Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 41,695 : : Positions : : 30,395 36,580 1,591 1,541 1,403 0 0 0 6,649 565 1,586 : : : : Changes from: October 17, 2017 : : 449 1,004 50 0 -50 0 0 0 488 -37 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 87.7 3.8 3.7 3.4 0.0 0.0 0.0 15.9 1.4 3.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 26 34 5 6 5 0 0 0 10 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 8,724 : : Positions : : 6,005 6,418 82 226 778 0 0 126 580 215 533 : : : : Changes from: October 17, 2017 : : 145 130 0 0 60 0 0 0 -6 10 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 73.6 0.9 2.6 8.9 0.0 0.0 1.4 6.6 2.5 6.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 23 . 4 5 0 0 . 7 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 10,776 : : Positions : : 7,840 9,073 287 133 778 0 0 0 1,187 145 216 : : : : Changes from: October 17, 2017 : : 195 246 5 -5 10 0 0 0 192 145 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 84.2 2.7 1.2 7.2 0.0 0.0 0.0 11.0 1.3 2.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 29 . 4 6 0 0 0 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 5,173 : : Positions : : 3,881 1,712 344 775 130 0 0 0 85 1,794 210 : : : : Changes from: October 17, 2017 : : 208 145 0 0 60 0 0 0 0 38 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 33.1 6.6 15.0 2.5 0.0 0.0 0.0 1.6 34.7 4.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 12 . . . 0 0 0 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A19 Open Interest is 834 : : Positions : : 436 375 41 12 79 0 0 0 5 196 73 : : : : Changes from: October 17, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 45.0 4.9 1.4 9.5 0.0 0.0 0.0 0.6 23.5 8.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 7 . . . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 15,052 : : Positions : : 8,794 11,062 3,626 75 1,968 0 0 0 75 1,345 572 : : : : Changes from: October 17, 2017 : : 304 269 -107 0 72 0 0 0 0 -72 72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 73.5 24.1 0.5 13.1 0.0 0.0 0.0 0.5 8.9 3.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 14 20 6 . . 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 7,699 : : Positions : : 5,258 2,906 0 1,355 205 0 0 0 1,258 2,917 82 : : : : Changes from: October 17, 2017 : : 125 71 0 33 0 0 0 0 4 -14 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 37.7 0.0 17.6 2.7 0.0 0.0 0.0 16.3 37.9 1.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 22 17 0 9 6 0 0 0 9 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 5,707 : : Positions : : 4,010 4,628 290 0 62 675 0 0 10 454 128 : : : : Changes from: October 17, 2017 : : 159 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 81.1 5.1 0.0 1.1 11.8 0.0 0.0 0.2 8.0 2.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 . 0 . . 0 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 465,641 : : Positions : : 95,411 237,325 66,672 1,606 30,860 78,272 17,496 35,899 44,059 55,107 54,770 : : : : Changes from: October 17, 2017 : : -16,767 -16,349 123 428 -459 1,788 1,327 -4,720 -736 811 -5,253 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.5 51.0 14.3 0.3 6.6 16.8 3.8 7.7 9.5 11.8 11.8 : : : : Number of Traders in Each Category Total Traders: 216 : : 61 72 20 4 20 53 10 39 16 25 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 47,869 : : Positions : : 30,454 38,090 4,972 3,332 600 0 0 0 1,980 0 150 : : : : Changes from: October 17, 2017 : : -1,178 -1,013 0 0 0 0 0 0 -600 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 79.6 10.4 7.0 1.3 0.0 0.0 0.0 4.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 18 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 1,628 : : Positions : : 156 376 20 0 6 480 542 33 510 366 60 : : : : Changes from: October 17, 2017 : : 12 -218 20 0 6 -53 135 6 47 60 -87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.6 23.1 1.2 0.0 0.4 29.5 33.3 2.0 31.3 22.5 3.7 : : : : Number of Traders in Each Category Total Traders: 21 : : . 4 . 0 . 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 6,107 : : Positions : : 5,643 5,496 0 0 0 0 0 0 80 172 165 : : : : Changes from: October 17, 2017 : : 398 368 0 0 0 0 0 0 -90 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 90.0 0.0 0.0 0.0 0.0 0.0 0.0 1.3 2.8 2.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 17 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 48,411 : : Positions : : 31,538 39,753 2,875 0 705 4,110 211 490 2,843 1,273 5,716 : : : : Changes from: October 17, 2017 : : 2,372 2,901 535 0 30 -116 16 10 591 301 340 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 82.1 5.9 0.0 1.5 8.5 0.4 1.0 5.9 2.6 11.8 : : : : Number of Traders in Each Category Total Traders: 99 : : 48 53 5 0 4 6 . . 12 6 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 2,480 : : Positions : : 1,092 1,546 0 15 69 0 0 0 657 102 147 : : : : Changes from: October 17, 2017 : : 13 29 0 -5 0 0 0 0 0 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 62.3 0.0 0.6 2.8 0.0 0.0 0.0 26.5 4.1 5.9 : : : : 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 24, 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 3,410 : : Positions : : 2,300 1,689 268 30 71 0 0 0 508 1,246 120 : : : : Changes from: October 17, 2017 : : 97 -32 -30 0 0 0 0 0 35 135 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 49.5 7.9 0.9 2.1 0.0 0.0 0.0 14.9 36.5 3.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 19 . . . 0 0 0 5 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 806,527 : : Positions : : 260,150 205,792 21,485 123,493 144,211 75,396 29,640 58,128 36,082 40,752 191,574 : : : : Changes from: October 17, 2017 : : -2,665 -913 418 5,182 -8,591 1,051 1,811 677 2,007 -3,548 -3,545 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 25.5 2.7 15.3 17.9 9.3 3.7 7.2 4.5 5.1 23.8 : : : : Number of Traders in Each Category Total Traders: 164 : : 51 49 10 11 20 19 10 17 30 26 50 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 3,096,981 : : Positions : : 487,685 559,011 169,695 592,078 435,643 375,397 140,519 544,696 334,330 73,135 637,580 : : : : Changes from: October 17, 2017 : : -18,983 -15,828 458 15,082 -484 9,675 -6,126 -16,801 1,128 -851 -18,419 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.7 18.1 5.5 19.1 14.1 12.1 4.5 17.6 10.8 2.4 20.6 : : : : Number of Traders in Each Category Total Traders: 504 : : 64 78 18 28 43 83 46 90 121 104 170 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 136,325 : : Positions : : 51,891 54,925 683 11,215 2,802 35,049 3,128 42,231 2,002 20,389 1,246 : : : : Changes from: October 17, 2017 : : -5,985 -15,934 -250 -2,191 -848 -20,182 1,139 -6,673 -480 -10,130 -695 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 40.3 0.5 8.2 2.1 25.7 2.3 31.0 1.5 15.0 0.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 16 . 4 4 . . . . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 140,587 : : Positions : : 25,859 13,941 30,400 35,254 9,430 0 0 0 51,182 23,901 4,936 : : : : Changes from: October 17, 2017 : : 291 336 35 -262 60 0 0 0 -195 360 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.4 9.9 21.6 25.1 6.7 0.0 0.0 0.0 36.4 17.0 3.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 6 9 4 5 7 0 0 0 . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 8,945 : : Positions : : 0 0 457 350 3,553 222 784 914 565 89 2,115 : : : : Changes from: October 17, 2017 : : 0 0 71 -38 -99 -12 90 -13 17 2 181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 0.0 5.1 3.9 39.7 2.5 8.8 10.2 6.3 1.0 23.6 : : : : 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 October 24, 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 107,740 : : Positions : : 7,707 5,308 18,362 48,532 19,802 0 0 0 31,292 2,000 19,437 : : : : Changes from: October 17, 2017 : : -288 -87 -66 -922 250 0 0 0 -669 138 423 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.2 4.9 17.0 45.0 18.4 0.0 0.0 0.0 29.0 1.9 18.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 5 5 . 10 12 0 0 0 8 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 60,690 : : Positions : : 39,164 3,045 3,800 0 1,835 0 0 0 0 42,113 2,723 : : : : Changes from: October 17, 2017 : : 4,140 0 1,280 0 -330 0 0 0 -394 5,186 224 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 5.0 6.3 0.0 3.0 0.0 0.0 0.0 0.0 69.4 4.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 5 . 0 . 0 0 0 0 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 185,725 : : Positions : : 24,962 13,025 29,486 642 19,167 1,468 36,670 2,998 30,815 41,101 62,659 : : : : Changes from: October 17, 2017 : : -1,432 -1,856 2,726 -386 -314 -378 4,291 202 1,939 2,958 3,591 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 7.0 15.9 0.3 10.3 0.8 19.7 1.6 16.6 22.1 33.7 : : : : Number of Traders in Each Category Total Traders: 65 : : 10 12 10 . 10 . 6 5 18 15 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 57,523 : : Positions : : 33,908 8,720 2,247 2,681 4,169 6,021 32,163 6,223 3,224 2,275 833 : : : : Changes from: October 17, 2017 : : 4,342 513 -375 225 -620 350 3,498 197 328 384 198 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 15.2 3.9 4.7 7.2 10.5 55.9 10.8 5.6 4.0 1.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 10 4 . 7 4 . 5 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 65,877 : : Positions : : 6,320 17,385 192 7,567 14 37,445 13,511 19,356 1,017 5,697 1,391 : : : : Changes from: October 17, 2017 : : -1,163 -7,861 -90 -705 -171 -8,633 -809 -2,818 -879 -1,324 417 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.6 26.4 0.3 11.5 0.0 56.8 20.5 29.4 1.5 8.6 2.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 8 11 . . . . . 5 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 4,523 : : Positions : : 2,644 3,418 1,437 853 225 0 0 0 216 0 0 : : : : Changes from: October 17, 2017 : : -417 -235 -46 -197 0 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 75.6 31.8 18.9 5.0 0.0 0.0 0.0 4.8 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 24, 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 17,721 : : Positions : : 14,556 6,430 1,320 11,051 240 1,305 0 0 195 0 0 : : : : Changes from: October 17, 2017 : : -90 645 0 -780 -90 0 0 0 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 36.3 7.4 62.4 1.4 7.4 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 11 . 7 . 4 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 427,021 : : Positions : : 89,089 204,259 42,657 8,239 25,909 93,012 23,331 51,272 60,782 58,232 36,043 : : : : Changes from: October 17, 2017 : : 289 4,672 -136 1,306 -1,365 9,567 2,647 -9,953 881 3,729 2,710 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.9 47.8 10.0 1.9 6.1 21.8 5.5 12.0 14.2 13.6 8.4 : : : : Number of Traders in Each Category Total Traders: 284 : : 68 87 16 10 17 79 14 46 38 28 39 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 13,633 : : Positions : : 4,969 8,333 1,417 0 0 0 0 0 4,765 1,220 233 : : : : Changes from: October 17, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 61.1 10.4 0.0 0.0 0.0 0.0 0.0 35.0 8.9 1.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . 0 0 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 15,453 : : Positions : : 13,840 10,906 0 3,090 0 0 0 0 900 0 0 : : : : Changes from: October 17, 2017 : : 2,360 2,100 0 60 -25 0 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 70.6 0.0 20.0 0.0 0.0 0.0 0.0 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 16 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 28,100 : : Positions : : 15,584 26,908 7,907 0 0 0 0 0 4,283 990 197 : : : : Changes from: October 17, 2017 : : 1,573 1,368 75 0 0 0 0 0 -125 165 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 95.8 28.1 0.0 0.0 0.0 0.0 0.0 15.2 3.5 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 14 8 0 0 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 2,640 : : Positions : : 1,090 1,300 835 520 210 0 0 0 400 535 75 : : : : Changes from: October 17, 2017 : : 0 25 0 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 49.2 31.6 19.7 8.0 0.0 0.0 0.0 15.2 20.3 2.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 5 5 . 4 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 15,031 : : Positions : : 4,524 7,541 5,026 859 2,760 0 1,944 0 2,144 1,092 340 : : : : Changes from: October 17, 2017 : : 0 100 0 -100 0 0 0 0 -6 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 50.2 33.4 5.7 18.4 0.0 12.9 0.0 14.3 7.3 2.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 15 15 9 . 7 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 10,745 : : Positions : : 6,573 4,537 71 1,120 259 0 60 105 1,884 2,920 1,412 : : : : Changes from: October 17, 2017 : : 606 221 9 195 0 0 0 0 145 341 -132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 42.2 0.7 10.4 2.4 0.0 0.6 1.0 17.5 27.2 13.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 15 19 . 5 . 0 . . 4 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 1,606 : : Positions : : 541 731 170 40 50 0 0 0 480 355 70 : : : : Changes from: October 17, 2017 : : 145 30 0 0 0 0 0 0 30 115 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 45.5 10.6 2.5 3.1 0.0 0.0 0.0 29.9 22.1 4.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 10 11 . . . 0 0 0 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 27,074 : : Positions : : 8,575 17,754 4,999 1,077 1,458 0 450 0 6,034 689 2,606 : : : : Changes from: October 17, 2017 : : 227 874 50 846 219 0 0 0 806 7 -132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 65.6 18.5 4.0 5.4 0.0 1.7 0.0 22.3 2.5 9.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 11 . . 5 0 . 0 5 . 6 : ----------------------------------------------------------------------------------------------------------------
Updated October 27, 2017