Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 61,052 : : Positions : : 26,984 50,433 3,586 1,175 3,320 0 882 0 24,795 3,105 1,872 : : : : Changes from: December 15, 2015 : : 557 668 -105 35 105 0 -256 0 -259 -234 57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 82.6 5.9 1.9 5.4 0.0 1.4 0.0 40.6 5.1 3.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 28 30 8 . 10 0 . 0 4 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 7,524 : : Positions : : 4,884 5,368 978 919 437 0 0 0 625 200 600 : : : : Changes from: December 15, 2015 : : 444 806 299 37 -18 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 71.3 13.0 12.2 5.8 0.0 0.0 0.0 8.3 2.7 8.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 4 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 9,113 : : Positions : : 6,029 6,300 0 360 327 0 0 0 904 498 928 : : : : Changes from: December 15, 2015 : : 179 221 0 5 -5 0 0 0 24 67 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 69.1 0.0 4.0 3.6 0.0 0.0 0.0 9.9 5.5 10.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 26 0 4 4 0 0 0 6 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 1,697 : : Positions : : 728 676 160 48 102 0 0 0 227 289 205 : : : : Changes from: December 15, 2015 : : 63 13 0 0 5 0 0 0 1 46 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 39.8 9.4 2.8 6.0 0.0 0.0 0.0 13.4 17.0 12.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 . . . 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 7,522 : : Positions : : 4,582 5,784 705 19 352 0 0 0 911 593 437 : : : : Changes from: December 15, 2015 : : 133 137 -22 0 14 0 0 0 111 67 38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 76.9 9.4 0.3 4.7 0.0 0.0 0.0 12.1 7.9 5.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 30 5 . 7 0 0 0 6 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 GALLONS) : CFTC Code #02165T Open Interest is 6,765 : : Positions : : 4,298 6,304 2,004 0 411 0 0 0 50 50 0 : : : : Changes from: December 15, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 93.2 29.6 0.0 6.1 0.0 0.0 0.0 0.7 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 5 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 7,705 : : Positions : : 4,915 3,726 658 905 134 0 0 0 1,022 1,763 750 : : : : Changes from: December 15, 2015 : : 255 71 65 0 0 0 0 0 67 286 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 48.4 8.5 11.7 1.7 0.0 0.0 0.0 13.3 22.9 9.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 18 . . . 0 0 0 7 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 1,614 : : Positions : : 1,125 683 142 53 20 0 0 0 20 556 230 : : : : Changes from: December 15, 2015 : : 352 236 0 0 0 0 0 0 -30 126 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 42.3 8.8 3.3 1.2 0.0 0.0 0.0 1.2 34.4 14.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 10 . . . 0 0 0 . 9 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 28,319 : : Positions : : 23,650 7,873 3,661 6,717 702 0 0 0 151 12,642 125 : : : : Changes from: December 15, 2015 : : 10 805 1,065 85 -300 0 0 0 -75 90 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 27.8 12.9 23.7 2.5 0.0 0.0 0.0 0.5 44.6 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 13 5 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 4,902 : : Positions : : 2,844 1,303 196 911 55 0 0 0 1,152 2,126 110 : : : : Changes from: December 15, 2015 : : 351 85 0 63 0 0 0 0 70 214 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 26.6 4.0 18.6 1.1 0.0 0.0 0.0 23.5 43.4 2.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 13 12 4 4 . 0 0 0 6 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 371,374 : : Positions : : 118,368 177,604 72,051 1,170 16,023 22,530 61,702 27,908 38,339 11,892 29,701 : : : : Changes from: December 15, 2015 : : 2,264 2,224 2,047 310 -1,133 1,816 -388 6,111 -5,196 -2,999 -1,175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 47.8 19.4 0.3 4.3 6.1 16.6 7.5 10.3 3.2 8.0 : : : : Number of Traders in Each Category Total Traders: 185 : : 61 65 19 . 17 20 34 31 16 20 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 44,898 : : Positions : : 28,431 32,011 2,525 5,721 1,493 0 0 0 0 970 350 : : : : Changes from: December 15, 2015 : : -1,975 -753 1,070 -495 -463 -725 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 71.3 5.6 12.7 3.3 0.0 0.0 0.0 0.0 2.2 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 24 . . 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 4,240 : : Positions : : 2,197 2,366 0 451 203 737 0 91 414 497 431 : : : : Changes from: December 15, 2015 : : 277 41 0 -32 0 -278 0 84 22 -43 99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 55.8 0.0 10.6 4.8 17.4 0.0 2.1 9.8 11.7 10.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 9 8 0 . . 6 0 . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 43,430 : : Positions : : 29,872 35,566 3,621 1,141 623 3,858 887 1,186 895 749 2,938 : : : : Changes from: December 15, 2015 : : 2,484 2,793 214 113 -110 270 570 574 -206 -578 -847 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 81.9 8.3 2.6 1.4 8.9 2.0 2.7 2.1 1.7 6.8 : : : : Number of Traders in Each Category Total Traders: 90 : : 42 54 . . . 6 5 4 9 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 4,664 : : Positions : : 2,177 2,941 338 71 40 80 60 124 527 783 317 : : : : Changes from: December 15, 2015 : : 82 156 -11 0 0 30 10 -10 0 60 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 63.1 7.2 1.5 0.9 1.7 1.3 2.7 11.3 16.8 6.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 544,314 : : Positions : : 132,430 135,306 30,854 51,027 117,265 26,368 48,585 51,768 54,233 9,738 118,863 : : : : Changes from: December 15, 2015 : : 2,066 118 -1,702 4,169 -533 1,184 -3,587 6,625 -2,115 1,116 -6,697 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.3 24.9 5.7 9.4 21.5 4.8 8.9 9.5 10.0 1.8 21.8 : : : : Number of Traders in Each Category Total Traders: 127 : : 44 47 8 12 19 12 17 23 17 12 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 2,256,060 : : Positions : : 188,112 398,229 217,356 239,892 394,307 259,181 172,258 410,285 214,688 76,660 472,761 : : : : Changes from: December 15, 2015 : : -2,070 -4,104 1,459 -8,985 -28,964 -3,197 5,634 -4,305 -5,935 3,952 -70,862 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.3 17.7 9.6 10.6 17.5 11.5 7.6 18.2 9.5 3.4 21.0 : : : : Number of Traders in Each Category Total Traders: 416 : : 59 71 20 20 32 64 64 89 90 72 116 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 91,516 : : Positions : : 25,631 52,382 0 3,607 2,376 11,026 2,592 27,926 21,555 1,296 218 : : : : Changes from: December 15, 2015 : : -15,326 -14,670 0 -1,830 -2,503 2,212 -2,578 -1,892 -5,852 -442 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 57.2 0.0 3.9 2.6 12.0 2.8 30.5 23.6 1.4 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 126,147 : : Positions : : 16,092 10,009 11,274 40,577 8,107 11,259 664 41 62,410 10,455 1,819 : : : : Changes from: December 15, 2015 : : 702 631 -108 90 -39 0 0 0 -246 -81 -426 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 7.9 8.9 32.2 6.4 8.9 0.5 0.0 49.5 8.3 1.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 4 5 4 6 8 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 18,931 : : Positions : : 218 132 237 2,212 1,647 1,182 6,511 2,454 7,155 25 5,329 : : : : Changes from: December 15, 2015 : : 218 108 -139 -117 -150 -103 1,788 1,038 1,857 25 420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.1 0.7 1.3 11.7 8.7 6.2 34.4 13.0 37.8 0.1 28.2 : : : : Number of Traders in Each Category Total Traders: 27 : : . . . 6 7 . . . 11 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 154,066 : : Positions : : 14,037 11,595 10,154 28,808 67,835 385 0 358 23,505 1,664 31,980 : : : : Changes from: December 15, 2015 : : 397 485 1,019 403 339 -4 0 -6 -435 185 1,607 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.1 7.5 6.6 18.7 44.0 0.2 0.0 0.2 15.3 1.1 20.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 4 4 6 13 19 . 0 . 10 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 187,405 : : Positions : : 25,195 17,543 45,502 0 9,985 17,023 1,931 8,668 4,125 73,244 70,147 : : : : Changes from: December 15, 2015 : : 477 -184 -43 0 -214 1,862 -391 -411 372 3,700 -5,807 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 9.4 24.3 0.0 5.3 9.1 1.0 4.6 2.2 39.1 37.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 8 7 8 0 8 5 . 8 7 10 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 13,641 : : Positions : : 8,961 9,419 3,975 4,020 45 600 0 0 0 0 0 : : : : Changes from: December 15, 2015 : : -933 -601 -255 -765 45 600 0 0 -630 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 69.0 29.1 29.5 0.3 4.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 9 . 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 373,540 : : Positions : : 96,883 208,311 52,735 8,413 9,951 58,780 37,395 45,523 54,522 8,101 34,034 : : : : Changes from: December 15, 2015 : : -2,067 -3,981 1,066 -528 -944 -191 2,112 4,513 -185 -730 -8,055 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 55.8 14.1 2.3 2.7 15.7 10.0 12.2 14.6 2.2 9.1 : : : : Number of Traders in Each Category Total Traders: 233 : : 65 79 17 4 15 54 34 41 26 15 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 16,178 : : Positions : : 8,293 9,436 650 1,720 104 1,899 0 273 1,420 1,431 1,300 : : : : Changes from: December 15, 2015 : : 0 300 0 0 0 0 0 3 216 60 -169 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 58.3 4.0 10.6 0.6 11.7 0.0 1.7 8.8 8.8 8.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 12 . . . . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 19,150 : : Positions : : 18,910 13,617 0 1,720 0 0 260 0 0 2,598 0 : : : : Changes from: December 15, 2015 : : 580 395 0 50 0 0 260 0 0 -110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.7 71.1 0.0 9.0 0.0 0.0 1.4 0.0 0.0 13.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 20 0 4 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 21,861 : : Positions : : 11,866 7,774 1,763 785 1,778 1,247 5,205 686 554 1,839 1,581 : : : : Changes from: December 15, 2015 : : 217 317 291 -186 -465 192 -100 -130 -120 75 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 35.6 8.1 3.6 8.1 5.7 23.8 3.1 2.5 8.4 7.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 15 . . 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 31,802 : : Positions : : 20,154 31,412 8,963 125 215 0 0 0 2,340 50 0 : : : : Changes from: December 15, 2015 : : 1,942 2,206 345 0 25 0 0 0 -21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 98.8 28.2 0.4 0.7 0.0 0.0 0.0 7.4 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 22 9 . 4 0 0 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 15,628 : : Positions : : 8,058 3,181 1,884 2,694 1,653 0 750 0 2,200 6,442 750 : : : : Changes from: December 15, 2015 : : 165 0 -10 -51 53 0 0 0 0 216 96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 20.4 12.1 17.2 10.6 0.0 4.8 0.0 14.1 41.2 4.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 13 10 5 4 8 0 . 0 7 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 10,737 : : Positions : : 8,164 5,205 105 1,961 703 425 342 25 132 1,516 600 : : : : Changes from: December 15, 2015 : : 294 313 -27 0 27 0 0 0 26 -20 101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 48.5 1.0 18.3 6.5 4.0 3.2 0.2 1.2 14.1 5.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 19 . 4 4 . . . . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 1,957 : : Positions : : 327 917 70 245 5 0 0 0 1,055 255 345 : : : : Changes from: December 15, 2015 : : 30 170 30 50 0 0 0 0 105 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.7 46.9 3.6 12.5 0.3 0.0 0.0 0.0 53.9 13.0 17.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 6 13 . 4 . 0 0 0 4 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 8,563 : : Positions : : 1,078 5,128 4,915 1,296 437 0 0 0 1,722 1,653 30 : : : : Changes from: December 15, 2015 : : 45 45 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 59.9 57.4 15.1 5.1 0.0 0.0 0.0 20.1 19.3 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 5 5 . . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 32,659 : : Positions : : 17,896 18,154 4,915 689 1,227 215 0 1,168 34 4,369 2,632 : : : : Changes from: December 15, 2015 : : 1,557 1,541 -74 0 -376 26 0 74 0 608 -272 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 55.6 15.0 2.1 3.8 0.7 0.0 3.6 0.1 13.4 8.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 18 . . . . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated December 25, 2015