Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 54,187 : : Positions : : 36,090 41,167 3,727 2,110 4,755 96 0 360 7,174 4,274 1,442 : : : : Changes from: December 27, 2016 : : 732 -211 -161 129 -114 0 0 0 113 766 -116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 76.0 6.9 3.9 8.8 0.2 0.0 0.7 13.2 7.9 2.7 : : : : Number of Traders in Each Category Total Traders: 65 : : 30 35 6 6 6 . 0 . 10 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 5,631 : : Positions : : 4,401 5,087 960 274 270 0 0 0 0 0 0 : : : : Changes from: December 27, 2016 : : 155 155 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 90.3 17.0 4.9 4.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 12,212 : : Positions : : 5,631 6,601 1,015 319 3,029 0 0 260 332 332 1,259 : : : : Changes from: December 27, 2016 : : 192 260 2 3 -22 0 0 140 -59 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 54.1 8.3 2.6 24.8 0.0 0.0 2.1 2.7 2.7 10.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 26 4 5 9 0 0 . 7 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 2,333 : : Positions : : 1,429 1,618 124 51 263 0 0 0 82 25 140 : : : : Changes from: December 27, 2016 : : 16 31 -28 0 0 0 0 0 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 69.4 5.3 2.2 11.3 0.0 0.0 0.0 3.5 1.1 6.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 14,276 : : Positions : : 8,118 9,795 461 69 2,561 0 0 0 1,716 445 877 : : : : Changes from: December 27, 2016 : : 116 135 6 9 114 0 0 0 11 -10 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 68.6 3.2 0.5 17.9 0.0 0.0 0.0 12.0 3.1 6.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 33 . . 6 0 0 0 6 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 9,800 : : Positions : : 6,611 3,291 1,835 3,598 824 0 0 0 124 1,438 194 : : : : Changes from: December 27, 2016 : : 20 -10 992 749 0 0 0 0 0 101 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 33.6 18.7 36.7 8.4 0.0 0.0 0.0 1.3 14.7 2.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 19 . 5 4 0 0 0 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 1,857 : : Positions : : 1,054 843 125 100 0 0 0 0 210 149 275 : : : : Changes from: December 27, 2016 : : -65 35 0 -160 0 0 0 0 -30 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 45.4 6.7 5.4 0.0 0.0 0.0 0.0 11.3 8.0 14.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 13 . . 0 0 0 0 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 24,538 : : Positions : : 16,243 12,704 2,525 3,108 4,664 0 0 0 235 3,213 810 : : : : Changes from: December 27, 2016 : : -382 72 35 -382 171 0 0 0 0 -47 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 51.8 10.3 12.7 19.0 0.0 0.0 0.0 1.0 13.1 3.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 14 7 . 6 0 0 0 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 6,677 : : Positions : : 3,783 2,639 290 1,051 463 0 0 0 1,326 2,023 283 : : : : Changes from: December 27, 2016 : : 29 99 0 -20 50 0 0 0 25 -51 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 39.5 4.3 15.7 6.9 0.0 0.0 0.0 19.9 30.3 4.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 19 19 . 6 5 0 0 0 11 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 6,915 : : Positions : : 4,208 3,079 739 2,021 422 300 0 0 132 921 266 : : : : Changes from: December 27, 2016 : : -108 97 65 -107 53 75 0 0 0 -30 32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 44.5 10.7 29.2 6.1 4.3 0.0 0.0 1.9 13.3 3.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 4 . 6 . 0 0 . . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 429,039 : : Positions : : 114,616 270,754 80,632 3,417 14,351 53,334 14,399 26,778 48,535 32,811 40,500 : : : : Changes from: December 27, 2016 : : -7,898 -683 -998 -92 -1,627 4,872 -734 -2,155 1,767 940 -3,574 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 63.1 18.8 0.8 3.3 12.4 3.4 6.2 11.3 7.6 9.4 : : : : Number of Traders in Each Category Total Traders: 201 : : 64 69 21 4 18 41 11 32 19 22 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 22,499 : : Positions : : 12,186 7,520 845 5,597 4,193 0 0 0 832 490 2,845 : : : : Changes from: December 27, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 33.4 3.8 24.9 18.6 0.0 0.0 0.0 3.7 2.2 12.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . 4 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 53,964 : : Positions : : 40,154 44,278 4,104 1,600 1,448 0 0 0 0 1,000 0 : : : : Changes from: December 27, 2016 : : 4,398 4,863 -75 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 82.1 7.6 3.0 2.7 0.0 0.0 0.0 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 23 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 5,409 : : Positions : : 254 2,514 189 265 595 1,088 54 723 1,480 501 564 : : : : Changes from: December 27, 2016 : : -70 284 189 -7 0 -52 13 -2 64 -95 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.7 46.5 3.5 4.9 11.0 20.1 1.0 13.4 27.4 9.3 10.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 5 13 . . . 8 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 3,836 : : Positions : : 3,570 3,094 90 0 0 0 0 0 0 522 20 : : : : Changes from: December 27, 2016 : : -546 -247 43 0 -23 0 0 0 0 -238 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 80.7 2.3 0.0 0.0 0.0 0.0 0.0 0.0 13.6 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 16 . 0 0 0 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 47,264 : : Positions : : 28,674 31,100 1,112 1,437 1,073 6,715 129 3,650 834 4,845 4,883 : : : : Changes from: December 27, 2016 : : -7,951 -6,735 10 -1,030 70 -1,010 -99 79 -203 -1,152 -912 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 65.8 2.4 3.0 2.3 14.2 0.3 7.7 1.8 10.3 10.3 : : : : Number of Traders in Each Category Total Traders: 105 : : 43 58 . . 4 11 . 5 6 16 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 2,518 : : Positions : : 713 1,489 222 219 120 0 44 43 877 182 200 : : : : Changes from: December 27, 2016 : : -1,364 -1,020 -5 -239 80 0 -220 0 -677 -751 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 59.1 8.8 8.7 4.8 0.0 1.7 1.7 34.8 7.2 7.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 7 11 . . . 0 . . 8 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 529,917 : : Positions : : 198,752 164,421 32,080 63,110 74,393 46,871 21,910 48,777 27,780 61,860 72,255 : : : : Changes from: December 27, 2016 : : 12,155 3,175 -97 7,199 2,676 -4,044 2,148 1,169 450 -2,406 -7,213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 31.0 6.1 11.9 14.0 8.8 4.1 9.2 5.2 11.7 13.6 : : : : Number of Traders in Each Category Total Traders: 141 : : 41 37 12 10 19 15 13 18 10 26 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 2,089,324 : : Positions : : 312,021 593,460 145,217 330,542 182,940 356,275 76,578 445,192 251,842 91,465 285,775 : : : : Changes from: December 27, 2016 : : 30,865 35,538 436 3,157 -663 -821 4,721 367 73 -611 11,353 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.9 28.4 7.0 15.8 8.8 17.1 3.7 21.3 12.1 4.4 13.7 : : : : Number of Traders in Each Category Total Traders: 425 : : 63 81 23 22 35 75 45 80 84 53 111 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 115,318 : : Positions : : 26,059 17,707 17,770 34,797 1,344 0 0 0 52,415 18,742 1,190 : : : : Changes from: December 27, 2016 : : -1,277 1,838 -2,187 2,735 -712 0 0 0 -2,745 -2,005 -768 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.6 15.4 15.4 30.2 1.2 0.0 0.0 0.0 45.5 16.3 1.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 8 10 . 5 5 0 0 0 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 118,105 : : Positions : : 12,530 6,261 25,006 4,724 5,771 1,900 11,293 1,090 20,263 44,039 36,937 : : : : Changes from: December 27, 2016 : : -103 -323 2,081 1,212 -1,153 0 670 45 -24 769 -6,983 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 5.3 21.2 4.0 4.9 1.6 9.6 0.9 17.2 37.3 31.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 7 9 6 . 5 . . . 14 13 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 9,990 : : Positions : : 8,090 7,683 1,173 1,560 517 0 0 0 210 0 0 : : : : Changes from: December 27, 2016 : : -15 15 0 -30 0 0 0 0 0 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-All Futures Combined Positions as of January 3, 2017 : 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 408,987 : : Positions : : 114,057 244,805 49,145 8,467 18,637 80,491 19,070 35,040 61,670 46,940 22,388 : : : : Changes from: December 27, 2016 : : -7,148 3,442 -405 14 1,156 11,929 754 -1,946 1,436 1,872 660 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 59.9 12.0 2.1 4.6 19.7 4.7 8.6 15.1 11.5 5.5 : : : : Number of Traders in Each Category Total Traders: 278 : : 65 82 15 9 15 66 26 42 33 29 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 8,687 : : Positions : : 2,784 4,894 913 235 44 50 242 376 2,319 1,110 50 : : : : Changes from: December 27, 2016 : : -3,588 -2,664 -28 -993 24 50 242 93 -455 -29 -460 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 56.3 10.5 2.7 0.5 0.6 2.8 4.3 26.7 12.8 0.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 6 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 36,488 : : Positions : : 23,974 34,815 8,685 0 408 0 0 0 2,708 814 431 : : : : Changes from: December 27, 2016 : : 400 535 75 0 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 95.4 23.8 0.0 1.1 0.0 0.0 0.0 7.4 2.2 1.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 18 7 0 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 6,185 : : Positions : : 2,640 1,700 655 215 1,600 0 0 0 100 1,500 1,070 : : : : Changes from: December 27, 2016 : : -35 85 125 25 210 0 0 0 0 -120 235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 27.5 10.6 3.5 25.9 0.0 0.0 0.0 1.6 24.3 17.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 6 5 5 . . 0 0 0 . 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 7,577 : : Positions : : 3,977 6,116 1,760 35 110 0 0 0 1,334 909 392 : : : : Changes from: December 27, 2016 : : -115 -275 -60 0 0 0 0 0 -55 45 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 80.7 23.2 0.5 1.5 0.0 0.0 0.0 17.6 12.0 5.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 11 . . . 0 0 0 6 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 16,420 : : Positions : : 5,261 6,526 3,044 2,511 3,731 82 0 0 2,717 2,894 287 : : : : Changes from: December 27, 2016 : : -1,196 -937 15 156 -430 47 0 0 117 -434 -661 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 39.7 18.5 15.3 22.7 0.5 0.0 0.0 16.5 17.6 1.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 12 13 7 6 9 . 0 0 6 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 5,169 : : Positions : : 2,029 2,271 1,365 17 427 0 0 0 250 1,792 216 : : : : Changes from: December 27, 2016 : : -35 72 -5 0 0 0 0 0 0 -74 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 43.9 26.4 0.3 8.3 0.0 0.0 0.0 4.8 34.7 4.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 15 7 . 7 0 0 0 . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 4,346 : : Positions : : 3,049 2,541 635 390 20 0 0 0 177 1,055 320 : : : : Changes from: December 27, 2016 : : 0 45 25 0 0 0 0 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 58.5 14.6 9.0 0.5 0.0 0.0 0.0 4.1 24.3 7.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 7 . . . 0 0 0 . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 8,505 : : Positions : : 6,392 3,853 109 1,236 533 145 0 0 117 1,938 803 : : : : Changes from: December 27, 2016 : : -1,502 -1,252 -23 85 -280 -255 0 0 -374 -921 -139 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 45.3 1.3 14.5 6.3 1.7 0.0 0.0 1.4 22.8 9.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 16 . 5 . . 0 0 . 9 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 2,132 : : Positions : : 485 897 153 185 25 0 0 0 1,011 616 333 : : : : Changes from: December 27, 2016 : : 70 5 0 -5 0 0 0 0 -60 60 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 42.1 7.2 8.7 1.2 0.0 0.0 0.0 47.4 28.9 15.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 10 15 . . . 0 0 0 8 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2017 : 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 21,697 : : Positions : : 7,686 5,725 4,345 499 1,362 774 0 0 1,051 8,986 2,719 : : : : Changes from: December 27, 2016 : : -1,571 -2,126 -794 -662 -318 0 0 0 -529 278 -1,956 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 26.4 20.0 2.3 6.3 3.6 0.0 0.0 4.8 41.4 12.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 8 . . 5 . 0 0 . 6 5 : ----------------------------------------------------------------------------------------------------------------
Updated January 6, 2017