Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 57,081 : : Positions : : 26,092 45,911 2,816 631 2,772 0 2,606 0 23,069 3,069 1,584 : : : : Changes from: January 19, 2016 : : 2,319 1,778 180 85 108 0 805 0 476 288 -134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 80.4 4.9 1.1 4.9 0.0 4.6 0.0 40.4 5.4 2.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 25 29 7 . 7 0 . 0 . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 6,663 : : Positions : : 4,347 5,424 902 250 778 0 0 0 625 200 0 : : : : Changes from: January 19, 2016 : : 499 462 13 50 449 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 81.4 13.5 3.8 11.7 0.0 0.0 0.0 9.4 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 4 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 9,063 : : Positions : : 5,585 6,208 70 129 569 0 0 390 904 548 702 : : : : Changes from: January 19, 2016 : : 261 270 1 -15 153 0 0 125 -45 0 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 68.5 0.8 1.4 6.3 0.0 0.0 4.3 10.0 6.0 7.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 23 . . 5 0 0 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 1,544 : : Positions : : 684 596 75 0 30 0 0 0 122 268 208 : : : : Changes from: January 19, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 38.6 4.9 0.0 1.9 0.0 0.0 0.0 7.9 17.4 13.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 7,697 : : Positions : : 4,534 6,254 448 68 412 0 0 0 1,456 275 334 : : : : Changes from: January 19, 2016 : : 585 685 15 -10 31 0 0 0 105 61 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 81.3 5.8 0.9 5.4 0.0 0.0 0.0 18.9 3.6 4.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 30 5 . 6 0 0 0 6 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 7,037 : : Positions : : 4,647 3,188 480 813 60 0 0 0 798 1,319 838 : : : : Changes from: January 19, 2016 : : 165 258 10 0 0 0 0 0 70 -45 73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 45.3 6.8 11.6 0.9 0.0 0.0 0.0 11.3 18.7 11.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 16 . . . 0 0 0 8 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 1,616 : : Positions : : 1,136 656 140 140 0 0 0 0 195 685 60 : : : : Changes from: January 19, 2016 : : 50 20 0 30 0 0 0 0 90 80 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 40.6 8.7 8.7 0.0 0.0 0.0 0.0 12.1 42.4 3.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 11 . . 0 0 0 0 . 9 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 27,152 : : Positions : : 22,979 7,169 3,331 6,841 574 0 0 0 136 12,182 120 : : : : Changes from: January 19, 2016 : : 1,270 375 0 695 0 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 26.4 12.3 25.2 2.1 0.0 0.0 0.0 0.5 44.9 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 10 5 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 5,015 : : Positions : : 2,678 1,492 232 799 50 0 0 0 1,067 1,965 391 : : : : Changes from: January 19, 2016 : : -20 150 30 0 0 0 0 0 68 -52 111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 29.8 4.6 15.9 1.0 0.0 0.0 0.0 21.3 39.2 7.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 15 15 5 . . 0 0 0 6 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 349,566 : : Positions : : 100,336 185,369 80,189 1,148 8,026 28,099 49,051 25,530 41,931 16,344 21,923 : : : : Changes from: January 19, 2016 : : -6,150 1,914 3,442 0 -1,426 -1,041 -4,234 -4,599 1,917 137 -1,877 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 53.0 22.9 0.3 2.3 8.0 14.0 7.3 12.0 4.7 6.3 : : : : Number of Traders in Each Category Total Traders: 199 : : 62 76 18 . 15 25 38 38 16 18 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 45,431 : : Positions : : 26,976 33,034 5,798 4,174 672 0 475 50 0 325 350 : : : : Changes from: January 19, 2016 : : 1,916 -310 625 -25 0 0 475 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 72.7 12.8 9.2 1.5 0.0 1.0 0.1 0.0 0.7 0.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 26 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 4,001 : : Positions : : 2,261 2,350 0 310 0 310 0 159 498 313 513 : : : : Changes from: January 19, 2016 : : -160 -296 0 -162 0 -304 -27 59 -59 -121 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 58.7 0.0 7.7 0.0 7.7 0.0 4.0 12.4 7.8 12.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 10 0 . 0 . 0 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 42,588 : : Positions : : 32,144 36,857 3,073 463 518 3,848 1,055 412 566 1,233 1,752 : : : : Changes from: January 19, 2016 : : 1,423 366 -32 176 19 -531 65 -137 -177 -43 -316 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 86.5 7.2 1.1 1.2 9.0 2.5 1.0 1.3 2.9 4.1 : : : : Number of Traders in Each Category Total Traders: 87 : : 44 55 . . . 7 4 4 4 10 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 4,722 : : Positions : : 2,388 3,003 364 0 128 10 150 189 381 493 415 : : : : Changes from: January 19, 2016 : : 146 152 -27 0 20 -8 20 0 65 -92 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 63.6 7.7 0.0 2.7 0.2 3.2 4.0 8.1 10.4 8.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 22 . 0 4 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 442,865 : : Positions : : 127,688 151,749 54,921 38,695 50,740 21,062 69,344 34,284 70,986 17,489 69,323 : : : : Changes from: January 19, 2016 : : -5,882 -4,515 9,031 898 -1,298 -2,529 8,924 1,231 3,102 512 5,282 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 34.3 12.4 8.7 11.5 4.8 15.7 7.7 16.0 3.9 15.7 : : : : Number of Traders in Each Category Total Traders: 131 : : 42 43 11 9 18 10 20 20 18 17 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 1,761,883 : : Positions : : 189,269 442,026 235,095 191,388 172,095 268,202 191,118 318,940 255,508 126,882 235,303 : : : : Changes from: January 19, 2016 : : 20,646 43,315 2,406 -2,260 1,044 27,502 7,081 4,216 13,434 7,517 11,922 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.7 25.1 13.3 10.9 9.8 15.2 10.8 18.1 14.5 7.2 13.4 : : : : Number of Traders in Each Category Total Traders: 404 : : 57 74 18 20 30 46 70 82 94 64 79 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 119,861 : : Positions : : 17,426 7,614 10,091 44,655 9,513 10,135 0 241 58,025 12,297 367 : : : : Changes from: January 19, 2016 : : 897 1,021 0 5,221 1,898 -428 0 -74 -136 691 -217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.5 6.4 8.4 37.3 7.9 8.5 0.0 0.2 48.4 10.3 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 5 5 . 10 10 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 172,592 : : Positions : : 22,166 8,743 42,863 424 4,819 15,740 1,537 3,753 9,108 78,451 69,117 : : : : Changes from: January 19, 2016 : : 375 2,488 2,115 190 -233 1,413 450 -1,123 2,588 2,322 7,230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 5.1 24.8 0.2 2.8 9.1 0.9 2.2 5.3 45.5 40.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 8 10 7 . 6 6 . 6 10 7 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 16,340 : : Positions : : 11,402 11,625 3,963 4,290 180 570 0 0 15 0 90 : : : : Changes from: January 19, 2016 : : -822 -682 -477 -705 -3 -30 0 0 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 71.1 24.3 26.3 1.1 3.5 0.0 0.0 0.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 11 . 4 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 391,915 : : Positions : : 114,616 228,895 48,253 9,207 10,789 57,094 39,896 42,371 64,202 6,271 33,011 : : : : Changes from: January 19, 2016 : : 8,630 7,150 -274 -417 -1,358 -5,614 -2,831 622 2,060 -66 3,453 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 58.4 12.3 2.3 2.8 14.6 10.2 10.8 16.4 1.6 8.4 : : : : Number of Traders in Each Category Total Traders: 240 : : 71 87 17 4 14 50 27 39 28 18 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 14,228 : : Positions : : 7,776 9,233 400 1,090 0 1,617 0 430 544 839 956 : : : : Changes from: January 19, 2016 : : 928 1,061 0 0 0 0 0 -3 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 64.9 2.8 7.7 0.0 11.4 0.0 3.0 3.8 5.9 6.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 13 . . 0 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165L Open Interest is 9,819 : : Positions : : 9,551 5,917 0 1,165 0 0 0 0 0 1,578 0 : : : : Changes from: January 19, 2016 : : 422 -353 -5 90 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.3 60.3 0.0 11.9 0.0 0.0 0.0 0.0 0.0 16.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 21,693 : : Positions : : 9,987 6,043 1,808 408 1,754 918 5,074 2,000 230 2,795 1,175 : : : : Changes from: January 19, 2016 : : 393 200 390 -132 252 480 810 400 75 640 -370 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 27.9 8.3 1.9 8.1 4.2 23.4 9.2 1.1 12.9 5.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 . . 5 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 8,583 : : Positions : : 4,315 5,508 500 0 72 506 0 0 1,449 452 343 : : : : Changes from: January 19, 2016 : : 540 633 108 0 72 15 0 0 438 150 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 64.2 5.8 0.0 0.8 5.9 0.0 0.0 16.9 5.3 4.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 15 . 0 . . 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 36,671 : : Positions : : 23,938 36,246 9,674 0 250 0 0 0 2,484 175 0 : : : : Changes from: January 19, 2016 : : 4,463 4,933 345 0 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 98.8 26.4 0.0 0.7 0.0 0.0 0.0 6.8 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 19 8 0 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 8,594 : : Positions : : 2,281 5,482 3,360 175 255 0 0 0 2,460 2,667 10 : : : : Changes from: January 19, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.5 63.8 39.1 2.0 3.0 0.0 0.0 0.0 28.6 31.0 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 6 4 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 15,382 : : Positions : : 8,463 2,436 1,625 2,933 1,520 0 750 0 2,052 6,967 701 : : : : Changes from: January 19, 2016 : : 329 -412 0 0 204 0 0 0 -6 703 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 15.8 10.6 19.1 9.9 0.0 4.9 0.0 13.3 45.3 4.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 13 6 4 4 7 0 . 0 5 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 10,477 : : Positions : : 7,900 4,971 249 1,900 442 225 354 90 184 1,551 858 : : : : Changes from: January 19, 2016 : : -48 192 86 -27 27 0 -30 30 -9 74 153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 47.4 2.4 18.1 4.2 2.1 3.4 0.9 1.8 14.8 8.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 17 17 . . . . . . 6 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 1,404 : : Positions : : 449 737 0 75 30 0 0 0 708 210 137 : : : : Changes from: January 19, 2016 : : 100 0 0 -30 0 0 0 0 -60 40 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 52.5 0.0 5.3 2.1 0.0 0.0 0.0 50.4 15.0 9.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 7 10 0 . . 0 0 0 7 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 26, 2016 : 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 32,586 : : Positions : : 18,986 16,365 2,414 1,899 486 1,315 0 1,280 0 5,902 1,704 : : : : Changes from: January 19, 2016 : : 1,055 1,733 280 0 0 208 0 0 0 436 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 50.2 7.4 5.8 1.5 4.0 0.0 3.9 0.0 18.1 5.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 14 . . . . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 29, 2016