Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 54,132 : : Positions : : 23,773 44,133 2,636 546 2,664 0 1,801 0 22,593 2,781 1,718 : : : : Changes from: January 12, 2016 : : 1,711 1,078 45 -70 3 0 608 0 -303 -163 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 81.5 4.9 1.0 4.9 0.0 3.3 0.0 41.7 5.1 3.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 25 29 7 . 7 0 . 0 . 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 5,702 : : Positions : : 3,848 4,962 889 200 329 0 0 0 625 200 0 : : : : Changes from: January 12, 2016 : : 140 140 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 87.0 15.6 3.5 5.8 0.0 0.0 0.0 11.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 4 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 8,535 : : Positions : : 5,324 5,938 69 144 416 0 0 265 949 548 651 : : : : Changes from: January 12, 2016 : : 323 391 -5 0 45 0 0 140 17 46 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 69.6 0.8 1.7 4.9 0.0 0.0 3.1 11.1 6.4 7.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 23 . . 4 0 0 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 6,930 : : Positions : : 3,949 5,569 433 78 381 0 0 0 1,351 214 334 : : : : Changes from: January 12, 2016 : : 358 427 35 10 105 0 0 0 67 -76 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 80.4 6.2 1.1 5.5 0.0 0.0 0.0 19.5 3.1 4.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 24 29 5 . 6 0 0 0 7 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 6,744 : : Positions : : 4,482 2,930 470 813 60 0 0 0 728 1,364 765 : : : : Changes from: January 12, 2016 : : 159 154 -15 69 0 0 0 0 -56 -115 222 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 43.4 7.0 12.1 0.9 0.0 0.0 0.0 10.8 20.2 11.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 13 . . . 0 0 0 5 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 1,506 : : Positions : : 1,086 636 140 110 0 0 0 0 105 605 70 : : : : Changes from: January 12, 2016 : : 223 -25 40 80 0 0 0 0 -10 228 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 42.2 9.3 7.3 0.0 0.0 0.0 0.0 7.0 40.2 4.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 11 . . 0 0 0 0 . 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 25,882 : : Positions : : 21,709 6,794 3,331 6,146 574 0 0 0 136 11,982 120 : : : : Changes from: January 12, 2016 : : -247 -17 0 0 0 0 0 0 0 -230 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 26.2 12.9 23.7 2.2 0.0 0.0 0.0 0.5 46.3 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 9 5 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 4,812 : : Positions : : 2,698 1,342 202 799 50 0 0 0 999 2,017 280 : : : : Changes from: January 12, 2016 : : 105 3 0 0 0 0 0 0 -27 52 189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 27.9 4.2 16.6 1.0 0.0 0.0 0.0 20.8 41.9 5.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 15 15 4 . . 0 0 0 7 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 382,180 : : Positions : : 107,719 185,524 78,267 1,148 12,434 28,382 53,614 32,582 39,980 15,028 35,603 : : : : Changes from: January 12, 2016 : : 9,720 7,455 3,569 0 991 1,369 3,651 -373 -796 2,790 596 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 48.5 20.5 0.3 3.3 7.4 14.0 8.5 10.5 3.9 9.3 : : : : Number of Traders in Each Category Total Traders: 191 : : 60 67 17 . 15 26 37 38 18 19 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 43,821 : : Positions : : 25,060 33,344 5,173 4,199 672 0 0 0 0 325 350 : : : : Changes from: January 12, 2016 : : 2,689 3,540 285 -75 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 76.1 11.8 9.6 1.5 0.0 0.0 0.0 0.0 0.7 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 25 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 4,473 : : Positions : : 2,421 2,646 0 472 0 614 27 100 557 434 518 : : : : Changes from: January 12, 2016 : : 27 341 0 -34 0 -66 27 9 147 -198 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 59.2 0.0 10.6 0.0 13.7 0.6 2.2 12.5 9.7 11.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 9 10 0 . 0 5 . . 4 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 46,378 : : Positions : : 31,790 38,419 3,256 380 747 4,379 900 740 839 689 4,196 : : : : Changes from: January 12, 2016 : : 797 998 113 -290 98 -16 -71 -160 -132 145 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 82.8 7.0 0.8 1.6 9.4 1.9 1.6 1.8 1.5 9.0 : : : : Number of Traders in Each Category Total Traders: 87 : : 46 55 . . . 7 . 5 7 9 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 4,521 : : Positions : : 2,242 2,851 391 0 108 18 130 189 316 585 363 : : : : Changes from: January 12, 2016 : : 319 238 -40 0 -10 0 130 0 -27 -84 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 63.1 8.6 0.0 2.4 0.4 2.9 4.2 7.0 12.9 8.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 23 5 0 . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 607,788 : : Positions : : 139,365 165,752 43,740 49,179 132,460 24,535 54,155 50,751 68,801 7,772 133,324 : : : : Changes from: January 12, 2016 : : -744 12,359 7,109 -1,115 4,157 2,162 -2,446 -2,346 -2,653 -3,806 3,366 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.9 27.3 7.2 8.1 21.8 4.0 8.9 8.4 11.3 1.3 21.9 : : : : Number of Traders in Each Category Total Traders: 127 : : 42 45 9 11 19 10 18 21 20 12 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 2,400,004 : : Positions : : 212,634 439,204 191,017 210,786 424,758 266,150 184,193 414,846 248,127 100,248 533,787 : : : : Changes from: January 12, 2016 : : -5,074 -2,766 -31,821 -5,399 -7,330 -4,581 -16,782 -39,371 7,827 -14,721 -49,710 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.9 18.3 8.0 8.8 17.7 11.1 7.7 17.3 10.3 4.2 22.2 : : : : Number of Traders in Each Category Total Traders: 448 : : 62 71 18 20 33 69 65 95 111 80 125 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 102,352 : : Positions : : 24,205 54,039 0 3,056 6,597 13,801 7,685 29,591 24,778 0 65 : : : : Changes from: January 12, 2016 : : -9,370 -11,348 0 -1,597 -1,847 1,678 3,800 -6,149 -1,895 -186 -39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 52.8 0.0 3.0 6.4 13.5 7.5 28.9 24.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 117,475 : : Positions : : 16,529 6,593 10,091 39,434 7,615 10,563 0 315 58,161 11,606 584 : : : : Changes from: January 12, 2016 : : 469 -99 -15 221 -71 -158 0 8 31 187 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.1 5.6 8.6 33.6 6.5 9.0 0.0 0.3 49.5 9.9 0.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 5 5 . 8 8 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 37,740 : : Positions : : 518 1,089 3,134 1,689 1,851 824 21,168 1,765 19,643 0 9,427 : : : : Changes from: January 12, 2016 : : -179 -682 2,897 -640 -178 -488 9,180 -4,000 6,113 0 -1,049 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.4 2.9 8.3 4.5 4.9 2.2 56.1 4.7 52.0 0.0 25.0 : : : : Number of Traders in Each Category Total Traders: 27 : : . . . 5 8 . . . 13 0 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 142,433 : : Positions : : 9,905 6,250 11,394 25,314 58,704 0 0 0 20,617 2,009 29,690 : : : : Changes from: January 12, 2016 : : 47 208 510 32 17 0 0 0 -201 68 790 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.0 4.4 8.0 17.8 41.2 0.0 0.0 0.0 14.5 1.4 20.8 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 7 9 16 0 0 0 6 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 178,136 : : Positions : : 22,192 15,786 49,960 0 9,376 13,584 2,511 6,718 6,677 74,614 63,876 : : : : Changes from: January 12, 2016 : : -1,921 -778 2,411 0 -2,041 -4,071 649 183 1,484 -2,080 -5,941 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.5 8.9 28.0 0.0 5.3 7.6 1.4 3.8 3.7 41.9 35.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 7 8 8 0 8 4 4 7 9 8 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067A28 Open Interest is 113,597 : : Positions : : 6,993 11,557 118 2,748 18,152 12,399 2,257 71,203 0 2,471 4,544 : : : : Changes from: January 12, 2016 : : -2,367 -2,610 -38 227 -1,394 -7,367 -9,020 -10,847 0 1,680 1,308 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.2 10.2 0.1 2.4 16.0 10.9 2.0 62.7 0.0 2.2 4.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 4 . . . . 4 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 17,732 : : Positions : : 12,224 12,307 4,440 4,995 183 600 0 0 60 0 90 : : : : Changes from: January 12, 2016 : : 1,200 630 -255 435 -3 0 0 0 60 -60 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 69.4 25.0 28.2 1.0 3.4 0.0 0.0 0.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 12 . 4 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 395,354 : : Positions : : 107,266 223,469 48,825 9,680 13,569 62,523 42,550 42,842 61,800 6,209 34,381 : : : : Changes from: January 12, 2016 : : 9,276 12,262 -2,221 -193 1,750 3,949 763 -176 1,941 131 888 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 56.5 12.3 2.4 3.4 15.8 10.8 10.8 15.6 1.6 8.7 : : : : Number of Traders in Each Category Total Traders: 237 : : 74 84 15 . 13 54 30 37 30 14 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 13,253 : : Positions : : 6,848 8,172 400 1,090 0 1,617 0 433 544 839 956 : : : : Changes from: January 12, 2016 : : 233 40 0 30 0 -160 0 160 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 61.7 3.0 8.2 0.0 12.2 0.0 3.3 4.1 6.3 7.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 11 . . 0 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 9,782 : : Positions : : 9,129 6,270 5 1,075 150 0 0 0 0 1,578 0 : : : : Changes from: January 12, 2016 : : 880 260 0 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 64.1 0.1 11.0 1.5 0.0 0.0 0.0 0.0 16.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 19,888 : : Positions : : 9,594 5,843 1,418 540 1,502 438 4,264 1,600 155 2,155 1,545 : : : : Changes from: January 12, 2016 : : 1,100 -75 -375 60 -60 -46 514 46 0 63 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 29.4 7.1 2.7 7.6 2.2 21.4 8.0 0.8 10.8 7.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 . . 5 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 7,791 : : Positions : : 3,775 4,875 392 0 0 491 0 0 1,011 302 323 : : : : Changes from: January 12, 2016 : : 370 413 -12 0 0 131 0 -20 122 -80 83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 62.6 5.0 0.0 0.0 6.3 0.0 0.0 13.0 3.9 4.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 13 . 0 0 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 31,738 : : Positions : : 19,475 31,313 9,329 0 250 0 0 0 2,184 175 0 : : : : Changes from: January 12, 2016 : : -497 858 1,010 -165 55 0 0 0 60 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 98.7 29.4 0.0 0.8 0.0 0.0 0.0 6.9 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 19 8 0 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 14,874 : : Positions : : 8,134 2,848 1,625 2,933 1,316 0 750 0 2,058 6,264 701 : : : : Changes from: January 12, 2016 : : 340 94 0 0 0 0 0 0 122 381 53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 19.1 10.9 19.7 8.8 0.0 5.0 0.0 13.8 42.1 4.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 13 6 4 4 7 0 . 0 5 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 10,238 : : Positions : : 7,948 4,779 163 1,927 415 225 384 60 193 1,477 705 : : : : Changes from: January 12, 2016 : : 82 189 0 18 0 0 18 26 23 -81 91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 46.7 1.6 18.8 4.1 2.2 3.8 0.6 1.9 14.4 6.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 17 15 . . . . . . 5 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 1,384 : : Positions : : 349 737 0 105 30 0 0 0 768 170 157 : : : : Changes from: January 12, 2016 : : -9 62 0 -30 30 0 0 0 101 30 87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.2 53.3 0.0 7.6 2.2 0.0 0.0 0.0 55.5 12.3 11.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 6 10 0 . . 0 0 0 7 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 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 30,575 : : Positions : : 17,931 14,632 2,134 1,899 486 1,107 0 1,280 0 5,466 1,774 : : : : Changes from: January 12, 2016 : : 996 884 -200 0 0 146 0 0 0 -181 465 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 47.9 7.0 6.2 1.6 3.6 0.0 4.2 0.0 17.9 5.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 14 . . . . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 22, 2016