Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 40,629 : : Positions : : 30,543 35,188 1,651 1,463 1,645 0 0 0 5,329 926 1,330 : : : : Changes from: September 12, 2017 : : 2,889 2,993 0 0 63 0 0 0 97 -61 -463 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 86.6 4.1 3.6 4.0 0.0 0.0 0.0 13.1 2.3 3.3 : : : : Number of Traders in Each Category Total Traders: 54 : : 26 33 . 4 7 0 0 0 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 8,183 : : Positions : : 5,653 6,133 114 173 618 0 0 0 675 194 472 : : : : Changes from: September 12, 2017 : : 39 83 0 0 0 0 0 0 -28 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 74.9 1.4 2.1 7.6 0.0 0.0 0.0 8.2 2.4 5.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 24 . 4 6 0 0 0 4 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 1,558 : : Positions : : 1,213 1,335 13 0 15 0 0 0 96 26 42 : : : : Changes from: September 12, 2017 : : 55 50 0 0 0 0 0 0 5 15 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 85.7 0.8 0.0 1.0 0.0 0.0 0.0 6.2 1.7 2.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 9,330 : : Positions : : 6,574 7,270 107 215 911 0 0 0 877 79 422 : : : : Changes from: September 12, 2017 : : 184 218 -10 10 25 0 0 0 17 5 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 77.9 1.1 2.3 9.8 0.0 0.0 0.0 9.4 0.8 4.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 27 . . 6 0 0 0 6 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 5,782 : : Positions : : 4,415 2,467 497 1,014 80 0 0 0 99 1,261 274 : : : : Changes from: September 12, 2017 : : 69 105 0 38 25 0 0 0 -5 -26 96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 42.7 8.6 17.5 1.4 0.0 0.0 0.0 1.7 21.8 4.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 15 . 4 . 0 0 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 14,833 : : Positions : : 9,121 10,975 3,663 100 1,849 0 0 0 85 1,504 115 : : : : Changes from: September 12, 2017 : : 50 -90 -120 0 0 0 0 0 0 20 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 74.0 24.7 0.7 12.5 0.0 0.0 0.0 0.6 10.1 0.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 15 6 . . 0 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 8,680 : : Positions : : 6,385 3,653 25 1,403 85 0 0 0 1,497 3,078 71 : : : : Changes from: September 12, 2017 : : 381 300 -10 3 17 0 0 0 90 170 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 42.1 0.3 16.2 1.0 0.0 0.0 0.0 17.2 35.5 0.8 : : : : Number of Traders in Each Category Total Traders: 56 : : 24 15 . 7 5 0 0 0 9 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 5,420 : : Positions : : 3,503 4,395 480 0 87 660 0 0 65 455 128 : : : : Changes from: September 12, 2017 : : 20 0 0 0 0 0 0 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 81.1 8.9 0.0 1.6 12.2 0.0 0.0 1.2 8.4 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 19, 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 480,215 : : Positions : : 127,742 273,453 68,884 1,799 29,914 67,869 16,415 29,666 44,098 48,012 52,124 : : : : Changes from: September 12, 2017 : : 15,913 23,124 -1,035 -40 -943 3,149 -2,048 -3,267 575 1,466 -3,113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 56.9 14.3 0.4 6.2 14.1 3.4 6.2 9.2 10.0 10.9 : : : : Number of Traders in Each Category Total Traders: 213 : : 64 80 18 5 19 48 8 35 18 23 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 48,070 : : Positions : : 34,978 37,075 3,906 3,672 875 0 0 0 375 1,250 400 : : : : Changes from: September 12, 2017 : : 2,220 2,945 1,333 -30 60 0 0 0 50 -150 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 77.1 8.1 7.6 1.8 0.0 0.0 0.0 0.8 2.6 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 20 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 5,113 : : Positions : : 4,651 4,318 0 0 0 0 0 0 0 522 185 : : : : Changes from: September 12, 2017 : : 347 215 0 0 0 0 0 0 0 177 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 84.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 10.2 3.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 0 0 0 0 0 0 0 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 49,405 : : Positions : : 34,993 41,775 1,938 0 1,101 4,740 251 159 1,856 1,579 4,329 : : : : Changes from: September 12, 2017 : : 3,099 3,805 -79 -6 196 322 -23 -18 533 53 -354 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 84.6 3.9 0.0 2.2 9.6 0.5 0.3 3.8 3.2 8.8 : : : : Number of Traders in Each Category Total Traders: 105 : : 45 60 5 0 5 7 . . 13 11 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 2,505 : : Positions : : 1,261 1,629 7 34 92 0 0 0 617 67 231 : : : : Changes from: September 12, 2017 : : 116 214 0 0 5 0 0 0 15 -10 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 65.0 0.3 1.4 3.7 0.0 0.0 0.0 24.6 2.7 9.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 20 . . . 0 0 0 6 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 3,964 : : Positions : : 1,940 2,189 471 30 71 144 0 0 748 989 372 : : : : Changes from: September 12, 2017 : : 221 185 29 30 0 10 0 0 39 64 -68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 55.2 11.9 0.8 1.8 3.6 0.0 0.0 18.9 24.9 9.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 17 22 . . . . 0 0 7 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 788,120 : : Positions : : 263,616 185,551 18,994 114,012 139,433 47,838 26,198 64,939 37,723 51,844 190,504 : : : : Changes from: September 12, 2017 : : -3,528 -1,467 642 458 -2,371 2,606 4,060 -21 2,858 2,407 -2,270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 23.5 2.4 14.5 17.7 6.1 3.3 8.2 4.8 6.6 24.2 : : : : Number of Traders in Each Category Total Traders: 160 : : 54 54 10 12 21 14 10 17 34 22 48 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 3,056,991 : : Positions : : 556,063 654,188 164,079 541,495 426,039 336,970 128,678 509,415 341,514 72,993 622,494 : : : : Changes from: September 12, 2017 : : 10,557 9,624 2,918 41,981 -12,434 27,428 -22,972 -19,574 -5,898 2,350 -590 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 21.4 5.4 17.7 13.9 11.0 4.2 16.7 11.2 2.4 20.4 : : : : Number of Traders in Each Category Total Traders: 486 : : 63 74 19 27 45 66 59 86 114 103 151 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 183,770 : : Positions : : 52,780 75,720 1,090 14,960 4,899 73,422 5,071 45,238 1,505 32,984 4,025 : : : : Changes from: September 12, 2017 : : -16,927 -18,821 -898 -1,117 -3,359 -11,920 -3,633 -5,693 -813 -7,180 -596 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 41.2 0.6 8.1 2.7 40.0 2.8 24.6 0.8 17.9 2.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 17 . 4 4 . . . . 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 136,179 : : Positions : : 25,906 15,578 27,402 39,769 9,205 0 0 0 51,907 16,200 4,467 : : : : Changes from: September 12, 2017 : : 1,522 5,914 -228 3,328 1,145 0 0 0 3,347 292 409 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.0 11.4 20.1 29.2 6.8 0.0 0.0 0.0 38.1 11.9 3.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 6 7 5 6 8 0 0 0 . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 8,763 : : Positions : : 0 0 696 206 3,622 161 1,084 968 511 118 2,030 : : : : Changes from: September 12, 2017 : : 0 0 -764 -853 23 13 125 3 4 -35 -34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 0.0 7.9 2.4 41.3 1.8 12.4 11.0 5.8 1.3 23.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 0 0 5 4 9 . 5 . 4 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 103,442 : : Positions : : 8,696 5,817 15,693 45,146 18,467 0 0 0 32,034 882 16,692 : : : : Changes from: September 12, 2017 : : -332 -102 1,542 -1,266 113 0 0 0 -331 351 128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.4 5.6 15.2 43.6 17.9 0.0 0.0 0.0 31.0 0.9 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 19, 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 173,919 : : Positions : : 22,912 15,423 30,092 1,552 17,818 3,380 25,978 3,666 23,952 41,353 61,264 : : : : Changes from: September 12, 2017 : : 1,439 -4,060 -2,243 -17 -845 547 499 971 -913 2,576 5,508 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 8.9 17.3 0.9 10.2 1.9 14.9 2.1 13.8 23.8 35.2 : : : : Number of Traders in Each Category Total Traders: 67 : : 11 12 7 4 10 . 5 6 18 16 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 41,099 : : Positions : : 19,734 6,706 3,013 1,993 3,993 3,803 20,429 5,958 1,629 712 316 : : : : Changes from: September 12, 2017 : : 30 179 798 46 -50 -185 697 -368 -102 -16 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 16.3 7.3 4.8 9.7 9.3 49.7 14.5 4.0 1.7 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 10 4 . 6 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 89,801 : : Positions : : 7,988 29,137 200 8,249 684 52,465 13,051 25,917 0 9,157 2,078 : : : : Changes from: September 12, 2017 : : -1,337 -10,967 -222 -3,447 -654 -15,975 -263 -4,336 0 -2,063 -843 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.9 32.4 0.2 9.2 0.8 58.4 14.5 28.9 0.0 10.2 2.3 : : : : 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 19, 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 5,068 : : Positions : : 3,064 3,746 1,572 1,043 225 0 0 0 206 0 0 : : : : Changes from: September 12, 2017 : : -507 -399 379 -295 -44 -566 0 0 -27 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 73.9 31.0 20.6 4.4 0.0 0.0 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 6 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 16,025 : : Positions : : 12,020 6,165 1,530 9,140 660 1,305 0 0 375 0 0 : : : : Changes from: September 12, 2017 : : 545 225 -360 260 0 300 0 0 -135 0 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 38.5 9.5 57.0 4.1 8.1 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 10 . 6 . 4 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 439,147 : : Positions : : 111,454 240,991 48,985 8,356 21,064 89,691 18,498 42,681 60,422 50,338 37,619 : : : : Changes from: September 12, 2017 : : 9,527 8,661 -274 449 -1,094 907 -1,680 9,117 98 1,588 -5,321 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.4 54.9 11.2 1.9 4.8 20.4 4.2 9.7 13.8 11.5 8.6 : : : : Number of Traders in Each Category Total Traders: 276 : : 69 92 18 10 20 65 14 40 34 33 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 15,125 : : Positions : : 5,027 11,829 1,681 0 0 560 0 0 5,604 1,588 200 : : : : Changes from: September 12, 2017 : : 593 1,189 50 0 0 30 0 0 546 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 78.2 11.1 0.0 0.0 3.7 0.0 0.0 37.1 10.5 1.3 : : : : 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 19, 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 15,158 : : Positions : : 12,230 11,236 0 2,425 25 300 0 0 1,900 0 0 : : : : Changes from: September 12, 2017 : : -250 -70 0 0 0 0 0 0 125 -300 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 74.1 0.0 16.0 0.2 2.0 0.0 0.0 12.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 14 0 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 13,610 : : Positions : : 5,093 6,398 0 1,069 16 0 792 195 3,786 84 1,165 : : : : Changes from: September 12, 2017 : : 558 558 0 0 0 0 0 0 370 -90 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 47.0 0.0 7.9 0.1 0.0 5.8 1.4 27.8 0.6 8.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 9 0 . . 0 . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 33,700 : : Positions : : 22,893 32,002 9,527 0 0 0 0 0 463 1,008 685 : : : : Changes from: September 12, 2017 : : -2,447 -2,287 590 0 0 0 0 0 -400 50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 95.0 28.3 0.0 0.0 0.0 0.0 0.0 1.4 3.0 2.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 16 8 0 0 0 0 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 : : 2,430 1,700 340 540 820 0 0 0 450 980 150 : : : : Changes from: September 12, 2017 : : 75 0 50 0 0 0 0 0 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 40.6 8.1 12.9 19.6 0.0 0.0 0.0 10.7 23.4 3.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 8 6 4 . 5 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 16,337 : : Positions : : 5,185 8,186 5,299 1,053 2,538 0 2,544 0 2,647 1,443 189 : : : : Changes from: September 12, 2017 : : 149 177 7 0 0 0 0 0 -54 -94 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 50.1 32.4 6.4 15.5 0.0 15.6 0.0 16.2 8.8 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 14 8 . 6 0 . 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 4,164 : : Positions : : 2,015 2,007 389 34 309 0 0 0 81 1,119 36 : : : : Changes from: September 12, 2017 : : -44 -90 10 0 0 0 0 0 0 55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 48.2 9.3 0.8 7.4 0.0 0.0 0.0 1.9 26.9 0.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . 4 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 11,200 : : Positions : : 6,830 5,721 117 789 320 0 0 0 2,081 2,675 1,489 : : : : Changes from: September 12, 2017 : : 270 201 -27 141 -9 0 0 0 107 39 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 51.1 1.0 7.0 2.9 0.0 0.0 0.0 18.6 23.9 13.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 18 20 . 4 4 0 0 0 8 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA CRK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665B Open Interest is 1,994 : : Positions : : 941 994 159 342 54 0 0 0 379 143 432 : : : : Changes from: September 12, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 49.8 8.0 17.2 2.7 0.0 0.0 0.0 19.0 7.2 21.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 5 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 1,667 : : Positions : : 561 807 40 165 135 0 0 0 581 230 100 : : : : Changes from: September 12, 2017 : : 136 186 -50 -10 10 0 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 48.4 2.4 9.9 8.1 0.0 0.0 0.0 34.9 13.8 6.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 9 12 . 5 6 0 0 0 7 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 19, 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 27,874 : : Positions : : 11,643 12,935 5,793 2,304 1,553 0 450 0 2,143 4,401 1,864 : : : : Changes from: September 12, 2017 : : -120 85 42 238 120 0 0 0 -382 -75 443 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 46.4 20.8 8.3 5.6 0.0 1.6 0.0 7.7 15.8 6.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 10 . . 5 0 . 0 . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated September 22, 2017