Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 55,506 : : Positions : : 40,646 45,210 2,420 2,140 2,082 0 1,525 0 7,000 2,071 2,184 : : : : Changes from: November 15, 2016 : : 1,698 2,124 -10 124 -73 0 -342 0 -123 -341 428 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 81.5 4.4 3.9 3.8 0.0 2.7 0.0 12.6 3.7 3.9 : : : : Number of Traders in Each Category Total Traders: 61 : : 29 35 5 5 6 0 . 0 8 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 7,081 : : Positions : : 5,437 6,447 1,410 400 234 0 0 0 0 0 0 : : : : Changes from: November 15, 2016 : : -36 -36 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 91.0 19.9 5.6 3.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 11,237 : : Positions : : 8,310 8,506 46 186 811 0 0 195 474 296 822 : : : : Changes from: November 15, 2016 : : 651 580 -3 0 69 0 0 -235 22 0 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 75.7 0.4 1.7 7.2 0.0 0.0 1.7 4.2 2.6 7.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 30 28 . 4 6 0 0 . 7 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 12,399 : : Positions : : 8,615 10,124 518 0 642 0 0 0 1,228 304 882 : : : : Changes from: November 15, 2016 : : 787 848 -10 0 50 0 0 0 10 10 54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 81.7 4.2 0.0 5.2 0.0 0.0 0.0 9.9 2.5 7.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 28 34 5 0 5 0 0 0 5 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165R Open Interest is 1,450 : : Positions : : 1,096 1,300 25 50 0 0 0 0 310 64 0 : : : : Changes from: November 15, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 89.7 1.7 3.4 0.0 0.0 0.0 0.0 21.4 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 . . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 8,521 : : Positions : : 6,949 3,148 564 2,746 199 0 0 0 175 1,860 103 : : : : Changes from: November 15, 2016 : : 119 134 0 -12 17 0 0 0 0 3 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 36.9 6.6 32.2 2.3 0.0 0.0 0.0 2.1 21.8 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 16 . . . 0 0 0 . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 BALMOSWP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A18 Open Interest is 1,376 : : Positions : : 765 125 68 0 0 0 0 0 463 1,161 45 : : : : Changes from: November 15, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 9.1 4.9 0.0 0.0 0.0 0.0 0.0 33.6 84.4 3.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 . . 0 0 0 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 1,925 : : Positions : : 1,383 1,114 180 77 20 0 0 0 123 302 135 : : : : Changes from: November 15, 2016 : : 80 20 0 0 0 0 0 0 -15 -5 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 57.9 9.4 4.0 1.0 0.0 0.0 0.0 6.4 15.7 7.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 12 . . . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 23,090 : : Positions : : 16,793 14,490 2,851 1,239 2,379 0 0 0 255 4,211 750 : : : : Changes from: November 15, 2016 : : 271 353 0 -20 20 0 0 0 -32 -55 162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 62.8 12.3 5.4 10.3 0.0 0.0 0.0 1.1 18.2 3.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 15 5 . 4 0 0 0 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 6,481 : : Positions : : 4,304 2,814 26 1,181 79 0 0 0 923 1,699 391 : : : : Changes from: November 15, 2016 : : 153 219 5 0 31 0 0 0 17 7 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 43.4 0.4 18.2 1.2 0.0 0.0 0.0 14.2 26.2 6.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 19 . 6 . 0 0 0 7 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 6,283 : : Positions : : 4,827 4,729 336 0 170 0 0 0 20 935 233 : : : : Changes from: November 15, 2016 : : 593 698 10 0 -5 0 0 0 0 -44 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 75.3 5.3 0.0 2.7 0.0 0.0 0.0 0.3 14.9 3.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 18 . 0 . 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 436,676 : : Positions : : 92,783 221,904 92,162 629 23,834 31,544 28,185 39,251 46,570 21,123 68,307 : : : : Changes from: November 15, 2016 : : -6,276 -795 461 195 504 334 -3,417 1,806 -330 1,682 2,472 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.2 50.8 21.1 0.1 5.5 7.2 6.5 9.0 10.7 4.8 15.6 : : : : Number of Traders in Each Category Total Traders: 204 : : 65 75 22 . 20 29 23 35 21 22 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 49,735 : : Positions : : 34,916 39,887 6,092 1,810 1,402 0 0 0 0 1,025 150 : : : : Changes from: November 15, 2016 : : 3,782 4,515 200 0 -200 0 -350 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 80.2 12.2 3.6 2.8 0.0 0.0 0.0 0.0 2.1 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 25 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 5,707 : : Positions : : 440 3,490 700 105 295 1,219 259 591 1,691 383 397 : : : : Changes from: November 15, 2016 : : 179 341 0 17 95 101 57 -4 -31 -167 72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.7 61.2 12.3 1.8 5.2 21.4 4.5 10.4 29.6 6.7 7.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 5 10 . . . 10 . . 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 62,826 : : Positions : : 39,672 41,616 917 3,135 1,593 6,939 0 3,620 1,138 3,830 8,621 : : : : Changes from: November 15, 2016 : : 1,576 1,823 -100 179 267 634 0 438 21 98 1,736 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 66.2 1.5 5.0 2.5 11.0 0.0 5.8 1.8 6.1 13.7 : : : : Number of Traders in Each Category Total Traders: 105 : : 48 63 . . 5 9 0 5 10 12 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 4,051 : : Positions : : 2,370 2,301 83 138 10 0 116 34 637 886 451 : : : : Changes from: November 15, 2016 : : 355 450 -8 -4 10 0 -10 10 176 180 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 56.8 2.0 3.4 0.2 0.0 2.9 0.8 15.7 21.9 11.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 20 . . . 0 . . 6 9 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 722,563 : : Positions : : 223,562 204,446 11,063 64,530 144,997 33,267 29,496 62,628 39,768 7,953 192,802 : : : : Changes from: November 15, 2016 : : -13,164 4,937 -5,323 -10,069 -40,450 -2,006 -876 -13,477 2,959 -8,933 -28,985 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 28.3 1.5 8.9 20.1 4.6 4.1 8.7 5.5 1.1 26.7 : : : : Number of Traders in Each Category Total Traders: 132 : : 41 42 4 14 17 13 14 20 22 16 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 2,631,684 : : Positions : : 323,381 587,706 206,153 285,037 430,825 351,556 163,232 417,793 227,930 80,524 555,613 : : : : Changes from: November 15, 2016 : : -32,195 -35,729 -16,430 -6,026 -87,134 22,304 -2,699 -1,922 -23,341 -1,906 -145,988 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.3 22.3 7.8 10.8 16.4 13.4 6.2 15.9 8.7 3.1 21.1 : : : : Number of Traders in Each Category Total Traders: 452 : : 59 79 22 21 40 74 48 92 107 76 140 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 226,718 : : Positions : : 96,672 124,788 1,236 775 6,463 53,317 19,600 63,070 1,423 6,725 3,367 : : : : Changes from: November 15, 2016 : : 4,886 4,457 818 -1,535 37 -2,154 -789 6,930 221 1,343 -2,673 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 55.0 0.5 0.3 2.9 23.5 8.6 27.8 0.6 3.0 1.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 113,354 : : Positions : : 17,264 9,189 9,827 38,732 1,890 3,840 0 0 52,264 15,997 2,658 : : : : Changes from: November 15, 2016 : : -344 -413 342 456 0 -1,380 0 0 1,427 195 866 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.2 8.1 8.7 34.2 1.7 3.4 0.0 0.0 46.1 14.1 2.3 : : : : Number of Traders in Each Category Total Traders: 22 : : . . . 6 6 . 0 0 5 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 82,495 : : Positions : : 6,150 7,994 13,813 28,522 24,366 39 0 76 21,851 0 11,083 : : : : Changes from: November 15, 2016 : : -246 -1,380 -432 -471 -647 -4 0 -25 -745 0 -570 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.5 9.7 16.7 34.6 29.5 0.0 0.0 0.1 26.5 0.0 13.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 4 5 7 9 16 . 0 . 9 0 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 128,505 : : Positions : : 17,133 11,968 13,586 3,264 14,290 2,721 81 2,983 19,540 42,391 46,094 : : : : Changes from: November 15, 2016 : : -2,564 407 496 35 -1,226 54 10 -355 2,442 1,146 4,368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 9.3 10.6 2.5 11.1 2.1 0.1 2.3 15.2 33.0 35.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 12 11 5 . 6 . . . 15 13 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 139,283 : : Positions : : 23,791 70,164 0 19,174 3,236 76,449 7,534 29,261 0 3,393 5,649 : : : : Changes from: November 15, 2016 : : -645 4,460 -512 -1,021 -727 5,139 1,132 1,724 0 205 1,212 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.1 50.4 0.0 13.8 2.3 54.9 5.4 21.0 0.0 2.4 4.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 6 11 0 4 4 . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 10,430 : : Positions : : 8,695 8,013 848 1,770 572 0 0 0 315 0 0 : : : : Changes from: November 15, 2016 : : -1,143 -799 -192 -671 -15 -60 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 76.8 8.1 17.0 5.5 0.0 0.0 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 8 . 6 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 393,895 : : Positions : : 118,809 222,853 52,778 3,224 15,886 48,876 31,863 42,900 57,306 21,857 34,775 : : : : Changes from: November 15, 2016 : : 10,422 5,074 -598 969 -958 -4,576 4,208 1,877 -2,552 -5,160 3,433 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 56.6 13.4 0.8 4.0 12.4 8.1 10.9 14.5 5.5 8.8 : : : : Number of Traders in Each Category Total Traders: 258 : : 73 90 17 5 16 52 34 44 28 24 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 12,986 : : Positions : : 6,919 8,938 1,498 155 122 350 0 0 2,034 896 330 : : : : Changes from: November 15, 2016 : : 1,002 1,144 0 -461 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 68.8 11.5 1.2 0.9 2.7 0.0 0.0 15.7 6.9 2.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 12 . . . . 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 20,301 : : Positions : : 9,302 11,013 724 275 225 0 0 0 1,839 23 7,115 : : : : Changes from: November 15, 2016 : : 1,476 1,326 80 -50 0 0 0 0 -412 23 1,025 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 54.2 3.6 1.4 1.1 0.0 0.0 0.0 9.1 0.1 35.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 14 . . . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 13,956 : : Positions : : 12,466 11,491 380 1,275 0 0 0 0 40 0 230 : : : : Changes from: November 15, 2016 : : 180 -95 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 82.3 2.7 9.1 0.0 0.0 0.0 0.0 0.3 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 20 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #111A41 Open Interest is 21,830 : : Positions : : 11,860 12,832 1,122 125 270 0 2,697 81 2,734 1,737 493 : : : : Changes from: November 15, 2016 : : 599 889 0 125 210 0 0 0 226 -70 202 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 58.8 5.1 0.6 1.2 0.0 12.4 0.4 12.5 8.0 2.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 15 . . . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 35,060 : : Positions : : 22,214 34,323 9,622 0 0 0 0 0 2,443 233 464 : : : : Changes from: November 15, 2016 : : 900 1,110 0 0 0 0 0 0 210 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 97.9 27.4 0.0 0.0 0.0 0.0 0.0 7.0 0.7 1.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 15 7 0 0 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 3,665 : : Positions : : 1,470 825 425 375 1,350 0 0 0 25 720 395 : : : : Changes from: November 15, 2016 : : 0 75 0 0 25 0 0 0 0 -75 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 22.5 11.6 10.2 36.8 0.0 0.0 0.0 0.7 19.6 10.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 5 5 . . 0 0 0 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 5,022 : : Positions : : 1,335 3,769 2,010 50 120 0 0 0 1,549 1,083 0 : : : : Changes from: November 15, 2016 : : -103 -203 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 75.0 40.0 1.0 2.4 0.0 0.0 0.0 30.8 21.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 6 9 4 . . 0 0 0 6 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 19,693 : : Positions : : 9,928 8,269 2,566 2,331 3,900 70 0 0 1,053 4,156 807 : : : : Changes from: November 15, 2016 : : 246 278 -120 291 159 0 -144 -156 -17 -72 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 42.0 13.0 11.8 19.8 0.4 0.0 0.0 5.3 21.1 4.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 18 17 6 6 9 . 0 0 5 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 5,340 : : Positions : : 2,829 2,149 1,261 0 334 0 0 0 126 2,237 124 : : : : Changes from: November 15, 2016 : : 184 350 79 -7 3 0 0 0 37 -71 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 40.2 23.6 0.0 6.3 0.0 0.0 0.0 2.4 41.9 2.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 15 8 0 8 0 0 0 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 3,807 : : Positions : : 2,462 1,810 480 620 70 0 0 0 90 802 385 : : : : Changes from: November 15, 2016 : : 65 385 120 -150 20 0 0 0 0 -50 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 47.5 12.6 16.3 1.8 0.0 0.0 0.0 2.4 21.1 10.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 7 . . . 0 0 0 . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 10,870 : : Positions : : 8,249 4,861 122 1,203 439 550 0 0 648 3,628 652 : : : : Changes from: November 15, 2016 : : 1,163 488 0 27 93 0 0 0 -5 684 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 44.7 1.1 11.1 4.0 5.1 0.0 0.0 6.0 33.4 6.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 22 23 . 5 . . 0 0 5 9 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 1,951 : : Positions : : 503 870 138 50 40 0 0 0 820 478 354 : : : : Changes from: November 15, 2016 : : -10 20 0 0 0 0 0 0 160 120 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 44.6 7.1 2.6 2.1 0.0 0.0 0.0 42.0 24.5 18.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 9 15 . . . 0 0 0 9 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 23,536 : : Positions : : 10,326 10,277 966 832 751 0 0 0 1,842 4,364 4,275 : : : : Changes from: November 15, 2016 : : 782 1,087 35 84 40 0 0 0 -151 43 826 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 43.7 4.1 3.5 3.2 0.0 0.0 0.0 7.8 18.5 18.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . 0 0 0 . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated November 25, 2016