Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 56,254 : : Positions : : 22,778 43,846 3,484 876 3,341 0 4,412 0 25,569 3,041 450 : : : : Changes from: February 16, 2016 : : 1,380 1,676 85 150 -50 0 380 0 763 136 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 77.9 6.2 1.6 5.9 0.0 7.8 0.0 45.5 5.4 0.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 25 30 10 . 8 0 . 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 7,609 : : Positions : : 4,636 5,464 753 450 1,695 0 0 0 525 0 0 : : : : Changes from: February 16, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 71.8 9.9 5.9 22.3 0.0 0.0 0.0 6.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 8,805 : : Positions : : 5,596 5,945 0 246 843 0 0 250 541 335 646 : : : : Changes from: February 16, 2016 : : -151 -130 0 5 5 0 0 0 32 24 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 67.5 0.0 2.8 9.6 0.0 0.0 2.8 6.1 3.8 7.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 23 0 6 5 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 6,852 : : Positions : : 3,472 5,384 598 40 347 0 0 0 1,609 228 224 : : : : Changes from: February 16, 2016 : : 233 391 10 0 20 0 0 0 148 15 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 78.6 8.7 0.6 5.1 0.0 0.0 0.0 23.5 3.3 3.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 24 6 . 5 0 0 0 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 7,622 : : Positions : : 4,943 4,319 330 769 113 0 0 0 1,186 1,102 818 : : : : Changes from: February 16, 2016 : : 294 152 -50 12 0 0 0 0 115 160 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 56.7 4.3 10.1 1.5 0.0 0.0 0.0 15.6 14.5 10.7 : : : : Number of Traders in Each Category Total Traders: 51 : : 26 18 . . . 0 0 0 10 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 1,274 : : Positions : : 924 347 40 120 0 0 0 0 80 552 135 : : : : Changes from: February 16, 2016 : : 128 65 0 0 0 0 0 0 -10 63 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 27.2 3.1 9.4 0.0 0.0 0.0 0.0 6.3 43.3 10.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 8 . . 0 0 0 0 . 9 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 28,748 : : Positions : : 24,220 7,662 3,393 7,803 707 0 0 0 107 12,027 310 : : : : Changes from: February 16, 2016 : : 1,294 239 360 857 -218 0 0 0 -85 465 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 26.7 11.8 27.1 2.5 0.0 0.0 0.0 0.4 41.8 1.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 10 4 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 4,597 : : Positions : : 2,455 1,277 110 792 169 0 0 0 762 1,622 541 : : : : Changes from: February 16, 2016 : : 225 243 -25 30 45 0 0 0 100 46 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 27.8 2.4 17.2 3.7 0.0 0.0 0.0 16.6 35.3 11.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 18 13 . 5 6 0 0 0 6 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 399,743 : : Positions : : 119,866 207,342 86,860 1,297 13,404 26,018 48,815 25,675 42,656 18,057 43,959 : : : : Changes from: February 16, 2016 : : 7,792 1,233 -559 -20 584 -542 2,810 -2,211 256 2,411 3,502 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 51.9 21.7 0.3 3.4 6.5 12.2 6.4 10.7 4.5 11.0 : : : : Number of Traders in Each Category Total Traders: 204 : : 58 71 20 . 18 21 36 38 25 23 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 52,538 : : Positions : : 33,591 40,553 5,319 3,744 527 0 1,025 0 0 325 425 : : : : Changes from: February 16, 2016 : : 5,322 3,010 -455 150 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 77.2 10.1 7.1 1.0 0.0 2.0 0.0 0.0 0.6 0.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 24 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 4,484 : : Positions : : 2,434 2,498 200 330 0 341 100 371 283 360 613 : : : : Changes from: February 16, 2016 : : 8 -22 144 32 -144 -1 4 98 -304 -86 115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 55.7 4.5 7.4 0.0 7.6 2.2 8.3 6.3 8.0 13.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 11 10 . . 0 5 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 44,027 : : Positions : : 30,418 35,997 2,286 500 738 5,068 888 606 600 943 4,019 : : : : Changes from: February 16, 2016 : : 748 833 4 -40 7 635 -9 57 -187 310 433 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 81.8 5.2 1.1 1.7 11.5 2.0 1.4 1.4 2.1 9.1 : : : : Number of Traders in Each Category Total Traders: 86 : : 40 54 . . 4 8 4 . 6 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 4,655 : : Positions : : 2,264 2,946 388 70 75 219 85 124 293 521 513 : : : : Changes from: February 16, 2016 : : 266 123 -50 40 20 30 -5 65 0 130 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 63.3 8.3 1.5 1.6 4.7 1.8 2.7 6.3 11.2 11.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 22 24 . . 4 . . . . 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 605,074 : : Positions : : 190,558 168,862 24,641 54,948 118,912 24,975 72,354 47,878 64,891 8,136 120,303 : : : : Changes from: February 16, 2016 : : 10,131 -8,261 -18,599 1,609 -24,952 -510 4,397 -4,908 4,623 -645 -31,147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.5 27.9 4.1 9.1 19.7 4.1 12.0 7.9 10.7 1.3 19.9 : : : : Number of Traders in Each Category Total Traders: 129 : : 41 44 8 13 20 9 21 23 22 10 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 2,440,258 : : Positions : : 220,527 477,175 220,906 219,828 437,893 286,911 176,357 449,418 259,492 122,920 459,896 : : : : Changes from: February 16, 2016 : : -15,218 -3,612 6,865 16,216 -78,833 674 -12,712 -57,676 7,604 -5,198 -125,941 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.0 19.6 9.1 9.0 17.9 11.8 7.2 18.4 10.6 5.0 18.8 : : : : Number of Traders in Each Category Total Traders: 466 : : 72 80 21 20 37 59 71 104 105 90 142 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 125,769 : : Positions : : 39,329 47,975 0 1,851 10,825 7,649 25,031 34,942 28,955 2,034 2,573 : : : : Changes from: February 16, 2016 : : -17,563 -20,601 -575 -252 -4,401 -761 2,575 -15,499 -423 110 -255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 38.1 0.0 1.5 8.6 6.1 19.9 27.8 23.0 1.6 2.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 0 . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 120,859 : : Positions : : 15,102 7,416 10,432 46,114 9,049 10,004 0 423 57,461 13,529 682 : : : : Changes from: February 16, 2016 : : -1,596 -637 1,710 2,890 -578 -538 0 423 -423 259 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.5 6.1 8.6 38.2 7.5 8.3 0.0 0.3 47.5 11.2 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 4 . . 9 10 . 0 . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 135,510 : : Positions : : 9,055 6,961 12,108 23,959 59,447 0 0 0 19,642 1,805 24,277 : : : : Changes from: February 16, 2016 : : -29 -591 -106 -29 728 0 0 0 -179 22 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.7 5.1 8.9 17.7 43.9 0.0 0.0 0.0 14.5 1.3 17.9 : : : : Number of Traders in Each Category Total Traders: 27 : : . . 7 10 17 0 0 0 6 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 194,206 : : Positions : : 29,765 14,679 44,302 1,160 11,456 2,385 3,559 10,628 8,942 64,789 81,902 : : : : Changes from: February 16, 2016 : : 4,097 1,231 -2,337 -111 1,438 -2,667 -126 857 -665 -3,501 2,284 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 7.6 22.8 0.6 5.9 1.2 1.8 5.5 4.6 33.4 42.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 10 7 7 . 8 . 4 7 10 11 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 126,259 : : Positions : : 9,192 13,286 442 45 15,902 10,245 2,519 79,352 7 3,521 11,029 : : : : Changes from: February 16, 2016 : : -3,661 -5,426 73 45 -1,617 -583 294 -13,204 -222 467 -1,622 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.3 10.5 0.3 0.0 12.6 8.1 2.0 62.8 0.0 2.8 8.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 17,159 : : Positions : : 12,314 11,100 4,035 5,819 150 540 0 0 0 0 90 : : : : Changes from: February 16, 2016 : : -945 -1,717 -450 432 -87 -30 0 0 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 64.7 23.5 33.9 0.9 3.1 0.0 0.0 0.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 13 . 6 . . 0 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 425,602 : : Positions : : 125,154 259,824 53,420 6,910 16,187 53,088 32,748 42,756 74,333 5,890 37,852 : : : : Changes from: February 16, 2016 : : 4,100 8,179 -2,032 22 1,628 -2,279 1,324 -2,841 5,657 -1,024 -1,263 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 61.0 12.6 1.6 3.8 12.5 7.7 10.0 17.5 1.4 8.9 : : : : Number of Traders in Each Category Total Traders: 243 : : 71 88 17 . 14 50 26 39 35 17 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 12,830 : : Positions : : 7,996 6,678 550 0 50 1,165 0 210 200 2,749 415 : : : : Changes from: February 16, 2016 : : 1,713 0 0 0 0 0 0 0 0 1,838 -290 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 52.0 4.3 0.0 0.4 9.1 0.0 1.6 1.6 21.4 3.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . 0 . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 22,214 : : Positions : : 8,701 6,130 2,582 945 1,642 2,148 5,025 1,626 330 3,568 1,335 : : : : Changes from: February 16, 2016 : : 81 -120 120 0 0 -360 -102 0 0 45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 27.6 11.6 4.3 7.4 9.7 22.6 7.3 1.5 16.1 6.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 13 . . 4 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 8,515 : : Positions : : 3,770 5,204 365 246 194 685 0 0 1,185 160 50 : : : : Changes from: February 16, 2016 : : 370 630 25 216 -96 10 0 0 277 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 61.1 4.3 2.9 2.3 8.0 0.0 0.0 13.9 1.9 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 32,718 : : Positions : : 18,371 32,023 10,271 0 195 0 0 0 3,336 275 225 : : : : Changes from: February 16, 2016 : : 48 778 215 0 0 0 0 0 515 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 97.9 31.4 0.0 0.6 0.0 0.0 0.0 10.2 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 19 20 9 0 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 8,929 : : Positions : : 3,002 5,585 3,240 175 285 0 0 0 2,260 2,737 135 : : : : Changes from: February 16, 2016 : : 675 170 -45 0 45 0 0 0 -75 190 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 62.5 36.3 2.0 3.2 0.0 0.0 0.0 25.3 30.7 1.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 7 5 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 15,913 : : Positions : : 7,959 2,575 1,748 2,536 2,128 0 550 200 2,500 7,699 116 : : : : Changes from: February 16, 2016 : : 62 50 0 -107 88 0 -200 200 44 349 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 16.2 11.0 15.9 13.4 0.0 3.5 1.3 15.7 48.4 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 9 5 4 8 0 . . 6 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE 1,000 BARREL : CFTC Code #86565G Open Interest is 6,003 : : Positions : : 3,365 1,012 1,386 0 169 0 0 0 82 4,383 21 : : : : Changes from: February 16, 2016 : : 92 101 238 0 15 0 0 0 25 183 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 16.9 23.1 0.0 2.8 0.0 0.0 0.0 1.4 73.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 6 0 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 10,159 : : Positions : : 7,955 4,540 81 1,798 528 150 439 60 421 1,750 768 : : : : Changes from: February 16, 2016 : : 279 240 -54 -55 54 0 55 0 54 66 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 44.7 0.8 17.7 5.2 1.5 4.3 0.6 4.1 17.2 7.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 19 18 . . . . . . 6 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 1,061 : : Positions : : 242 479 60 0 0 0 0 0 490 322 78 : : : : Changes from: February 16, 2016 : : 30 40 30 0 0 0 0 0 25 90 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.8 45.1 5.7 0.0 0.0 0.0 0.0 0.0 46.2 30.3 7.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 6 7 . 0 0 0 0 0 . 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 32,502 : : Positions : : 17,555 16,425 2,141 1,747 1,013 2,379 0 459 1,580 6,322 1,758 : : : : Changes from: February 16, 2016 : : 1,498 1,150 158 16 -46 84 0 -16 66 787 -418 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 50.5 6.6 5.4 3.1 7.3 0.0 1.4 4.9 19.5 5.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . . . . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated February 26, 2016