Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 56,381 : : Positions : : 37,864 44,009 2,464 1,584 2,565 0 3,417 0 10,040 2,072 2,734 : : : : Changes from: September 20, 2016 : : 2,128 2,286 -110 -170 286 0 0 0 302 239 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 78.1 4.4 2.8 4.5 0.0 6.1 0.0 17.8 3.7 4.8 : : : : Number of Traders in Each Category Total Traders: 64 : : 27 34 8 5 8 0 . 0 10 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 6,219 : : Positions : : 4,248 5,528 1,780 500 191 0 0 0 0 0 0 : : : : Changes from: September 20, 2016 : : 139 189 50 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 88.9 28.6 8.0 3.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 9,054 : : Positions : : 6,082 6,735 48 173 714 0 0 95 683 54 673 : : : : Changes from: September 20, 2016 : : 518 444 0 0 0 0 0 -255 -99 -5 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 74.4 0.5 1.9 7.9 0.0 0.0 1.0 7.5 0.6 7.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 24 . . 5 0 0 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 11,749 : : Positions : : 8,054 8,915 759 62 535 0 0 0 1,468 1,330 641 : : : : Changes from: September 20, 2016 : : 398 563 45 5 80 0 0 0 130 25 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 75.9 6.5 0.5 4.6 0.0 0.0 0.0 12.5 11.3 5.5 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 35 4 . 6 0 0 0 6 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 6,701 : : Positions : : 4,979 1,903 651 2,481 135 0 0 0 215 1,490 245 : : : : Changes from: September 20, 2016 : : 225 10 0 0 0 0 0 0 -14 183 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 28.4 9.7 37.0 2.0 0.0 0.0 0.0 3.2 22.2 3.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 14 . . . 0 0 0 . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 1,759 : : Positions : : 1,195 1,006 0 45 30 0 0 0 345 560 73 : : : : Changes from: September 20, 2016 : : 184 278 0 0 0 0 0 0 60 20 53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 57.2 0.0 2.6 1.7 0.0 0.0 0.0 19.6 31.8 4.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 13 0 . . 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 25,108 : : Positions : : 19,213 11,907 2,711 3,343 1,824 0 0 0 259 6,917 1,097 : : : : Changes from: September 20, 2016 : : 1,294 841 0 150 0 0 0 0 0 303 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 47.4 10.8 13.3 7.3 0.0 0.0 0.0 1.0 27.5 4.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 11 6 . . 0 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 8,161 : : Positions : : 5,820 2,362 50 973 261 0 0 0 977 3,780 473 : : : : Changes from: September 20, 2016 : : 195 75 20 83 85 0 0 0 -70 145 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 28.9 0.6 11.9 3.2 0.0 0.0 0.0 12.0 46.3 5.8 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 16 . 7 4 0 0 0 5 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE 1000 metric tons : CFTC Code #021A56 Open Interest is 4,795 : : Positions : : 3,472 3,377 71 7 200 0 0 0 10 646 372 : : : : Changes from: September 20, 2016 : : 9 34 0 0 0 0 0 0 -20 -40 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 70.4 1.5 0.1 4.2 0.0 0.0 0.0 0.2 13.5 7.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 17 . . . 0 0 0 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 425,700 : : Positions : : 109,148 229,503 92,471 1,334 19,586 28,115 30,507 30,879 44,286 19,500 57,135 : : : : Changes from: September 20, 2016 : : 4,787 4,732 -1,226 -52 102 1,101 1,338 -5,498 2,077 -601 -3,660 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.6 53.9 21.7 0.3 4.6 6.6 7.2 7.3 10.4 4.6 13.4 : : : : Number of Traders in Each Category Total Traders: 195 : : 59 74 21 . 18 31 20 29 20 22 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 49,863 : : Positions : : 30,351 41,387 7,084 1,307 2,083 650 0 250 2,600 225 200 : : : : Changes from: September 20, 2016 : : 1,290 2,260 470 182 1,359 -250 0 200 350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 83.0 14.2 2.6 4.2 1.3 0.0 0.5 5.2 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 28 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 4,362 : : Positions : : 704 2,463 500 50 200 578 417 567 1,186 129 348 : : : : Changes from: September 20, 2016 : : 59 11 0 50 0 32 142 5 20 -43 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.1 56.5 11.5 1.1 4.6 13.3 9.6 13.0 27.2 3.0 8.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 7 9 . . . 7 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE (100 CUBIC METERS) : CFTC Code #025608 Open Interest is 2,539 : : Positions : : 1,956 1,657 0 0 0 0 0 0 122 524 85 : : : : Changes from: September 20, 2016 : : 6 -74 0 0 0 0 0 0 20 40 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 65.3 0.0 0.0 0.0 0.0 0.0 0.0 4.8 20.6 3.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 0 0 0 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 59,951 : : Positions : : 44,395 43,949 1,244 2,990 1,020 4,424 180 1,655 776 3,668 6,166 : : : : Changes from: September 20, 2016 : : 3,202 2,393 -72 530 130 383 50 209 -734 -95 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 73.3 2.1 5.0 1.7 7.4 0.3 2.8 1.3 6.1 10.3 : : : : Number of Traders in Each Category Total Traders: 98 : : 49 58 . . 4 6 . 5 7 12 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 3,686 : : Positions : : 2,062 2,390 142 130 55 197 76 24 490 689 112 : : : : Changes from: September 20, 2016 : : 104 130 -39 0 5 0 40 0 84 -19 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 64.8 3.9 3.5 1.5 5.3 2.1 0.7 13.3 18.7 3.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 19 24 . . . . . . 4 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 748,261 : : Positions : : 199,302 190,019 24,353 68,431 164,356 32,376 33,496 67,388 45,036 7,601 202,251 : : : : Changes from: September 20, 2016 : : -8,436 16,934 1,917 -777 7,468 3,090 -5,955 -2,136 8,722 -4,639 12,090 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 25.4 3.3 9.1 22.0 4.3 4.5 9.0 6.0 1.0 27.0 : : : : Number of Traders in Each Category Total Traders: 152 : : 49 51 10 12 20 12 18 23 24 16 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 2,569,305 : : Positions : : 323,844 586,100 184,619 260,460 487,470 323,235 141,783 373,267 223,783 75,124 536,605 : : : : Changes from: September 20, 2016 : : 4,142 13,869 2,352 5,012 8,613 24,131 -9,854 1,628 -10,761 8,005 22,977 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 22.8 7.2 10.1 19.0 12.6 5.5 14.5 8.7 2.9 20.9 : : : : Number of Traders in Each Category Total Traders: 452 : : 60 80 20 25 42 67 61 88 103 78 141 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 228,882 : : Positions : : 70,295 119,111 0 4,450 5,214 80,389 41,021 50,318 16,024 3,133 3,786 : : : : Changes from: September 20, 2016 : : -104 -1,426 0 1,882 -547 -2,361 -3,988 -2,124 -768 254 448 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 52.0 0.0 1.9 2.3 35.1 17.9 22.0 7.0 1.4 1.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 16 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 118,888 : : Positions : : 19,358 9,540 10,121 48,421 2,172 12,643 0 707 50,056 14,895 1,213 : : : : Changes from: September 20, 2016 : : 255 272 -18 -504 357 170 0 130 867 997 358 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.3 8.0 8.5 40.7 1.8 10.6 0.0 0.6 42.1 12.5 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 5 6 . 6 5 . 0 . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 10,728 : : Positions : : 0 0 762 2,476 5,266 957 349 56 760 40 1,170 : : : : Changes from: September 20, 2016 : : 0 0 6 -54 -91 -73 -56 -57 -53 0 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 0.0 7.1 23.1 49.1 8.9 3.3 0.5 7.1 0.4 10.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 0 . 4 6 10 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 93,029 : : Positions : : 7,474 10,828 15,227 27,835 31,692 0 0 0 22,704 1,711 10,925 : : : : Changes from: September 20, 2016 : : -39 -180 1,321 2,589 -67 0 0 0 892 -5 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.0 11.6 16.4 29.9 34.1 0.0 0.0 0.0 24.4 1.8 11.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 4 4 8 9 17 0 0 0 7 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 159,874 : : Positions : : 30,854 15,972 26,624 7,088 19,127 3,064 2,621 4,685 13,873 46,659 54,914 : : : : Changes from: September 20, 2016 : : 347 -1,304 -1,958 5,571 -3,554 -58 -1,315 345 2,750 -2,070 -838 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.3 10.0 16.7 4.4 12.0 1.9 1.6 2.9 8.7 29.2 34.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 13 13 6 . 7 . . 5 13 14 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 107,449 : : Positions : : 12,718 47,661 455 6,167 6,389 51,614 8,606 32,044 0 1,632 3,414 : : : : Changes from: September 20, 2016 : : -1,773 -2,780 40 -426 -137 -1,492 -520 -3,375 0 145 -181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 44.4 0.4 5.7 5.9 48.0 8.0 29.8 0.0 1.5 3.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 8 . . . . 6 7 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 11,683 : : Positions : : 9,185 8,182 2,138 3,291 210 120 0 0 0 0 0 : : : : Changes from: September 20, 2016 : : 0 -107 -107 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 70.0 18.3 28.2 1.8 1.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 12 . 7 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 393,424 : : Positions : : 102,965 219,507 54,523 2,943 19,924 51,014 27,925 46,385 67,957 27,226 30,440 : : : : Changes from: September 20, 2016 : : -15,545 -9,767 -621 -1,254 1,732 -435 -1,688 -4,326 1,096 -1,352 -418 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.2 55.8 13.9 0.7 5.1 13.0 7.1 11.8 17.3 6.9 7.7 : : : : Number of Traders in Each Category Total Traders: 268 : : 69 91 20 . 15 59 32 41 36 21 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 14,376 : : Positions : : 6,677 9,512 2,053 0 0 308 0 0 2,647 1,980 13 : : : : Changes from: September 20, 2016 : : 519 550 -5 -1,000 0 0 0 0 -100 418 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 66.2 14.3 0.0 0.0 2.1 0.0 0.0 18.4 13.8 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . 0 0 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE (1000 U.S. Barrels) : CFTC Code #111A11 Open Interest is 10,218 : : Positions : : 6,024 5,966 619 210 350 0 0 0 872 795 1,470 : : : : Changes from: September 20, 2016 : : 248 48 0 0 0 0 0 0 -105 25 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 58.4 6.1 2.1 3.4 0.0 0.0 0.0 8.5 7.8 14.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . . 0 0 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #111A31 Open Interest is 19,215 : : Positions : : 16,910 15,332 355 1,830 0 0 0 0 0 597 365 : : : : Changes from: September 20, 2016 : : -405 -300 50 50 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 79.8 1.8 9.5 0.0 0.0 0.0 0.0 0.0 3.1 1.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 17 . . 0 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 39,850 : : Positions : : 23,389 39,079 13,275 0 0 0 0 0 2,594 574 176 : : : : Changes from: September 20, 2016 : : 862 823 75 0 0 0 0 0 -40 149 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 98.1 33.3 0.0 0.0 0.0 0.0 0.0 6.5 1.4 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 21 7 0 0 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 2,895 : : Positions : : 1,370 875 275 300 900 0 100 0 0 250 350 : : : : Changes from: September 20, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 30.2 9.5 10.4 31.1 0.0 3.5 0.0 0.0 8.6 12.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 6 4 . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 5,740 : : Positions : : 1,677 4,078 2,406 75 120 0 0 0 1,503 1,467 0 : : : : Changes from: September 20, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 71.0 41.9 1.3 2.1 0.0 0.0 0.0 26.2 25.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 7 4 . . 0 0 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 20,283 : : Positions : : 11,173 6,623 1,653 2,071 4,144 5 444 221 1,532 5,823 835 : : : : Changes from: September 20, 2016 : : -26 0 0 600 -144 0 -900 156 45 332 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 32.7 8.1 10.2 20.4 0.0 2.2 1.1 7.6 28.7 4.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 19 13 8 . 10 . . . 6 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 4,761 : : Positions : : 2,543 1,014 791 119 217 0 0 0 202 2,817 85 : : : : Changes from: September 20, 2016 : : 86 141 66 0 -16 0 0 0 55 61 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 21.3 16.6 2.5 4.6 0.0 0.0 0.0 4.2 59.2 1.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 4 . 5 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565N Open Interest is 3,344 : : Positions : : 1,995 1,890 420 510 60 0 0 0 413 516 216 : : : : Changes from: September 20, 2016 : : 130 130 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 56.5 12.6 15.3 1.8 0.0 0.0 0.0 12.4 15.4 6.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 8,177 : : Positions : : 6,092 4,041 81 1,081 323 425 28 5 703 2,404 275 : : : : Changes from: September 20, 2016 : : 25 149 0 0 0 0 0 0 129 17 136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 49.4 1.0 13.2 4.0 5.2 0.3 0.1 8.6 29.4 3.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 23 22 . . 4 . . . . 12 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 1,180 : : Positions : : 475 415 50 110 20 0 0 0 270 220 140 : : : : Changes from: September 20, 2016 : : 50 60 0 0 0 0 0 0 100 70 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 35.2 4.2 9.3 1.7 0.0 0.0 0.0 22.9 18.6 11.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . . . 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 23,604 : : Positions : : 12,747 8,744 997 1,336 1,178 0 653 0 2,350 6,901 1,145 : : : : Changes from: September 20, 2016 : : -57 -36 0 -17 53 0 83 0 -23 -105 214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 37.0 4.2 5.7 5.0 0.0 2.8 0.0 10.0 29.2 4.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . 5 4 0 . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated September 30, 2016