : : : Changes from: September 8, 2015 : : 17 17 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.7 63.6 44.0 0.0 3.8 0.0 6.6 0.0 27.9 23.6 2.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 7 5 0 . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 15,857 : : Positions : : 8,120 5,018 2,393 3,099 1,728 0 600 600 1,521 4,393 323 : : : : Changes from: September 8, 2015 : : -176 10 -300 -204 25 0 -600 600 42 694 279 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 31.6 15.1 19.5 10.9 0.0 3.8 3.8 9.6 27.7 2.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 10 4 5 6 0 . . 5 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 12,755 : : Positions : : 8,141 6,854 639 1,741 1,166 489 736 0 1,219 1,531 520 : : : : Changes from: September 8, 2015 : : 260 173 201 29 14 0 116 0 80 89 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 53.7 5.0 13.6 9.1 3.8 5.8 0.0 9.6 12.0 4.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 13 19 . 4 . . . 0 5 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 2,130 : : Positions : : 629 1,080 205 40 20 0 0 0 921 460 270 : : : : Changes from: September 8, 2015 : : 5 60 75 0 -30 0 0 0 60 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 50.7 9.6 1.9 0.9 0.0 0.0 0.0 43.2 21.6 12.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 10 10 . . . 0 0 0 5 8 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 9,802 : : Positions : : 1,582 5,228 5,394 2,052 598 0 0 0 1,632 1,732 152 : : : : Changes from: September 8, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.1 53.3 55.0 20.9 6.1 0.0 0.0 0.0 16.6 17.7 1.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 5 5 . . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 31,854 : : Positions : : 15,198 17,218 2,105 405 2,324 4,306 0 87 100 2,795 2,719 : : : : Changes from: September 8, 2015 : : 199 797 175 -166 -59 -150 0 87 0 -443 569 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 54.1 6.6 1.3 7.3 13.5 0.0 0.3 0.3 8.8 8.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 . . . . 0 . . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated September 18, 2015