Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 50,902 : : Positions : : 32,118 40,819 5,157 1,956 3,451 96 0 660 7,582 2,852 1,127 : : : : Changes from: January 10, 2017 : : 3,193 3,310 719 604 -6 0 0 0 433 426 34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 80.2 10.1 3.8 6.8 0.2 0.0 1.3 14.9 5.6 2.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 24 33 4 7 6 . 0 . 10 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 4,028 : : Positions : : 3,512 3,799 391 175 54 0 0 0 66 0 0 : : : : Changes from: January 10, 2017 : : 171 262 0 -25 0 0 0 0 66 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 94.3 9.7 4.3 1.3 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 11,450 : : Positions : : 6,220 5,866 123 657 2,839 0 80 340 364 195 911 : : : : Changes from: January 10, 2017 : : 770 809 0 -91 246 0 0 110 10 40 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 51.2 1.1 5.7 24.8 0.0 0.7 3.0 3.2 1.7 8.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 27 . 6 9 0 . . 4 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 12,827 : : Positions : : 7,851 9,152 985 128 1,605 0 0 0 716 289 1,155 : : : : Changes from: January 10, 2017 : : 1,028 996 -52 23 -40 0 0 0 88 15 -81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 71.3 7.7 1.0 12.5 0.0 0.0 0.0 5.6 2.3 9.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 31 4 . 6 0 0 0 7 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 8,884 : : Positions : : 5,647 2,155 1,970 3,319 844 0 0 0 101 1,779 154 : : : : Changes from: January 10, 2017 : : 197 211 312 0 48 0 0 0 -15 275 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 24.3 22.2 37.4 9.5 0.0 0.0 0.0 1.1 20.0 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 14 . 5 . 0 0 0 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 1,442 : : Positions : : 934 663 105 90 0 0 0 0 110 195 190 : : : : Changes from: January 10, 2017 : : 106 126 20 -20 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 46.0 7.3 6.2 0.0 0.0 0.0 0.0 7.6 13.5 13.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 11 . . 0 0 0 0 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 23,136 : : Positions : : 16,576 12,947 2,545 3,023 3,181 0 0 0 52 3,323 563 : : : : Changes from: January 10, 2017 : : 2,301 1,662 -106 199 -844 0 0 0 52 386 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 56.0 11.0 13.1 13.7 0.0 0.0 0.0 0.2 14.4 2.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 15 7 . 5 0 0 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 5,992 : : Positions : : 3,656 1,936 239 1,269 416 0 0 0 1,007 1,958 182 : : : : Changes from: January 10, 2017 : : 731 281 20 216 0 0 0 0 42 341 -36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 32.3 4.0 21.2 6.9 0.0 0.0 0.0 16.8 32.7 3.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 13 14 . 6 6 0 0 0 8 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 6,711 : : Positions : : 4,026 3,055 575 1,715 532 300 0 0 215 796 351 : : : : Changes from: January 10, 2017 : : 97 186 24 -51 7 0 0 0 78 -30 57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 45.5 8.6 25.6 7.9 4.5 0.0 0.0 3.2 11.9 5.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 13 . . 5 . 0 0 . 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 461,165 : : Positions : : 124,863 271,009 77,526 5,225 23,600 50,462 15,923 36,752 47,121 31,500 47,375 : : : : Changes from: January 10, 2017 : : 10,945 11,221 -3,127 -11 1,412 2,977 919 1,054 1,822 1,214 -472 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 58.8 16.8 1.1 5.1 10.9 3.5 8.0 10.2 6.8 10.3 : : : : Number of Traders in Each Category Total Traders: 197 : : 69 68 20 4 18 43 10 28 17 19 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 18,835 : : Positions : : 10,792 6,323 0 6,007 3,267 0 0 0 1,973 0 1,590 : : : : Changes from: January 10, 2017 : : -370 0 0 -370 40 0 0 0 -40 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 33.6 0.0 31.9 17.3 0.0 0.0 0.0 10.5 0.0 8.4 : : : : 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 17, 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 45,675 : : Positions : : 31,004 36,808 3,554 1,705 1,263 0 0 0 0 425 0 : : : : Changes from: January 10, 2017 : : 2,049 3,166 275 -50 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 80.6 7.8 3.7 2.8 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 19 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 5,839 : : Positions : : 494 2,964 289 337 614 1,091 30 446 1,674 458 726 : : : : Changes from: January 10, 2017 : : 83 262 100 -14 19 -49 -46 -161 29 -38 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.5 50.8 4.9 5.8 10.5 18.7 0.5 7.6 28.7 7.8 12.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 7 14 . . . 9 . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 4,105 : : Positions : : 3,729 3,047 130 0 0 0 0 0 0 772 40 : : : : Changes from: January 10, 2017 : : 143 -59 10 0 0 0 0 0 0 200 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 74.2 3.2 0.0 0.0 0.0 0.0 0.0 0.0 18.8 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 . 0 0 0 0 0 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 62,345 : : Positions : : 37,952 42,303 1,356 1,697 1,303 6,752 15 4,609 869 2,904 9,228 : : : : Changes from: January 10, 2017 : : 3,462 2,750 75 -24 15 -475 -2 512 -234 38 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 67.9 2.2 2.7 2.1 10.8 0.0 7.4 1.4 4.7 14.8 : : : : Number of Traders in Each Category Total Traders: 111 : : 51 63 4 . 5 12 . 5 12 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 3,423 : : Positions : : 1,089 2,084 523 292 141 0 134 40 1,055 203 196 : : : : Changes from: January 10, 2017 : : 244 352 186 35 111 0 90 -3 102 -25 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 60.9 15.3 8.5 4.1 0.0 3.9 1.2 30.8 5.9 5.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 11 . . . 0 . . 7 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 763,981 : : Positions : : 196,746 185,107 15,163 72,046 178,434 49,790 27,761 58,558 41,728 20,887 205,590 : : : : Changes from: January 10, 2017 : : -3,217 138 -4,716 -2,312 2,217 230 -650 1,008 1,588 -5,242 4,448 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 24.2 2.0 9.4 23.4 6.5 3.6 7.7 5.5 2.7 26.9 : : : : Number of Traders in Each Category Total Traders: 157 : : 47 43 8 13 21 18 13 18 19 28 46 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 2,841,988 : : Positions : : 416,777 677,479 122,152 386,759 437,757 406,723 57,213 514,910 236,461 77,268 589,790 : : : : Changes from: January 10, 2017 : : -2,396 1,511 2,877 5,294 -3,066 49,472 5,871 -26,880 -12,096 6,678 -23,981 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.7 23.8 4.3 13.6 15.4 14.3 2.0 18.1 8.3 2.7 20.8 : : : : Number of Traders in Each Category Total Traders: 459 : : 65 83 24 23 45 79 44 91 99 78 149 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 273,976 : : Positions : : 90,364 163,208 453 2,580 7,080 111,619 31,397 59,301 190 5,950 3,225 : : : : Changes from: January 10, 2017 : : 1,277 10,355 -262 231 -436 19,828 10,750 -1,839 28 -510 104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 59.6 0.2 0.9 2.6 40.7 11.5 21.6 0.1 2.2 1.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 17 . . 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 120,142 : : Positions : : 27,111 19,079 17,884 35,235 1,338 0 0 0 54,072 19,370 2,126 : : : : Changes from: January 10, 2017 : : 999 652 0 96 -6 0 0 0 1,826 214 462 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.6 15.9 14.9 29.3 1.1 0.0 0.0 0.0 45.0 16.1 1.8 : : : : 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 17, 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 81,097 : : Positions : : 6,825 4,118 14,210 33,154 20,414 0 0 0 25,058 51 8,413 : : : : Changes from: January 10, 2017 : : 9 -406 825 284 865 0 0 0 164 -14 -291 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.4 5.1 17.5 40.9 25.2 0.0 0.0 0.0 30.9 0.1 10.4 : : : : Number of Traders in Each Category Total Traders: 28 : : . 4 5 11 16 0 0 0 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 148,781 : : Positions : : 14,628 11,514 30,282 2,321 15,068 1,900 21,320 1,532 17,829 36,469 52,971 : : : : Changes from: January 10, 2017 : : 437 -423 3,674 727 346 0 5,519 486 -1,018 -3,041 3,512 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.8 7.7 20.4 1.6 10.1 1.3 14.3 1.0 12.0 24.5 35.6 : : : : Number of Traders in Each Category Total Traders: 58 : : 12 12 6 4 8 . . . 19 10 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 49,474 : : Positions : : 11,077 14,567 25,295 5,117 2,493 5,724 22,397 3,322 180 87 1,340 : : : : Changes from: January 10, 2017 : : 3,032 -1,164 -3,936 -745 70 -624 506 7 45 -49 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 29.4 51.1 10.3 5.0 11.6 45.3 6.7 0.4 0.2 2.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 11 9 4 . 5 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 143,763 : : Positions : : 16,599 79,248 1,951 15,085 3,438 84,778 4,797 31,880 45 3,251 4,842 : : : : Changes from: January 10, 2017 : : 769 427 -129 -3,097 -581 -3,468 -1,503 3,493 -52 1,306 -1,649 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 55.1 1.4 10.5 2.4 59.0 3.3 22.2 0.0 2.3 3.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 6 12 . . 4 4 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 11,385 : : Positions : : 9,505 6,988 1,068 3,765 492 0 0 0 320 0 0 : : : : Changes from: January 10, 2017 : : 770 -70 -105 795 80 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 61.4 9.4 33.1 4.3 0.0 0.0 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 11 . 7 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 431,102 : : Positions : : 127,310 265,802 45,875 8,235 18,851 80,417 16,739 36,315 62,589 37,274 31,708 : : : : Changes from: January 10, 2017 : : 14,062 16,198 -2,236 -81 -974 -631 -865 3,269 2,336 -2,450 6,669 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 61.7 10.6 1.9 4.4 18.7 3.9 8.4 14.5 8.6 7.4 : : : : Number of Traders in Each Category Total Traders: 280 : : 69 91 17 9 16 67 20 46 38 23 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 12,148 : : Positions : : 5,483 7,282 913 442 24 50 182 436 2,395 1,667 391 : : : : Changes from: January 10, 2017 : : 1,723 1,597 0 107 0 0 0 0 76 0 341 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 59.9 7.5 3.6 0.2 0.4 1.5 3.6 19.7 13.7 3.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE (1000 U.S. Barrels) : CFTC Code #111A11 Open Interest is 18,347 : : Positions : : 5,059 8,238 620 1,580 3,415 0 0 0 4,831 875 3,374 : : : : Changes from: January 10, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 44.9 3.4 8.6 18.6 0.0 0.0 0.0 26.3 4.8 18.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 10 . . . 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 18,076 : : Positions : : 15,840 16,251 280 680 30 0 0 0 650 264 96 : : : : Changes from: January 10, 2017 : : 715 1,015 0 25 0 0 0 0 650 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 89.9 1.5 3.8 0.2 0.0 0.0 0.0 3.6 1.5 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 18 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 30,123 : : Positions : : 19,523 28,846 7,372 0 288 0 0 0 2,426 727 262 : : : : Changes from: January 10, 2017 : : -301 -128 75 0 0 0 0 0 90 -8 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 95.8 24.5 0.0 1.0 0.0 0.0 0.0 8.1 2.4 0.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 14 7 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 5,845 : : Positions : : 2,340 2,075 1,040 0 1,375 0 0 0 75 1,500 895 : : : : Changes from: January 10, 2017 : : 0 50 75 0 0 0 0 0 0 25 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 35.5 17.8 0.0 23.5 0.0 0.0 0.0 1.3 25.7 15.3 : : : : Number of Traders in Each Category Total Traders: 22 : : . 7 6 0 . 0 0 0 . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 6,691 : : Positions : : 3,527 5,352 1,645 0 0 0 0 0 1,117 757 402 : : : : Changes from: January 10, 2017 : : 35 53 0 0 0 0 0 0 50 37 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 80.0 24.6 0.0 0.0 0.0 0.0 0.0 16.7 11.3 6.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 5 9 . 0 0 0 0 0 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 17,746 : : Positions : : 6,708 7,842 3,044 2,315 3,801 82 0 0 2,781 2,939 368 : : : : Changes from: January 10, 2017 : : 134 92 0 -196 70 0 0 0 -97 45 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 44.2 17.2 13.0 21.4 0.5 0.0 0.0 15.7 16.6 2.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 14 16 7 6 9 . 0 0 7 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 4,611 : : Positions : : 1,910 1,923 814 27 286 0 0 0 150 1,512 70 : : : : Changes from: January 10, 2017 : : 33 82 29 0 20 0 0 0 0 35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 41.7 17.7 0.6 6.2 0.0 0.0 0.0 3.3 32.8 1.5 : : : : 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 17, 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 4,531 : : Positions : : 3,327 2,971 483 360 32 0 0 0 227 806 342 : : : : Changes from: January 10, 2017 : : 92 199 75 0 0 0 0 0 82 50 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 65.6 10.7 7.9 0.7 0.0 0.0 0.0 5.0 17.8 7.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 11 . . . 0 0 0 . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 10,070 : : Positions : : 7,617 4,585 139 1,262 620 370 0 0 118 2,464 953 : : : : Changes from: January 10, 2017 : : 822 700 17 39 -10 125 0 0 31 131 119 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 45.5 1.4 12.5 6.2 3.7 0.0 0.0 1.2 24.5 9.5 : : : : Number of Traders in Each Category Total Traders: 48 : : 19 18 . 7 4 . 0 0 . 11 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 1,637 : : Positions : : 582 565 193 60 30 0 0 0 288 495 339 : : : : Changes from: January 10, 2017 : : 111 170 55 -25 25 0 0 0 50 40 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 34.5 11.8 3.7 1.8 0.0 0.0 0.0 17.6 30.2 20.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 10 9 . . . 0 0 0 5 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 26,301 : : Positions : : 10,855 7,864 5,123 510 1,363 979 0 0 1,051 9,007 3,783 : : : : Changes from: January 10, 2017 : : 1,284 1,875 648 8 -179 205 0 0 0 195 263 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 29.9 19.5 1.9 5.2 3.7 0.0 0.0 4.0 34.2 14.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 8 . . 4 . 0 0 . 6 5 : ----------------------------------------------------------------------------------------------------------------
Updated January 20, 2017