Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 52,382 : : Positions : : 34,223 40,561 3,878 2,001 4,869 96 0 360 7,003 3,102 1,410 : : : : Changes from: December 13, 2016 : : -485 -437 335 175 -815 0 -35 -20 349 511 -242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 77.4 7.4 3.8 9.3 0.2 0.0 0.7 13.4 5.9 2.7 : : : : Number of Traders in Each Category Total Traders: 65 : : 31 35 7 5 6 . 0 . 11 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 5,543 : : Positions : : 4,313 4,999 960 274 270 0 0 0 0 0 0 : : : : Changes from: December 13, 2016 : : -115 -89 0 -26 26 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 90.2 17.3 4.9 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 11,890 : : Positions : : 5,986 6,998 999 239 2,442 0 0 200 395 332 1,173 : : : : Changes from: December 13, 2016 : : 346 363 50 2 7 0 0 0 38 33 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 58.9 8.4 2.0 20.5 0.0 0.0 1.7 3.3 2.8 9.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 26 . 4 7 0 0 . 8 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 2,250 : : Positions : : 1,350 1,549 179 51 236 0 0 0 127 25 125 : : : : Changes from: December 13, 2016 : : -9 21 -28 0 14 0 0 0 56 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 68.8 8.0 2.3 10.5 0.0 0.0 0.0 5.6 1.1 5.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 13,116 : : Positions : : 7,523 9,334 470 0 1,959 0 0 0 1,708 445 933 : : : : Changes from: December 13, 2016 : : 413 428 -110 -13 -18 0 0 0 77 -9 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 71.2 3.6 0.0 14.9 0.0 0.0 0.0 13.0 3.4 7.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 28 35 4 0 5 0 0 0 6 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 8,726 : : Positions : : 6,502 3,120 652 2,780 824 0 0 0 139 1,328 183 : : : : Changes from: December 13, 2016 : : 316 150 -30 0 13 0 0 0 -15 81 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 35.8 7.5 31.9 9.4 0.0 0.0 0.0 1.6 15.2 2.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 19 . . 4 0 0 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 1,537 : : Positions : : 977 646 125 260 0 0 0 0 220 149 115 : : : : Changes from: December 13, 2016 : : 70 -62 0 0 0 0 0 0 -10 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 42.0 8.1 16.9 0.0 0.0 0.0 0.0 14.3 9.7 7.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 10 . . 0 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 24,466 : : Positions : : 16,667 12,632 2,490 3,490 4,193 0 0 0 235 3,320 810 : : : : Changes from: December 13, 2016 : : 2,236 1,747 -300 -135 1,380 0 0 0 -5 319 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 51.6 10.2 14.3 17.1 0.0 0.0 0.0 1.0 13.6 3.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 14 6 . 6 0 0 0 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 6,247 : : Positions : : 3,484 2,290 290 1,091 374 0 0 0 1,310 2,014 178 : : : : Changes from: December 13, 2016 : : 490 387 -40 -17 145 0 0 0 -32 34 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 36.7 4.6 17.5 6.0 0.0 0.0 0.0 21.0 32.2 2.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 17 18 . 6 5 0 0 0 10 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 6,773 : : Positions : : 4,626 2,942 389 2,133 349 225 0 0 122 976 214 : : : : Changes from: December 13, 2016 : : 437 548 41 -53 70 0 0 0 14 37 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 43.4 5.7 31.5 5.2 3.3 0.0 0.0 1.8 14.4 3.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 . . 5 . 0 0 . . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 472,435 : : Positions : : 119,322 265,167 85,501 1,404 25,056 44,121 16,715 44,638 44,514 28,837 62,575 : : : : Changes from: December 13, 2016 : : -818 -7,994 189 360 1,037 2,341 1,910 -3,729 -1,607 6,435 -3,863 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.3 56.1 18.1 0.3 5.3 9.3 3.5 9.4 9.4 6.1 13.2 : : : : Number of Traders in Each Category Total Traders: 207 : : 70 76 22 . 21 34 15 33 21 22 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 48,540 : : Positions : : 35,315 38,934 4,179 1,600 1,438 0 0 0 0 1,000 0 : : : : Changes from: December 13, 2016 : : -62 -102 30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 80.2 8.6 3.3 3.0 0.0 0.0 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 24 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 5,345 : : Positions : : 264 2,329 0 244 595 1,314 14 753 1,460 655 540 : : : : Changes from: December 13, 2016 : : -18 -453 0 -18 100 -80 14 84 -31 329 144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.9 43.6 0.0 4.6 11.1 24.6 0.3 14.1 27.3 12.3 10.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 6 10 0 . . 10 . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 4,307 : : Positions : : 3,951 3,250 0 0 0 0 0 0 0 736 50 : : : : Changes from: December 13, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 75.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 17.1 1.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 15 0 0 0 0 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 62,352 : : Positions : : 36,934 40,565 1,032 2,772 1,130 7,650 0 3,729 1,592 3,973 9,961 : : : : Changes from: December 13, 2016 : : 1,393 1,811 -21 118 -54 404 -29 488 197 46 -560 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 65.1 1.7 4.4 1.8 12.3 0.0 6.0 2.6 6.4 16.0 : : : : Number of Traders in Each Category Total Traders: 110 : : 51 64 . . . 11 0 5 10 15 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 4,513 : : Positions : : 2,052 2,473 227 434 20 0 276 34 1,525 953 230 : : : : Changes from: December 13, 2016 : : 83 206 52 67 10 0 0 0 171 59 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 54.8 5.0 9.6 0.4 0.0 6.1 0.8 33.8 21.1 5.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 15 17 . . . 0 . . 7 9 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 717,958 : : Positions : : 203,674 173,915 13,907 65,678 164,321 47,201 20,018 56,769 29,063 37,102 185,080 : : : : Changes from: December 13, 2016 : : -19,452 -18,860 3,142 -7,381 -14,462 10,257 -1,919 -8,934 -9,000 13,996 -35,043 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 24.2 1.9 9.1 22.9 6.6 2.8 7.9 4.0 5.2 25.8 : : : : Number of Traders in Each Category Total Traders: 140 : : 41 39 10 11 20 18 11 18 15 24 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 2,720,965 : : Positions : : 365,127 622,395 116,328 372,954 443,289 356,769 50,613 536,590 252,824 62,713 540,899 : : : : Changes from: December 13, 2016 : : -52,806 -47,763 2,790 10,195 -43,344 -2,689 -5,699 -26,425 4,052 -8,516 -96,216 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 22.9 4.3 13.7 16.3 13.1 1.9 19.7 9.3 2.3 19.9 : : : : Number of Traders in Each Category Total Traders: 468 : : 65 87 20 24 42 84 47 92 112 67 137 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 212,994 : : Positions : : 78,505 126,642 1,675 3,005 4,347 70,948 18,980 52,413 201 2,498 3,769 : : : : Changes from: December 13, 2016 : : -17,713 -15,810 1,675 -942 98 338 -1,350 -14,551 -1,362 904 -1,397 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 59.5 0.8 1.4 2.0 33.3 8.9 24.6 0.1 1.2 1.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 121,691 : : Positions : : 26,153 15,550 19,639 32,237 2,056 0 0 0 54,493 20,369 1,838 : : : : Changes from: December 13, 2016 : : 9,159 866 939 711 188 0 0 0 -242 564 625 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.5 12.8 16.1 26.5 1.7 0.0 0.0 0.0 44.8 16.7 1.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 8 8 . 4 5 0 0 0 5 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 89,320 : : Positions : : 7,426 4,924 15,659 36,038 23,400 0 0 0 27,713 46 10,524 : : : : Changes from: December 13, 2016 : : -130 -339 -491 27 -726 0 0 0 330 22 -457 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.3 5.5 17.5 40.3 26.2 0.0 0.0 0.0 31.0 0.1 11.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 4 5 6 11 17 0 0 0 9 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 145,440 : : Positions : : 12,948 12,397 24,324 2,259 12,394 1,900 8,035 1,119 18,571 40,359 60,828 : : : : Changes from: December 13, 2016 : : 1,028 -50 5,971 -1,138 -2,510 -811 3,400 -444 -2,885 3,032 2,951 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.9 8.5 16.7 1.6 8.5 1.3 5.5 0.8 12.8 27.7 41.8 : : : : Number of Traders in Each Category Total Traders: 57 : : 10 11 5 . 6 . . . 15 14 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Z Open Interest is 30,839 : : Positions : : 6,696 10,742 16,242 1,130 1,815 1,497 13,512 2,306 138 56 983 : : : : Changes from: December 13, 2016 : : 967 3,198 5,295 1,077 1,261 937 2,945 523 19 36 363 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.7 34.8 52.7 3.7 5.9 4.9 43.8 7.5 0.4 0.2 3.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 8 8 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 129,401 : : Positions : : 17,055 73,184 553 16,663 3,171 79,156 4,949 24,445 0 1,243 4,688 : : : : Changes from: December 13, 2016 : : -8,702 -2,721 553 592 -1,132 2,713 -2,366 -3,088 -1 -1,122 103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 56.6 0.4 12.9 2.5 61.2 3.8 18.9 0.0 1.0 3.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 5 10 . 4 . . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 10,005 : : Positions : : 8,105 7,698 1,173 1,560 517 0 0 0 210 0 0 : : : : Changes from: December 13, 2016 : : -900 -745 -35 -270 -55 0 0 0 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 76.9 11.7 15.6 5.2 0.0 0.0 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 7 . 5 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 395,964 : : Positions : : 121,239 234,513 50,189 8,947 19,343 59,682 16,803 38,694 56,965 38,705 23,622 : : : : Changes from: December 13, 2016 : : 2,244 3,874 244 372 3,968 3,962 -292 -948 1,358 6,746 -2,790 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 59.2 12.7 2.3 4.9 15.1 4.2 9.8 14.4 9.8 6.0 : : : : Number of Traders in Each Category Total Traders: 263 : : 67 89 14 9 18 63 19 43 27 26 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 9,721 : : Positions : : 4,883 5,424 1,043 1,228 20 0 0 0 1,274 463 360 : : : : Changes from: December 13, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 55.8 10.7 12.6 0.2 0.0 0.0 0.0 13.1 4.8 3.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 8 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 20,024 : : Positions : : 5,658 6,678 1,222 1,144 4,246 0 0 0 1,850 417 5,950 : : : : Changes from: December 13, 2016 : : -2,251 -2,310 0 114 2,081 0 0 0 -5 0 237 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 33.3 6.1 5.7 21.2 0.0 0.0 0.0 9.2 2.1 29.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 11 . . 4 0 0 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 17,025 : : Positions : : 15,740 14,990 300 1,145 0 0 0 0 0 390 0 : : : : Changes from: December 13, 2016 : : 1,610 1,565 0 130 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 88.0 1.8 6.7 0.0 0.0 0.0 0.0 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 20 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #111A41 Open Interest is 19,644 : : Positions : : 7,452 6,350 1,039 2,591 667 0 2,585 226 3,313 1,446 1,462 : : : : Changes from: December 13, 2016 : : -135 175 187 715 25 0 -150 0 1,100 -177 303 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 32.3 5.3 13.2 3.4 0.0 13.2 1.2 16.9 7.4 7.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 5 7 . . . 0 . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 35,097 : : Positions : : 22,889 33,515 8,578 0 300 0 0 0 2,648 812 400 : : : : Changes from: December 13, 2016 : : 2,051 2,056 -15 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 95.5 24.4 0.0 0.9 0.0 0.0 0.0 7.5 2.3 1.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 17 7 0 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 5,545 : : Positions : : 2,675 1,615 530 190 1,360 0 0 0 100 1,620 760 : : : : Changes from: December 13, 2016 : : 50 225 75 0 0 0 0 0 75 -25 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 29.1 9.6 3.4 24.5 0.0 0.0 0.0 1.8 29.2 13.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 5 5 . . 0 0 0 . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 7,742 : : Positions : : 4,042 6,341 1,820 35 110 0 0 0 1,389 864 377 : : : : Changes from: December 13, 2016 : : 1,615 1,685 0 0 0 0 0 0 -30 -100 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 81.9 23.5 0.5 1.4 0.0 0.0 0.0 17.9 11.2 4.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 11 . . . 0 0 0 6 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 18,539 : : Positions : : 7,445 8,043 2,654 2,355 3,561 35 0 0 2,580 3,386 948 : : : : Changes from: December 13, 2016 : : -75 -12 65 0 -46 0 0 0 100 135 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 43.4 14.3 12.7 19.2 0.2 0.0 0.0 13.9 18.3 5.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 18 16 6 6 9 . 0 0 5 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 5,142 : : Positions : : 2,387 2,329 1,214 0 255 0 0 0 256 1,881 183 : : : : Changes from: December 13, 2016 : : -132 138 125 0 -17 0 0 0 4 -13 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 45.3 23.6 0.0 5.0 0.0 0.0 0.0 5.0 36.6 3.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 15 7 0 6 0 0 0 . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 4,208 : : Positions : : 2,936 2,411 610 390 20 0 0 0 177 1,047 320 : : : : Changes from: December 13, 2016 : : 437 237 0 0 0 0 0 0 0 200 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 57.3 14.5 9.3 0.5 0.0 0.0 0.0 4.2 24.9 7.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 7 . . . 0 0 0 . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 10,866 : : Positions : : 7,855 5,045 132 1,066 813 400 0 0 473 2,897 931 : : : : Changes from: December 13, 2016 : : 291 411 5 0 195 0 0 0 5 -133 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 46.4 1.2 9.8 7.5 3.7 0.0 0.0 4.4 26.7 8.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 21 24 . 4 4 . 0 0 4 10 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 1,942 : : Positions : : 435 822 153 140 25 0 0 0 891 516 343 : : : : Changes from: December 13, 2016 : : -80 20 -15 40 -5 0 0 0 190 20 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 42.3 7.9 7.2 1.3 0.0 0.0 0.0 45.9 26.6 17.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 8 14 . . . 0 0 0 7 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 27,053 : : Positions : : 9,451 8,521 5,239 469 1,462 774 0 0 1,486 9,055 4,788 : : : : Changes from: December 13, 2016 : : -1,060 884 4,029 -25 387 0 0 0 -51 1,859 1,045 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 31.5 19.4 1.7 5.4 2.9 0.0 0.0 5.5 33.5 17.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 9 . . 4 . 0 0 . 6 7 : ----------------------------------------------------------------------------------------------------------------
Updated December 23, 2016