Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 35,905 : : Positions : : 24,962 30,370 1,633 1,570 1,193 0 0 0 6,122 765 1,942 : : : : Changes from: October 31, 2017 : : -6,970 -8,247 -63 29 -210 0 0 0 -1,032 90 226 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 84.6 4.5 4.4 3.3 0.0 0.0 0.0 17.1 2.1 5.4 : : : : Number of Traders in Each Category Total Traders: 59 : : 25 33 6 5 5 0 0 0 10 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 8,795 : : Positions : : 6,045 6,413 67 216 828 0 0 126 582 245 518 : : : : Changes from: October 31, 2017 : : -156 -187 -15 -10 -54 0 0 0 -5 26 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 72.9 0.8 2.5 9.4 0.0 0.0 1.4 6.6 2.8 5.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 23 . . 5 0 0 . 8 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 9,309 : : Positions : : 6,965 7,499 186 305 539 0 0 0 920 120 376 : : : : Changes from: October 31, 2017 : : -1,186 -1,960 -207 179 -269 0 0 0 -337 20 162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 80.6 2.0 3.3 5.8 0.0 0.0 0.0 9.9 1.3 4.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 27 . 4 6 0 0 0 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 4,419 : : Positions : : 3,336 1,292 206 625 130 0 0 0 120 1,599 70 : : : : Changes from: October 31, 2017 : : -921 -781 -138 -205 0 0 0 0 35 -124 -142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 29.2 4.7 14.1 2.9 0.0 0.0 0.0 2.7 36.2 1.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 10 . . . 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 15,744 : : Positions : : 10,001 10,012 3,903 58 1,406 0 0 0 20 3,856 397 : : : : Changes from: October 31, 2017 : : 71 -281 277 -17 -562 0 0 0 -55 606 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 63.6 24.8 0.4 8.9 0.0 0.0 0.0 0.1 24.5 2.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 13 20 5 . . 0 0 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 5,642 : : Positions : : 3,972 1,372 0 1,121 154 0 0 0 914 2,473 77 : : : : Changes from: October 31, 2017 : : -1,573 -1,583 0 -234 -51 0 0 0 -294 -667 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 24.3 0.0 19.9 2.7 0.0 0.0 0.0 16.2 43.8 1.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 16 12 0 8 6 0 0 0 6 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 5,919 : : Positions : : 4,110 4,710 415 0 34 680 0 0 5 673 118 : : : : Changes from: October 31, 2017 : : -28 -116 15 0 -28 5 0 0 -5 49 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 79.6 7.0 0.0 0.6 11.5 0.0 0.0 0.1 11.4 2.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . 0 . . 0 0 . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 474,010 : : Positions : : 89,164 239,562 66,698 2,796 30,338 86,240 16,130 36,468 39,771 51,897 67,378 : : : : Changes from: October 31, 2017 : : -521 356 -1,023 110 -549 2,581 172 -3,261 -2,049 -2,711 10,374 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.8 50.5 14.1 0.6 6.4 18.2 3.4 7.7 8.4 10.9 14.2 : : : : Number of Traders in Each Category Total Traders: 214 : : 60 75 20 4 19 52 13 43 16 22 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 46,224 : : Positions : : 33,070 36,880 4,736 2,932 250 0 0 0 870 0 425 : : : : Changes from: October 31, 2017 : : -3,986 -7,177 -656 -400 -350 0 0 0 -1,085 0 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 79.8 10.2 6.3 0.5 0.0 0.0 0.0 1.9 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 2,186 : : Positions : : 304 630 0 60 0 547 274 63 678 719 251 : : : : Changes from: October 31, 2017 : : 93 373 0 60 0 78 -229 -14 31 121 144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.9 28.8 0.0 2.7 0.0 25.0 12.5 2.9 31.0 32.9 11.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 8 9 0 . 0 7 . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 5,546 : : Positions : : 4,923 5,200 0 0 0 0 0 0 330 0 30 : : : : Changes from: October 31, 2017 : : -754 -500 0 0 0 0 0 0 150 -97 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 93.8 0.0 0.0 0.0 0.0 0.0 0.0 6.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 17 0 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 48,100 : : Positions : : 31,790 38,638 1,688 0 982 3,983 179 456 3,440 2,070 5,519 : : : : Changes from: October 31, 2017 : : -4,529 -6,564 -940 0 87 -86 -77 -85 -786 360 -400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 80.3 3.5 0.0 2.0 8.3 0.4 0.9 7.2 4.3 11.5 : : : : Number of Traders in Each Category Total Traders: 102 : : 45 50 5 0 5 6 4 . 16 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 2,240 : : Positions : : 926 1,253 0 12 62 0 0 0 466 85 294 : : : : Changes from: October 31, 2017 : : -200 -358 0 -14 -7 0 0 0 -195 0 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 55.9 0.0 0.5 2.8 0.0 0.0 0.0 20.8 3.8 13.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 0 . . 0 0 0 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 2,884 : : Positions : : 1,786 1,427 114 42 50 34 0 0 505 868 203 : : : : Changes from: October 31, 2017 : : -769 -615 -124 12 -42 0 0 0 -72 -402 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 49.5 4.0 1.5 1.7 1.2 0.0 0.0 17.5 30.1 7.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 15 . . . . 0 0 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 908,928 : : Positions : : 281,454 227,713 18,761 136,628 162,001 90,193 26,333 64,289 38,004 44,902 231,550 : : : : Changes from: October 31, 2017 : : 12,722 805 -371 9,729 12,022 3,013 1,614 3,451 -343 1,252 31,380 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.0 25.1 2.1 15.0 17.8 9.9 2.9 7.1 4.2 4.9 25.5 : : : : Number of Traders in Each Category Total Traders: 160 : : 51 50 6 14 19 17 9 16 28 29 49 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 3,522,115 : : Positions : : 592,005 642,875 172,527 699,368 470,622 400,792 82,986 662,149 337,170 71,885 763,499 : : : : Changes from: October 31, 2017 : : 44,186 36,308 6,430 57,817 22,157 13,304 -23,257 40,593 478 -1,752 83,309 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.8 18.3 4.9 19.9 13.4 11.4 2.4 18.8 9.6 2.0 21.7 : : : : Number of Traders in Each Category Total Traders: 517 : : 70 75 18 28 41 85 46 90 128 108 189 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 136,767 : : Positions : : 55,813 54,973 774 10,420 2,369 25,978 1,506 35,188 2,765 18,484 13,502 : : : : Changes from: October 31, 2017 : : 2,217 -780 193 -1,038 -170 -5,091 59 -8,751 265 -683 12,485 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 40.2 0.6 7.6 1.7 19.0 1.1 25.7 2.0 13.5 9.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 15 . 4 4 . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 141,621 : : Positions : : 23,863 17,034 32,107 40,274 9,200 0 0 0 54,360 24,479 4,006 : : : : Changes from: October 31, 2017 : : -2,771 2,096 212 -1,384 -521 0 0 0 -312 -360 -1,378 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.8 12.0 22.7 28.4 6.5 0.0 0.0 0.0 38.4 17.3 2.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 8 10 4 6 7 0 0 0 . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 13,955 : : Positions : : 0 0 1,660 1,506 5,827 233 887 1,418 1,335 138 2,433 : : : : Changes from: October 31, 2017 : : 0 0 868 851 1,822 35 82 42 622 28 132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 0.0 11.9 10.8 41.8 1.7 6.4 10.2 9.6 1.0 17.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 0 0 5 5 7 . 4 4 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 114,369 : : Positions : : 8,411 6,196 19,609 55,186 18,571 0 0 0 36,238 911 19,331 : : : : Changes from: October 31, 2017 : : 997 948 1,937 5,693 205 0 0 0 3,456 -310 947 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.4 5.4 17.1 48.3 16.2 0.0 0.0 0.0 31.7 0.8 16.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 5 5 . 10 12 0 0 0 8 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 170,054 : : Positions : : 19,075 13,337 23,966 332 10,727 1,826 32,443 1,998 43,430 45,522 56,187 : : : : Changes from: October 31, 2017 : : -1,795 186 -4,857 -123 -929 -3 -3,098 -1,217 8,852 4,529 -4,086 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 7.8 14.1 0.2 6.3 1.1 19.1 1.2 25.5 26.8 33.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 9 11 7 . 8 . . . 17 18 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 56,584 : : Positions : : 36,638 10,353 1,002 1,204 3,201 3,448 27,398 3,149 3,924 5,550 4,500 : : : : Changes from: October 31, 2017 : : 1,458 561 231 -79 113 -42 -3,165 -4,758 -73 3,914 3,535 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 18.3 1.8 2.1 5.7 6.1 48.4 5.6 6.9 9.8 8.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 11 . . 5 4 . 4 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 73,846 : : Positions : : 9,959 16,110 128 14,927 884 27,753 15,050 12,821 13,240 4,055 8,638 : : : : Changes from: October 31, 2017 : : 3,167 -1,503 -67 4,584 871 -12,290 969 -4,520 12,474 -733 6,923 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 21.8 0.2 20.2 1.2 37.6 20.4 17.4 17.9 5.5 11.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 8 9 . . . . . . 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 4,716 : : Positions : : 2,778 3,348 1,423 1,116 225 0 0 0 290 0 0 : : : : Changes from: October 31, 2017 : : 19 -74 -79 25 0 0 0 0 11 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 71.0 30.2 23.7 4.8 0.0 0.0 0.0 6.2 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 November 7, 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 20,436 : : Positions : : 16,701 7,090 600 12,716 495 1,425 0 0 285 0 0 : : : : Changes from: October 31, 2017 : : 945 270 -720 705 255 120 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 34.7 2.9 62.2 2.4 7.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 13 . 6 . 4 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 429,475 : : Positions : : 77,907 202,890 42,273 7,698 25,997 119,791 29,928 44,895 60,635 67,540 31,502 : : : : Changes from: October 31, 2017 : : 4,437 9,459 -482 -558 412 12,969 3,770 -1,470 -1,635 1,359 4,572 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 47.2 9.8 1.8 6.1 27.9 7.0 10.5 14.1 15.7 7.3 : : : : Number of Traders in Each Category Total Traders: 283 : : 64 86 16 8 13 81 17 51 36 27 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 12,720 : : Positions : : 1,838 7,441 2,383 304 100 769 0 63 5,148 675 392 : : : : Changes from: October 31, 2017 : : -3,865 -2,037 841 -208 100 303 0 -63 -199 -1,220 159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.4 58.5 18.7 2.4 0.8 6.0 0.0 0.5 40.5 5.3 3.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 5 7 . . . . 0 . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 12,273 : : Positions : : 11,385 7,841 0 2,825 0 0 0 0 0 150 75 : : : : Changes from: October 31, 2017 : : -3,245 -3,340 0 -530 0 0 0 0 -675 150 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 63.9 0.0 23.0 0.0 0.0 0.0 0.0 0.0 1.2 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 0 . 0 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 23,346 : : Positions : : 12,142 21,757 6,875 305 0 0 0 0 4,090 1,176 108 : : : : Changes from: October 31, 2017 : : -4,994 -7,228 -1,472 305 0 0 0 0 -615 -151 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 93.2 29.4 1.3 0.0 0.0 0.0 0.0 17.5 5.0 0.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 14 8 . 0 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 14,031 : : Positions : : 4,171 7,235 4,659 484 3,146 0 1,494 0 1,359 777 390 : : : : Changes from: October 31, 2017 : : -353 -356 -487 -311 -364 0 -450 0 -785 -368 47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 51.6 33.2 3.4 22.4 0.0 10.6 0.0 9.7 5.5 2.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 15 15 9 . 7 0 . 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 10,620 : : Positions : : 6,885 4,299 0 852 308 0 60 105 1,581 3,447 1,361 : : : : Changes from: October 31, 2017 : : 143 -246 -71 -268 49 0 0 0 -503 146 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 40.5 0.0 8.0 2.9 0.0 0.6 1.0 14.9 32.5 12.8 : : : : Number of Traders in Each Category Total Traders: 47 : : 18 18 0 6 . 0 . . 4 11 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 1,321 : : Positions : : 440 446 70 40 70 0 0 0 446 465 50 : : : : Changes from: October 31, 2017 : : -191 -375 -80 0 0 0 0 0 -114 -30 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 33.8 5.3 3.0 5.3 0.0 0.0 0.0 33.8 35.2 3.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 7 . . . 0 0 0 4 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 7, 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 25,148 : : Positions : : 9,236 17,767 3,170 733 1,500 0 300 0 7,251 309 1,401 : : : : Changes from: October 31, 2017 : : -802 -1,195 -1,877 -218 99 0 -150 0 692 -321 -798 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 70.6 12.6 2.9 6.0 0.0 1.2 0.0 28.8 1.2 5.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 11 . . 5 0 . 0 6 . 4 : ----------------------------------------------------------------------------------------------------------------
Updated November 10, 2017