Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 53,110 : : Positions : : 38,973 44,114 1,449 1,712 2,112 96 0 660 8,021 3,387 1,088 : : : : Changes from: January 17, 2017 : : 6,855 3,295 -3,708 -244 -1,339 0 0 0 439 535 -39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 83.1 2.7 3.2 4.0 0.2 0.0 1.2 15.1 6.4 2.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 25 35 . 7 5 . 0 . 10 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 4,157 : : Positions : : 3,646 4,003 391 100 54 0 0 0 66 0 0 : : : : Changes from: January 17, 2017 : : 134 204 0 -75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 96.3 9.4 2.4 1.3 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 11,536 : : Positions : : 7,905 7,828 123 374 1,198 0 80 340 364 313 953 : : : : Changes from: January 17, 2017 : : 1,685 1,962 0 -283 -1,641 0 0 0 0 118 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 67.9 1.1 3.2 10.4 0.0 0.7 2.9 3.2 2.7 8.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 28 . 5 8 0 . . 4 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 13,772 : : Positions : : 9,928 10,431 102 176 1,032 0 0 0 737 312 1,397 : : : : Changes from: January 17, 2017 : : 2,077 1,279 -883 48 -573 0 0 0 21 23 242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 75.7 0.7 1.3 7.5 0.0 0.0 0.0 5.4 2.3 10.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 32 35 . . 6 0 0 0 6 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 9,096 : : Positions : : 6,933 3,034 1,596 3,319 120 0 0 0 131 1,902 127 : : : : Changes from: January 17, 2017 : : 1,286 879 -374 0 -724 0 0 0 30 123 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 33.4 17.5 36.5 1.3 0.0 0.0 0.0 1.4 20.9 1.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 16 . 5 . 0 0 0 . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 1,602 : : Positions : : 1,089 925 105 25 45 0 0 0 100 195 190 : : : : Changes from: January 17, 2017 : : 155 262 0 -65 45 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 57.7 6.6 1.6 2.8 0.0 0.0 0.0 6.2 12.2 11.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 13 . . . 0 0 0 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 23,008 : : Positions : : 16,840 15,967 2,626 300 2,730 0 0 0 20 3,399 523 : : : : Changes from: January 17, 2017 : : 264 3,020 81 -2,723 -451 0 0 0 -32 76 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 69.4 11.4 1.3 11.9 0.0 0.0 0.0 0.1 14.8 2.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 17 8 . 4 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 6,415 : : Positions : : 4,314 2,263 19 1,310 276 0 0 0 1,000 2,142 251 : : : : Changes from: January 17, 2017 : : 658 327 -220 41 -140 0 0 0 -7 184 69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 35.3 0.3 20.4 4.3 0.0 0.0 0.0 15.6 33.4 3.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 14 15 . 6 5 0 0 0 7 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 6,869 : : Positions : : 4,429 5,181 580 20 332 375 0 0 205 776 371 : : : : Changes from: January 17, 2017 : : 403 2,126 5 -1,695 -200 75 0 0 -10 -20 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 75.4 8.4 0.3 4.8 5.5 0.0 0.0 3.0 11.3 5.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . . 4 . 0 0 . 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 451,046 : : Positions : : 113,436 258,768 77,062 4,754 23,636 52,611 17,633 38,177 45,622 31,583 48,774 : : : : Changes from: January 17, 2017 : : -11,427 -12,241 -463 -471 37 2,149 1,711 1,424 -1,499 84 1,399 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.1 57.4 17.1 1.1 5.2 11.7 3.9 8.5 10.1 7.0 10.8 : : : : Number of Traders in Each Category Total Traders: 196 : : 72 72 21 . 17 39 9 31 21 16 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 19,989 : : Positions : : 11,438 9,025 0 4,051 3,652 0 0 0 1,942 0 1,621 : : : : Changes from: January 17, 2017 : : 646 2,702 0 -1,956 385 0 0 0 -31 0 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 45.1 0.0 20.3 18.3 0.0 0.0 0.0 9.7 0.0 8.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 11 0 5 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 48,686 : : Positions : : 33,366 39,929 3,579 1,855 1,173 0 0 0 300 360 90 : : : : Changes from: January 17, 2017 : : 2,362 3,121 25 150 -90 0 0 0 300 -65 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 82.0 7.4 3.8 2.4 0.0 0.0 0.0 0.6 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 22 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 6,044 : : Positions : : 942 3,224 289 353 614 1,370 27 445 1,276 509 674 : : : : Changes from: January 17, 2017 : : 448 260 0 16 0 279 -3 -1 -398 51 -52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.6 53.3 4.8 5.8 10.2 22.7 0.4 7.4 21.1 8.4 11.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 9 16 . . . 9 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 4,217 : : Positions : : 3,662 3,021 120 0 0 0 0 0 127 1,050 58 : : : : Changes from: January 17, 2017 : : -67 -26 -10 0 0 0 0 0 127 278 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 71.6 2.8 0.0 0.0 0.0 0.0 0.0 3.0 24.9 1.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . 0 0 0 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 62,430 : : Positions : : 38,707 43,255 1,390 1,831 1,288 6,554 34 4,767 1,381 2,868 8,115 : : : : Changes from: January 17, 2017 : : 755 951 34 134 -15 -198 19 158 512 -35 -1,114 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 69.3 2.2 2.9 2.1 10.5 0.1 7.6 2.2 4.6 13.0 : : : : Number of Traders in Each Category Total Traders: 111 : : 52 65 4 . 5 11 . 5 8 13 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,300 : : Positions : : 1,149 1,299 74 0 10 0 0 0 233 85 332 : : : : Changes from: January 17, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 56.5 3.2 0.0 0.4 0.0 0.0 0.0 10.1 3.7 14.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 15 . 0 . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 3,894 : : Positions : : 1,321 2,793 488 196 108 0 104 40 1,320 175 302 : : : : Changes from: January 17, 2017 : : 232 709 -35 -96 -33 0 -30 0 265 -28 106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 71.7 12.5 5.0 2.8 0.0 2.7 1.0 33.9 4.5 7.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 17 . . . 0 . . 9 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 756,426 : : Positions : : 211,190 203,718 11,095 65,655 174,217 47,261 22,647 59,639 39,114 22,022 195,471 : : : : Changes from: January 17, 2017 : : 14,444 18,611 -4,068 -6,391 -4,217 -2,529 -5,114 1,081 -2,614 1,135 -10,118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 26.9 1.5 8.7 23.0 6.2 3.0 7.9 5.2 2.9 25.8 : : : : Number of Traders in Each Category Total Traders: 153 : : 43 47 8 12 20 17 13 17 15 33 43 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 2,839,256 : : Positions : : 410,204 676,517 118,145 393,781 434,142 421,899 50,960 524,407 230,575 74,681 583,973 : : : : Changes from: January 17, 2017 : : -6,574 -962 -4,007 7,022 -3,616 15,176 -6,254 9,497 -5,885 -2,588 -5,817 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.4 23.8 4.2 13.9 15.3 14.9 1.8 18.5 8.1 2.6 20.6 : : : : Number of Traders in Each Category Total Traders: 459 : : 61 83 24 23 45 79 45 87 105 77 151 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 249,594 : : Positions : : 79,734 146,699 1,407 3,145 6,761 106,493 32,775 49,762 213 5,971 3,575 : : : : Changes from: January 17, 2017 : : -10,630 -16,508 954 565 -318 -5,126 1,378 -9,538 23 21 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 58.8 0.6 1.3 2.7 42.7 13.1 19.9 0.1 2.4 1.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 17 . . 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 122,552 : : Positions : : 27,756 20,530 18,292 35,325 1,338 0 0 0 54,646 19,472 2,510 : : : : Changes from: January 17, 2017 : : 645 1,451 408 90 0 0 0 0 574 102 384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.6 16.8 14.9 28.8 1.1 0.0 0.0 0.0 44.6 15.9 2.0 : : : : 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 24, 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 81,652 : : Positions : : 6,901 3,880 14,163 33,308 20,799 0 0 0 24,699 27 8,476 : : : : Changes from: January 17, 2017 : : 76 -238 -47 154 385 0 0 0 -359 -24 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.5 4.8 17.3 40.8 25.5 0.0 0.0 0.0 30.2 0.0 10.4 : : : : Number of Traders in Each Category Total Traders: 28 : : . 4 6 10 16 0 0 0 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 147,750 : : Positions : : 12,922 12,640 29,071 2,420 15,709 2,200 21,482 1,371 24,188 35,750 50,493 : : : : Changes from: January 17, 2017 : : -1,706 1,126 -1,211 98 641 300 163 -162 6,359 -719 -2,478 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.7 8.6 19.7 1.6 10.6 1.5 14.5 0.9 16.4 24.2 34.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 11 13 6 4 9 . . . 18 12 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 50,444 : : Positions : : 12,222 14,367 24,214 4,901 3,268 5,507 22,526 3,400 141 46 1,387 : : : : Changes from: January 17, 2017 : : 1,145 -201 -1,081 -216 775 -217 129 78 -39 -42 47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 28.5 48.0 9.7 6.5 10.9 44.7 6.7 0.3 0.1 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 24, 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 116,476 : : Positions : : 8,973 65,152 1,838 16,010 1,833 76,037 2,698 23,685 0 2,044 3,936 : : : : Changes from: January 17, 2017 : : -7,626 -14,096 -112 925 -1,605 -8,741 -2,100 -8,194 -45 -1,208 -906 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.7 55.9 1.6 13.7 1.6 65.3 2.3 20.3 0.0 1.8 3.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 7 13 . 4 4 4 . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 10,080 : : Positions : : 8,380 5,375 1,070 4,020 465 0 0 0 165 0 0 : : : : Changes from: January 17, 2017 : : -1,125 -1,613 2 255 -27 0 0 0 -155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 53.3 10.6 39.9 4.6 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 . 7 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 447,146 : : Positions : : 138,739 277,197 46,979 5,251 15,889 75,841 14,330 48,363 56,550 32,110 37,483 : : : : Changes from: January 17, 2017 : : 11,429 11,395 1,103 -2,984 -2,962 -4,576 -2,410 12,048 -6,039 -5,164 5,775 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.0 62.0 10.5 1.2 3.6 17.0 3.2 10.8 12.6 7.2 8.4 : : : : Number of Traders in Each Category Total Traders: 275 : : 73 92 18 7 16 75 14 48 32 23 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 13,644 : : Positions : : 6,513 8,095 752 0 512 0 257 486 2,319 1,876 531 : : : : Changes from: January 17, 2017 : : 1,030 813 -161 -442 488 -50 75 50 -76 209 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 59.3 5.5 0.0 3.8 0.0 1.9 3.6 17.0 13.7 3.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 10 . 0 . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 20,222 : : Positions : : 8,494 11,423 588 1,580 1,675 0 0 0 4,781 875 3,869 : : : : Changes from: January 17, 2017 : : 3,435 3,185 -32 0 -1,740 0 0 0 -50 0 495 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 56.5 2.9 7.8 8.3 0.0 0.0 0.0 23.6 4.3 19.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . . 4 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 19,336 : : Positions : : 17,120 17,471 0 730 30 0 0 0 700 264 96 : : : : Changes from: January 17, 2017 : : 1,280 1,220 -280 50 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 90.4 0.0 3.8 0.2 0.0 0.0 0.0 3.6 1.4 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 18 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 32,656 : : Positions : : 21,358 31,368 8,017 0 288 0 0 0 2,333 592 408 : : : : Changes from: January 17, 2017 : : 1,835 2,522 645 0 0 0 0 0 -93 -135 146 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 96.1 24.5 0.0 0.9 0.0 0.0 0.0 7.1 1.8 1.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 14 7 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 5,790 : : Positions : : 2,440 2,175 1,065 0 1,070 0 0 0 75 1,525 1,020 : : : : Changes from: January 17, 2017 : : 100 100 25 0 -305 0 0 0 0 25 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 37.6 18.4 0.0 18.5 0.0 0.0 0.0 1.3 26.3 17.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 4 7 6 0 . 0 0 0 . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 6,941 : : Positions : : 3,877 5,562 1,495 0 0 0 0 0 1,127 757 442 : : : : Changes from: January 17, 2017 : : 350 210 -150 0 0 0 0 0 10 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 80.1 21.5 0.0 0.0 0.0 0.0 0.0 16.2 10.9 6.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 9 . 0 0 0 0 0 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 17,861 : : Positions : : 7,000 7,793 3,044 2,549 3,731 82 0 0 2,762 2,939 368 : : : : Changes from: January 17, 2017 : : 292 -49 0 234 -70 0 0 0 -19 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 43.6 17.0 14.3 20.9 0.5 0.0 0.0 15.5 16.5 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 24, 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 4,785 : : Positions : : 2,139 2,100 643 22 263 0 0 0 150 1,467 75 : : : : Changes from: January 17, 2017 : : 229 177 -171 -5 -23 0 0 0 0 -45 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 43.9 13.4 0.5 5.5 0.0 0.0 0.0 3.1 30.7 1.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . . . 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 : : 3,367 3,171 443 360 32 0 0 0 227 606 342 : : : : Changes from: January 17, 2017 : : 40 200 -40 0 0 0 0 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 70.0 9.8 7.9 0.7 0.0 0.0 0.0 5.0 13.4 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 24, 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 9,612 : : Positions : : 6,730 4,336 117 1,116 726 470 0 0 358 2,193 996 : : : : Changes from: January 17, 2017 : : -887 -249 -22 -146 106 100 0 0 240 -271 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 45.1 1.2 11.6 7.6 4.9 0.0 0.0 3.7 22.8 10.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 20 18 . 6 5 . 0 0 4 10 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 1,752 : : Positions : : 627 650 193 40 50 0 0 0 368 475 349 : : : : Changes from: January 17, 2017 : : 45 85 0 -20 20 0 0 0 80 -20 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 37.1 11.0 2.3 2.9 0.0 0.0 0.0 21.0 27.1 19.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 9 . . . 0 0 0 5 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 28,040 : : Positions : : 11,317 8,488 5,148 510 838 887 0 0 1,051 9,206 4,476 : : : : Changes from: January 17, 2017 : : 462 624 25 0 -525 -92 0 0 0 199 693 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 30.3 18.4 1.8 3.0 3.2 0.0 0.0 3.7 32.8 16.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 8 . . . . 0 0 . 6 5 : ----------------------------------------------------------------------------------------------------------------
Updated January 27, 2017