Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 48,108 : : Positions : : 35,586 40,132 1,858 2,076 1,618 398 0 490 6,504 2,143 1,446 : : : : Changes from: June 20, 2017 : : 904 547 0 25 0 0 0 0 -204 128 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 83.4 3.9 4.3 3.4 0.8 0.0 1.0 13.5 4.5 3.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 24 33 . 7 7 . 0 . 9 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 10,806 : : Positions : : 7,530 7,961 171 426 819 0 50 0 724 172 733 : : : : Changes from: June 20, 2017 : : -3 -45 -5 -5 1 0 0 0 -25 0 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 73.7 1.6 3.9 7.6 0.0 0.5 0.0 6.7 1.6 6.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 27 . . 7 0 . 0 5 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 12,402 : : Positions : : 9,452 10,179 243 294 764 0 0 0 754 128 675 : : : : Changes from: June 20, 2017 : : 471 463 0 0 144 0 0 0 25 31 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 82.1 2.0 2.4 6.2 0.0 0.0 0.0 6.1 1.0 5.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 26 31 . . 6 0 0 0 6 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 6,256 : : Positions : : 4,029 2,287 911 1,850 199 0 0 0 150 1,260 263 : : : : Changes from: June 20, 2017 : : 205 121 0 19 0 0 0 0 36 128 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 36.6 14.6 29.6 3.2 0.0 0.0 0.0 2.4 20.1 4.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 16 . 4 . 0 0 0 4 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 2,102 : : Positions : : 1,613 1,024 10 0 20 50 0 0 150 800 169 : : : : Changes from: June 20, 2017 : : 52 52 0 0 0 0 0 0 10 0 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 48.7 0.5 0.0 1.0 2.4 0.0 0.0 7.1 38.1 8.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 9 9 . 0 . . 0 0 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 19,545 : : Positions : : 12,215 13,687 4,249 125 2,651 0 290 0 130 2,502 275 : : : : Changes from: June 20, 2017 : : 176 309 115 0 75 0 0 0 0 -18 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 70.0 21.7 0.6 13.6 0.0 1.5 0.0 0.7 12.8 1.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 17 7 . 4 0 . 0 . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 9,611 : : Positions : : 7,133 4,621 56 1,622 181 0 0 0 1,258 2,485 446 : : : : Changes from: June 20, 2017 : : 113 192 10 -57 27 0 0 0 60 38 54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 48.1 0.6 16.9 1.9 0.0 0.0 0.0 13.1 25.9 4.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 17 14 . 8 8 0 0 0 9 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 6,025 : : Positions : : 3,750 5,008 821 0 52 600 0 0 20 569 181 : : : : Changes from: June 20, 2017 : : 205 95 -15 0 0 0 0 0 10 15 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 83.1 13.6 0.0 0.9 10.0 0.0 0.0 0.3 9.4 3.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 14 5 0 . . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 441,605 : : Positions : : 142,794 212,447 81,379 1,994 19,832 31,522 63,824 36,792 43,226 16,842 46,410 : : : : Changes from: June 20, 2017 : : 8,805 7,558 1,167 -836 -77 672 6,402 -4,053 -829 -1,374 -2,079 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 48.1 18.4 0.5 4.5 7.1 14.5 8.3 9.8 3.8 10.5 : : : : Number of Traders in Each Category Total Traders: 210 : : 68 70 20 . 17 26 36 41 16 19 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 42,791 : : Positions : : 26,208 37,126 3,849 0 402 0 0 0 0 25 350 : : : : Changes from: June 20, 2017 : : 3,645 4,111 300 0 0 0 0 0 0 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 86.8 9.0 0.0 0.9 0.0 0.0 0.0 0.0 0.1 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 21 . 0 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 2,269 : : Positions : : 564 1,019 22 54 278 270 162 278 412 150 180 : : : : Changes from: June 20, 2017 : : 85 -5 0 -110 0 -107 128 -3 3 -7 -144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.9 44.9 1.0 2.4 12.3 11.9 7.1 12.3 18.2 6.6 7.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 5 7 . . . 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 4,818 : : Positions : : 3,773 4,004 0 0 0 0 0 0 580 480 120 : : : : Changes from: June 20, 2017 : : 452 626 0 0 0 0 0 0 50 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 83.1 0.0 0.0 0.0 0.0 0.0 0.0 12.0 10.0 2.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 16 0 0 0 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 43,571 : : Positions : : 28,913 33,762 1,438 1,160 622 5,772 63 1,459 1,035 2,213 3,961 : : : : Changes from: June 20, 2017 : : 1,264 1,349 24 114 -77 442 28 40 25 271 -270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 77.5 3.3 2.7 1.4 13.2 0.1 3.3 2.4 5.1 9.1 : : : : Number of Traders in Each Category Total Traders: 98 : : 45 55 4 . 5 8 . 4 8 12 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 2,573 : : Positions : : 1,133 1,464 112 0 123 0 0 0 419 27 276 : : : : Changes from: June 20, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 56.9 4.4 0.0 4.8 0.0 0.0 0.0 16.3 1.0 10.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 14 . 0 . 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 5,111 : : Positions : : 3,064 2,850 256 505 120 77 0 79 554 777 545 : : : : Changes from: June 20, 2017 : : 478 213 -41 82 27 -20 0 0 114 326 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 55.8 5.0 9.9 2.3 1.5 0.0 1.5 10.8 15.2 10.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 19 . . . . 0 . 5 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 733,864 : : Positions : : 207,854 223,635 32,758 61,209 151,942 42,963 19,278 46,839 45,296 22,281 190,171 : : : : Changes from: June 20, 2017 : : -193 -17,474 -726 783 3,644 -3,332 -1,898 2,824 -6,414 5,589 7,237 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 30.5 4.5 8.3 20.7 5.9 2.6 6.4 6.2 3.0 25.9 : : : : Number of Traders in Each Category Total Traders: 163 : : 48 52 9 13 22 16 12 17 34 18 50 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 2,826,528 : : Positions : : 460,725 640,929 202,444 425,631 401,291 314,090 180,484 444,446 332,814 88,800 539,428 : : : : Changes from: June 20, 2017 : : 13,911 11,436 9,239 -1,931 24,888 12,614 13,749 6,046 2,715 -152 22,035 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.3 22.7 7.2 15.1 14.2 11.1 6.4 15.7 11.8 3.1 19.1 : : : : Number of Traders in Each Category Total Traders: 508 : : 64 76 23 25 43 72 64 92 140 84 170 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 206,478 : : Positions : : 49,142 89,503 4,270 7,628 7,806 94,194 36,278 46,646 50 14,420 2,235 : : : : Changes from: June 20, 2017 : : 696 744 43 674 -342 559 -88 1,377 -24 -30 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 43.3 2.1 3.7 3.8 45.6 17.6 22.6 0.0 7.0 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 15 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 120,815 : : Positions : : 19,430 16,946 25,499 36,137 3,384 0 0 0 54,317 18,090 2,680 : : : : Changes from: June 20, 2017 : : -108 -460 0 243 210 0 0 0 330 71 -557 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.1 14.0 21.1 29.9 2.8 0.0 0.0 0.0 45.0 15.0 2.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 7 10 . 7 7 0 0 0 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 99,656 : : Positions : : 8,806 2,433 12,303 46,247 20,578 0 0 0 34,869 284 13,520 : : : : Changes from: June 20, 2017 : : -209 -168 71 -972 338 0 0 0 -714 92 1,116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.8 2.4 12.3 46.4 20.6 0.0 0.0 0.0 35.0 0.3 13.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 4 4 5 9 13 0 0 0 9 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 152,018 : : Positions : : 11,558 21,928 33,803 2,067 17,534 2,770 21,628 8,105 15,038 23,068 48,512 : : : : Changes from: June 20, 2017 : : 805 -367 2,395 414 -38 -20 453 -378 -1,221 579 4,076 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.6 14.4 22.2 1.4 11.5 1.8 14.2 5.3 9.9 15.2 31.9 : : : : Number of Traders in Each Category Total Traders: 56 : : 11 12 4 4 7 . . 4 13 16 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 29,987 : : Positions : : 16,063 5,086 6,834 1,137 2,131 1,828 18,860 2,037 356 280 363 : : : : Changes from: June 20, 2017 : : -421 98 479 69 -41 -99 -196 -17 -19 -33 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 17.0 22.8 3.8 7.1 6.1 62.9 6.8 1.2 0.9 1.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 8 5 . 5 . 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 102,454 : : Positions : : 1,494 37,295 364 14,056 1,350 68,525 15,184 29,451 0 3,040 940 : : : : Changes from: June 20, 2017 : : -96 -767 -10 -460 -63 -709 138 -1,295 0 1,308 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.5 36.4 0.4 13.7 1.3 66.9 14.8 28.7 0.0 3.0 0.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 4 11 . . . . . 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 6,305 : : Positions : : 4,705 4,330 1,390 1,630 210 0 0 0 0 0 0 : : : : Changes from: June 20, 2017 : : -220 0 90 -295 -20 0 0 0 -165 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 68.7 22.0 25.9 3.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 7 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 U.S. BARRELS) : CFTC Code #067A75 Open Interest is 9,495 : : Positions : : 6,390 2,950 1,125 6,260 270 0 0 0 1,650 0 0 : : : : Changes from: June 20, 2017 : : 475 -530 0 665 0 0 0 0 -405 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 31.1 11.8 65.9 2.8 0.0 0.0 0.0 17.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 12 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 412,159 : : Positions : : 118,841 207,050 58,206 2,358 12,423 48,254 68,393 41,174 65,724 6,729 49,252 : : : : Changes from: June 20, 2017 : : 1,202 3,952 1,375 846 -2,195 2,941 2,208 -8,014 1,871 -2,095 -1,264 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 50.2 14.1 0.6 3.0 11.7 16.6 10.0 15.9 1.6 11.9 : : : : Number of Traders in Each Category Total Traders: 266 : : 73 87 18 6 17 38 38 48 41 21 45 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 9,121 : : Positions : : 5,556 2,658 0 1,040 0 526 0 83 296 3,129 567 : : : : Changes from: June 20, 2017 : : 44 751 0 0 0 151 0 83 296 -136 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 29.1 0.0 11.4 0.0 5.8 0.0 0.9 3.2 34.3 6.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 9 0 . 0 . 0 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 13,398 : : Positions : : 6,246 9,391 75 1,875 590 0 0 0 5,165 0 712 : : : : Changes from: June 20, 2017 : : -110 -245 50 -10 10 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 70.1 0.6 14.0 4.4 0.0 0.0 0.0 38.6 0.0 5.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 15 . . . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 15,502 : : Positions : : 13,866 13,442 0 0 0 0 0 0 0 975 375 : : : : Changes from: June 20, 2017 : : 400 725 0 0 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 86.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 6.3 2.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 22 19 0 0 0 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #111A41 Open Interest is 15,239 : : Positions : : 5,410 7,476 0 1,179 306 0 1,769 195 3,648 374 1,709 : : : : Changes from: June 20, 2017 : : 114 486 0 90 0 0 0 0 223 0 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 49.1 0.0 7.7 2.0 0.0 11.6 1.3 23.9 2.5 11.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 9 0 . . 0 . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 8,651 : : Positions : : 2,869 4,807 297 679 572 0 0 0 1,959 615 371 : : : : Changes from: June 20, 2017 : : 296 -219 10 -139 83 0 0 0 -121 180 -64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 55.6 3.4 7.8 6.6 0.0 0.0 0.0 22.6 7.1 4.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 35,118 : : Positions : : 24,197 33,367 8,221 0 44 0 0 0 2,263 1,511 141 : : : : Changes from: June 20, 2017 : : 572 702 55 0 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 95.0 23.4 0.0 0.1 0.0 0.0 0.0 6.4 4.3 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 19 8 0 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 5,865 : : Positions : : 2,570 2,940 1,555 150 140 0 0 0 1,125 2,160 475 : : : : Changes from: June 20, 2017 : : 75 50 0 0 0 0 0 0 100 125 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 50.1 26.5 2.6 2.4 0.0 0.0 0.0 19.2 36.8 8.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 10 10 4 . . 0 0 0 5 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 21,276 : : Positions : : 8,549 9,842 4,714 1,764 3,643 0 2,529 75 2,381 1,843 1,114 : : : : Changes from: June 20, 2017 : : -273 -74 150 -19 -136 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 46.3 22.2 8.3 17.1 0.0 11.9 0.4 11.2 8.7 5.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 15 15 9 . 7 0 . . 5 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 5,281 : : Positions : : 2,634 2,858 697 64 372 0 0 0 165 1,208 43 : : : : Changes from: June 20, 2017 : : 100 184 108 -4 -6 0 0 0 10 -47 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 54.1 13.2 1.2 7.0 0.0 0.0 0.0 3.1 22.9 0.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 5 . 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565N Open Interest is 4,281 : : Positions : : 2,218 2,470 141 320 424 255 0 25 569 502 540 : : : : Changes from: June 20, 2017 : : 285 75 0 0 0 0 0 0 25 235 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 57.7 3.3 7.5 9.9 6.0 0.0 0.6 13.3 11.7 12.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 9 . . . . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 11,793 : : Positions : : 7,033 5,994 393 547 478 365 0 0 1,207 2,449 2,109 : : : : Changes from: June 20, 2017 : : -105 89 66 -185 73 150 0 0 -90 123 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 50.8 3.3 4.6 4.1 3.1 0.0 0.0 10.2 20.8 17.9 : : : : Number of Traders in Each Category Total Traders: 52 : : 24 23 4 . 4 . 0 0 5 11 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 2,395 : : Positions : : 912 1,212 113 170 30 0 50 0 1,010 697 181 : : : : Changes from: June 20, 2017 : : 65 95 30 20 -30 0 0 0 60 20 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 50.6 4.7 7.1 1.3 0.0 2.1 0.0 42.2 29.1 7.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 12 14 . 4 . 0 . 0 8 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 27, 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 32,378 : : Positions : : 16,839 10,642 4,383 2,567 1,690 0 850 0 2,206 9,192 3,461 : : : : Changes from: June 20, 2017 : : 627 584 341 0 0 0 0 0 99 495 -91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 32.9 13.5 7.9 5.2 0.0 2.6 0.0 6.8 28.4 10.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 10 . . 5 0 . 0 . 5 5 : ----------------------------------------------------------------------------------------------------------------
Updated June 30, 2017