Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 49,524 : : Positions : : 35,838 40,973 1,625 2,215 2,400 96 0 435 7,598 2,136 1,184 : : : : Changes from: March 21, 2017 : : 375 652 25 -43 -129 0 0 0 255 44 128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 82.7 3.3 4.5 4.8 0.2 0.0 0.9 15.3 4.3 2.4 : : : : Number of Traders in Each Category Total Traders: 62 : : 27 35 . 8 7 . 0 . 10 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 11,829 : : Positions : : 8,075 8,783 272 277 1,178 0 0 142 755 434 649 : : : : Changes from: March 21, 2017 : : 747 794 0 -5 22 0 0 -90 25 -11 78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 74.2 2.3 2.3 10.0 0.0 0.0 1.2 6.4 3.7 5.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 28 . 4 7 0 0 . 5 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 15,241 : : Positions : : 9,527 12,788 302 129 748 0 0 0 2,826 63 1,189 : : : : Changes from: March 21, 2017 : : 409 846 35 10 -64 0 0 0 397 28 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 83.9 2.0 0.8 4.9 0.0 0.0 0.0 18.5 0.4 7.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 31 37 4 . 6 0 0 0 6 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 7,701 : : Positions : : 5,355 3,058 1,355 2,810 120 0 0 0 169 1,040 194 : : : : Changes from: March 21, 2017 : : 289 209 0 60 0 0 0 0 -5 85 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 39.7 17.6 36.5 1.6 0.0 0.0 0.0 2.2 13.5 2.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 13 . 4 . 0 0 0 . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 2,261 : : Positions : : 1,618 1,267 96 0 126 0 0 0 240 579 94 : : : : Changes from: March 21, 2017 : : 106 76 0 0 0 0 0 0 40 50 94 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 56.0 4.2 0.0 5.6 0.0 0.0 0.0 10.6 25.6 4.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 . 0 . 0 0 0 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 20,133 : : Positions : : 13,771 14,594 3,321 400 2,463 0 0 0 218 2,369 300 : : : : Changes from: March 21, 2017 : : 203 158 -20 0 95 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 72.5 16.5 2.0 12.2 0.0 0.0 0.0 1.1 11.8 1.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 19 7 . . 0 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 9,782 : : Positions : : 6,224 4,796 26 1,577 163 0 0 0 2,530 2,795 263 : : : : Changes from: March 21, 2017 : : 237 650 -15 10 0 0 0 0 648 225 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 49.0 0.3 16.1 1.7 0.0 0.0 0.0 25.9 28.6 2.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 16 20 . 7 . 0 0 0 5 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 7,404 : : Positions : : 4,852 6,217 676 0 152 600 0 0 274 682 236 : : : : Changes from: March 21, 2017 : : 541 626 20 0 -4 0 0 0 5 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 84.0 9.1 0.0 2.1 8.1 0.0 0.0 3.7 9.2 3.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 17 4 0 . . 0 0 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 436,483 : : Positions : : 138,662 246,028 80,938 4,343 18,278 38,688 19,654 35,930 39,403 32,502 41,576 : : : : Changes from: March 21, 2017 : : 3,430 3,982 -1,295 -52 -1,594 -401 -105 -2,288 263 -562 -3,950 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 56.4 18.5 1.0 4.2 8.9 4.5 8.2 9.0 7.4 9.5 : : : : Number of Traders in Each Category Total Traders: 198 : : 61 69 21 . 18 29 20 35 18 24 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 18,597 : : Positions : : 7,623 9,464 2,583 2,214 3,059 0 0 0 1,974 0 1,492 : : : : Changes from: March 21, 2017 : : 200 -21 457 27 494 0 0 0 -145 0 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 50.9 13.9 11.9 16.4 0.0 0.0 0.0 10.6 0.0 8.0 : : : : 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 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 41,583 : : Positions : : 25,932 32,627 4,560 1,200 543 0 0 0 0 425 0 : : : : Changes from: March 21, 2017 : : 1,584 1,388 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 78.5 11.0 2.9 1.3 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 21 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 5,135 : : Positions : : 768 4,347 314 272 0 1,783 0 92 1,556 26 273 : : : : Changes from: March 21, 2017 : : 359 563 0 -28 0 54 0 9 196 6 -208 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.0 84.7 6.1 5.3 0.0 34.7 0.0 1.8 30.3 0.5 5.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 9 10 . . 0 12 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 3,954 : : Positions : : 3,259 2,863 110 0 30 0 0 0 210 892 30 : : : : Changes from: March 21, 2017 : : 4 -21 0 0 0 0 0 0 -15 30 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 72.4 2.8 0.0 0.8 0.0 0.0 0.0 5.3 22.6 0.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . 0 . 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 58,482 : : Positions : : 40,326 44,156 1,467 1,289 828 5,930 1,275 3,103 707 1,935 5,764 : : : : Changes from: March 21, 2017 : : 3,379 2,176 -63 85 -7 -364 113 -3 68 646 -111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 75.5 2.5 2.2 1.4 10.1 2.2 5.3 1.2 3.3 9.9 : : : : Number of Traders in Each Category Total Traders: 108 : : 49 65 4 . 4 9 . 4 5 15 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 4,556 : : Positions : : 3,055 2,912 45 445 18 0 56 61 631 496 300 : : : : Changes from: March 21, 2017 : : 315 378 0 90 -20 0 20 0 255 69 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 63.9 1.0 9.8 0.4 0.0 1.2 1.3 13.8 10.9 6.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 19 . . . 0 . . 6 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 801,043 : : Positions : : 270,492 247,349 20,470 63,214 147,810 44,945 20,117 55,553 38,076 43,125 209,207 : : : : Changes from: March 21, 2017 : : 10,358 6,797 817 -648 5,782 -832 -4,432 -5,693 -2,426 5,657 924 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 30.9 2.6 7.9 18.5 5.6 2.5 6.9 4.8 5.4 26.1 : : : : Number of Traders in Each Category Total Traders: 160 : : 47 49 13 10 23 17 13 16 23 28 48 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 2,936,189 : : Positions : : 474,056 713,377 172,223 405,841 403,286 361,322 116,707 467,632 294,959 81,565 641,835 : : : : Changes from: March 21, 2017 : : -7,420 -14,545 10,748 -2,879 443 -10,083 5,879 37,263 2,180 3,199 25,395 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.1 24.3 5.9 13.8 13.7 12.3 4.0 15.9 10.0 2.8 21.9 : : : : Number of Traders in Each Category Total Traders: 512 : : 64 80 27 23 48 77 66 92 130 85 165 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 247,334 : : Positions : : 66,291 125,600 1,771 4,234 9,069 111,980 40,668 54,666 527 9,957 1,387 : : : : Changes from: March 21, 2017 : : 31 1,036 101 551 1,407 2,624 256 61 20 962 600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 50.8 0.7 1.7 3.7 45.3 16.4 22.1 0.2 4.0 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 18 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 128,459 : : Positions : : 25,486 22,108 21,420 33,656 1,671 0 0 0 58,352 19,681 1,027 : : : : Changes from: March 21, 2017 : : 732 564 132 24 54 0 0 0 413 -54 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.8 17.2 16.7 26.2 1.3 0.0 0.0 0.0 45.4 15.3 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 10 10 . 6 6 0 0 0 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 82,292 : : Positions : : 8,334 3,242 11,120 36,554 17,439 0 0 0 26,725 0 9,051 : : : : Changes from: March 21, 2017 : : -93 -291 -138 -120 -386 0 0 0 -186 0 -122 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.1 3.9 13.5 44.4 21.2 0.0 0.0 0.0 32.5 0.0 11.0 : : : : 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 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 156,956 : : Positions : : 11,186 20,290 43,492 990 17,289 2,625 24,343 5,179 17,647 31,467 46,268 : : : : Changes from: March 21, 2017 : : 1,006 1,661 3,425 -465 1,114 312 -307 130 -2,941 -332 -735 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.1 12.9 27.7 0.6 11.0 1.7 15.5 3.3 11.2 20.0 29.5 : : : : Number of Traders in Each Category Total Traders: 56 : : 10 12 7 . 8 . . 5 14 14 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 42,458 : : Positions : : 17,072 8,178 13,235 2,223 3,207 4,541 24,893 2,984 311 167 698 : : : : Changes from: March 21, 2017 : : 808 -314 -745 -99 -30 -86 373 -314 11 28 -34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 19.3 31.2 5.2 7.6 10.7 58.6 7.0 0.7 0.4 1.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 7 5 . 6 6 . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 87,037 : : Positions : : 4,067 44,536 977 14,905 2,622 59,793 2,909 17,090 305 1,671 2,105 : : : : Changes from: March 21, 2017 : : -315 2,059 -78 149 56 2,650 163 -644 14 -82 79 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.7 51.2 1.1 17.1 3.0 68.7 3.3 19.6 0.4 1.9 2.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 10 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 11,121 : : Positions : : 9,320 5,869 1,090 4,520 525 0 0 0 150 0 0 : : : : Changes from: March 21, 2017 : : 190 175 0 60 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 52.8 9.8 40.6 4.7 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 10 . 7 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 394,310 : : Positions : : 115,178 216,597 54,816 3,771 18,357 56,521 38,498 36,518 53,364 21,193 36,824 : : : : Changes from: March 21, 2017 : : -3,236 -5,444 819 -1,573 159 -1,096 1,743 -1,971 -1,001 -1,037 -1,679 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 54.9 13.9 1.0 4.7 14.3 9.8 9.3 13.5 5.4 9.3 : : : : Number of Traders in Each Category Total Traders: 265 : : 73 89 18 8 19 48 31 44 34 23 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 9,569 : : Positions : : 5,542 5,328 375 300 25 0 0 508 218 1,178 708 : : : : Changes from: March 21, 2017 : : 25 100 250 0 0 0 0 0 -358 -25 383 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 55.7 3.9 3.1 0.3 0.0 0.0 5.3 2.3 12.3 7.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 18,104 : : Positions : : 7,621 11,867 270 2,320 1,010 0 0 0 6,556 212 2,065 : : : : Changes from: March 21, 2017 : : 350 535 0 0 0 0 0 0 202 17 74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 65.5 1.5 12.8 5.6 0.0 0.0 0.0 36.2 1.2 11.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . . 4 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 20,746 : : Positions : : 17,550 19,781 0 0 0 0 0 0 1,825 300 0 : : : : Changes from: March 21, 2017 : : 670 1,015 0 0 0 -160 0 0 240 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 95.3 0.0 0.0 0.0 0.0 0.0 0.0 8.8 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 16 0 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 12,603 : : Positions : : 4,700 6,343 530 17 1,105 0 0 720 1,713 70 2,274 : : : : Changes from: March 21, 2017 : : 398 500 167 0 -20 0 0 320 -147 0 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 50.3 4.2 0.1 8.8 0.0 0.0 5.7 13.6 0.6 18.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . . 4 0 0 . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 37,450 : : Positions : : 25,787 36,660 9,192 0 0 0 0 0 1,942 415 375 : : : : Changes from: March 21, 2017 : : 513 654 185 0 0 0 0 0 -44 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 97.9 24.5 0.0 0.0 0.0 0.0 0.0 5.2 1.1 1.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 14 7 0 0 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 7,085 : : Positions : : 3,535 3,135 1,585 180 610 0 225 0 450 2,130 805 : : : : Changes from: March 21, 2017 : : 75 50 175 0 50 0 225 0 50 25 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 44.2 22.4 2.5 8.6 0.0 3.2 0.0 6.4 30.1 11.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 10 10 5 . 4 0 . 0 4 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 5,221 : : Positions : : 2,605 4,124 1,155 65 75 0 0 0 1,306 792 50 : : : : Changes from: March 21, 2017 : : 75 5 -75 40 75 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 79.0 22.1 1.2 1.4 0.0 0.0 0.0 25.0 15.2 1.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 . . . 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 20,127 : : Positions : : 9,603 10,681 4,506 2,277 2,812 0 450 0 1,907 3,056 569 : : : : Changes from: March 21, 2017 : : 1,116 588 534 0 -84 0 450 0 -593 19 201 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 53.1 22.4 11.3 14.0 0.0 2.2 0.0 9.5 15.2 2.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 14 14 8 6 9 0 . 0 7 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 5,050 : : Positions : : 2,211 2,288 798 83 198 0 0 0 0 1,550 63 : : : : Changes from: March 21, 2017 : : -69 -57 11 5 24 0 0 0 0 40 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 45.3 15.8 1.6 3.9 0.0 0.0 0.0 0.0 30.7 1.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . 4 0 0 0 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 10,314 : : Positions : : 7,020 5,252 206 944 589 0 0 0 825 1,879 1,428 : : : : Changes from: March 21, 2017 : : 264 140 0 27 -27 0 0 0 -57 62 197 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 50.9 2.0 9.2 5.7 0.0 0.0 0.0 8.0 18.2 13.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 18 19 . 4 5 0 0 0 6 10 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 1,944 : : Positions : : 742 1,179 194 40 35 0 0 0 309 57 473 : : : : Changes from: March 21, 2017 : : 30 120 0 10 0 0 0 0 60 -10 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 60.6 10.0 2.1 1.8 0.0 0.0 0.0 15.9 2.9 24.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 9 13 . . . 0 0 0 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 29,435 : : Positions : : 13,753 7,706 3,406 2,484 1,773 0 0 0 1,514 8,083 3,891 : : : : Changes from: March 21, 2017 : : 831 74 -599 763 499 0 0 0 413 -188 104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 26.2 11.6 8.4 6.0 0.0 0.0 0.0 5.1 27.5 13.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 9 . . . 0 0 0 . 5 6 : ----------------------------------------------------------------------------------------------------------------
Updated March 31, 2017