Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 53,733 : : Positions : : 35,358 41,378 3,888 1,981 4,869 96 0 360 7,061 3,508 1,558 : : : : Changes from: December 20, 2016 : : 1,135 817 10 -20 0 0 0 0 58 406 148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 77.0 7.2 3.7 9.1 0.2 0.0 0.7 13.1 6.5 2.9 : : : : 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 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 5,476 : : Positions : : 4,246 4,932 960 274 270 0 0 0 0 0 0 : : : : Changes from: December 20, 2016 : : -67 -67 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 90.1 17.5 5.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 11,797 : : Positions : : 5,439 6,341 1,013 316 3,051 0 0 120 391 332 1,159 : : : : Changes from: December 20, 2016 : : -547 -657 14 77 609 0 0 -80 -4 0 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 53.8 8.6 2.7 25.9 0.0 0.0 1.0 3.3 2.8 9.8 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 25 4 5 9 0 0 . 8 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 2,313 : : Positions : : 1,413 1,587 152 51 263 0 0 0 127 25 140 : : : : Changes from: December 20, 2016 : : 63 38 -27 0 27 0 0 0 0 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 68.6 6.6 2.2 11.4 0.0 0.0 0.0 5.5 1.1 6.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 13,997 : : Positions : : 8,002 9,660 455 60 2,447 0 0 0 1,705 455 875 : : : : Changes from: December 20, 2016 : : 479 326 -15 60 488 0 0 0 -3 10 -58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 69.0 3.3 0.4 17.5 0.0 0.0 0.0 12.2 3.3 6.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 33 4 . 6 0 0 0 6 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 8,995 : : Positions : : 6,591 3,301 843 2,849 824 0 0 0 124 1,337 199 : : : : Changes from: December 20, 2016 : : 89 181 191 69 0 0 0 0 -15 9 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 36.7 9.4 31.7 9.2 0.0 0.0 0.0 1.4 14.9 2.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 19 . 4 4 0 0 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 1,692 : : Positions : : 1,119 808 125 260 0 0 0 0 240 149 125 : : : : Changes from: December 20, 2016 : : 142 162 0 0 0 0 0 0 20 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 47.8 7.4 15.4 0.0 0.0 0.0 0.0 14.2 8.8 7.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 12 . . 0 0 0 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 24,724 : : Positions : : 16,625 12,632 2,490 3,490 4,493 0 0 0 235 3,260 810 : : : : Changes from: December 20, 2016 : : -42 0 0 0 300 0 0 0 0 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 51.1 10.1 14.1 18.2 0.0 0.0 0.0 1.0 13.2 3.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 14 6 . 6 0 0 0 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 6,594 : : Positions : : 3,754 2,540 290 1,071 413 0 0 0 1,301 2,074 268 : : : : Changes from: December 20, 2016 : : 270 250 0 -20 39 0 0 0 -9 60 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 38.5 4.4 16.2 6.3 0.0 0.0 0.0 19.7 31.5 4.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 19 19 . 6 5 0 0 0 11 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 6,829 : : Positions : : 4,316 2,982 674 2,128 369 225 0 0 132 951 234 : : : : Changes from: December 20, 2016 : : -310 40 285 -5 20 0 0 0 10 -25 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 43.7 9.9 31.2 5.4 3.3 0.0 0.0 1.9 13.9 3.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 4 . 6 . 0 0 . . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 465,366 : : Positions : : 124,180 276,854 83,918 3,509 23,983 48,468 14,927 30,885 46,786 31,084 55,195 : : : : Changes from: December 20, 2016 : : 4,859 11,687 -1,584 2,105 -1,073 4,347 -1,789 -13,752 2,272 2,247 -7,380 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 59.5 18.0 0.8 5.2 10.4 3.2 6.6 10.1 6.7 11.9 : : : : Number of Traders in Each Category Total Traders: 196 : : 66 72 21 4 21 37 10 28 21 19 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 48,981 : : Positions : : 35,756 39,415 4,179 1,600 1,438 0 0 0 0 1,000 0 : : : : Changes from: December 20, 2016 : : 441 481 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 80.5 8.5 3.3 2.9 0.0 0.0 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 23 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 5,161 : : Positions : : 324 2,230 0 272 595 1,140 41 725 1,416 596 552 : : : : Changes from: December 20, 2016 : : 60 -99 0 28 0 -174 27 -28 -44 -59 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.3 43.2 0.0 5.3 11.5 22.1 0.8 14.0 27.4 11.5 10.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 7 12 0 . . 10 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 4,432 : : Positions : : 4,116 3,341 47 0 23 0 0 0 0 760 50 : : : : Changes from: December 20, 2016 : : 165 91 47 0 23 0 0 0 0 24 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 75.4 1.1 0.0 0.5 0.0 0.0 0.0 0.0 17.1 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 15 . 0 . 0 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 63,122 : : Positions : : 37,555 41,047 1,197 2,736 1,228 7,858 0 3,835 1,205 4,046 10,012 : : : : Changes from: December 20, 2016 : : 620 482 165 -36 98 208 0 106 -386 72 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 65.0 1.9 4.3 1.9 12.4 0.0 6.1 1.9 6.4 15.9 : : : : Number of Traders in Each Category Total Traders: 112 : : 52 65 . . 4 12 0 5 11 14 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 4,676 : : Positions : : 2,077 2,509 227 458 40 0 264 43 1,554 933 290 : : : : Changes from: December 20, 2016 : : 25 36 0 24 20 0 -12 9 29 -20 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 53.7 4.9 9.8 0.9 0.0 5.6 0.9 33.2 20.0 6.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 16 17 . . . 0 . . 7 9 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 729,333 : : Positions : : 194,058 163,874 17,711 68,636 169,349 53,731 19,806 57,545 28,167 45,627 191,920 : : : : Changes from: December 20, 2016 : : -9,616 -10,041 3,804 2,958 5,028 6,530 -212 776 -896 8,525 6,840 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 22.5 2.4 9.4 23.2 7.4 2.7 7.9 3.9 6.3 26.3 : : : : Number of Traders in Each Category Total Traders: 140 : : 38 36 11 12 22 17 12 18 17 24 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 2,760,088 : : Positions : : 363,362 614,449 113,715 378,993 442,289 358,573 50,664 552,979 255,828 61,091 561,784 : : : : Changes from: December 20, 2016 : : -1,765 -7,946 -2,613 6,039 -1,000 1,803 51 16,388 3,004 -1,622 20,885 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 22.3 4.1 13.7 16.0 13.0 1.8 20.0 9.3 2.2 20.4 : : : : Number of Traders in Each Category Total Traders: 453 : : 63 85 19 27 44 81 45 90 96 71 133 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 226,057 : : Positions : : 79,986 133,514 98 3,014 5,900 76,720 16,803 57,247 186 3,619 4,774 : : : : Changes from: December 20, 2016 : : 1,481 6,872 -1,578 9 1,554 5,772 -2,176 4,834 -15 1,121 1,004 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 59.1 0.0 1.3 2.6 33.9 7.4 25.3 0.1 1.6 2.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 15 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 123,431 : : Positions : : 27,336 15,869 19,957 32,062 2,056 0 0 0 55,160 20,747 1,958 : : : : Changes from: December 20, 2016 : : 1,183 319 318 -175 0 0 0 0 667 378 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.1 12.9 16.2 26.0 1.7 0.0 0.0 0.0 44.7 16.8 1.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 9 9 . 4 5 0 0 0 5 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 91,586 : : Positions : : 7,514 4,844 16,067 37,309 23,963 0 0 0 28,844 43 10,505 : : : : Changes from: December 20, 2016 : : 89 -80 409 1,271 563 0 0 0 1,131 -3 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.2 5.3 17.5 40.7 26.2 0.0 0.0 0.0 31.5 0.0 11.5 : : : : 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 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 146,809 : : Positions : : 13,599 12,441 25,801 1,714 13,532 1,900 10,617 1,052 19,254 42,075 57,792 : : : : Changes from: December 20, 2016 : : 651 44 1,477 -545 1,138 0 2,582 -68 683 1,716 -3,036 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.3 8.5 17.6 1.2 9.2 1.3 7.2 0.7 13.1 28.7 39.4 : : : : Number of Traders in Each Category Total Traders: 59 : : 10 11 6 . 7 . . . 13 16 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Z Open Interest is 33,923 : : Positions : : 7,876 9,717 17,091 2,650 1,825 2,393 15,862 2,299 117 42 1,205 : : : : Changes from: December 20, 2016 : : 1,180 -1,024 849 1,520 10 896 2,350 -7 -21 -14 222 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.2 28.6 50.4 7.8 5.4 7.1 46.8 6.8 0.3 0.1 3.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 7 7 4 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 133,449 : : Positions : : 14,685 73,627 3,389 16,559 3,219 79,689 5,148 26,606 0 1,533 5,462 : : : : Changes from: December 20, 2016 : : -2,371 443 2,836 -104 48 533 199 2,161 0 291 774 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 55.2 2.5 12.4 2.4 59.7 3.9 19.9 0.0 1.1 4.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 5 11 . 4 . . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 10,005 : : Positions : : 8,105 7,668 1,173 1,590 517 0 0 0 210 0 0 : : : : Changes from: December 20, 2016 : : 0 -30 0 30 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 76.6 11.7 15.9 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 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 405,803 : : Positions : : 121,358 241,959 49,744 8,436 17,713 68,483 18,392 37,315 60,243 44,596 22,760 : : : : Changes from: December 20, 2016 : : 118 7,446 -445 -511 -1,630 8,801 1,590 -1,379 3,278 5,890 -862 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 59.6 12.3 2.1 4.4 16.9 4.5 9.2 14.8 11.0 5.6 : : : : Number of Traders in Each Category Total Traders: 272 : : 72 89 14 9 17 69 19 40 32 25 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 12,940 : : Positions : : 6,372 7,558 941 1,228 20 0 0 283 2,774 1,139 510 : : : : Changes from: December 20, 2016 : : 1,489 2,134 -102 0 0 0 0 283 1,500 676 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 58.4 7.3 9.5 0.2 0.0 0.0 2.2 21.4 8.8 3.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 9 . . . 0 0 . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 20,679 : : Positions : : 5,763 7,133 1,222 1,144 4,326 0 0 0 2,050 417 6,050 : : : : Changes from: December 20, 2016 : : 105 455 0 0 80 0 0 0 200 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 34.5 5.9 5.5 20.9 0.0 0.0 0.0 9.9 2.0 29.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 . . 4 0 0 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 18,330 : : Positions : : 16,210 15,950 580 1,260 0 0 0 0 0 390 0 : : : : Changes from: December 20, 2016 : : 470 960 280 115 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 87.0 3.2 6.9 0.0 0.0 0.0 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 20 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #111A41 Open Interest is 20,515 : : Positions : : 7,892 7,014 989 3,176 1,001 0 2,435 226 3,313 1,436 1,537 : : : : Changes from: December 20, 2016 : : 440 664 -50 585 334 0 -150 0 0 -10 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 34.2 4.8 15.5 4.9 0.0 11.9 1.1 16.1 7.0 7.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 5 7 . . 5 0 . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 35,953 : : Positions : : 23,574 34,280 8,610 0 408 0 0 0 2,648 814 431 : : : : Changes from: December 20, 2016 : : 685 765 32 0 108 0 0 0 0 2 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 95.3 23.9 0.0 1.1 0.0 0.0 0.0 7.4 2.3 1.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 17 7 0 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 5,650 : : Positions : : 2,675 1,615 530 190 1,390 0 0 0 100 1,620 835 : : : : Changes from: December 20, 2016 : : 0 0 0 0 30 0 0 0 0 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 28.6 9.4 3.4 24.6 0.0 0.0 0.0 1.8 28.7 14.8 : : : : 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 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 7,792 : : Positions : : 4,092 6,391 1,820 35 110 0 0 0 1,389 864 377 : : : : Changes from: December 20, 2016 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 82.0 23.4 0.4 1.4 0.0 0.0 0.0 17.8 11.1 4.8 : : : : 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 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 18,546 : : Positions : : 6,457 7,463 3,029 2,355 4,161 35 0 0 2,600 3,328 948 : : : : Changes from: December 20, 2016 : : -988 -580 375 0 600 0 0 0 20 -58 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 40.2 16.3 12.7 22.4 0.2 0.0 0.0 14.0 17.9 5.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 17 15 7 6 10 . 0 0 5 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 5,195 : : Positions : : 2,064 2,199 1,370 17 427 0 0 0 250 1,866 192 : : : : Changes from: December 20, 2016 : : -323 -130 156 17 172 0 0 0 -6 -15 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 42.3 26.4 0.3 8.2 0.0 0.0 0.0 4.8 35.9 3.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 14 7 . 7 0 0 0 . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 4,321 : : Positions : : 3,049 2,496 610 390 20 0 0 0 177 1,075 320 : : : : Changes from: December 20, 2016 : : 113 85 0 0 0 0 0 0 0 28 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 57.8 14.1 9.0 0.5 0.0 0.0 0.0 4.1 24.9 7.4 : : : : 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 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 10,993 : : Positions : : 7,894 5,105 132 1,151 813 400 0 0 491 2,859 942 : : : : Changes from: December 20, 2016 : : 39 60 0 85 0 0 0 0 18 -38 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 46.4 1.2 10.5 7.4 3.6 0.0 0.0 4.5 26.0 8.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 21 23 . 5 4 . 0 0 4 9 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 2,022 : : Positions : : 415 892 153 190 25 0 0 0 1,071 556 283 : : : : Changes from: December 20, 2016 : : -20 70 0 50 0 0 0 0 180 40 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.5 44.1 7.6 9.4 1.2 0.0 0.0 0.0 53.0 27.5 14.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 9 15 . . . 0 0 0 7 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 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 27,178 : : Positions : : 9,257 7,851 5,139 1,161 1,680 774 0 0 1,580 8,708 4,675 : : : : Changes from: December 20, 2016 : : -194 -670 -100 692 218 0 0 0 94 -347 -113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 28.9 18.9 4.3 6.2 2.8 0.0 0.0 5.8 32.0 17.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 8 . . 5 . 0 0 . 5 6 : ----------------------------------------------------------------------------------------------------------------
Updated December 30, 2016