Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 38,043 : : Positions : : 27,654 32,195 1,651 1,463 1,582 0 0 0 5,232 987 1,793 : : : : Changes from: September 5, 2017 : : 1,344 1,252 0 50 200 0 0 0 222 302 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 84.6 4.3 3.8 4.2 0.0 0.0 0.0 13.8 2.6 4.7 : : : : Number of Traders in Each Category Total Traders: 56 : : 28 33 . 4 7 0 0 0 8 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 8,092 : : Positions : : 5,614 6,050 114 173 618 0 0 0 703 194 477 : : : : Changes from: September 5, 2017 : : 252 207 0 0 9 0 0 0 180 10 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 74.8 1.4 2.1 7.6 0.0 0.0 0.0 8.7 2.4 5.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 24 . 4 6 0 0 0 6 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 1,503 : : Positions : : 1,158 1,285 13 0 15 0 0 0 91 11 57 : : : : Changes from: September 5, 2017 : : 35 47 0 0 0 0 0 0 0 0 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 85.5 0.9 0.0 1.0 0.0 0.0 0.0 6.1 0.7 3.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . 0 . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 9,128 : : Positions : : 6,390 7,052 117 205 886 0 0 0 860 74 454 : : : : Changes from: September 5, 2017 : : 482 459 -5 -16 11 0 0 0 10 25 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 77.3 1.3 2.2 9.7 0.0 0.0 0.0 9.4 0.8 5.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 25 . . 6 0 0 0 6 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 5,617 : : Positions : : 4,346 2,362 497 976 55 0 0 0 104 1,287 178 : : : : Changes from: September 5, 2017 : : 432 220 0 0 0 0 0 0 14 -16 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 42.1 8.8 17.4 1.0 0.0 0.0 0.0 1.9 22.9 3.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 14 . . . 0 0 0 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 14,908 : : Positions : : 9,071 11,065 3,783 100 1,849 0 0 0 85 1,484 120 : : : : Changes from: September 5, 2017 : : 311 461 150 0 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 74.2 25.4 0.7 12.4 0.0 0.0 0.0 0.6 10.0 0.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 14 6 . . 0 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 8,240 : : Positions : : 6,004 3,353 35 1,400 68 0 0 0 1,407 2,908 73 : : : : Changes from: September 5, 2017 : : 607 431 0 61 45 0 0 0 -144 110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 40.7 0.4 17.0 0.8 0.0 0.0 0.0 17.1 35.3 0.9 : : : : Number of Traders in Each Category Total Traders: 52 : : 22 18 . 7 4 0 0 0 8 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE 1000 metric tons : CFTC Code #021A56 Open Interest is 5,405 : : Positions : : 3,483 4,395 480 0 87 660 0 0 65 450 128 : : : : Changes from: September 5, 2017 : : 120 60 -30 0 30 0 0 0 -10 5 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 81.3 8.9 0.0 1.6 12.2 0.0 0.0 1.2 8.3 2.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 . 0 . . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 464,183 : : Positions : : 111,830 250,329 69,919 1,839 30,858 64,719 18,463 32,933 43,522 46,546 55,238 : : : : Changes from: September 5, 2017 : : 16,722 19,929 -1,198 -8 -261 3,396 -1,618 3,314 -403 2,043 2,613 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.1 53.9 15.1 0.4 6.6 13.9 4.0 7.1 9.4 10.0 11.9 : : : : Number of Traders in Each Category Total Traders: 216 : : 60 78 19 5 20 48 9 38 18 25 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 45,094 : : Positions : : 32,758 34,130 2,573 3,702 815 0 0 0 325 1,400 350 : : : : Changes from: September 5, 2017 : : 2,866 2,316 -1,581 265 -60 0 0 0 325 -425 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 75.7 5.7 8.2 1.8 0.0 0.0 0.0 0.7 3.1 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 19 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 1,532 : : Positions : : 433 957 0 0 0 388 193 67 341 46 89 : : : : Changes from: September 5, 2017 : : 36 69 -29 0 -5 7 -139 0 -117 0 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 62.5 0.0 0.0 0.0 25.3 12.6 4.4 22.3 3.0 5.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 5 6 0 0 0 6 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 4,756 : : Positions : : 4,304 4,103 0 0 0 0 0 0 0 345 100 : : : : Changes from: September 5, 2017 : : 313 333 0 0 0 0 0 0 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 86.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 7.3 2.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 16 0 0 0 0 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 45,700 : : Positions : : 31,894 37,970 2,017 6 905 4,418 274 176 1,323 1,526 4,684 : : : : Changes from: September 5, 2017 : : 2,729 3,647 211 6 136 143 -308 -110 -7 -219 -202 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 83.1 4.4 0.0 2.0 9.7 0.6 0.4 2.9 3.3 10.2 : : : : Number of Traders in Each Category Total Traders: 99 : : 45 56 4 . 5 6 . . 11 11 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 2,384 : : Positions : : 1,145 1,415 7 34 87 0 0 0 602 77 254 : : : : Changes from: September 5, 2017 : : 124 101 0 -5 0 0 0 0 20 3 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 59.4 0.3 1.4 3.6 0.0 0.0 0.0 25.3 3.2 10.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 17 . . . 0 0 0 6 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #03265J Open Interest is 3,713 : : Positions : : 1,719 2,004 442 0 71 134 0 0 709 925 440 : : : : Changes from: September 5, 2017 : : 350 324 105 0 -10 0 0 0 -30 96 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 54.0 11.9 0.0 1.9 3.6 0.0 0.0 19.1 24.9 11.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 15 21 . 0 . . 0 0 7 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 785,716 : : Positions : : 267,144 187,017 18,352 113,554 141,804 45,232 22,138 64,960 34,865 49,437 192,774 : : : : Changes from: September 5, 2017 : : -1,356 -3,372 2,074 10,587 2,560 5,385 -1,273 1,291 1,679 4,756 3,655 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 23.8 2.3 14.5 18.0 5.8 2.8 8.3 4.4 6.3 24.5 : : : : Number of Traders in Each Category Total Traders: 161 : : 52 50 10 12 21 14 10 15 34 26 53 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 3,056,142 : : Positions : : 545,506 644,564 161,161 499,514 438,473 309,541 151,650 528,989 347,413 70,642 623,084 : : : : Changes from: September 5, 2017 : : 45,271 20,410 -703 20,802 -4,808 -17,079 -4,986 -3,791 4,786 -4,766 1,006 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.8 21.1 5.3 16.3 14.3 10.1 5.0 17.3 11.4 2.3 20.4 : : : : Number of Traders in Each Category Total Traders: 486 : : 66 73 18 28 44 58 63 83 122 105 166 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 224,459 : : Positions : : 69,707 94,541 1,988 16,077 8,258 85,342 8,704 50,931 2,318 40,164 4,621 : : : : Changes from: September 5, 2017 : : 1,093 2,254 235 26 69 -12,573 3,261 -3,306 -447 -16,884 -91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 42.1 0.9 7.2 3.7 38.0 3.9 22.7 1.0 17.9 2.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 14 18 . . 4 . . . . 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 128,445 : : Positions : : 24,384 9,664 27,630 36,441 8,060 0 0 0 48,560 15,908 4,058 : : : : Changes from: September 5, 2017 : : 1,189 1,525 2,098 12,346 -93 0 0 0 4,635 -1,268 315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.0 7.5 21.5 28.4 6.3 0.0 0.0 0.0 37.8 12.4 3.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 6 6 5 6 8 0 0 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 9,533 : : Positions : : 0 0 1,460 1,059 3,599 147 959 965 507 153 2,064 : : : : Changes from: September 5, 2017 : : 0 0 174 40 490 0 84 120 -32 41 528 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 0.0 15.3 11.1 37.8 1.5 10.1 10.1 5.3 1.6 21.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 0 0 . 6 9 . 5 . 4 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 102,681 : : Positions : : 9,028 5,919 14,151 46,412 18,353 0 0 0 32,365 531 16,565 : : : : Changes from: September 5, 2017 : : 3,013 3,390 4,627 2,886 1,079 0 0 0 -1,443 -59 4,710 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.8 5.8 13.8 45.2 17.9 0.0 0.0 0.0 31.5 0.5 16.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 5 5 . 8 10 0 0 0 9 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 170,250 : : Positions : : 21,473 19,483 32,334 1,569 18,664 2,833 25,479 2,695 24,866 38,776 55,757 : : : : Changes from: September 5, 2017 : : 1,837 3,508 703 -58 708 -417 -1,445 358 4,524 5,267 1,493 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 11.4 19.0 0.9 11.0 1.7 15.0 1.6 14.6 22.8 32.7 : : : : Number of Traders in Each Category Total Traders: 69 : : 11 13 6 5 9 . 6 5 19 16 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 40,701 : : Positions : : 19,704 6,527 2,215 1,947 4,043 3,988 19,732 6,326 1,731 727 320 : : : : Changes from: September 5, 2017 : : 1,588 1,990 -945 345 774 1,118 805 2,002 1,066 170 61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 16.0 5.4 4.8 9.9 9.8 48.5 15.5 4.3 1.8 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 12 10 4 . 6 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 113,334 : : Positions : : 9,325 40,104 422 11,695 1,339 68,441 13,314 30,253 0 11,220 2,921 : : : : Changes from: September 5, 2017 : : 2,887 1,955 15 403 -20 -1,821 -726 1,472 0 -696 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.2 35.4 0.4 10.3 1.2 60.4 11.7 26.7 0.0 9.9 2.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 7 10 . . . . . 5 0 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 5,833 : : Positions : : 3,571 4,145 1,193 1,338 269 566 0 0 233 0 0 : : : : Changes from: September 5, 2017 : : -13 -50 -21 -3 -2 -20 0 0 1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 71.1 20.5 22.9 4.6 9.7 0.0 0.0 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 6 . 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 15,585 : : Positions : : 11,475 5,940 1,890 8,880 660 1,005 0 0 510 0 45 : : : : Changes from: September 5, 2017 : : 1,185 375 0 90 0 0 0 0 -720 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 38.1 12.1 57.0 4.2 6.4 0.0 0.0 3.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 9 . 6 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 426,938 : : Positions : : 101,927 232,330 49,259 7,907 22,158 88,783 20,178 33,564 60,324 48,749 42,940 : : : : Changes from: September 5, 2017 : : -9,508 -8,757 556 958 488 5,354 2,428 -1,372 48 2,157 3,979 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 54.4 11.5 1.9 5.2 20.8 4.7 7.9 14.1 11.4 10.1 : : : : Number of Traders in Each Category Total Traders: 280 : : 68 96 17 9 16 69 14 43 34 35 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 13,891 : : Positions : : 4,434 10,640 1,631 0 0 530 0 0 5,058 1,588 200 : : : : Changes from: September 5, 2017 : : 0 729 0 0 0 70 0 -9 355 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 76.6 11.7 0.0 0.0 3.8 0.0 0.0 36.4 11.4 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 14 . 0 0 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 15,591 : : Positions : : 12,480 11,306 0 2,425 25 300 0 0 1,775 300 225 : : : : Changes from: September 5, 2017 : : 1,175 845 0 575 0 0 0 0 275 -75 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 72.5 0.0 15.6 0.2 1.9 0.0 0.0 11.4 1.9 1.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 16 0 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 12,762 : : Positions : : 4,535 5,840 0 1,069 16 0 792 195 3,416 174 955 : : : : Changes from: September 5, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 45.8 0.0 8.4 0.1 0.0 6.2 1.5 26.8 1.4 7.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 0 . . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 35,907 : : Positions : : 25,340 34,289 8,937 0 0 0 0 0 863 958 635 : : : : Changes from: September 5, 2017 : : 1,655 2,705 785 0 0 0 0 0 240 -25 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 95.5 24.9 0.0 0.0 0.0 0.0 0.0 2.4 2.7 1.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 14 8 0 0 0 0 0 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 4,190 : : Positions : : 2,355 1,700 290 540 820 0 0 0 575 980 150 : : : : Changes from: September 5, 2017 : : 0 50 -100 0 100 0 0 0 75 -75 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 40.6 6.9 12.9 19.6 0.0 0.0 0.0 13.7 23.4 3.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 7 6 4 . 5 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 16,231 : : Positions : : 5,036 8,009 5,292 1,053 2,538 0 2,544 0 2,701 1,537 185 : : : : Changes from: September 5, 2017 : : -52 -357 0 0 0 0 0 0 -5 594 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.0 49.3 32.6 6.5 15.6 0.0 15.7 0.0 16.6 9.5 1.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 16 14 8 . 6 0 . 0 4 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 4,193 : : Positions : : 2,059 2,097 379 34 309 0 0 0 81 1,064 36 : : : : Changes from: September 5, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 50.0 9.0 0.8 7.4 0.0 0.0 0.0 1.9 25.4 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 10,891 : : Positions : : 6,560 5,520 144 648 329 0 0 0 1,974 2,636 1,495 : : : : Changes from: September 5, 2017 : : 337 414 23 150 13 0 0 0 266 243 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 50.7 1.3 5.9 3.0 0.0 0.0 0.0 18.1 24.2 13.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 19 19 . 4 4 0 0 0 6 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 1,471 : : Positions : : 425 621 90 175 125 0 0 0 541 230 100 : : : : Changes from: September 5, 2017 : : 20 200 10 10 50 0 0 0 110 20 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 42.2 6.1 11.9 8.5 0.0 0.0 0.0 36.8 15.6 6.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 10 10 . 5 5 0 0 0 7 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 26,981 : : Positions : : 11,763 12,850 5,751 2,066 1,433 0 450 0 2,525 4,476 1,421 : : : : Changes from: September 5, 2017 : : -718 1,316 907 100 -15 0 -300 0 165 -618 475 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 47.6 21.3 7.7 5.3 0.0 1.7 0.0 9.4 16.6 5.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 11 . . 5 0 . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated September 15, 2017