Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 36,613 : : Positions : : 25,675 31,132 1,712 600 972 0 0 0 4,697 323 3,527 : : : : Changes from: November 28, 2017 : : -4,577 -5,298 -19 -970 -191 0 0 0 -2,170 -522 1,165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 85.0 4.7 1.6 2.7 0.0 0.0 0.0 12.8 0.9 9.6 : : : : Number of Traders in Each Category Total Traders: 57 : : 25 31 4 5 5 0 0 0 8 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 9,752 : : Positions : : 7,321 7,551 68 348 713 0 0 126 513 192 428 : : : : Changes from: November 28, 2017 : : -17 -252 1 126 -168 0 0 0 -137 -13 -81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 77.4 0.7 3.6 7.3 0.0 0.0 1.3 5.3 2.0 4.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 27 . . 5 0 0 . 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 8,552 : : Positions : : 6,078 6,617 56 336 585 0 0 0 863 243 587 : : : : Changes from: November 28, 2017 : : -1,715 -1,728 -120 6 -23 0 0 0 -134 -12 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 77.4 0.7 3.9 6.8 0.0 0.0 0.0 10.1 2.8 6.9 : : : : Number of Traders in Each Category Total Traders: 50 : : 21 31 . 5 7 0 0 0 6 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 3,968 : : Positions : : 2,909 755 81 369 57 0 0 0 70 1,870 121 : : : : Changes from: November 28, 2017 : : -726 -743 -95 -256 -103 0 0 0 -40 -54 -72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 19.0 2.0 9.3 1.4 0.0 0.0 0.0 1.8 47.1 3.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 9 . . . 0 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 18,126 : : Positions : : 12,261 10,994 4,081 83 888 0 0 0 5 5,507 629 : : : : Changes from: November 28, 2017 : : -1,043 -1,141 178 25 -518 0 0 0 -15 466 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 60.7 22.5 0.5 4.9 0.0 0.0 0.0 0.0 30.4 3.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 17 5 . . 0 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 5,619 : : Positions : : 3,963 1,279 0 1,136 78 0 0 0 939 2,573 59 : : : : Changes from: November 28, 2017 : : -1,092 -876 0 -92 -73 0 0 0 -76 -331 -52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 22.8 0.0 20.2 1.4 0.0 0.0 0.0 16.7 45.8 1.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 14 10 0 6 4 0 0 0 8 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 6,376 : : Positions : : 4,539 5,136 425 0 0 730 0 0 0 695 78 : : : : Changes from: November 28, 2017 : : -308 -263 10 0 -34 -25 0 0 0 -103 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 80.6 6.7 0.0 0.0 11.4 0.0 0.0 0.0 10.9 1.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 . 0 0 . 0 0 0 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 445,579 : : Positions : : 71,644 214,702 67,626 3,045 25,097 82,110 20,744 40,203 37,961 42,385 68,488 : : : : Changes from: November 28, 2017 : : -281 -10,744 -79 -52 914 -8,766 4,600 3,203 -1,401 -7,606 -1,976 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.1 48.2 15.2 0.7 5.6 18.4 4.7 9.0 8.5 9.5 15.4 : : : : Number of Traders in Each Category Total Traders: 226 : : 57 76 20 . 20 57 12 47 18 23 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 40,363 : : Positions : : 26,570 30,782 4,330 1,897 285 0 0 0 0 117 670 : : : : Changes from: November 28, 2017 : : -9,184 -8,025 -556 -630 -25 0 0 0 0 -550 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 76.3 10.7 4.7 0.7 0.0 0.0 0.0 0.0 0.3 1.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 1,784 : : Positions : : 578 659 0 0 0 450 616 4 260 121 122 : : : : Changes from: November 28, 2017 : : 85 -123 0 0 0 -8 126 -2 -69 -11 -38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.4 36.9 0.0 0.0 0.0 25.2 34.5 0.2 14.6 6.8 6.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 9 8 0 0 0 5 4 . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 5,878 : : Positions : : 5,015 5,297 0 118 0 0 0 0 530 80 170 : : : : Changes from: November 28, 2017 : : -480 -275 0 -7 0 0 0 0 170 -15 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 90.1 0.0 2.0 0.0 0.0 0.0 0.0 9.0 1.4 2.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 16 0 . 0 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 52,908 : : Positions : : 33,139 40,845 1,860 65 1,352 5,722 598 484 3,013 2,348 6,871 : : : : Changes from: November 28, 2017 : : -4,063 -3,364 -278 -65 187 1,106 280 201 -334 -421 157 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 77.2 3.5 0.1 2.6 10.8 1.1 0.9 5.7 4.4 13.0 : : : : Number of Traders in Each Category Total Traders: 104 : : 49 54 5 . 5 7 6 . 13 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 2,123 : : Positions : : 830 1,339 0 0 0 0 0 0 538 111 175 : : : : Changes from: November 28, 2017 : : -195 -59 0 -12 -62 0 0 0 47 26 -108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 63.1 0.0 0.0 0.0 0.0 0.0 0.0 25.3 5.2 8.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 0 0 0 0 0 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 2,661 : : Positions : : 1,483 1,640 87 104 23 0 0 0 399 147 366 : : : : Changes from: November 28, 2017 : : -741 -547 -37 -11 10 -34 0 0 -222 -468 66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 61.6 3.3 3.9 0.9 0.0 0.0 0.0 15.0 5.5 13.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 14 . . . 0 0 0 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 793,731 : : Positions : : 258,201 194,360 14,894 145,289 124,435 71,701 21,390 57,809 44,751 35,130 200,921 : : : : Changes from: November 28, 2017 : : 4,776 5,168 596 2,764 43 -4,190 892 2,082 6,642 -568 -1,032 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 24.5 1.9 18.3 15.7 9.0 2.7 7.3 5.6 4.4 25.3 : : : : Number of Traders in Each Category Total Traders: 155 : : 46 49 6 11 17 14 14 16 26 31 53 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 3,249,438 : : Positions : : 505,765 559,730 162,610 756,866 435,819 439,751 47,320 653,059 313,193 65,867 625,101 : : : : Changes from: November 28, 2017 : : 51,126 43,281 -1,250 4,500 8,289 3,121 7,174 13,024 -5,374 -5,523 8,286 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.6 17.2 5.0 23.3 13.4 13.5 1.5 20.1 9.6 2.0 19.2 : : : : Number of Traders in Each Category Total Traders: 499 : : 68 73 15 28 40 89 46 100 111 104 185 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 127,599 : : Positions : : 53,604 50,944 24 16,582 1,819 24,168 1,706 37,063 2,275 11,041 8,427 : : : : Changes from: November 28, 2017 : : 786 -20 24 5,335 3 4,972 200 277 -287 -36 1,547 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 39.9 0.0 13.0 1.4 18.9 1.3 29.0 1.8 8.7 6.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 11 . 4 4 . 4 . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 138,423 : : Positions : : 22,079 12,272 28,037 32,603 8,441 0 0 0 57,342 24,429 1,975 : : : : Changes from: November 28, 2017 : : -3,004 -537 -3,788 -8,662 -1,874 0 0 0 -1,519 -7,125 -2,182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.0 8.9 20.3 23.6 6.1 0.0 0.0 0.0 41.4 17.6 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 7 9 4 5 8 0 0 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 10,681 : : Positions : : 0 0 735 1,303 3,306 255 977 1,417 1,336 148 2,580 : : : : Changes from: November 28, 2017 : : 0 0 -434 1 103 -11 -233 -45 230 16 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 0.0 6.9 12.2 31.0 2.4 9.1 13.3 12.5 1.4 24.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 0 0 5 4 6 . 5 5 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 114,957 : : Positions : : 8,250 5,920 20,909 60,220 16,301 0 0 0 39,452 0 17,130 : : : : Changes from: November 28, 2017 : : -189 -473 -217 1,087 -3,495 0 0 0 -834 -759 -4,423 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.2 5.1 18.2 52.4 14.2 0.0 0.0 0.0 34.3 0.0 14.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 5 6 . 11 13 0 0 0 11 0 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 159,410 : : Positions : : 19,446 18,835 24,289 94 8,175 3,253 26,595 1,597 47,179 51,901 43,784 : : : : Changes from: November 28, 2017 : : -33 -3,505 -1,164 -1,542 -2,667 -260 -3,447 -746 -4,431 2,445 -7,988 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 11.8 15.2 0.1 5.1 2.0 16.7 1.0 29.6 32.6 27.5 : : : : Number of Traders in Each Category Total Traders: 63 : : 10 10 8 . 8 . . . 18 17 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 51,376 : : Positions : : 32,490 10,600 981 236 4,064 2,498 22,834 4,224 3,101 5,572 3,719 : : : : Changes from: November 28, 2017 : : -647 -1,621 5 -267 418 -105 1,156 -1,817 -226 -309 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 20.6 1.9 0.5 7.9 4.9 44.4 8.2 6.0 10.8 7.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 10 4 . 5 4 . 4 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 73,996 : : Positions : : 12,470 23,604 0 9,033 988 22,928 13,239 13,043 13,253 2,274 10,767 : : : : Changes from: November 28, 2017 : : -594 -172 0 -213 63 -177 -172 -512 -36 -285 -1,520 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 31.9 0.0 12.2 1.3 31.0 17.9 17.6 17.9 3.1 14.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 7 0 . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 24,691 : : Positions : : 20,326 9,130 690 14,181 735 1,917 0 0 360 600 45 : : : : Changes from: November 28, 2017 : : 920 800 450 -360 -90 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 37.0 2.8 57.4 3.0 7.8 0.0 0.0 1.5 2.4 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 12 . 6 4 4 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 416,191 : : Positions : : 82,825 201,999 43,097 10,423 20,984 107,202 25,251 40,547 57,916 62,272 36,069 : : : : Changes from: November 28, 2017 : : 3,739 -1,498 -731 -408 -558 -8,197 -26 -3,568 -1,489 -3,380 1,352 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.9 48.5 10.4 2.5 5.0 25.8 6.1 9.7 13.9 15.0 8.7 : : : : Number of Traders in Each Category Total Traders: 275 : : 62 85 19 8 17 69 16 48 36 28 41 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 19,986 : : Positions : : 8,886 18,964 7,304 305 0 0 0 0 3,581 590 127 : : : : Changes from: November 28, 2017 : : -4,627 -6,024 -886 0 0 0 0 0 -934 -436 -81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 94.9 36.5 1.5 0.0 0.0 0.0 0.0 17.9 3.0 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 13 9 . 0 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 845 : : Positions : : 250 450 445 125 0 0 0 0 100 245 25 : : : : Changes from: November 28, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 53.3 52.7 14.8 0.0 0.0 0.0 0.0 11.8 29.0 3.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 5 . . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 12,970 : : Positions : : 3,790 6,943 5,062 392 2,685 0 1,494 0 816 579 399 : : : : Changes from: November 28, 2017 : : -206 -555 253 -92 -461 0 0 0 -902 -229 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 53.5 39.0 3.0 20.7 0.0 11.5 0.0 6.3 4.5 3.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 11 15 9 . 7 0 . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 10,798 : : Positions : : 7,213 4,741 50 653 315 0 60 105 1,254 3,384 1,361 : : : : Changes from: November 28, 2017 : : -692 -105 31 -488 -31 0 0 0 -771 -680 -147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 43.9 0.5 6.0 2.9 0.0 0.6 1.0 11.6 31.3 12.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 15 17 . 4 . 0 . . 4 11 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 1,181 : : Positions : : 312 526 113 40 0 0 0 0 331 275 100 : : : : Changes from: November 28, 2017 : : -270 -195 -70 -30 -70 0 0 0 -225 -330 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.4 44.5 9.6 3.4 0.0 0.0 0.0 0.0 28.0 23.3 8.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 7 . . 0 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 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 24,233 : : Positions : : 8,132 16,141 2,012 1,070 1,423 0 150 0 7,113 317 1,819 : : : : Changes from: November 28, 2017 : : -2,030 -2,407 -1,049 -139 -326 0 -150 0 -1,867 -218 397 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 66.6 8.3 4.4 5.9 0.0 0.6 0.0 29.4 1.3 7.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 11 . . 5 0 . 0 5 . 5 : ----------------------------------------------------------------------------------------------------------------
Updated December 8, 2017