Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 43,991 : : Positions : : 31,932 38,617 1,696 1,541 1,403 0 0 0 7,154 675 1,716 : : : : Changes from: October 24, 2017 : : 1,537 2,037 105 0 0 0 0 0 505 110 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 87.8 3.9 3.5 3.2 0.0 0.0 0.0 16.3 1.5 3.9 : : : : Number of Traders in Each Category Total Traders: 59 : : 28 34 5 6 5 0 0 0 10 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 9,042 : : Positions : : 6,201 6,600 82 226 882 0 0 126 587 219 545 : : : : Changes from: October 24, 2017 : : 196 182 0 0 104 0 0 0 7 4 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 73.0 0.9 2.5 9.8 0.0 0.0 1.4 6.5 2.4 6.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 24 . 4 5 0 0 . 6 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 11,159 : : Positions : : 8,151 9,459 393 126 808 0 0 0 1,257 100 214 : : : : Changes from: October 24, 2017 : : 311 386 106 -7 30 0 0 0 70 -45 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 84.8 3.5 1.1 7.2 0.0 0.0 0.0 11.3 0.9 1.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 29 4 . 7 0 0 0 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 5,521 : : Positions : : 4,257 2,073 344 830 130 0 0 0 85 1,723 212 : : : : Changes from: October 24, 2017 : : 376 361 0 55 0 0 0 0 0 -71 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 37.5 6.2 15.0 2.4 0.0 0.0 0.0 1.5 31.2 3.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 . . . 0 0 0 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 16,068 : : Positions : : 9,930 10,293 3,626 75 1,968 0 0 0 75 3,250 452 : : : : Changes from: October 24, 2017 : : 1,136 -769 0 0 0 0 0 0 0 1,905 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 64.1 22.6 0.5 12.2 0.0 0.0 0.0 0.5 20.2 2.8 : : : : 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 31, 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 8,026 : : Positions : : 5,545 2,955 0 1,355 205 0 0 0 1,208 3,140 137 : : : : Changes from: October 24, 2017 : : 287 49 0 0 0 0 0 0 -50 223 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 36.8 0.0 16.9 2.6 0.0 0.0 0.0 15.1 39.1 1.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 23 17 0 9 6 0 0 0 9 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 5,917 : : Positions : : 4,138 4,826 400 0 62 675 0 0 10 624 67 : : : : Changes from: October 24, 2017 : : 128 198 110 0 0 0 0 0 0 170 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 81.6 6.8 0.0 1.0 11.4 0.0 0.0 0.2 10.5 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . 0 . . 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 467,072 : : Positions : : 89,684 239,206 67,721 2,686 30,887 83,659 15,958 39,729 41,820 54,608 57,004 : : : : Changes from: October 24, 2017 : : -5,727 1,880 1,049 1,081 27 5,387 -1,538 3,830 -2,239 -498 2,234 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.2 51.2 14.5 0.6 6.6 17.9 3.4 8.5 9.0 11.7 12.2 : : : : Number of Traders in Each Category Total Traders: 219 : : 57 75 21 5 21 55 10 41 18 24 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 54,459 : : Positions : : 37,056 44,057 5,392 3,332 600 0 0 0 1,955 0 175 : : : : Changes from: October 24, 2017 : : 6,602 5,967 420 0 0 0 0 0 -25 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 80.9 9.9 6.1 1.1 0.0 0.0 0.0 3.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 19 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 1,817 : : Positions : : 211 257 0 0 0 469 503 77 647 598 107 : : : : Changes from: October 24, 2017 : : 55 -119 -20 0 -6 -11 -39 44 137 232 47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.6 14.1 0.0 0.0 0.0 25.8 27.7 4.2 35.6 32.9 5.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 5 6 0 0 0 7 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 6,323 : : Positions : : 5,677 5,700 0 0 0 0 0 0 180 97 170 : : : : Changes from: October 24, 2017 : : 34 204 0 0 0 0 0 0 100 -75 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 90.1 0.0 0.0 0.0 0.0 0.0 0.0 2.8 1.5 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 31, 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 54,835 : : Positions : : 36,318 45,202 2,628 0 895 4,069 256 541 4,226 1,710 5,919 : : : : Changes from: October 24, 2017 : : 4,780 5,449 -247 0 191 -41 45 51 1,383 437 203 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 82.4 4.8 0.0 1.6 7.4 0.5 1.0 7.7 3.1 10.8 : : : : Number of Traders in Each Category Total Traders: 104 : : 48 55 5 0 4 6 4 . 13 6 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 2,667 : : Positions : : 1,126 1,611 0 26 69 0 0 0 661 85 250 : : : : Changes from: October 24, 2017 : : 34 65 0 11 0 0 0 0 4 -17 103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 60.4 0.0 1.0 2.6 0.0 0.0 0.0 24.8 3.2 9.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 0 . . 0 0 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 3,860 : : Positions : : 2,555 2,042 238 30 92 34 0 0 577 1,270 201 : : : : Changes from: October 24, 2017 : : 255 353 -30 0 21 34 0 0 69 24 81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 52.9 6.2 0.8 2.4 0.9 0.0 0.0 14.9 32.9 5.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 21 . . . . 0 0 5 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 846,343 : : Positions : : 268,732 226,907 19,132 126,899 149,979 87,180 24,719 60,837 38,347 43,650 200,170 : : : : Changes from: October 24, 2017 : : 8,582 21,115 -2,354 3,406 5,768 11,784 -4,921 2,709 2,264 2,898 8,596 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 26.8 2.3 15.0 17.7 10.3 2.9 7.2 4.5 5.2 23.7 : : : : Number of Traders in Each Category Total Traders: 160 : : 51 50 9 12 20 17 11 17 26 27 49 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 3,304,755 : : Positions : : 547,819 606,567 166,097 641,552 448,465 387,488 106,244 621,556 336,693 73,636 680,191 : : : : Changes from: October 24, 2017 : : 60,134 47,556 -3,598 49,474 12,822 12,091 -34,276 76,860 2,363 501 42,610 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.6 18.4 5.0 19.4 13.6 11.7 3.2 18.8 10.2 2.2 20.6 : : : : Number of Traders in Each Category Total Traders: 516 : : 64 75 18 28 44 84 50 85 117 118 180 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 135,639 : : Positions : : 53,596 55,754 580 11,458 2,539 31,069 1,447 43,939 2,501 19,167 1,017 : : : : Changes from: October 24, 2017 : : 1,706 829 -103 244 -263 -3,981 -1,681 1,708 499 -1,222 -229 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 41.1 0.4 8.4 1.9 22.9 1.1 32.4 1.8 14.1 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 16 . 4 4 . . . . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 146,655 : : Positions : : 26,634 14,938 31,895 41,658 9,721 0 0 0 54,672 24,839 5,384 : : : : Changes from: October 24, 2017 : : 775 997 1,495 6,404 291 0 0 0 3,490 938 448 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 10.2 21.7 28.4 6.6 0.0 0.0 0.0 37.3 16.9 3.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 9 10 4 6 7 0 0 0 4 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 10,291 : : Positions : : 0 0 792 654 4,005 198 804 1,376 714 110 2,301 : : : : Changes from: October 24, 2017 : : 0 0 335 304 452 -24 20 462 149 21 186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 0.0 7.7 6.4 38.9 1.9 7.8 13.4 6.9 1.1 22.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 0 0 4 5 9 . 5 5 4 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 105,699 : : Positions : : 7,413 5,248 17,672 49,494 18,365 0 0 0 32,782 1,220 18,384 : : : : Changes from: October 24, 2017 : : -293 -60 -690 961 -1,437 0 0 0 1,490 -780 -1,053 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.0 5.0 16.7 46.8 17.4 0.0 0.0 0.0 31.0 1.2 17.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 5 5 . 10 12 0 0 0 9 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 67,725 : : Positions : : 47,079 2,820 3,735 5 2,400 0 0 0 0 49,238 2,103 : : : : Changes from: October 24, 2017 : : 7,915 -225 -65 5 565 0 0 0 0 7,125 -620 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 4.2 5.5 0.0 3.5 0.0 0.0 0.0 0.0 72.7 3.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 4 . . . 0 0 0 0 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 174,832 : : Positions : : 20,869 13,151 28,823 455 11,656 1,829 35,541 3,215 34,577 40,993 60,273 : : : : Changes from: October 24, 2017 : : -4,093 125 -663 -187 -7,511 361 -1,129 217 3,762 -109 -2,386 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.9 7.5 16.5 0.3 6.7 1.0 20.3 1.8 19.8 23.4 34.5 : : : : Number of Traders in Each Category Total Traders: 62 : : 9 10 10 . 9 . 6 4 20 13 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 55,792 : : Positions : : 35,180 9,792 771 1,283 3,088 3,490 30,562 7,907 3,997 1,636 966 : : : : Changes from: October 24, 2017 : : 1,272 1,072 -1,477 -1,398 -1,081 -2,530 -1,601 1,683 773 -639 132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 17.6 1.4 2.3 5.5 6.3 54.8 14.2 7.2 2.9 1.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 12 10 . . 5 4 . 5 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 66,978 : : Positions : : 6,793 17,613 194 10,343 12 40,043 14,082 17,341 766 4,788 1,715 : : : : Changes from: October 24, 2017 : : 473 229 3 2,776 -1 2,598 570 -2,015 -251 -909 324 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.1 26.3 0.3 15.4 0.0 59.8 21.0 25.9 1.1 7.1 2.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 8 11 . . . . . 5 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 4,765 : : Positions : : 2,759 3,422 1,502 1,091 225 0 0 0 279 0 0 : : : : Changes from: October 24, 2017 : : 115 4 64 238 0 0 0 0 63 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 71.8 31.5 22.9 4.7 0.0 0.0 0.0 5.9 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 31, 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 19,071 : : Positions : : 15,756 6,820 1,320 12,011 240 1,305 0 0 345 0 0 : : : : Changes from: October 24, 2017 : : 1,200 390 0 960 0 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 35.8 6.9 63.0 1.3 6.8 0.0 0.0 1.8 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 31, 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 411,344 : : Positions : : 73,470 193,431 42,754 8,256 25,585 106,822 26,158 46,365 62,269 66,181 26,930 : : : : Changes from: October 24, 2017 : : -15,619 -10,829 97 17 -324 13,810 2,826 -4,907 1,488 7,950 -9,113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.9 47.0 10.4 2.0 6.2 26.0 6.4 11.3 15.1 16.1 6.5 : : : : Number of Traders in Each Category Total Traders: 280 : : 64 86 17 10 16 78 12 47 38 28 40 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 16,136 : : Positions : : 5,703 9,478 1,542 512 0 466 0 126 5,347 1,895 233 : : : : Changes from: October 24, 2017 : : 734 1,145 125 512 0 466 0 126 582 675 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 58.7 9.6 3.2 0.0 2.9 0.0 0.8 33.1 11.7 1.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 8 10 . . 0 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 15,768 : : Positions : : 14,630 11,181 0 3,355 0 0 0 0 675 0 0 : : : : Changes from: October 24, 2017 : : 790 275 0 265 0 0 0 0 -225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 70.9 0.0 21.3 0.0 0.0 0.0 0.0 4.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 19 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 30,549 : : Positions : : 17,136 28,985 8,347 0 0 0 0 0 4,705 1,327 232 : : : : Changes from: October 24, 2017 : : 1,552 2,077 440 0 0 0 0 0 422 337 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 94.9 27.3 0.0 0.0 0.0 0.0 0.0 15.4 4.3 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 13 8 0 0 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 24, 2017 : : 0 0 0 0 0 0 0 0 0 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 31, 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 15,901 : : Positions : : 4,524 7,591 5,146 795 3,510 0 1,944 0 2,144 1,145 343 : : : : Changes from: October 24, 2017 : : 0 50 120 -64 750 0 0 0 0 53 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 47.7 32.4 5.0 22.1 0.0 12.2 0.0 13.5 7.2 2.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 15 15 9 . 7 0 . 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 11,087 : : Positions : : 6,742 4,545 71 1,120 259 0 60 105 2,084 3,301 1,385 : : : : Changes from: October 24, 2017 : : 169 8 0 0 0 0 0 0 200 381 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 41.0 0.6 10.1 2.3 0.0 0.5 0.9 18.8 29.8 12.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 16 18 . 5 . 0 . . 4 9 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 1,796 : : Positions : : 631 821 150 40 70 0 0 0 560 495 80 : : : : Changes from: October 24, 2017 : : 90 90 -20 0 20 0 0 0 80 140 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 45.7 8.4 2.2 3.9 0.0 0.0 0.0 31.2 27.6 4.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 10 11 . . . 0 0 0 6 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 31, 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 28,345 : : Positions : : 10,038 18,962 5,047 951 1,401 0 450 0 6,559 630 2,199 : : : : Changes from: October 24, 2017 : : 1,463 1,208 48 -126 -57 0 0 0 525 -59 -407 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 66.9 17.8 3.4 4.9 0.0 1.6 0.0 23.1 2.2 7.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 11 . . 4 0 . 0 6 . 6 : ----------------------------------------------------------------------------------------------------------------
Updated November 3, 2017