Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 45,893 : : Positions : : 33,521 38,171 1,540 1,742 2,395 96 0 435 6,746 2,159 826 : : : : Changes from: February 28, 2017 : : -5,390 -5,187 51 209 -460 0 0 0 -528 -938 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 83.2 3.4 3.8 5.2 0.2 0.0 0.9 14.7 4.7 1.8 : : : : Number of Traders in Each Category Total Traders: 63 : : 24 35 5 6 6 . 0 . 10 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 10,657 : : Positions : : 7,105 7,758 259 350 1,010 0 0 152 741 430 510 : : : : Changes from: February 28, 2017 : : -378 -278 -10 -53 -68 0 -80 12 -23 214 -357 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 72.8 2.4 3.3 9.5 0.0 0.0 1.4 7.0 4.0 4.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 27 . 5 7 0 0 . 5 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 13,054 : : Positions : : 8,936 10,599 209 109 759 0 0 0 1,414 40 1,180 : : : : Changes from: February 28, 2017 : : -2,261 -1,833 -126 -2 -68 0 0 0 483 -150 -301 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 81.2 1.6 0.8 5.8 0.0 0.0 0.0 10.8 0.3 9.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 30 4 . 6 0 0 0 7 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 7,012 : : Positions : : 4,732 2,612 1,320 2,750 122 0 0 0 154 771 180 : : : : Changes from: February 28, 2017 : : -1,623 -433 -138 -304 -21 0 0 0 7 -750 -79 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 37.3 18.8 39.2 1.7 0.0 0.0 0.0 2.2 11.0 2.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 10 . 4 . 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 1,541 : : Positions : : 1,142 1,041 96 0 126 0 0 0 80 199 0 : : : : Changes from: February 28, 2017 : : -66 -175 51 0 -51 0 0 0 -140 34 -109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 67.6 6.2 0.0 8.2 0.0 0.0 0.0 5.2 12.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . 0 . 0 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 19,734 : : Positions : : 13,767 14,465 3,071 400 2,368 0 0 0 218 2,254 240 : : : : Changes from: February 28, 2017 : : -2,819 -2,074 10 -92 -148 0 0 0 -58 -724 -97 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 73.3 15.6 2.0 12.0 0.0 0.0 0.0 1.1 11.4 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 16 7 . . 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 7,995 : : Positions : : 5,737 3,914 0 1,604 89 0 0 0 1,473 1,982 213 : : : : Changes from: February 28, 2017 : : -854 -937 -15 53 -76 0 0 0 -158 -131 -91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 49.0 0.0 20.1 1.1 0.0 0.0 0.0 18.4 24.8 2.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 13 18 0 8 . 0 0 0 4 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 6,269 : : Positions : : 4,004 4,969 621 0 156 600 0 0 134 635 212 : : : : Changes from: February 28, 2017 : : -148 -369 -60 0 -6 0 0 0 -66 54 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 79.3 9.9 0.0 2.5 9.6 0.0 0.0 2.1 10.1 3.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 4 0 4 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 414,424 : : Positions : : 117,126 240,256 77,379 4,222 16,637 41,337 8,181 36,789 39,867 34,866 41,718 : : : : Changes from: February 28, 2017 : : -10,308 -13,365 1,573 382 1,421 -4,088 -4,367 2,921 -2,440 -2,565 831 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 58.0 18.7 1.0 4.0 10.0 2.0 8.9 9.6 8.4 10.1 : : : : Number of Traders in Each Category Total Traders: 191 : : 65 69 20 . 18 36 12 35 18 19 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 16,503 : : Positions : : 6,693 9,123 2,139 2,137 2,658 0 0 0 2,273 0 1,193 : : : : Changes from: February 28, 2017 : : -2,101 -79 2,130 -423 -1,424 0 0 0 363 0 -374 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 55.3 13.0 12.9 16.1 0.0 0.0 0.0 13.8 0.0 7.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 10 . . 5 0 0 0 . 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 37,536 : : Positions : : 24,002 29,973 4,360 1,200 578 0 0 0 0 425 0 : : : : Changes from: February 28, 2017 : : -9,494 -9,195 387 -375 -470 0 0 0 -290 150 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 79.9 11.6 3.2 1.5 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 23 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 4,571 : : Positions : : 479 3,587 314 258 0 1,341 0 113 1,464 0 473 : : : : Changes from: February 28, 2017 : : 35 248 13 -37 -110 -52 0 30 147 -49 -223 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 78.5 6.9 5.6 0.0 29.3 0.0 2.5 32.0 0.0 10.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 5 13 . . 0 9 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 3,748 : : Positions : : 3,190 2,779 80 0 30 0 0 0 230 840 0 : : : : Changes from: February 28, 2017 : : -504 -341 20 0 0 0 0 0 43 -235 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 74.1 2.1 0.0 0.8 0.0 0.0 0.0 6.1 22.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . 0 . 0 0 0 . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 54,860 : : Positions : : 34,984 41,684 1,513 986 817 6,966 694 3,466 678 961 6,122 : : : : Changes from: February 28, 2017 : : -6,466 -5,394 190 -612 -298 -269 375 441 30 -934 -302 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 76.0 2.8 1.8 1.5 12.7 1.3 6.3 1.2 1.8 11.2 : : : : Number of Traders in Each Category Total Traders: 102 : : 49 63 . . 4 8 . 5 7 13 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 2,728 : : Positions : : 1,480 1,754 0 99 20 0 56 61 410 160 245 : : : : Changes from: February 28, 2017 : : -404 -1,109 -242 -183 -106 0 -19 0 -689 -99 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 64.3 0.0 3.6 0.7 0.0 2.1 2.2 15.0 5.9 9.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 16 0 . . 0 . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 791,182 : : Positions : : 261,966 250,473 19,454 64,348 144,916 54,634 28,533 59,580 35,758 29,130 196,725 : : : : Changes from: February 28, 2017 : : 90 115 495 -4,050 -3,354 -862 7,501 -3,413 3,703 1,300 1,666 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.1 31.7 2.5 8.1 18.3 6.9 3.6 7.5 4.5 3.7 24.9 : : : : Number of Traders in Each Category Total Traders: 155 : : 42 43 10 10 20 18 14 20 24 27 49 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 2,803,226 : : Positions : : 416,686 710,781 136,750 427,836 419,433 424,549 48,991 449,299 266,882 86,523 568,772 : : : : Changes from: February 28, 2017 : : 6,169 9,069 2,820 -611 -3,810 -10,927 223 6,586 2,754 -720 28,406 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.9 25.4 4.9 15.3 15.0 15.1 1.7 16.0 9.5 3.1 20.3 : : : : Number of Traders in Each Category Total Traders: 484 : : 65 79 24 24 46 85 38 88 132 76 162 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 230,785 : : Positions : : 76,266 134,756 1,139 2,361 5,869 99,617 34,777 44,542 750 6,845 1,218 : : : : Changes from: February 28, 2017 : : -490 -1,525 229 -923 24 -1,352 -400 -452 13 1,251 -932 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 58.4 0.5 1.0 2.5 43.2 15.1 19.3 0.3 3.0 0.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 17 . . 4 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 124,554 : : Positions : : 24,010 20,288 21,516 31,531 1,311 0 0 0 58,124 20,313 636 : : : : Changes from: February 28, 2017 : : -2,707 -1,202 -603 -777 -18 -2,220 0 0 560 -891 -258 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.3 16.3 17.3 25.3 1.1 0.0 0.0 0.0 46.7 16.3 0.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 8 8 . 5 5 0 0 0 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 78,890 : : Positions : : 8,309 2,701 12,515 36,460 16,674 0 0 0 26,065 0 7,113 : : : : Changes from: February 28, 2017 : : -57 67 -243 -271 275 0 0 0 -344 0 754 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 3.4 15.9 46.2 21.1 0.0 0.0 0.0 33.0 0.0 9.0 : : : : 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 March 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 147,089 : : Positions : : 11,144 16,871 36,222 1,883 13,489 2,251 22,499 4,961 18,757 30,360 47,897 : : : : Changes from: February 28, 2017 : : -3,073 -3,648 -3,474 428 -200 -330 277 1,359 -183 -4,065 -1,169 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.6 11.5 24.6 1.3 9.2 1.5 15.3 3.4 12.8 20.6 32.6 : : : : Number of Traders in Each Category Total Traders: 57 : : 10 11 6 . 8 . . 4 12 17 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 48,704 : : Positions : : 14,246 11,854 20,179 3,759 3,175 5,341 23,426 4,302 212 81 950 : : : : Changes from: February 28, 2017 : : -302 -43 461 264 -228 1,903 889 -265 -28 19 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 24.3 41.4 7.7 6.5 11.0 48.1 8.8 0.4 0.2 2.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 8 4 . 6 5 4 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 82,821 : : Positions : : 3,091 43,858 428 13,635 2,750 60,258 3,047 14,495 0 1,933 1,710 : : : : Changes from: February 28, 2017 : : -331 1,009 -33 -422 312 1,773 -80 660 0 607 -281 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.7 53.0 0.5 16.5 3.3 72.8 3.7 17.5 0.0 2.3 2.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 5 9 . . . . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 11,844 : : Positions : : 9,975 6,372 1,035 4,635 630 0 0 0 150 0 0 : : : : Changes from: February 28, 2017 : : 425 215 0 270 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 53.8 8.7 39.1 5.3 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 12 . 6 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 416,194 : : Positions : : 127,516 237,892 53,835 5,259 17,061 59,253 28,386 44,106 55,500 27,269 35,393 : : : : Changes from: February 28, 2017 : : 7,503 10,459 2,924 32 1,235 -569 7,981 4,224 997 -10,397 6,159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 57.2 12.9 1.3 4.1 14.2 6.8 10.6 13.3 6.6 8.5 : : : : Number of Traders in Each Category Total Traders: 262 : : 75 91 18 9 19 53 24 41 29 24 39 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 16,995 : : Positions : : 6,835 10,624 270 2,470 960 0 0 0 6,257 295 2,091 : : : : Changes from: February 28, 2017 : : -1,484 -1,679 -388 650 -715 0 0 0 783 -155 -1,158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 62.5 1.6 14.5 5.6 0.0 0.0 0.0 36.8 1.7 12.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 13 . . 4 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 18,901 : : Positions : : 15,585 18,081 0 0 0 160 0 0 1,660 0 50 : : : : Changes from: February 28, 2017 : : -4,385 -3,395 0 -180 0 10 0 0 560 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 95.7 0.0 0.0 0.0 0.8 0.0 0.0 8.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 15 0 0 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #111A47 Open Interest is 10,685 : : Positions : : 4,101 5,439 323 43 1,059 0 0 160 1,779 70 2,037 : : : : Changes from: February 28, 2017 : : 881 1,130 -340 10 433 0 0 -2,040 -240 -88 -244 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 50.9 3.0 0.4 9.9 0.0 0.0 1.5 16.6 0.7 19.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . . 4 0 0 . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 32,281 : : Positions : : 21,902 31,074 7,807 0 17 0 0 0 2,026 815 375 : : : : Changes from: February 28, 2017 : : -3,015 -3,635 -132 0 -37 0 0 0 -516 -77 -173 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 96.3 24.2 0.0 0.1 0.0 0.0 0.0 6.3 2.5 1.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 14 7 0 . 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 6,110 : : Positions : : 3,060 2,585 1,205 100 540 0 0 0 375 2,055 830 : : : : Changes from: February 28, 2017 : : -345 -50 345 0 -465 0 0 0 125 165 -370 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 42.3 19.7 1.6 8.8 0.0 0.0 0.0 6.1 33.6 13.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 8 8 5 . . 0 0 0 . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 17,367 : : Positions : : 7,038 8,375 3,498 2,277 2,932 0 0 0 2,770 3,133 368 : : : : Changes from: February 28, 2017 : : -491 20 122 -124 -540 0 0 0 -130 -315 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 48.2 20.1 13.1 16.9 0.0 0.0 0.0 15.9 18.0 2.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 12 13 8 6 9 0 0 0 7 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 4,919 : : Positions : : 2,087 2,281 904 0 262 0 0 0 0 1,415 36 : : : : Changes from: February 28, 2017 : : -299 -230 125 0 15 0 0 0 -94 -124 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 46.4 18.4 0.0 5.3 0.0 0.0 0.0 0.0 28.8 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 4 0 4 0 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 8,420 : : Positions : : 5,625 4,189 206 917 585 0 100 0 667 1,380 1,048 : : : : Changes from: February 28, 2017 : : -1,598 -1,120 -101 -6 -166 -225 100 0 275 -682 -112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 49.8 2.4 10.9 6.9 0.0 1.2 0.0 7.9 16.4 12.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 16 16 . 4 5 0 . 0 6 10 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 1,502 : : Positions : : 375 905 144 30 35 0 0 0 415 55 308 : : : : Changes from: February 28, 2017 : : -350 -310 -123 30 -30 0 0 0 -322 -375 114 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.0 60.3 9.6 2.0 2.3 0.0 0.0 0.0 27.6 3.7 20.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 5 10 . . . 0 0 0 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 25,515 : : Positions : : 11,384 8,174 4,672 616 853 0 0 0 1,101 8,129 2,961 : : : : Changes from: February 28, 2017 : : -3,450 -2,614 -79 297 -410 -155 0 0 25 -470 -2,103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 32.0 18.3 2.4 3.3 0.0 0.0 0.0 4.3 31.9 11.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 11 . . . 0 0 0 . 6 6 : ----------------------------------------------------------------------------------------------------------------
Updated March 10, 2017