Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 52,332 : : Positions : : 38,911 43,358 1,489 1,533 2,855 96 0 435 7,274 3,097 887 : : : : Changes from: February 21, 2017 : : 2,379 2,417 155 200 -19 0 0 -150 159 107 148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 82.9 2.8 2.9 5.5 0.2 0.0 0.8 13.9 5.9 1.7 : : : : Number of Traders in Each Category Total Traders: 64 : : 25 36 6 5 8 . 0 . 10 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 3,829 : : Positions : : 3,203 3,185 316 400 244 0 0 0 66 0 0 : : : : Changes from: February 21, 2017 : : 75 75 0 0 94 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 83.2 8.3 10.4 6.4 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 11,309 : : Positions : : 7,483 8,036 269 403 1,078 0 80 140 764 216 867 : : : : Changes from: February 21, 2017 : : 131 4 -10 -5 30 0 0 -70 43 91 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 71.1 2.4 3.6 9.5 0.0 0.7 1.2 6.8 1.9 7.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 27 . 5 7 0 . . 6 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 15,386 : : Positions : : 11,197 12,432 335 111 827 0 0 0 931 190 1,481 : : : : Changes from: February 21, 2017 : : 501 663 -25 5 44 0 0 0 111 -82 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 80.8 2.2 0.7 5.4 0.0 0.0 0.0 6.1 1.2 9.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 28 33 . . 6 0 0 0 9 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165R Open Interest is 2,560 : : Positions : : 2,025 2,548 300 0 0 0 0 0 230 0 0 : : : : Changes from: February 21, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 99.5 11.7 0.0 0.0 0.0 0.0 0.0 9.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 13 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 8,591 : : Positions : : 6,355 3,045 1,458 3,054 143 0 0 0 147 1,521 259 : : : : Changes from: February 21, 2017 : : -13 80 0 0 23 0 0 0 130 -85 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 35.4 17.0 35.5 1.7 0.0 0.0 0.0 1.7 17.7 3.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 19 . 5 . 0 0 0 . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 1,846 : : Positions : : 1,208 1,216 45 0 177 0 0 0 220 165 109 : : : : Changes from: February 21, 2017 : : 197 195 0 0 126 0 0 0 91 31 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 65.9 2.4 0.0 9.6 0.0 0.0 0.0 11.9 8.9 5.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 12 . 0 . 0 0 0 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 22,876 : : Positions : : 16,586 16,539 3,061 492 2,516 0 0 0 276 2,978 337 : : : : Changes from: February 21, 2017 : : 683 489 -90 0 0 0 0 0 0 104 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 72.3 13.4 2.2 11.0 0.0 0.0 0.0 1.2 13.0 1.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 18 7 . . 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 9,197 : : Positions : : 6,591 4,851 15 1,551 165 0 0 0 1,631 2,113 304 : : : : Changes from: February 21, 2017 : : 283 172 0 50 -8 0 0 0 260 278 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 52.7 0.2 16.9 1.8 0.0 0.0 0.0 17.7 23.0 3.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 15 18 . 7 4 0 0 0 8 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 6,648 : : Positions : : 4,152 5,338 681 0 162 600 0 0 200 581 238 : : : : Changes from: February 21, 2017 : : 97 125 0 0 0 0 0 0 27 -10 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 80.3 10.2 0.0 2.4 9.0 0.0 0.0 3.0 8.7 3.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 4 0 . . 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 426,141 : : Positions : : 127,434 253,621 75,806 3,840 15,217 45,425 12,547 33,868 42,307 37,431 40,887 : : : : Changes from: February 21, 2017 : : -17,214 -20,269 -315 -662 -3,432 -2,868 -2,790 -1,314 -209 -350 -9,455 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 59.5 17.8 0.9 3.6 10.7 2.9 7.9 9.9 8.8 9.6 : : : : Number of Traders in Each Category Total Traders: 194 : : 64 73 20 . 19 36 12 34 20 18 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 19,071 : : Positions : : 8,794 9,202 9 2,560 4,082 0 0 0 1,910 0 1,567 : : : : Changes from: February 21, 2017 : : 454 228 -13 58 438 0 0 0 -155 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 48.3 0.0 13.4 21.4 0.0 0.0 0.0 10.0 0.0 8.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 11 . . 5 0 0 0 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 48,281 : : Positions : : 33,496 39,168 3,973 1,575 1,048 0 0 0 290 275 150 : : : : Changes from: February 21, 2017 : : 2,250 3,768 20 0 -95 0 0 0 -40 -75 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 81.1 8.2 3.3 2.2 0.0 0.0 0.0 0.6 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 24 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 4,751 : : Positions : : 444 3,339 301 295 110 1,393 0 83 1,317 49 696 : : : : Changes from: February 21, 2017 : : -150 -175 0 44 10 87 0 -33 -22 49 -68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.3 70.3 6.3 6.2 2.3 29.3 0.0 1.7 27.7 1.0 14.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 7 13 . . . 10 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 4,341 : : Positions : : 3,694 3,120 60 0 30 0 0 0 187 1,075 3 : : : : Changes from: February 21, 2017 : : 126 146 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 71.9 1.4 0.0 0.7 0.0 0.0 0.0 4.3 24.8 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . 0 . 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 61,650 : : Positions : : 41,450 47,078 1,324 1,598 1,115 7,235 319 3,025 648 1,895 6,423 : : : : Changes from: February 21, 2017 : : 1,499 2,565 -18 22 10 1,155 259 -447 103 -40 697 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 76.4 2.1 2.6 1.8 11.7 0.5 4.9 1.1 3.1 10.4 : : : : Number of Traders in Each Category Total Traders: 109 : : 53 69 4 . 4 8 . 5 7 14 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 2,693 : : Positions : : 1,118 1,432 67 20 60 0 0 0 481 114 396 : : : : Changes from: February 21, 2017 : : 82 144 0 20 47 0 0 0 49 -23 82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 53.2 2.5 0.7 2.2 0.0 0.0 0.0 17.9 4.2 14.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 13 . . . 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 4,274 : : Positions : : 1,884 2,863 242 282 126 0 75 61 1,099 259 306 : : : : Changes from: February 21, 2017 : : 399 796 -21 -179 29 0 -10 10 162 -83 66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 67.0 5.7 6.6 2.9 0.0 1.8 1.4 25.7 6.1 7.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 18 . . . 0 . . 6 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 790,286 : : Positions : : 261,876 250,358 18,958 68,399 148,269 55,496 21,032 62,993 32,055 27,830 195,059 : : : : Changes from: February 21, 2017 : : 5,936 22,886 3,155 1,005 256 7,670 3,273 -3,902 -1,575 -13,222 10,316 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.1 31.7 2.4 8.7 18.8 7.0 2.7 8.0 4.1 3.5 24.7 : : : : Number of Traders in Each Category Total Traders: 149 : : 42 42 9 11 20 19 11 18 21 28 46 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 2,765,071 : : Positions : : 410,517 701,712 133,930 428,447 423,243 435,475 48,768 442,714 264,128 87,243 540,366 : : : : Changes from: February 21, 2017 : : -815 -873 7,496 -7,751 7,778 -17,555 9,375 15,815 -2,814 -7,108 27,785 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.8 25.4 4.8 15.5 15.3 15.7 1.8 16.0 9.6 3.2 19.5 : : : : Number of Traders in Each Category Total Traders: 477 : : 67 78 21 27 47 82 43 94 119 83 150 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 233,748 : : Positions : : 76,756 136,281 910 3,284 5,845 100,968 35,176 44,994 737 5,593 2,150 : : : : Changes from: February 21, 2017 : : 1,946 -3,934 323 -1,750 165 -4,976 2,146 47 152 983 -1,019 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 58.3 0.4 1.4 2.5 43.2 15.0 19.2 0.3 2.4 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 17 . . 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 128,372 : : Positions : : 26,717 21,490 22,119 32,308 1,329 2,220 0 0 57,564 21,204 894 : : : : Changes from: February 21, 2017 : : 1,774 1,032 666 -474 -36 204 0 0 2,545 174 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.8 16.7 17.2 25.2 1.0 1.7 0.0 0.0 44.8 16.5 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 10 8 . 5 5 . 0 0 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 77,771 : : Positions : : 8,366 2,634 12,758 36,731 16,399 0 0 0 26,409 0 6,359 : : : : Changes from: February 21, 2017 : : -1,035 -435 -676 -761 -2,397 0 0 0 -200 0 -1,683 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.8 3.4 16.4 47.2 21.1 0.0 0.0 0.0 34.0 0.0 8.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 4 4 5 10 15 0 0 0 7 0 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 155,668 : : Positions : : 14,216 20,519 39,696 1,455 13,690 2,581 22,222 3,602 18,940 34,425 49,066 : : : : Changes from: February 21, 2017 : : 27 5,621 2,218 -1,165 1,057 381 -1,305 1,144 213 -1,132 2,221 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.1 13.2 25.5 0.9 8.8 1.7 14.3 2.3 12.2 22.1 31.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 13 11 6 . 6 . . . 13 15 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 47,047 : : Positions : : 14,548 11,897 19,718 3,495 3,403 3,438 22,538 4,567 240 62 936 : : : : Changes from: February 21, 2017 : : -1,572 -2,212 -2,915 -410 -370 -562 -2,276 -167 51 -6 -77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 25.3 41.9 7.4 7.2 7.3 47.9 9.7 0.5 0.1 2.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 9 4 . 6 4 . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 80,754 : : Positions : : 3,422 42,849 461 14,057 2,438 58,485 3,127 13,835 0 1,325 1,991 : : : : Changes from: February 21, 2017 : : -376 -260 -574 424 418 1,486 -12 1,349 0 375 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.2 53.1 0.6 17.4 3.0 72.4 3.9 17.1 0.0 1.6 2.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 5 9 . 4 . . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 11,359 : : Positions : : 9,550 6,157 1,035 4,365 630 0 0 0 90 0 0 : : : : Changes from: February 21, 2017 : : 600 222 0 315 45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 54.2 9.1 38.4 5.5 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 13 . 6 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 396,705 : : Positions : : 120,012 227,433 50,911 5,227 15,826 59,822 20,405 39,883 54,503 37,666 29,234 : : : : Changes from: February 21, 2017 : : -17,547 -24,147 1,019 1,050 -4,650 3,171 4,725 -8,209 1,343 2,474 -8,820 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 57.3 12.8 1.3 4.0 15.1 5.1 10.1 13.7 9.5 7.4 : : : : Number of Traders in Each Category Total Traders: 250 : : 67 84 17 9 17 52 24 35 26 27 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 12,351 : : Positions : : 6,765 6,805 563 50 257 0 0 283 997 2,270 985 : : : : Changes from: February 21, 2017 : : 1,215 976 150 0 0 0 0 0 -220 44 496 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 55.1 4.6 0.4 2.1 0.0 0.0 2.3 8.1 18.4 8.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 11 . . . 0 0 . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 20,417 : : Positions : : 8,319 12,303 658 1,820 1,675 0 0 0 5,474 450 3,249 : : : : Changes from: February 21, 2017 : : 0 82 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 60.3 3.2 8.9 8.2 0.0 0.0 0.0 26.8 2.2 15.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 14 . . 4 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 22,816 : : Positions : : 19,970 21,476 0 180 0 150 0 0 1,100 0 150 : : : : Changes from: February 21, 2017 : : 1,025 1,150 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 94.1 0.0 0.8 0.0 0.7 0.0 0.0 4.8 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 18 0 . 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #111A47 Open Interest is 12,236 : : Positions : : 3,220 4,309 663 33 626 0 0 2,200 2,019 158 2,281 : : : : Changes from: February 21, 2017 : : 693 658 -108 33 54 0 0 250 574 -88 314 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.3 35.2 5.4 0.3 5.1 0.0 0.0 18.0 16.5 1.3 18.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 12 . . . 0 0 . 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 36,203 : : Positions : : 24,917 34,709 7,939 0 54 0 0 0 2,542 892 548 : : : : Changes from: February 21, 2017 : : 4,518 4,198 -275 0 0 0 0 0 305 350 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 95.9 21.9 0.0 0.1 0.0 0.0 0.0 7.0 2.5 1.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 16 7 0 . 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 6,830 : : Positions : : 3,405 2,635 860 100 1,005 0 0 0 250 1,890 1,200 : : : : Changes from: February 21, 2017 : : 225 0 -200 0 225 0 0 0 0 25 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 38.6 12.6 1.5 14.7 0.0 0.0 0.0 3.7 27.7 17.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 8 8 6 . . 0 0 0 . 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 18,468 : : Positions : : 7,529 8,355 3,376 2,401 3,472 0 0 0 2,900 3,448 376 : : : : Changes from: February 21, 2017 : : 436 610 63 0 0 0 -100 0 47 36 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 45.2 18.3 13.0 18.8 0.0 0.0 0.0 15.7 18.7 2.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 13 14 7 7 9 0 0 0 7 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE 1,000 BARREL : CFTC Code #86565G Open Interest is 5,328 : : Positions : : 2,386 2,511 779 0 247 0 0 0 94 1,539 71 : : : : Changes from: February 21, 2017 : : 101 184 -22 0 7 0 0 0 -10 -38 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 47.1 14.6 0.0 4.6 0.0 0.0 0.0 1.8 28.9 1.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . 0 . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 10,343 : : Positions : : 7,223 5,309 307 923 751 225 0 0 392 2,062 1,160 : : : : Changes from: February 21, 2017 : : 273 545 -9 45 9 -125 0 0 171 -273 -99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 51.3 3.0 8.9 7.3 2.2 0.0 0.0 3.8 19.9 11.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 22 18 . 4 6 . 0 0 4 12 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE (100 METRIC TONS) : CFTC Code #86665E Open Interest is 2,133 : : Positions : : 725 1,215 267 0 65 0 0 0 737 430 194 : : : : Changes from: February 21, 2017 : : 44 289 -5 0 5 0 0 0 195 -95 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 57.0 12.5 0.0 3.0 0.0 0.0 0.0 34.6 20.2 9.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 11 11 5 0 . 0 0 0 6 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 31,244 : : Positions : : 14,834 10,788 4,751 319 1,263 155 0 0 1,076 8,599 5,064 : : : : Changes from: February 21, 2017 : : 1,087 598 -291 42 180 -100 -383 -129 0 -81 113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 34.5 15.2 1.0 4.0 0.5 0.0 0.0 3.4 27.5 16.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 11 . . 5 . 0 0 . 6 6 : ----------------------------------------------------------------------------------------------------------------
Updated March 3, 2017