Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 42,438 : : Positions : : 30,252 36,430 1,731 1,570 1,163 0 0 0 6,867 845 2,362 : : : : Changes from: November 21, 2017 : : 2,202 2,356 0 0 -50 0 0 0 48 -76 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 85.8 4.1 3.7 2.7 0.0 0.0 0.0 16.2 2.0 5.6 : : : : Number of Traders in Each Category Total Traders: 58 : : 26 33 6 5 6 0 0 0 10 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 10,202 : : Positions : : 7,338 7,803 67 222 881 0 0 126 650 205 509 : : : : Changes from: November 21, 2017 : : 144 153 0 0 35 0 0 0 -7 0 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 76.5 0.7 2.2 8.6 0.0 0.0 1.2 6.4 2.0 5.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 27 . . 5 0 0 . 8 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 10,417 : : Positions : : 7,793 8,345 176 330 608 0 0 0 997 255 584 : : : : Changes from: November 21, 2017 : : 471 503 0 0 12 0 0 0 69 123 205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 80.1 1.7 3.2 5.8 0.0 0.0 0.0 9.6 2.4 5.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 23 31 . 5 7 0 0 0 8 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 4,907 : : Positions : : 3,635 1,498 176 625 160 0 0 0 110 1,924 193 : : : : Changes from: November 21, 2017 : : 115 45 0 0 0 0 0 0 0 59 61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 30.5 3.6 12.7 3.3 0.0 0.0 0.0 2.2 39.2 3.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 14 . . . 0 0 0 . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 19,294 : : Positions : : 13,304 12,135 3,903 58 1,406 0 0 0 20 5,041 639 : : : : Changes from: November 21, 2017 : : 1,385 1,050 0 0 0 0 0 0 -27 315 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 62.9 20.2 0.3 7.3 0.0 0.0 0.0 0.1 26.1 3.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 20 5 . . 0 0 0 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 6,956 : : Positions : : 5,055 2,155 0 1,228 151 0 0 0 1,015 2,904 111 : : : : Changes from: November 21, 2017 : : 470 265 0 92 0 0 0 0 81 234 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 31.0 0.0 17.7 2.2 0.0 0.0 0.0 14.6 41.7 1.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 19 17 0 8 6 0 0 0 7 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 6,775 : : Positions : : 4,847 5,399 415 0 34 755 0 0 0 798 143 : : : : Changes from: November 21, 2017 : : 364 360 0 0 0 0 0 0 0 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 79.7 6.1 0.0 0.5 11.1 0.0 0.0 0.0 11.8 2.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . 0 . . 0 0 0 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 457,669 : : Positions : : 71,924 225,446 67,705 3,097 24,183 90,876 16,144 37,000 39,362 49,991 70,464 : : : : Changes from: November 21, 2017 : : -17,683 -12,034 1,084 -319 -8,563 1,368 -932 -3,249 370 -1,022 -10,215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.7 49.3 14.8 0.7 5.3 19.9 3.5 8.1 8.6 10.9 15.4 : : : : Number of Traders in Each Category Total Traders: 227 : : 56 76 20 . 19 55 13 48 18 26 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 49,074 : : Positions : : 35,754 38,807 4,886 2,527 310 0 0 0 0 667 820 : : : : Changes from: November 21, 2017 : : 200 585 0 -150 0 0 0 0 0 -50 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 79.1 10.0 5.1 0.6 0.0 0.0 0.0 0.0 1.4 1.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 1,820 : : Positions : : 493 782 0 0 0 458 490 6 329 132 160 : : : : Changes from: November 21, 2017 : : 129 -17 0 -5 -29 39 182 -71 -145 -95 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 43.0 0.0 0.0 0.0 25.2 26.9 0.3 18.1 7.3 8.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 8 7 0 0 0 7 . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 6,188 : : Positions : : 5,495 5,572 0 125 0 0 0 0 360 95 160 : : : : Changes from: November 21, 2017 : : 139 169 0 10 0 0 0 0 70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 90.0 0.0 2.0 0.0 0.0 0.0 0.0 5.8 1.5 2.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 17 0 . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 55,934 : : Positions : : 37,202 44,209 2,138 130 1,165 4,615 319 283 3,347 2,769 6,714 : : : : Changes from: November 21, 2017 : : 1,953 1,692 170 0 -11 28 181 -109 -269 233 953 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 79.0 3.8 0.2 2.1 8.3 0.6 0.5 6.0 5.0 12.0 : : : : Number of Traders in Each Category Total Traders: 104 : : 47 54 5 . 5 7 5 . 12 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 2,420 : : Positions : : 1,025 1,398 0 12 62 0 0 0 491 85 283 : : : : Changes from: November 21, 2017 : : 22 62 -12 0 -49 0 0 0 6 0 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 57.8 0.0 0.5 2.6 0.0 0.0 0.0 20.3 3.5 11.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 0 . . 0 0 0 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 3,530 : : Positions : : 2,224 2,187 124 115 13 34 0 0 621 615 300 : : : : Changes from: November 21, 2017 : : 112 183 0 115 13 0 0 0 0 -89 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 62.0 3.5 3.3 0.4 1.0 0.0 0.0 17.6 17.4 8.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 18 . . . . 0 0 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 784,669 : : Positions : : 253,425 189,192 14,299 142,525 124,393 75,891 20,498 55,727 38,109 35,697 201,953 : : : : Changes from: November 21, 2017 : : -5,493 380 420 2,265 5,531 -7,647 -6,856 -5,260 4,691 -2,920 11,854 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 24.1 1.8 18.2 15.9 9.7 2.6 7.1 4.9 4.5 25.7 : : : : Number of Traders in Each Category Total Traders: 154 : : 47 44 5 12 17 14 14 15 25 31 50 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 3,176,229 : : Positions : : 454,639 516,449 163,860 752,366 427,529 436,630 40,146 640,035 318,567 71,389 616,815 : : : : Changes from: November 21, 2017 : : -7,844 -6,213 -169 32,813 18,434 26,766 -25,878 10,124 -11,471 11,488 -21,276 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.3 16.3 5.2 23.7 13.5 13.7 1.3 20.2 10.0 2.2 19.4 : : : : Number of Traders in Each Category Total Traders: 498 : : 63 73 16 28 40 88 47 94 112 105 179 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 120,297 : : Positions : : 52,818 50,964 0 11,247 1,817 19,197 1,506 36,785 2,562 11,077 6,880 : : : : Changes from: November 21, 2017 : : 740 5,606 -202 1,840 -16 1,103 -427 1,192 1,052 -4,227 1,653 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 42.4 0.0 9.3 1.5 16.0 1.3 30.6 2.1 9.2 5.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 11 9 0 5 4 . 4 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 148,719 : : Positions : : 25,083 12,809 31,825 41,265 10,315 0 0 0 58,861 31,554 4,157 : : : : Changes from: November 21, 2017 : : 612 826 1,854 1,254 -155 0 0 0 2,861 1,771 -161 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 8.6 21.4 27.7 6.9 0.0 0.0 0.0 39.6 21.2 2.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 8 9 4 6 7 0 0 0 4 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 10,893 : : Positions : : 0 0 1,169 1,302 3,203 267 1,210 1,462 1,106 131 2,550 : : : : Changes from: November 21, 2017 : : 0 0 418 -8 -336 -231 -82 -183 -271 18 257 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 0.0 10.7 12.0 29.4 2.4 11.1 13.4 10.2 1.2 23.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 0 0 5 4 7 . 5 5 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 124,058 : : Positions : : 8,439 6,393 21,126 59,133 19,796 0 0 0 40,286 759 21,553 : : : : Changes from: November 21, 2017 : : 461 106 753 3,607 295 0 0 0 2,850 -397 1,156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.8 5.2 17.0 47.7 16.0 0.0 0.0 0.0 32.5 0.6 17.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 5 6 . 11 13 0 0 0 9 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 78,498 : : Positions : : 58,857 2,803 4,305 0 2,270 0 0 0 0 60,226 1,708 : : : : Changes from: November 21, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 3.6 5.5 0.0 2.9 0.0 0.0 0.0 0.0 76.7 2.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 4 . 0 . 0 0 0 0 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 176,795 : : Positions : : 19,479 22,340 25,453 1,636 10,842 3,513 30,042 2,343 51,610 49,456 51,772 : : : : Changes from: November 21, 2017 : : 693 -189 -570 770 -2,405 -536 -1,646 -809 2,887 2,491 -5,931 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 12.6 14.4 0.9 6.1 2.0 17.0 1.3 29.2 28.0 29.3 : : : : Number of Traders in Each Category Total Traders: 65 : : 11 11 7 . 10 . . 4 17 19 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 53,956 : : Positions : : 33,137 12,220 976 504 3,646 2,602 21,679 6,041 3,327 5,882 3,747 : : : : Changes from: November 21, 2017 : : -1,448 -493 -147 -272 -14 -403 -1,236 -206 -97 240 -331 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 22.6 1.8 0.9 6.8 4.8 40.2 11.2 6.2 10.9 6.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 11 . . 5 4 . 4 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 76,827 : : Positions : : 13,064 23,776 0 9,246 925 23,105 13,411 13,555 13,289 2,559 12,286 : : : : Changes from: November 21, 2017 : : 2,108 7,474 0 2,409 -6 9,159 280 468 -743 464 2,943 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.0 30.9 0.0 12.0 1.2 30.1 17.5 17.6 17.3 3.3 16.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 7 0 . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 23,876 : : Positions : : 19,406 8,330 240 14,541 825 1,917 0 0 360 0 45 : : : : Changes from: November 21, 2017 : : 105 -330 0 615 0 0 0 0 120 0 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 34.9 1.0 60.9 3.5 8.0 0.0 0.0 1.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 12 . 6 . 4 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 423,295 : : Positions : : 79,086 203,497 43,828 10,831 21,542 115,399 25,277 44,115 59,405 65,653 34,717 : : : : Changes from: November 21, 2017 : : -17,168 -20,967 -703 388 -2,564 -1,929 909 -5,882 864 -1,709 -1,401 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.7 48.1 10.4 2.6 5.1 27.3 6.0 10.4 14.0 15.5 8.2 : : : : Number of Traders in Each Category Total Traders: 286 : : 68 83 19 8 19 74 19 51 39 28 39 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 14,315 : : Positions : : 3,124 8,004 1,833 304 100 919 383 63 4,875 347 383 : : : : Changes from: November 21, 2017 : : 42 40 75 0 0 0 100 0 -473 182 -119 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 55.9 12.8 2.1 0.7 6.4 2.7 0.4 34.1 2.4 2.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 6 7 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 15,398 : : Positions : : 12,865 9,956 0 2,845 50 0 0 0 730 0 350 : : : : Changes from: November 21, 2017 : : 220 485 0 -15 20 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 64.7 0.0 18.5 0.3 0.0 0.0 0.0 4.7 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 14 0 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 26,542 : : Positions : : 13,513 24,988 8,190 305 0 0 0 0 4,515 1,026 208 : : : : Changes from: November 21, 2017 : : 520 770 175 0 0 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 94.1 30.9 1.1 0.0 0.0 0.0 0.0 17.0 3.9 0.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 14 9 . 0 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 14,264 : : Positions : : 3,996 7,498 4,809 484 3,146 0 1,494 0 1,718 808 329 : : : : Changes from: November 21, 2017 : : -45 134 0 0 0 0 0 0 300 81 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 52.6 33.7 3.4 22.1 0.0 10.5 0.0 12.0 5.7 2.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 15 17 9 . 7 0 . 0 5 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 12,283 : : Positions : : 7,905 4,846 19 1,141 346 0 60 105 2,025 4,064 1,508 : : : : Changes from: November 21, 2017 : : 120 152 19 101 31 0 0 0 207 85 98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 39.5 0.2 9.3 2.8 0.0 0.5 0.9 16.5 33.1 12.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 18 19 . 5 4 0 . . 5 12 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 1,746 : : Positions : : 582 721 183 70 70 0 0 0 556 605 60 : : : : Changes from: November 21, 2017 : : 32 20 10 0 -10 0 0 0 70 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 41.3 10.5 4.0 4.0 0.0 0.0 0.0 31.8 34.7 3.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 9 9 . . . 0 0 0 6 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 27,606 : : Positions : : 10,162 18,548 3,061 1,209 1,749 0 300 0 8,980 535 1,422 : : : : Changes from: November 21, 2017 : : 451 1,205 -193 0 249 0 0 0 1,263 -176 69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 67.2 11.1 4.4 6.3 0.0 1.1 0.0 32.5 1.9 5.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 13 . . 5 0 . 0 5 . . : ----------------------------------------------------------------------------------------------------------------
Updated December 1, 2017