Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 36,630 : : Positions : : 27,416 32,445 1,541 1,541 1,205 0 0 0 5,221 253 1,146 : : : : Changes from: September 26, 2017 : : -2,062 -2,531 -186 108 -77 0 0 0 -802 -646 -292 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 88.6 4.2 4.2 3.3 0.0 0.0 0.0 14.3 0.7 3.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 28 32 5 6 6 0 0 0 9 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 8,089 : : Positions : : 5,803 6,206 82 226 515 0 0 0 549 196 516 : : : : Changes from: September 26, 2017 : : -236 -284 -32 43 -99 0 0 0 -121 -98 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 76.7 1.0 2.8 6.4 0.0 0.0 0.0 6.8 2.4 6.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 21 . 4 5 0 0 0 5 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 8,626 : : Positions : : 5,894 7,104 237 163 755 0 0 0 1,083 0 190 : : : : Changes from: September 26, 2017 : : -1,078 -556 145 -42 -196 0 0 0 174 -79 -222 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 82.4 2.7 1.9 8.8 0.0 0.0 0.0 12.6 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 26 . 4 6 0 0 0 7 0 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 4,438 : : Positions : : 3,313 1,421 359 775 55 0 0 0 85 1,286 217 : : : : Changes from: September 26, 2017 : : -1,212 -1,046 -138 -239 -25 0 0 0 -14 -12 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 32.0 8.1 17.5 1.2 0.0 0.0 0.0 1.9 29.0 4.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 10 . . . 0 0 0 . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 14,159 : : Positions : : 8,240 10,311 3,733 75 1,611 0 0 0 75 1,617 500 : : : : Changes from: September 26, 2017 : : -1,528 -936 220 -25 -238 0 0 0 -10 -352 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 72.8 26.4 0.5 11.4 0.0 0.0 0.0 0.5 11.4 3.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 16 6 . . 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 6,920 : : Positions : : 4,661 2,551 0 1,313 194 0 0 0 875 2,643 54 : : : : Changes from: September 26, 2017 : : -2,253 -1,532 -25 -69 42 0 0 0 -612 -578 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 36.9 0.0 19.0 2.8 0.0 0.0 0.0 12.6 38.2 0.8 : : : : Number of Traders in Each Category Total Traders: 47 : : 17 14 0 9 6 0 0 0 6 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 4,871 : : Positions : : 3,229 3,851 285 0 62 660 0 0 10 449 103 : : : : Changes from: September 26, 2017 : : -157 -412 -200 0 -25 0 0 0 -55 -26 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 79.1 5.9 0.0 1.3 13.5 0.0 0.0 0.2 9.2 2.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . 0 . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 477,162 : : Positions : : 119,434 267,690 68,499 2,075 30,583 80,011 17,318 31,150 42,623 51,177 48,363 : : : : Changes from: September 26, 2017 : : -7,573 -12,835 -216 114 -2,018 1,615 1,396 -1,515 -1,984 1,966 -4,188 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.0 56.1 14.4 0.4 6.4 16.8 3.6 6.5 8.9 10.7 10.1 : : : : Number of Traders in Each Category Total Traders: 222 : : 63 83 19 6 21 53 9 38 18 23 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 43,190 : : Positions : : 26,089 34,525 2,344 1,752 790 0 0 0 2,855 1,100 0 : : : : Changes from: September 26, 2017 : : -9,610 -5,091 -2,462 -2,315 -85 0 0 0 1,180 -450 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 79.9 5.4 4.1 1.8 0.0 0.0 0.0 6.6 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 1,704 : : Positions : : 126 1,051 0 0 0 499 56 115 522 266 90 : : : : Changes from: September 26, 2017 : : -99 36 0 -75 0 176 32 -5 -63 -17 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.4 61.7 0.0 0.0 0.0 29.3 3.3 6.7 30.6 15.6 5.3 : : : : Number of Traders in Each Category Total Traders: 22 : : . 7 0 0 0 6 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 5,041 : : Positions : : 4,672 4,435 0 0 0 0 0 0 35 102 205 : : : : Changes from: September 26, 2017 : : -139 -13 0 0 0 0 0 0 35 -420 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 88.0 0.0 0.0 0.0 0.0 0.0 0.0 0.7 2.0 4.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 17 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 39,395 : : Positions : : 25,754 33,136 2,057 0 451 4,634 0 423 1,550 864 4,364 : : : : Changes from: September 26, 2017 : : -11,649 -11,017 55 -33 -567 -145 -91 -102 -114 -762 -277 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 84.1 5.2 0.0 1.1 11.8 0.0 1.1 3.9 2.2 11.1 : : : : Number of Traders in Each Category Total Traders: 95 : : 45 49 5 0 4 8 0 . 10 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 2,247 : : Positions : : 1,020 1,430 0 15 64 0 0 0 607 102 152 : : : : Changes from: September 26, 2017 : : -198 -203 0 12 -13 0 0 0 -24 35 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 63.6 0.0 0.7 2.8 0.0 0.0 0.0 27.0 4.5 6.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 0 . . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #03265J Open Interest is 2,830 : : Positions : : 1,795 1,441 313 30 71 0 0 0 402 981 86 : : : : Changes from: September 26, 2017 : : -257 -824 -158 0 0 -144 0 0 -346 -44 -272 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 50.9 11.1 1.1 2.5 0.0 0.0 0.0 14.2 34.7 3.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 19 . . . 0 0 0 . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 830,700 : : Positions : : 276,936 221,571 22,198 120,677 150,434 63,785 24,342 64,679 32,840 37,409 196,097 : : : : Changes from: September 26, 2017 : : 9,802 12,700 4,499 5,918 517 6,299 623 -519 -5,542 -3,479 -1,752 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 26.7 2.7 14.5 18.1 7.7 2.9 7.8 4.0 4.5 23.6 : : : : Number of Traders in Each Category Total Traders: 160 : : 55 53 9 12 20 19 10 17 27 24 45 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 3,198,512 : : Positions : : 555,996 638,760 163,640 590,531 433,364 360,723 111,400 591,200 326,422 71,850 653,771 : : : : Changes from: September 26, 2017 : : 22,688 17,376 3,006 16,206 -19,762 1,913 4,378 37,575 -10,734 -12,005 3,912 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.4 20.0 5.1 18.5 13.5 11.3 3.5 18.5 10.2 2.2 20.4 : : : : Number of Traders in Each Category Total Traders: 496 : : 64 72 19 27 42 78 49 88 141 87 167 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 187,384 : : Positions : : 60,695 80,138 1,009 15,342 4,528 65,886 2,269 49,902 1,454 31,547 3,100 : : : : Changes from: September 26, 2017 : : 2,071 -785 126 -658 -2 -2,347 -1,895 1,540 104 3,269 -461 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.4 42.8 0.5 8.2 2.4 35.2 1.2 26.6 0.8 16.8 1.7 : : : : 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 October 3, 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 130,817 : : Positions : : 22,368 12,964 29,009 30,547 7,382 0 0 0 49,544 19,367 4,234 : : : : Changes from: September 26, 2017 : : -2,716 -1,339 -301 -8,139 -1,964 0 0 0 -1,538 1,672 -344 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.1 9.9 22.2 23.4 5.6 0.0 0.0 0.0 37.9 14.8 3.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 5 8 4 4 6 0 0 0 . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 8,793 : : Positions : : 0 0 642 359 3,560 198 921 973 503 103 2,002 : : : : Changes from: September 26, 2017 : : 0 0 -164 -242 -239 38 54 28 -98 13 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 0.0 7.3 4.1 40.5 2.3 10.5 11.1 5.7 1.2 22.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 0 0 4 5 9 . 5 . 4 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 105,613 : : Positions : : 8,515 5,593 17,972 49,089 17,857 0 0 0 32,030 463 17,627 : : : : Changes from: September 26, 2017 : : 46 -199 2,332 2,537 -983 0 0 0 -2,208 -803 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.1 5.3 17.0 46.5 16.9 0.0 0.0 0.0 30.3 0.4 16.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 5 5 . 9 11 0 0 0 10 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765L Open Interest is 53,301 : : Positions : : 33,974 2,370 2,370 0 2,165 0 0 0 0 36,128 357 : : : : Changes from: September 26, 2017 : : -1,640 -2,667 -485 0 0 0 0 0 0 1,195 -402 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 4.4 4.4 0.0 4.1 0.0 0.0 0.0 0.0 67.8 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 5 . 0 . 0 0 0 0 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 173,834 : : Positions : : 23,810 16,810 28,770 1,440 17,849 2,349 28,773 2,196 25,964 38,578 58,997 : : : : Changes from: September 26, 2017 : : -1,663 290 -1,245 215 -2,547 -1,276 -812 -3,455 1,231 -1,257 -3,685 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.7 9.7 16.6 0.8 10.3 1.4 16.6 1.3 14.9 22.2 33.9 : : : : Number of Traders in Each Category Total Traders: 63 : : 9 12 6 4 8 . 4 5 19 14 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 49,930 : : Positions : : 26,805 7,806 2,435 2,009 4,899 4,542 25,376 6,888 2,753 1,471 389 : : : : Changes from: September 26, 2017 : : 973 125 1,191 -678 -234 -294 1,970 -881 35 273 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 15.6 4.9 4.0 9.8 9.1 50.8 13.8 5.5 2.9 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 11 . 4 7 . . 4 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 90,761 : : Positions : : 8,620 30,075 499 9,868 521 53,950 13,927 24,370 1,312 9,538 1,097 : : : : Changes from: September 26, 2017 : : -312 162 -23 283 -54 2,152 357 -393 -205 780 -467 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 33.1 0.5 10.9 0.6 59.4 15.3 26.9 1.4 10.5 1.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 7 10 . 4 . . . 5 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 5,016 : : Positions : : 3,075 3,696 1,508 1,041 225 0 0 0 208 0 0 : : : : Changes from: September 26, 2017 : : 19 -25 -44 3 0 0 0 0 3 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 73.7 30.1 20.8 4.5 0.0 0.0 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 6 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 15,510 : : Positions : : 11,715 5,285 1,680 9,760 465 1,305 0 0 240 0 0 : : : : Changes from: September 26, 2017 : : 585 315 150 420 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 34.1 10.8 62.9 3.0 8.4 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 10 . 7 . 4 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 390,140 : : Positions : : 78,922 204,317 46,309 6,694 23,284 85,450 20,272 50,082 59,419 48,889 21,154 : : : : Changes from: September 26, 2017 : : -21,062 -26,673 -771 -1,224 624 -2,748 3,093 8,739 -283 13 -13,936 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.2 52.4 11.9 1.7 6.0 21.9 5.2 12.8 15.2 12.5 5.4 : : : : Number of Traders in Each Category Total Traders: 270 : : 63 88 18 8 17 69 15 53 32 28 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 10,868 : : Positions : : 9,105 7,551 0 2,010 25 0 0 0 1,200 0 0 : : : : Changes from: September 26, 2017 : : -3,695 -4,075 0 -415 0 -300 0 0 -500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 69.5 0.0 18.5 0.2 0.0 0.0 0.0 11.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 0 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 26,571 : : Positions : : 14,245 25,549 7,882 0 0 0 0 0 4,133 825 197 : : : : Changes from: September 26, 2017 : : -4,791 -4,806 -1,175 0 0 0 0 0 1,405 232 -213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 96.2 29.7 0.0 0.0 0.0 0.0 0.0 15.6 3.1 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 12 8 0 0 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 2,565 : : Positions : : 1,090 1,175 785 520 210 0 0 0 325 535 125 : : : : Changes from: September 26, 2017 : : -1,340 -525 445 -20 -610 0 0 0 -125 -445 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 45.8 30.6 20.3 8.2 0.0 0.0 0.0 12.7 20.9 4.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 5 4 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 14,664 : : Positions : : 4,333 7,488 5,026 959 2,760 0 1,944 0 1,968 692 340 : : : : Changes from: September 26, 2017 : : -852 -698 -457 -94 222 0 -600 0 -647 -751 151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 51.1 34.3 6.5 18.8 0.0 13.3 0.0 13.4 4.7 2.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 14 13 9 . 7 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 9,462 : : Positions : : 5,465 4,416 99 772 275 0 60 105 1,578 2,043 1,544 : : : : Changes from: September 26, 2017 : : -1,669 -1,545 -81 -44 -38 0 60 105 -355 -511 -134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 46.7 1.0 8.2 2.9 0.0 0.6 1.1 16.7 21.6 16.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 14 18 . 4 . 0 . . 6 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 1,276 : : Positions : : 361 616 150 0 50 0 0 0 390 180 40 : : : : Changes from: September 26, 2017 : : -250 -251 90 -165 -85 0 0 0 -221 -80 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 48.3 11.8 0.0 3.9 0.0 0.0 0.0 30.6 14.1 3.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 10 . 0 . 0 0 0 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 3, 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 24,992 : : Positions : : 9,155 15,261 5,251 231 1,239 0 450 0 2,878 748 2,894 : : : : Changes from: September 26, 2017 : : -3,626 -108 -501 -2,223 -440 0 0 0 888 -1,571 97 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 61.1 21.0 0.9 5.0 0.0 1.8 0.0 11.5 3.0 11.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . . . 0 . 0 4 . 5 : ----------------------------------------------------------------------------------------------------------------
Updated October 6, 2017