Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 38,544 : : Positions : : 27,244 32,674 1,648 1,570 1,178 0 0 0 6,291 927 2,130 : : : : Changes from: November 7, 2017 : : 2,282 2,304 15 0 -15 0 0 0 169 162 188 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 84.8 4.3 4.1 3.1 0.0 0.0 0.0 16.3 2.4 5.5 : : : : Number of Traders in Each Category Total Traders: 59 : : 27 34 6 5 5 0 0 0 10 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 9,764 : : Positions : : 6,857 7,312 67 216 851 0 0 126 641 245 525 : : : : Changes from: November 7, 2017 : : 812 899 0 0 23 0 0 0 59 0 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 74.9 0.7 2.2 8.7 0.0 0.0 1.3 6.6 2.5 5.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 24 . . 5 0 0 . 8 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 9,434 : : Positions : : 7,079 7,561 176 343 588 0 0 0 903 132 395 : : : : Changes from: November 7, 2017 : : 114 62 -10 38 49 0 0 0 -17 12 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 80.1 1.9 3.6 6.2 0.0 0.0 0.0 9.6 1.4 4.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 28 . 5 7 0 0 0 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 4,482 : : Positions : : 3,380 1,345 206 625 130 0 0 0 110 1,678 117 : : : : Changes from: November 7, 2017 : : 44 53 0 0 0 0 0 0 -10 79 47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 30.0 4.6 13.9 2.9 0.0 0.0 0.0 2.5 37.4 2.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 11 . . . 0 0 0 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 16,671 : : Positions : : 10,957 10,373 3,903 58 1,406 0 0 0 20 4,451 368 : : : : Changes from: November 7, 2017 : : 956 361 0 0 0 0 0 0 0 595 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 62.2 23.4 0.3 8.4 0.0 0.0 0.0 0.1 26.7 2.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 13 20 5 . . 0 0 0 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A35 Open Interest is 6,156 : : Positions : : 4,347 1,741 0 1,136 151 0 0 0 938 2,556 153 : : : : Changes from: November 7, 2017 : : 375 369 0 15 -3 0 0 0 24 83 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 28.3 0.0 18.5 2.5 0.0 0.0 0.0 15.2 41.5 2.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 16 11 0 8 6 0 0 0 6 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 6,086 : : Positions : : 4,219 4,790 415 0 34 680 0 0 5 728 148 : : : : Changes from: November 7, 2017 : : 109 80 0 0 0 0 0 0 0 55 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 78.7 6.8 0.0 0.6 11.2 0.0 0.0 0.1 12.0 2.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . 0 . . 0 0 . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 493,379 : : Positions : : 92,313 241,518 66,551 2,946 34,507 87,830 15,398 39,127 39,008 51,020 76,367 : : : : Changes from: November 7, 2017 : : 3,150 1,956 -147 150 4,169 1,590 -732 2,659 -764 -877 8,989 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.7 49.0 13.5 0.6 7.0 17.8 3.1 7.9 7.9 10.3 15.5 : : : : Number of Traders in Each Category Total Traders: 223 : : 57 73 21 4 20 56 12 42 16 26 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 48,404 : : Positions : : 34,595 37,743 4,901 2,677 310 0 0 0 208 0 987 : : : : Changes from: November 7, 2017 : : 1,525 863 165 -255 60 0 0 0 -662 0 562 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 78.0 10.1 5.5 0.6 0.0 0.0 0.0 0.4 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 15 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 2,164 : : Positions : : 308 869 0 5 39 450 189 109 582 541 258 : : : : Changes from: November 7, 2017 : : 4 239 0 -55 39 -97 -85 46 -96 -178 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.2 40.2 0.0 0.2 1.8 20.8 8.7 5.0 26.9 25.0 11.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 7 7 0 . . 6 . . 5 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 5,850 : : Positions : : 5,197 5,294 0 115 0 0 0 0 290 0 130 : : : : Changes from: November 7, 2017 : : 274 94 0 115 0 0 0 0 -40 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 90.5 0.0 2.0 0.0 0.0 0.0 0.0 5.0 0.0 2.2 : : : : 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 November 14, 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 51,641 : : Positions : : 33,750 41,545 1,868 130 1,242 4,429 60 443 3,724 2,084 5,780 : : : : Changes from: November 7, 2017 : : 1,960 2,908 181 130 260 446 -119 -13 284 15 261 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 80.5 3.6 0.3 2.4 8.6 0.1 0.9 7.2 4.0 11.2 : : : : Number of Traders in Each Category Total Traders: 101 : : 44 52 5 . 5 8 . . 16 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 2,319 : : Positions : : 977 1,306 0 12 62 0 0 0 509 85 293 : : : : Changes from: November 7, 2017 : : 51 53 0 0 0 0 0 0 43 0 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 56.3 0.0 0.5 2.7 0.0 0.0 0.0 21.9 3.7 12.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 0 . . 0 0 0 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 3,165 : : Positions : : 2,035 1,701 114 0 0 34 0 0 585 874 188 : : : : Changes from: November 7, 2017 : : 249 274 0 -42 -50 0 0 0 80 6 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 53.7 3.6 0.0 0.0 1.1 0.0 0.0 18.5 27.6 5.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 17 . 0 0 . 0 0 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 882,742 : : Positions : : 268,442 198,277 14,162 140,166 157,067 85,838 25,587 65,688 28,773 44,176 239,841 : : : : Changes from: November 7, 2017 : : -13,012 -29,436 -4,599 3,538 -4,934 -4,355 -746 1,399 -9,231 -726 8,291 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 22.5 1.6 15.9 17.8 9.7 2.9 7.4 3.3 5.0 27.2 : : : : Number of Traders in Each Category Total Traders: 159 : : 50 46 5 14 19 17 11 16 21 37 51 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 3,523,062 : : Positions : : 514,436 593,782 164,908 719,448 513,717 413,359 63,647 663,952 336,824 64,818 790,548 : : : : Changes from: November 7, 2017 : : -77,568 -49,094 -7,619 20,079 43,095 12,567 -19,339 1,803 -346 -7,066 27,048 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.6 16.9 4.7 20.4 14.6 11.7 1.8 18.8 9.6 1.8 22.4 : : : : Number of Traders in Each Category Total Traders: 525 : : 73 75 17 27 40 81 51 89 133 109 202 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 140,446 : : Positions : : 56,527 52,983 1,021 8,225 2,195 27,320 2,145 36,048 4,446 26,229 12,581 : : : : Changes from: November 7, 2017 : : 714 -1,990 247 -2,195 -174 1,342 639 860 1,681 7,745 -922 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 37.7 0.7 5.9 1.6 19.5 1.5 25.7 3.2 18.7 9.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 12 14 . 4 4 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 142,244 : : Positions : : 23,453 11,609 30,857 38,918 9,434 0 0 0 54,793 30,431 4,102 : : : : Changes from: November 7, 2017 : : -410 -5,425 -1,250 -1,356 234 0 0 0 433 5,952 96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.5 8.2 21.7 27.4 6.6 0.0 0.0 0.0 38.5 21.4 2.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 5 7 4 6 7 0 0 0 . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 12,551 : : Positions : : 0 0 1,672 1,302 4,625 288 1,425 1,539 998 117 2,431 : : : : Changes from: November 7, 2017 : : 0 0 12 -204 -1,202 55 538 120 -337 -21 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 0.0 13.3 10.4 36.8 2.3 11.3 12.3 7.9 0.9 19.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 0 0 4 6 7 . 5 5 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 115,573 : : Positions : : 8,067 6,119 19,290 55,591 18,712 0 0 0 37,871 1,062 19,348 : : : : Changes from: November 7, 2017 : : -344 -77 -318 405 142 0 0 0 1,633 152 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.0 5.3 16.7 48.1 16.2 0.0 0.0 0.0 32.8 0.9 16.7 : : : : 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 14, 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 175,565 : : Positions : : 18,847 16,161 25,852 0 11,189 1,881 31,325 2,954 45,675 47,535 57,717 : : : : Changes from: November 7, 2017 : : -227 2,824 1,886 -332 463 55 -1,118 956 2,245 2,013 1,529 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.7 9.2 14.7 0.0 6.4 1.1 17.8 1.7 26.0 27.1 32.9 : : : : Number of Traders in Each Category Total Traders: 63 : : 9 11 9 0 9 . . 4 18 18 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 59,263 : : Positions : : 37,603 12,142 894 1,199 3,367 3,520 26,906 4,805 3,890 5,323 4,639 : : : : Changes from: November 7, 2017 : : 965 1,788 -108 -5 166 71 -492 1,656 -34 -227 139 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 20.5 1.5 2.0 5.7 5.9 45.4 8.1 6.6 9.0 7.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 12 . . 5 4 . 4 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 76,879 : : Positions : : 9,670 16,260 1 15,392 1,203 27,638 14,720 13,826 13,374 3,394 10,734 : : : : Changes from: November 7, 2017 : : -290 150 -127 465 320 -115 -330 1,005 134 -661 2,096 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 21.2 0.0 20.0 1.6 35.9 19.1 18.0 17.4 4.4 14.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 8 10 . . . . . . 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 4,723 : : Positions : : 2,827 3,284 1,356 1,187 225 0 0 0 315 0 0 : : : : Changes from: November 7, 2017 : : 49 -65 -67 71 0 0 0 0 24 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 69.5 28.7 25.1 4.8 0.0 0.0 0.0 6.7 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 14, 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 21,141 : : Positions : : 16,776 7,255 240 12,866 885 1,917 0 0 285 0 0 : : : : Changes from: November 7, 2017 : : 75 165 -360 150 390 492 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 34.3 1.1 60.9 4.2 9.1 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 13 . 6 . 4 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 451,798 : : Positions : : 89,029 217,806 42,599 8,939 28,475 125,287 25,441 46,756 58,801 71,936 33,190 : : : : Changes from: November 7, 2017 : : 11,122 14,916 327 1,241 2,478 5,496 -4,487 1,861 -1,834 4,396 1,687 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.7 48.2 9.4 2.0 6.3 27.7 5.6 10.3 13.0 15.9 7.3 : : : : Number of Traders in Each Category Total Traders: 291 : : 70 90 17 9 16 81 14 53 37 30 44 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 13,263 : : Positions : : 2,228 7,619 1,758 304 100 919 0 63 5,481 165 442 : : : : Changes from: November 7, 2017 : : 390 178 -625 0 0 150 0 0 333 -510 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.8 57.4 13.3 2.3 0.8 6.9 0.0 0.5 41.3 1.2 3.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 5 8 . . . . 0 . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE (1000 U.S. Barrels) : CFTC Code #111A11 Open Interest is 12,034 : : Positions : : 6,989 8,788 825 300 650 0 0 0 1,995 616 1,415 : : : : Changes from: November 7, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 73.0 6.9 2.5 5.4 0.0 0.0 0.0 16.6 5.1 11.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 13,553 : : Positions : : 12,270 8,421 0 2,830 30 0 0 0 0 175 175 : : : : Changes from: November 7, 2017 : : 885 580 0 5 30 0 0 0 0 25 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 62.1 0.0 20.9 0.2 0.0 0.0 0.0 0.0 1.3 1.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 0 . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 25,055 : : Positions : : 13,196 23,716 7,340 305 0 0 0 0 4,300 926 108 : : : : Changes from: November 7, 2017 : : 1,054 1,959 465 0 0 0 0 0 210 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 94.7 29.3 1.2 0.0 0.0 0.0 0.0 17.2 3.7 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 14 8 . 0 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 14,013 : : Positions : : 4,041 7,364 4,809 484 3,146 0 1,494 0 1,418 727 293 : : : : Changes from: November 7, 2017 : : -130 129 150 0 0 0 0 0 59 -50 -97 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 52.6 34.3 3.5 22.5 0.0 10.7 0.0 10.1 5.2 2.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 15 16 9 . 7 0 . 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 11,054 : : Positions : : 7,285 4,470 0 1,040 315 0 60 105 1,651 3,535 1,326 : : : : Changes from: November 7, 2017 : : 400 171 0 188 7 0 0 0 70 88 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 40.4 0.0 9.4 2.8 0.0 0.5 0.9 14.9 32.0 12.0 : : : : 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 14, 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 1,549 : : Positions : : 430 614 173 40 80 0 0 0 446 485 80 : : : : Changes from: November 7, 2017 : : -10 168 103 0 10 0 0 0 0 20 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.8 39.6 11.2 2.6 5.2 0.0 0.0 0.0 28.8 31.3 5.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 7 7 . . . 0 0 0 4 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 14, 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 25,669 : : Positions : : 9,191 17,710 3,128 1,059 1,500 0 300 0 8,207 309 1,326 : : : : Changes from: November 7, 2017 : : -45 -57 -42 326 0 0 0 0 956 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 69.0 12.2 4.1 5.8 0.0 1.2 0.0 32.0 1.2 5.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 12 . . 5 0 . 0 6 . 4 : ----------------------------------------------------------------------------------------------------------------
Updated November 17, 2017