Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 47,453 : : Positions : : 34,540 39,775 1,033 1,050 2,707 96 0 660 7,039 2,385 739 : : : : Changes from: January 31, 2017 : : -6,863 -6,290 -371 -872 109 0 0 0 -1,167 -1,381 -309 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 83.8 2.2 2.2 5.7 0.2 0.0 1.4 14.8 5.0 1.6 : : : : Number of Traders in Each Category Total Traders: 62 : : 26 36 4 6 6 . 0 . 10 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 2,856 : : Positions : : 2,410 2,556 380 300 0 0 0 0 66 0 0 : : : : Changes from: January 31, 2017 : : -1,298 -1,509 -11 200 -54 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 89.5 13.3 10.5 0.0 0.0 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 11 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 11,204 : : Positions : : 7,235 7,984 255 408 925 0 80 450 767 126 835 : : : : Changes from: January 31, 2017 : : -1,458 -639 132 34 -357 0 0 -50 322 -202 -305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 71.3 2.3 3.6 8.3 0.0 0.7 4.0 6.8 1.1 7.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 26 . 5 7 0 . . 7 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 13,263 : : Positions : : 9,558 10,533 403 78 706 0 0 0 749 390 1,169 : : : : Changes from: January 31, 2017 : : -1,425 -910 306 -98 -326 0 0 0 21 21 -263 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 79.4 3.0 0.6 5.3 0.0 0.0 0.0 5.6 2.9 8.8 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 32 . . 6 0 0 0 6 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 7,925 : : Positions : : 5,865 2,494 1,458 2,942 120 0 0 0 27 1,573 176 : : : : Changes from: January 31, 2017 : : -1,512 -869 -138 -377 0 0 0 0 -124 -486 -57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 31.5 18.4 37.1 1.5 0.0 0.0 0.0 0.3 19.8 2.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 18 . 4 . 0 0 0 . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 1,336 : : Positions : : 905 738 45 0 51 0 0 0 120 166 134 : : : : Changes from: January 31, 2017 : : -200 -203 -60 -25 6 0 0 0 -10 -29 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 55.2 3.4 0.0 3.8 0.0 0.0 0.0 9.0 12.4 10.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 9 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 21,292 : : Positions : : 15,111 15,061 3,121 492 2,424 0 0 0 35 2,936 365 : : : : Changes from: January 31, 2017 : : -2,023 -1,264 105 125 -255 0 0 0 5 -742 -180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 70.7 14.7 2.3 11.4 0.0 0.0 0.0 0.2 13.8 1.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 17 7 . . 0 0 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 5,559 : : Positions : : 3,606 1,868 45 1,377 130 0 0 0 996 1,683 218 : : : : Changes from: January 31, 2017 : : -775 -717 11 82 -177 0 0 0 -45 -356 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 33.6 0.8 24.8 2.3 0.0 0.0 0.0 17.9 30.3 3.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 14 13 . 7 . 0 0 0 9 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 5,889 : : Positions : : 3,465 4,528 529 0 162 600 0 0 143 708 283 : : : : Changes from: January 31, 2017 : : -1,134 -912 -56 -20 -170 225 0 0 -82 -68 -128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 76.9 9.0 0.0 2.8 10.2 0.0 0.0 2.4 12.0 4.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . 0 . . 0 0 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 440,191 : : Positions : : 116,174 248,653 76,154 4,710 21,356 49,087 14,446 41,182 44,785 34,207 45,295 : : : : Changes from: January 31, 2017 : : 8,768 2,647 152 376 1,375 -446 -2,049 3,828 -1,361 3,642 133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.4 56.5 17.3 1.1 4.9 11.2 3.3 9.4 10.2 7.8 10.3 : : : : Number of Traders in Each Category Total Traders: 199 : : 63 71 21 . 18 38 13 33 21 18 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 39,965 : : Positions : : 25,328 30,981 3,963 1,425 1,108 0 0 0 0 300 125 : : : : Changes from: January 31, 2017 : : -9,438 -10,333 134 -430 -65 0 0 0 0 -75 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 77.5 9.9 3.6 2.8 0.0 0.0 0.0 0.0 0.8 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 4,941 : : Positions : : 742 3,457 301 306 264 1,137 0 399 1,415 0 278 : : : : Changes from: January 31, 2017 : : -105 480 12 -31 -350 69 0 6 349 -114 -477 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.0 70.0 6.1 6.2 5.3 23.0 0.0 8.1 28.6 0.0 5.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 10 12 . . . 9 0 . 6 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 3,738 : : Positions : : 3,183 2,601 30 0 10 0 0 0 227 1,023 3 : : : : Changes from: January 31, 2017 : : -703 -594 -70 0 10 0 0 0 100 -37 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 69.6 0.8 0.0 0.3 0.0 0.0 0.0 6.1 27.4 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . 0 . 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 57,398 : : Positions : : 38,545 43,013 1,370 1,304 1,105 5,989 34 3,742 660 2,115 5,735 : : : : Changes from: January 31, 2017 : : -2,402 -2,628 -188 -577 -93 -1,032 -26 -1,091 -416 -840 -2,643 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 74.9 2.4 2.3 1.9 10.4 0.1 6.5 1.1 3.7 10.0 : : : : Number of Traders in Each Category Total Traders: 106 : : 52 64 4 . 4 10 . 5 7 12 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 2,051 : : Positions : : 789 1,062 68 0 16 0 0 0 406 109 266 : : : : Changes from: January 31, 2017 : : -331 -233 5 0 0 0 0 0 150 25 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 51.8 3.3 0.0 0.8 0.0 0.0 0.0 19.8 5.3 13.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . 0 . 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 3,209 : : Positions : : 1,374 2,001 304 360 36 0 55 40 697 293 261 : : : : Changes from: January 31, 2017 : : -301 -1,141 -184 164 -72 0 -49 0 -667 168 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 62.4 9.5 11.2 1.1 0.0 1.7 1.2 21.7 9.1 8.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 13 . . . 0 . . 7 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 823,226 : : Positions : : 236,711 228,152 8,510 64,362 178,177 50,030 20,434 76,514 37,760 23,117 216,160 : : : : Changes from: January 31, 2017 : : 17,585 13,499 -1,358 1,459 -1,111 -29 2,828 2,538 -335 -1,764 8,635 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 27.7 1.0 7.8 21.6 6.1 2.5 9.3 4.6 2.8 26.3 : : : : Number of Traders in Each Category Total Traders: 160 : : 44 43 8 12 19 19 14 20 21 32 50 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 2,909,593 : : Positions : : 440,989 707,498 126,635 417,947 425,443 420,078 60,691 499,961 251,423 82,943 603,687 : : : : Changes from: January 31, 2017 : : 8,413 4,239 7,210 8,936 -11,506 -7,830 12,710 -9,442 12,202 7,626 1,743 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.2 24.3 4.4 14.4 14.6 14.4 2.1 17.2 8.6 2.9 20.7 : : : : Number of Traders in Each Category Total Traders: 468 : : 66 82 24 23 44 83 43 95 114 71 150 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 253,795 : : Positions : : 78,868 149,733 1,406 3,025 6,855 112,727 35,688 48,160 482 6,894 2,721 : : : : Changes from: January 31, 2017 : : -702 612 9 99 -82 2,245 784 88 149 200 -302 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 59.0 0.6 1.2 2.7 44.4 14.1 19.0 0.2 2.7 1.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 16 . . 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 120,037 : : Positions : : 23,228 19,665 20,169 32,866 1,338 2,016 0 0 56,051 20,847 493 : : : : Changes from: January 31, 2017 : : -4,142 -2,341 947 -2,126 0 2,016 0 0 387 1,113 -2,227 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.4 16.4 16.8 27.4 1.1 1.7 0.0 0.0 46.7 17.4 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 7 8 . 5 5 . 0 0 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 83,478 : : Positions : : 7,725 3,383 13,148 37,128 19,103 0 0 0 27,563 0 8,078 : : : : Changes from: January 31, 2017 : : 352 -102 -435 2,889 -423 0 0 0 2,258 -32 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.3 4.1 15.8 44.5 22.9 0.0 0.0 0.0 33.0 0.0 9.7 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 6 10 16 0 0 0 7 0 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 139,857 : : Positions : : 11,836 13,296 36,678 2,069 12,287 2,200 22,441 1,492 18,418 33,959 45,093 : : : : Changes from: January 31, 2017 : : -433 -14 6,010 -988 -2,526 0 408 126 -7,717 -2,383 -1,555 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.5 9.5 26.2 1.5 8.8 1.6 16.0 1.1 13.2 24.3 32.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 11 11 6 . 7 . . . 17 11 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 54,426 : : Positions : : 13,650 16,272 27,360 5,388 2,987 4,263 23,657 4,690 168 51 1,140 : : : : Changes from: January 31, 2017 : : 1,642 -512 -1,181 -109 -525 -1,185 -86 369 -31 10 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.1 29.9 50.3 9.9 5.5 7.8 43.5 8.6 0.3 0.1 2.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 10 4 . 5 5 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 115,151 : : Positions : : 7,585 62,362 994 16,573 3,707 76,590 2,421 23,048 0 2,852 3,088 : : : : Changes from: January 31, 2017 : : -484 -202 -642 397 2,215 1,523 -344 1,267 0 538 -375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.6 54.2 0.9 14.4 3.2 66.5 2.1 20.0 0.0 2.5 2.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 7 13 . . 5 . 4 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 11,555 : : Positions : : 9,835 6,395 1,070 4,415 540 0 0 0 65 0 0 : : : : Changes from: January 31, 2017 : : 435 30 0 305 180 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 55.3 9.3 38.2 4.7 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 . 7 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 433,334 : : Positions : : 133,913 258,680 47,864 3,652 18,689 64,471 15,708 47,084 54,541 32,305 38,738 : : : : Changes from: January 31, 2017 : : 6,542 -6,023 779 -47 781 -6,329 976 285 -2,487 971 3,845 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 59.7 11.0 0.8 4.3 14.9 3.6 10.9 12.6 7.5 8.9 : : : : Number of Traders in Each Category Total Traders: 271 : : 71 91 18 6 17 59 28 44 30 25 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 9,753 : : Positions : : 4,421 5,134 413 50 257 0 0 283 1,217 1,600 464 : : : : Changes from: January 31, 2017 : : -2,175 -3,114 -339 50 -255 -50 -182 -153 -1,989 -851 -109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 52.6 4.2 0.5 2.6 0.0 0.0 2.9 12.5 16.4 4.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 9 . . . 0 0 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 18,652 : : Positions : : 7,261 10,928 558 1,830 1,525 0 0 0 5,349 450 2,949 : : : : Changes from: January 31, 2017 : : -2,258 -1,405 -30 250 -150 0 0 0 418 -525 -1,338 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 58.6 3.0 9.8 8.2 0.0 0.0 0.0 28.7 2.4 15.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 13 . . 4 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 18,461 : : Positions : : 16,240 17,316 0 180 0 0 0 0 1,050 0 0 : : : : Changes from: January 31, 2017 : : -2,010 -960 0 -550 -30 0 0 0 300 -264 -96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 93.8 0.0 1.0 0.0 0.0 0.0 0.0 5.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 17 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 29,860 : : Positions : : 18,442 28,676 8,364 0 54 0 0 0 2,282 567 563 : : : : Changes from: January 31, 2017 : : -3,032 -3,293 -43 0 -114 0 0 0 -251 -130 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 96.0 28.0 0.0 0.2 0.0 0.0 0.0 7.6 1.9 1.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 17 7 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 6,305 : : Positions : : 3,080 2,660 910 100 780 0 0 0 250 1,590 1,175 : : : : Changes from: January 31, 2017 : : -175 20 95 0 -375 0 0 0 -50 -160 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 42.2 14.4 1.6 12.4 0.0 0.0 0.0 4.0 25.2 18.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 5 8 6 . . 0 0 0 . 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 17,465 : : Positions : : 6,859 7,578 3,313 2,334 3,390 0 100 0 2,725 3,267 390 : : : : Changes from: January 31, 2017 : : -339 -476 269 -83 -451 0 0 0 -80 410 -123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 43.4 19.0 13.4 19.4 0.0 0.6 0.0 15.6 18.7 2.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 13 13 7 6 9 0 . 0 6 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 4,762 : : Positions : : 2,070 2,063 730 0 244 0 0 0 119 1,556 45 : : : : Changes from: January 31, 2017 : : -207 -65 83 -22 -16 0 0 0 -61 -77 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 43.3 15.3 0.0 5.1 0.0 0.0 0.0 2.5 32.7 0.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . 0 . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 9,557 : : Positions : : 6,500 4,632 389 783 667 400 0 0 230 2,170 1,164 : : : : Changes from: January 31, 2017 : : -542 32 -4 -296 -57 -70 0 0 64 -191 -212 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 48.5 4.1 8.2 7.0 4.2 0.0 0.0 2.4 22.7 12.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 20 16 . 4 4 . 0 0 . 12 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 1,413 : : Positions : : 640 630 217 0 60 0 0 0 267 435 94 : : : : Changes from: January 31, 2017 : : 13 -140 -36 -10 -20 0 0 0 -131 -40 -266 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 44.6 15.4 0.0 4.2 0.0 0.0 0.0 18.9 30.8 6.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 8 6 4 0 . 0 0 0 . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 27,791 : : Positions : : 11,357 8,624 5,451 0 780 255 221 129 1,076 8,907 4,681 : : : : Changes from: January 31, 2017 : : -667 -1,016 -392 -360 -233 -277 221 129 -147 -496 -539 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 31.0 19.6 0.0 2.8 0.9 0.8 0.5 3.9 32.0 16.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 9 4 0 . . . . . 6 5 : ----------------------------------------------------------------------------------------------------------------
Updated February 10, 2017