Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 64,084 : : Positions : : 31,686 52,795 4,814 1,499 3,163 0 746 0 20,901 2,648 2,947 : : : : Changes from: October 20, 2015 : : -485 -327 -17 0 60 0 -315 0 -208 -60 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 82.4 7.5 2.3 4.9 0.0 1.2 0.0 32.6 4.1 4.6 : : : : Number of Traders in Each Category Total Traders: 58 : : 28 32 8 . 7 0 . 0 4 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 5,803 : : Positions : : 3,936 4,583 914 717 503 0 0 0 450 0 0 : : : : Changes from: October 20, 2015 : : 2 234 27 -205 52 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 79.0 15.8 12.4 8.7 0.0 0.0 0.0 7.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 9,715 : : Positions : : 7,081 6,701 97 586 783 0 0 0 466 388 541 : : : : Changes from: October 20, 2015 : : 341 324 0 110 -88 0 0 0 59 -36 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 69.0 1.0 6.0 8.1 0.0 0.0 0.0 4.8 4.0 5.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 26 . 5 7 0 0 0 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 1,945 : : Positions : : 642 732 173 4 230 0 0 0 222 126 315 : : : : Changes from: October 20, 2015 : : 7 -23 15 0 71 0 0 0 6 -10 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 37.6 8.9 0.2 11.8 0.0 0.0 0.0 11.4 6.5 16.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 10 . . 4 0 0 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 6,440 : : Positions : : 3,296 4,940 974 0 402 0 0 0 884 440 316 : : : : Changes from: October 20, 2015 : : 125 70 -6 0 -10 0 0 0 -47 -10 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 76.7 15.1 0.0 6.2 0.0 0.0 0.0 13.7 6.8 4.9 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 26 9 0 7 0 0 0 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 8,457 : : Positions : : 4,885 3,165 361 887 183 0 0 0 2,161 3,377 361 : : : : Changes from: October 20, 2015 : : 674 301 60 16 75 0 0 0 125 744 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 37.4 4.3 10.5 2.2 0.0 0.0 0.0 25.6 39.9 4.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 22 18 . 5 5 0 0 0 8 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 1,295 : : Positions : : 675 480 126 129 0 0 0 0 160 521 53 : : : : Changes from: October 20, 2015 : : 75 60 86 0 0 0 0 0 10 155 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 37.1 9.7 10.0 0.0 0.0 0.0 0.0 12.4 40.2 4.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 10 . . 0 0 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 30,759 : : Positions : : 24,196 11,784 2,961 6,604 1,099 0 0 0 325 8,920 2,112 : : : : Changes from: October 20, 2015 : : 401 755 0 -249 225 0 0 0 0 -105 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 38.3 9.6 21.5 3.6 0.0 0.0 0.0 1.1 29.0 6.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 5 4 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 4,081 : : Positions : : 2,469 1,485 69 477 81 0 0 0 446 1,266 271 : : : : Changes from: October 20, 2015 : : 102 112 0 38 18 0 0 0 2 17 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 36.4 1.7 11.7 2.0 0.0 0.0 0.0 10.9 31.0 6.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 11 . . . 0 0 0 6 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 400,364 : : Positions : : 121,503 189,754 79,188 590 17,457 18,463 55,749 28,995 36,607 14,431 46,864 : : : : Changes from: October 20, 2015 : : -3,382 -9,042 -2,191 -250 99 -291 4,816 -4,768 -2,333 -3,045 -6,289 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 47.4 19.8 0.1 4.4 4.6 13.9 7.2 9.1 3.6 11.7 : : : : Number of Traders in Each Category Total Traders: 191 : : 55 63 20 . 14 19 39 30 14 28 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 55,949 : : Positions : : 37,304 42,842 299 4,556 2,101 1,150 0 25 875 800 200 : : : : Changes from: October 20, 2015 : : 2,512 -8 -420 1,140 110 -50 0 0 150 300 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 76.6 0.5 8.1 3.8 2.1 0.0 0.0 1.6 1.4 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 21 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 5,313 : : Positions : : 2,185 3,165 0 319 491 1,182 0 275 651 682 211 : : : : Changes from: October 20, 2015 : : 11 26 -22 36 -37 273 0 -29 -28 162 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.1 59.6 0.0 6.0 9.2 22.2 0.0 5.2 12.3 12.8 4.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 10 11 0 . . 9 0 . 8 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 47,900 : : Positions : : 29,931 36,934 3,883 853 1,246 3,405 35 2,225 1,534 1,122 5,035 : : : : Changes from: October 20, 2015 : : -74 407 -311 467 -18 687 -47 667 651 24 193 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 77.1 8.1 1.8 2.6 7.1 0.1 4.6 3.2 2.3 10.5 : : : : Number of Traders in Each Category Total Traders: 91 : : 43 56 . . 4 9 . 4 10 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 5,399 : : Positions : : 2,593 3,711 384 10 244 300 0 0 457 471 588 : : : : Changes from: October 20, 2015 : : 272 282 65 -20 20 0 0 0 -2 3 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 68.7 7.1 0.2 4.5 5.6 0.0 0.0 8.5 8.7 10.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 25 5 . . . 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 623,750 : : Positions : : 157,417 158,921 30,800 57,257 135,987 29,755 44,303 52,503 53,797 11,299 151,035 : : : : Changes from: October 20, 2015 : : 18,603 7,080 2,204 -80 4,437 85 7,143 1,615 -3,553 5,362 12,099 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.2 25.5 4.9 9.2 21.8 4.8 7.1 8.4 8.6 1.8 24.2 : : : : Number of Traders in Each Category Total Traders: 126 : : 43 44 6 16 20 11 15 20 19 12 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 2,500,495 : : Positions : : 244,259 429,359 191,598 311,118 492,995 274,855 131,564 377,922 245,065 92,588 577,461 : : : : Changes from: October 20, 2015 : : 7,567 6,811 9,033 -10,005 5,755 137 25,046 29,113 11,862 1,173 25,017 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.8 17.2 7.7 12.4 19.7 11.0 5.3 15.1 9.8 3.7 23.1 : : : : Number of Traders in Each Category Total Traders: 442 : : 60 72 19 20 34 64 64 90 121 63 140 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 113,951 : : Positions : : 31,044 62,333 5,007 4,356 6,207 15,849 13,590 22,054 29,626 1,564 1,972 : : : : Changes from: October 20, 2015 : : 2,273 2,536 1,566 289 702 127 3,778 1,625 2,675 190 494 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.2 54.7 4.4 3.8 5.4 13.9 11.9 19.4 26.0 1.4 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 . . . . . 5 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 136,442 : : Positions : : 17,479 9,486 15,099 44,863 10,269 11,161 1,334 290 62,166 9,353 3,887 : : : : Changes from: October 20, 2015 : : 62 -121 393 -12 -330 0 0 -118 -191 -8 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 7.0 11.1 32.9 7.5 8.2 1.0 0.2 45.6 6.9 2.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 4 5 5 6 9 . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 18,281 : : Positions : : 59 925 2,861 4,019 1,941 802 0 0 1,973 342 9,750 : : : : Changes from: October 20, 2015 : : -145 114 -53 75 59 47 0 0 344 47 177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.3 5.1 15.7 22.0 10.6 4.4 0.0 0.0 10.8 1.9 53.3 : : : : Number of Traders in Each Category Total Traders: 25 : : . . 4 5 8 . 0 0 10 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 170,957 : : Positions : : 12,600 12,211 14,426 32,150 80,096 1,331 0 776 24,918 1,536 30,987 : : : : Changes from: October 20, 2015 : : 370 149 687 612 464 -36 0 46 116 91 974 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.4 7.1 8.4 18.8 46.9 0.8 0.0 0.5 14.6 0.9 18.1 : : : : Number of Traders in Each Category Total Traders: 34 : : . . 9 11 20 . 0 . 8 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 183,619 : : Positions : : 14,506 14,836 59,594 0 10,968 10,270 1,980 5,427 5,631 71,644 69,348 : : : : Changes from: October 20, 2015 : : 1,001 134 971 0 155 924 -25 -259 -924 -137 -1,155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.9 8.1 32.5 0.0 6.0 5.6 1.1 3.0 3.1 39.0 37.8 : : : : Number of Traders in Each Category Total Traders: 47 : : 8 8 8 0 8 7 . 8 10 7 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Z Open Interest is 5,532 : : Positions : : 683 2,833 0 1,015 178 3,697 214 543 214 513 162 : : : : Changes from: October 20, 2015 : : -35 -846 0 508 59 -177 88 -1 -15 132 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.4 51.2 0.0 18.3 3.2 66.8 3.9 9.8 3.9 9.3 2.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 OPT FIN - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067A28 Open Interest is 161,281 : : Positions : : 3,554 18,674 0 7,255 29,606 29,929 5,026 82,362 452 2,640 14,495 : : : : Changes from: October 20, 2015 : : 416 4,641 0 2,157 9 6,791 904 4,025 -37 -57 2,345 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.2 11.6 0.0 4.5 18.4 18.6 3.1 51.1 0.3 1.6 9.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 13 0 . . . . 4 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 14,681 : : Positions : : 10,084 9,758 3,868 4,879 29 0 0 0 630 0 0 : : : : Changes from: October 20, 2015 : : 1,680 2,220 180 -90 0 0 0 0 270 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 66.5 26.3 33.2 0.2 0.0 0.0 0.0 4.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 13 5 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 341,048 : : Positions : : 87,833 180,362 51,645 7,732 10,454 54,844 42,763 28,872 54,758 12,707 34,770 : : : : Changes from: October 20, 2015 : : -8,195 -10,722 -346 -851 -526 -215 644 349 -1,502 -314 -3,177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 52.9 15.1 2.3 3.1 16.1 12.5 8.5 16.1 3.7 10.2 : : : : Number of Traders in Each Category Total Traders: 220 : : 63 73 14 5 14 46 32 39 22 24 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 13,501 : : Positions : : 4,597 8,450 0 675 0 722 0 321 3,188 0 1,150 : : : : Changes from: October 20, 2015 : : 250 583 0 0 0 0 0 0 133 0 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 62.6 0.0 5.0 0.0 5.3 0.0 2.4 23.6 0.0 8.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 9 0 . 0 . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165L Open Interest is 18,085 : : Positions : : 17,490 12,185 0 1,565 10 0 0 0 150 2,430 120 : : : : Changes from: October 20, 2015 : : 1,245 1,020 0 -75 10 0 0 0 150 275 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 67.4 0.0 8.7 0.1 0.0 0.0 0.0 0.8 13.4 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 18,142 : : Positions : : 9,153 7,642 1,059 705 1,175 996 3,560 262 767 42 1,898 : : : : Changes from: October 20, 2015 : : 1,092 35 0 0 0 0 589 0 -426 -83 584 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 42.1 5.8 3.9 6.5 5.5 19.6 1.4 4.2 0.2 10.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 37,927 : : Positions : : 23,419 37,807 11,433 0 0 0 0 0 2,600 0 120 : : : : Changes from: October 20, 2015 : : 2,430 2,240 -15 0 0 0 0 0 -175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 99.7 30.1 0.0 0.0 0.0 0.0 0.0 6.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 21 8 0 0 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 8,890 : : Positions : : 1,908 5,698 4,010 0 295 0 600 0 2,520 2,151 146 : : : : Changes from: October 20, 2015 : : 50 25 0 0 0 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.5 64.1 45.1 0.0 3.3 0.0 6.7 0.0 28.3 24.2 1.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 5 7 5 0 . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 16,037 : : Positions : : 9,038 4,401 2,214 3,119 1,623 0 450 0 1,963 6,017 346 : : : : Changes from: October 20, 2015 : : -10 -126 0 -32 32 0 150 0 192 222 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 27.4 13.8 19.4 10.1 0.0 2.8 0.0 12.2 37.5 2.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 11 5 4 4 0 . 0 6 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 12,631 : : Positions : : 9,167 6,268 351 1,466 1,219 489 958 0 564 1,736 466 : : : : Changes from: October 20, 2015 : : 194 -116 0 0 0 0 175 0 0 126 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 49.6 2.8 11.6 9.7 3.9 7.6 0.0 4.5 13.7 3.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 18 . . . . . 0 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 1,689 : : Positions : : 404 744 120 130 0 0 0 0 750 385 230 : : : : Changes from: October 20, 2015 : : 30 0 0 90 0 0 0 0 40 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 44.0 7.1 7.7 0.0 0.0 0.0 0.0 44.4 22.8 13.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 7 11 . . 0 0 0 0 6 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 9,674 : : Positions : : 1,569 5,428 5,421 1,825 501 0 0 0 1,662 1,789 98 : : : : Changes from: October 20, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.2 56.1 56.0 18.9 5.2 0.0 0.0 0.0 17.2 18.5 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 6 5 . . 0 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 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 32,601 : : Positions : : 13,126 18,184 2,874 0 2,398 4,259 0 75 435 461 3,884 : : : : Changes from: October 20, 2015 : : 359 622 85 -41 -85 -116 0 0 -72 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 55.8 8.8 0.0 7.4 13.1 0.0 0.2 1.3 1.4 11.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 4 0 . . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated October 30, 2015