Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 46,529 : : Positions : : 28,925 37,509 4,438 1,352 3,457 96 0 660 7,149 2,426 1,093 : : : : Changes from: January 3, 2017 : : -7,165 -3,658 711 -758 -1,298 0 0 300 -25 -1,848 -349 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 80.6 9.5 2.9 7.4 0.2 0.0 1.4 15.4 5.2 2.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 25 33 4 7 6 . 0 . 10 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 3,791 : : Positions : : 3,341 3,537 391 200 54 0 0 0 0 0 0 : : : : Changes from: January 3, 2017 : : -1,060 -1,550 -569 -74 -216 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 93.3 10.3 5.3 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 10,287 : : Positions : : 5,450 5,057 123 748 2,593 0 80 230 354 155 926 : : : : Changes from: January 3, 2017 : : -181 -1,544 -892 429 -436 0 80 -30 22 -177 -333 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 49.2 1.2 7.3 25.2 0.0 0.8 2.2 3.4 1.5 9.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 25 . 6 9 0 . . 5 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 11,876 : : Positions : : 6,823 8,156 1,037 105 1,645 0 0 0 628 274 1,236 : : : : Changes from: January 3, 2017 : : -1,295 -1,639 576 36 -916 0 0 0 -1,088 -171 359 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 68.7 8.7 0.9 13.9 0.0 0.0 0.0 5.3 2.3 10.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 31 5 . 6 0 0 0 6 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 8,349 : : Positions : : 5,450 1,944 1,658 3,319 796 0 0 0 116 1,504 134 : : : : Changes from: January 3, 2017 : : -1,161 -1,347 -177 -279 -28 0 0 0 -8 66 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 23.3 19.9 39.8 9.5 0.0 0.0 0.0 1.4 18.0 1.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 13 . 5 . 0 0 0 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 1,306 : : Positions : : 828 537 85 110 0 0 0 0 100 195 190 : : : : Changes from: January 3, 2017 : : -226 -306 -40 10 0 0 0 0 -110 46 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 41.1 6.5 8.4 0.0 0.0 0.0 0.0 7.7 14.9 14.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 10 . . 0 0 0 0 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 21,774 : : Positions : : 14,275 11,285 2,651 2,824 4,025 0 0 0 0 2,937 604 : : : : Changes from: January 3, 2017 : : -1,968 -1,419 126 -284 -639 0 0 0 -235 -276 -206 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 51.8 12.2 13.0 18.5 0.0 0.0 0.0 0.0 13.5 2.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 12 8 . 5 0 0 0 0 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 5,195 : : Positions : : 2,925 1,655 219 1,053 416 0 0 0 965 1,617 218 : : : : Changes from: January 3, 2017 : : -858 -984 -71 2 -47 0 0 0 -361 -406 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 31.9 4.2 20.3 8.0 0.0 0.0 0.0 18.6 31.1 4.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 14 14 . 6 6 0 0 0 8 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 6,518 : : Positions : : 3,929 2,869 551 1,766 525 300 0 0 137 826 294 : : : : Changes from: January 3, 2017 : : -279 -210 -188 -255 103 0 0 0 5 -95 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 44.0 8.5 27.1 8.1 4.6 0.0 0.0 2.1 12.7 4.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 . . 5 . 0 0 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 443,604 : : Positions : : 113,918 259,788 80,653 5,236 22,188 47,485 15,004 35,699 45,300 30,286 47,847 : : : : Changes from: January 3, 2017 : : -2,093 -15,883 -2,077 1,819 -286 -5,735 776 6,970 -2,950 -1,649 -3,635 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.7 58.6 18.2 1.2 5.0 10.7 3.4 8.0 10.2 6.8 10.8 : : : : Number of Traders in Each Category Total Traders: 195 : : 65 68 20 5 21 42 8 31 19 19 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 19,087 : : Positions : : 11,162 6,323 0 6,377 3,227 0 0 0 2,013 0 1,550 : : : : Changes from: January 3, 2017 : : -1,024 -1,197 -845 780 -966 0 0 0 1,181 -490 -1,295 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 33.1 0.0 33.4 16.9 0.0 0.0 0.0 10.5 0.0 8.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 0 6 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 42,904 : : Positions : : 28,955 33,642 3,279 1,755 1,138 0 0 0 0 425 0 : : : : Changes from: January 3, 2017 : : -11,199 -10,636 -825 155 -310 0 0 0 0 -575 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 78.4 7.6 4.1 2.7 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 18 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 5,853 : : Positions : : 411 2,702 189 351 595 1,140 76 607 1,645 496 722 : : : : Changes from: January 3, 2017 : : 157 188 0 86 0 52 22 -116 165 -5 158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.0 46.2 3.2 6.0 10.2 19.5 1.3 10.4 28.1 8.5 12.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 7 12 . . . 9 . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 3,922 : : Positions : : 3,586 3,106 120 0 0 0 0 0 0 572 10 : : : : Changes from: January 3, 2017 : : 16 12 30 0 0 0 0 0 0 50 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 79.2 3.1 0.0 0.0 0.0 0.0 0.0 0.0 14.6 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 . 0 0 0 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 58,808 : : Positions : : 34,490 39,554 1,281 1,721 1,288 7,227 17 4,096 1,103 2,866 9,029 : : : : Changes from: January 3, 2017 : : 4,913 5,272 73 7 -4 287 17 281 12 -104 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 67.3 2.2 2.9 2.2 12.3 0.0 7.0 1.9 4.9 15.4 : : : : Number of Traders in Each Category Total Traders: 111 : : 50 62 . . 5 12 . 5 11 13 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025652 Open Interest is 1,330 : : Positions : : 1,330 1,130 0 45 0 0 155 0 0 0 0 : : : : Changes from: January 3, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 85.0 0.0 3.4 0.0 0.0 11.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 13 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 2,797 : : Positions : : 845 1,732 337 257 30 0 44 43 953 228 206 : : : : Changes from: January 3, 2017 : : 132 243 115 38 -90 0 0 0 76 46 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 61.9 12.0 9.2 1.1 0.0 1.6 1.5 34.1 8.2 7.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 10 11 . . . 0 . . 7 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 762,054 : : Positions : : 199,963 184,969 19,879 74,359 176,217 49,559 28,411 57,550 40,140 26,129 201,141 : : : : Changes from: January 3, 2017 : : -6,282 17,933 1,174 -1,343 1,952 -12 6,579 -1,251 12,550 -17,355 11,974 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.2 24.3 2.6 9.8 23.1 6.5 3.7 7.6 5.3 3.4 26.4 : : : : Number of Traders in Each Category Total Traders: 149 : : 42 39 9 13 21 17 13 19 18 27 40 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 2,868,908 : : Positions : : 419,173 675,968 119,276 381,465 440,824 357,251 51,342 541,790 248,557 70,590 613,772 : : : : Changes from: January 3, 2017 : : 25,026 23,958 2,483 -4,556 1,607 -3,566 -5,006 -8,696 -5,160 11,440 20,638 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.6 23.6 4.2 13.3 15.4 12.5 1.8 18.9 8.7 2.5 21.4 : : : : Number of Traders in Each Category Total Traders: 491 : : 69 87 24 26 47 81 47 99 130 66 153 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 255,333 : : Positions : : 89,087 152,853 715 2,349 7,516 91,791 20,647 61,139 161 6,460 3,121 : : : : Changes from: January 3, 2017 : : 5,685 6,135 299 861 1,386 4,884 3,370 721 -63 1,084 -177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 59.9 0.3 0.9 2.9 35.9 8.1 23.9 0.1 2.5 1.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 17 . . 4 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 116,396 : : Positions : : 26,112 18,427 17,884 35,139 1,344 0 0 0 52,246 19,156 1,664 : : : : Changes from: January 3, 2017 : : 53 720 114 342 0 0 0 0 -169 414 474 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 15.8 15.4 30.2 1.2 0.0 0.0 0.0 44.9 16.5 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 8 11 . 5 5 0 0 0 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 81,255 : : Positions : : 6,816 4,525 13,385 32,870 19,549 0 0 0 24,894 65 8,704 : : : : Changes from: January 3, 2017 : : -43 76 -303 -1,100 -47 0 0 0 -660 9 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.4 5.6 16.5 40.5 24.1 0.0 0.0 0.0 30.6 0.1 10.7 : : : : Number of Traders in Each Category Total Traders: 27 : : . 4 5 10 15 0 0 0 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 141,713 : : Positions : : 14,191 11,938 26,608 1,595 14,721 1,900 15,801 1,046 18,847 39,510 49,459 : : : : Changes from: January 3, 2017 : : 627 -168 627 464 652 0 4,515 -52 -138 -3,086 -1,453 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.0 8.4 18.8 1.1 10.4 1.3 11.1 0.7 13.3 27.9 34.9 : : : : Number of Traders in Each Category Total Traders: 58 : : 12 13 7 . 8 . . . 17 11 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 50,856 : : Positions : : 8,044 15,731 29,231 5,862 2,423 6,348 21,891 3,315 135 136 1,325 : : : : Changes from: January 3, 2017 : : -859 6,284 12,769 2,502 344 3,430 6,437 1,522 -5 77 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.8 30.9 57.5 11.5 4.8 12.5 43.0 6.5 0.3 0.3 2.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 10 9 4 4 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 145,484 : : Positions : : 15,830 78,821 2,080 18,182 4,019 88,246 6,300 28,386 96 1,945 6,492 : : : : Changes from: January 3, 2017 : : 125 1,914 -1,373 190 325 3,572 -204 856 96 388 96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.9 54.2 1.4 12.5 2.8 60.7 4.3 19.5 0.1 1.3 4.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 5 11 . 4 4 4 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 10,580 : : Positions : : 8,735 7,058 1,173 2,970 412 0 0 0 260 0 0 : : : : Changes from: January 3, 2017 : : 645 -625 0 1,410 -105 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 66.7 11.1 28.1 3.9 0.0 0.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 10 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 408,463 : : Positions : : 113,248 249,604 48,112 8,315 19,825 81,048 17,605 33,047 60,254 39,725 25,039 : : : : Changes from: January 3, 2017 : : -862 4,058 -1,131 -109 827 609 -1,389 -2,501 -1,409 -6,770 1,666 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.7 61.1 11.8 2.0 4.9 19.8 4.3 8.1 14.8 9.7 6.1 : : : : Number of Traders in Each Category Total Traders: 273 : : 66 86 16 9 15 70 19 43 31 26 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 10,258 : : Positions : : 3,760 5,685 913 335 24 50 182 436 2,319 1,667 50 : : : : Changes from: January 3, 2017 : : 976 791 0 100 -20 0 -60 60 0 557 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 55.4 8.9 3.3 0.2 0.5 1.8 4.3 22.6 16.3 0.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #111A31 Open Interest is 17,186 : : Positions : : 15,125 15,236 280 655 30 0 0 0 0 264 96 : : : : Changes from: January 3, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 88.7 1.6 3.8 0.2 0.0 0.0 0.0 0.0 1.5 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 17 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 30,237 : : Positions : : 19,824 28,974 7,297 0 288 0 0 0 2,336 735 240 : : : : Changes from: January 3, 2017 : : -4,150 -5,841 -1,388 0 -120 0 0 0 -372 -79 -191 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 95.8 24.1 0.0 1.0 0.0 0.0 0.0 7.7 2.4 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 13 7 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 5,820 : : Positions : : 2,340 2,025 965 0 1,375 0 0 0 75 1,475 945 : : : : Changes from: January 3, 2017 : : -300 325 310 -215 -225 0 0 0 -25 -25 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 34.8 16.6 0.0 23.6 0.0 0.0 0.0 1.3 25.3 16.2 : : : : Number of Traders in Each Category Total Traders: 20 : : . 6 5 0 . 0 0 0 . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 6,606 : : Positions : : 3,492 5,299 1,645 0 0 0 0 0 1,067 720 397 : : : : Changes from: January 3, 2017 : : -485 -817 -115 -35 -110 0 0 0 -267 -189 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 80.2 24.9 0.0 0.0 0.0 0.0 0.0 16.2 10.9 6.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 9 . 0 0 0 0 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 17,728 : : Positions : : 6,574 7,750 3,044 2,511 3,731 82 0 0 2,878 2,894 361 : : : : Changes from: January 3, 2017 : : 1,313 1,224 0 0 0 0 0 0 161 0 74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 43.7 17.2 14.2 21.0 0.5 0.0 0.0 16.2 16.3 2.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 13 15 7 6 9 . 0 0 7 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 4,445 : : Positions : : 1,877 1,841 785 27 266 0 0 0 150 1,477 70 : : : : Changes from: January 3, 2017 : : -152 -430 -580 10 -161 0 0 0 -100 -315 -146 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 41.4 17.7 0.6 6.0 0.0 0.0 0.0 3.4 33.2 1.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . 4 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 4,262 : : Positions : : 3,235 2,772 408 360 32 0 0 0 145 756 322 : : : : Changes from: January 3, 2017 : : 186 231 -227 -30 12 0 0 0 -32 -299 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 65.0 9.6 8.4 0.8 0.0 0.0 0.0 3.4 17.7 7.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 9 . . . 0 0 0 . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 9,071 : : Positions : : 6,795 3,885 122 1,223 630 245 0 0 87 2,333 834 : : : : Changes from: January 3, 2017 : : 403 32 13 -13 97 100 0 0 -30 395 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 42.8 1.3 13.5 6.9 2.7 0.0 0.0 1.0 25.7 9.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 17 16 . 5 . . 0 0 . 10 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 1,444 : : Positions : : 471 395 138 85 5 0 0 0 238 455 356 : : : : Changes from: January 3, 2017 : : -14 -502 -15 -100 -20 0 0 0 -773 -161 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 27.4 9.6 5.9 0.3 0.0 0.0 0.0 16.5 31.5 24.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 7 8 . . . 0 0 0 5 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 24,057 : : Positions : : 9,571 5,989 4,475 502 1,542 774 0 0 1,051 8,812 3,520 : : : : Changes from: January 3, 2017 : : 1,885 264 130 3 180 0 0 0 0 -174 801 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 24.9 18.6 2.1 6.4 3.2 0.0 0.0 4.4 36.6 14.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 8 . . 5 . 0 0 . 6 5 : ----------------------------------------------------------------------------------------------------------------
Updated January 13, 2017