Disaggregated Commitments of Traders- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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 454,764 : : Positions : : 116,011 275,671 82,729 3,417 22,474 53,220 14,228 28,729 48,250 31,935 51,483 : : : : Changes from: December 27, 2016 : : -8,169 -1,183 -1,189 -92 -1,509 4,752 -699 -2,156 1,464 850 -3,712 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.5 60.6 18.2 0.8 4.9 11.7 3.1 6.3 10.6 7.0 11.3 : : : : Number of Traders in Each Category Total Traders: 201 : : 64 70 21 4 21 41 11 32 19 22 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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 53,283 : : Positions : : 29,577 34,282 1,208 1,714 1,292 6,940 0 3,815 1,091 2,969 9,014 : : : : Changes from: December 27, 2016 : : -7,978 -6,764 11 -1,021 64 -918 0 -19 -114 -1,076 -998 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 64.3 2.3 3.2 2.4 13.0 0.0 7.2 2.0 5.6 16.9 : : : : Number of Traders in Each Category Total Traders: 108 : : 51 61 . . 4 12 0 5 11 12 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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- Options and 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 754,038 : : Positions : : 206,246 167,036 18,705 75,702 174,265 49,571 21,832 58,801 27,589 43,484 189,167 : : : : Changes from: December 27, 2016 : : 12,188 3,162 995 7,066 4,916 -4,160 2,026 1,256 -578 -2,143 -2,753 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 22.2 2.5 10.0 23.1 6.6 2.9 7.8 3.7 5.8 25.1 : : : : Number of Traders in Each Category Total Traders: 143 : : 42 38 10 12 21 16 13 19 13 26 40 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 2,831,064 : : Positions : : 394,147 652,009 116,793 386,021 439,216 360,817 56,349 550,486 253,717 59,150 593,133 : : : : Changes from: December 27, 2016 : : 30,785 37,560 3,078 7,028 -3,073 2,244 5,684 -2,493 -2,111 -1,940 31,349 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.9 23.0 4.1 13.6 15.5 12.7 2.0 19.4 9.0 2.1 21.0 : : : : Number of Traders in Each Category Total Traders: 477 : : 65 87 21 25 43 83 46 96 121 63 148 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 241,976 : : Positions : : 83,402 146,718 416 1,488 6,130 86,907 17,277 60,418 225 5,376 3,299 : : : : Changes from: December 27, 2016 : : 3,415 13,204 318 -1,525 230 10,187 473 3,171 38 1,757 -1,475 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 60.6 0.2 0.6 2.5 35.9 7.1 25.0 0.1 2.2 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 15 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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- Options and 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 82,231 : : Positions : : 6,859 4,449 13,689 33,970 19,596 0 0 0 25,554 56 8,719 : : : : Changes from: December 27, 2016 : : -655 -395 -2,378 -3,339 -4,367 0 0 0 -3,290 13 -1,786 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.3 5.4 16.6 41.3 23.8 0.0 0.0 0.0 31.1 0.1 10.6 : : : : Number of Traders in Each Category Total Traders: 27 : : . 4 4 11 15 0 0 0 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 141,261 : : Positions : : 13,564 12,106 25,981 1,131 14,069 1,900 11,286 1,098 18,984 42,596 50,912 : : : : Changes from: December 27, 2016 : : -35 -335 181 -584 538 0 669 46 -269 521 -6,879 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.6 8.6 18.4 0.8 10.0 1.3 8.0 0.8 13.4 30.2 36.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 9 11 6 . 7 . . . 14 13 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Z Open Interest is 33,528 : : Positions : : 8,904 9,447 16,462 3,360 2,079 2,918 15,454 1,793 139 59 1,215 : : : : Changes from: December 27, 2016 : : 1,028 -271 -630 710 255 525 -407 -506 22 17 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 28.2 49.1 10.0 6.2 8.7 46.1 5.3 0.4 0.2 3.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 10 7 4 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067A28 Open Interest is 141,828 : : Positions : : 15,705 76,907 3,453 17,992 3,693 84,674 6,504 27,530 0 1,557 6,396 : : : : Changes from: December 27, 2016 : : 1,020 3,280 64 1,433 474 4,985 1,357 924 0 24 934 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 54.2 2.4 12.7 2.6 59.7 4.6 19.4 0.0 1.1 4.5 : : : : 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 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- Options and 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 411,238 : : Positions : : 114,110 245,546 49,242 8,425 18,998 80,440 18,994 35,547 61,663 46,494 23,373 : : : : Changes from: December 27, 2016 : : -7,247 3,587 -502 -11 1,285 11,957 602 -1,767 1,420 1,899 613 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.7 59.7 12.0 2.0 4.6 19.6 4.6 8.6 15.0 11.3 5.7 : : : : Number of Traders in Each Category Total Traders: 278 : : 65 82 15 9 15 67 25 42 33 29 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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