Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 41,869 : : Positions : : 29,225 35,141 2,087 600 967 0 0 0 5,029 561 4,521 : : : : Changes from: December 12, 2017 : : 1,170 668 -175 0 28 0 0 0 -280 45 1,144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 83.9 5.0 1.4 2.3 0.0 0.0 0.0 12.0 1.3 10.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 28 34 4 5 6 0 0 0 8 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 10,214 : : Positions : : 7,634 7,854 68 338 712 0 0 126 509 192 504 : : : : Changes from: December 12, 2017 : : 24 19 0 0 -15 0 0 0 11 0 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 76.9 0.7 3.3 7.0 0.0 0.0 1.2 5.0 1.9 4.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 27 . . 5 0 0 . 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 10,051 : : Positions : : 7,437 8,189 56 306 616 0 0 0 988 172 511 : : : : Changes from: December 12, 2017 : : 481 632 0 -10 17 0 0 0 87 -71 -109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 81.5 0.6 3.0 6.1 0.0 0.0 0.0 9.8 1.7 5.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 26 33 . 5 7 0 0 0 6 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 4,385 : : Positions : : 3,220 855 81 369 57 0 0 0 70 2,144 157 : : : : Changes from: December 12, 2017 : : 5 50 0 0 0 0 0 0 0 21 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 19.5 1.8 8.4 1.3 0.0 0.0 0.0 1.6 48.9 3.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 11 . . . 0 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 20,214 : : Positions : : 13,579 11,659 4,771 83 813 0 0 0 5 6,796 804 : : : : Changes from: December 12, 2017 : : 941 473 615 0 0 0 0 0 0 1,044 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 57.7 23.6 0.4 4.0 0.0 0.0 0.0 0.0 33.6 4.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 17 5 . . 0 0 0 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 7,825 : : Positions : : 5,767 2,085 0 1,173 108 0 0 0 1,189 3,898 107 : : : : Changes from: December 12, 2017 : : 614 392 0 30 0 0 0 0 155 375 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 26.6 0.0 15.0 1.4 0.0 0.0 0.0 15.2 49.8 1.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 16 13 0 6 4 0 0 0 11 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 7,022 : : Positions : : 5,113 5,653 425 0 0 730 0 0 0 759 133 : : : : Changes from: December 12, 2017 : : 86 77 0 0 0 0 0 0 0 -16 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 80.5 6.1 0.0 0.0 10.4 0.0 0.0 0.0 10.8 1.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 17 . 0 0 . 0 0 0 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 484,397 : : Positions : : 89,957 231,201 67,849 3,655 24,014 81,842 16,728 53,408 37,627 49,487 72,947 : : : : Changes from: December 12, 2017 : : -1,008 -2,236 -568 248 -133 1,217 3 7,865 898 1,268 5,715 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.6 47.7 14.0 0.8 5.0 16.9 3.5 11.0 7.8 10.2 15.1 : : : : Number of Traders in Each Category Total Traders: 215 : : 62 72 19 . 19 52 11 41 14 29 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 36,213 : : Positions : : 22,977 25,613 2,126 1,947 225 0 0 0 0 952 330 : : : : Changes from: December 12, 2017 : : -1,508 -216 -2,104 0 -60 0 0 0 0 -965 330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 70.7 5.9 5.4 0.6 0.0 0.0 0.0 0.0 2.6 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 13 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 2,748 : : Positions : : 1,239 695 26 0 0 368 668 190 327 493 136 : : : : Changes from: December 12, 2017 : : 289 56 26 0 0 -51 63 18 13 162 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 25.3 0.9 0.0 0.0 13.4 24.3 6.9 11.9 17.9 4.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 7 8 . 0 0 5 4 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 5,923 : : Positions : : 4,995 5,278 0 138 0 0 0 0 600 110 170 : : : : Changes from: December 12, 2017 : : 16 36 0 20 0 0 0 0 70 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 89.1 0.0 2.3 0.0 0.0 0.0 0.0 10.1 1.9 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 19, 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 61,456 : : Positions : : 36,021 47,318 3,231 65 1,672 6,562 794 863 4,451 2,231 8,199 : : : : Changes from: December 12, 2017 : : 1,236 3,502 878 0 -262 257 135 205 945 -378 909 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 77.0 5.3 0.1 2.7 10.7 1.3 1.4 7.2 3.6 13.3 : : : : Number of Traders in Each Category Total Traders: 105 : : 51 55 5 . 4 7 5 4 12 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 2,640 : : Positions : : 1,278 1,823 0 20 26 0 0 0 647 111 184 : : : : Changes from: December 12, 2017 : : 447 409 0 20 26 0 0 0 30 0 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 69.1 0.0 0.8 1.0 0.0 0.0 0.0 24.5 4.2 7.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 0 . . 0 0 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 3,232 : : Positions : : 1,744 1,853 87 47 80 10 0 58 488 299 543 : : : : Changes from: December 12, 2017 : : -71 145 0 -78 78 0 0 0 69 -36 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 57.3 2.7 1.5 2.5 0.3 0.0 1.8 15.1 9.3 16.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 16 . . . . 0 . 5 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 741,333 : : Positions : : 242,280 180,218 13,718 131,094 121,053 64,527 20,397 51,892 38,352 34,216 190,929 : : : : Changes from: December 12, 2017 : : -7,615 -9,301 -2,538 -11,513 -7,371 -354 -156 -7,682 -5,896 3,551 -16,054 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 24.3 1.9 17.7 16.3 8.7 2.8 7.0 5.2 4.6 25.8 : : : : Number of Traders in Each Category Total Traders: 154 : : 43 44 8 10 18 16 11 17 21 38 51 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 3,051,713 : : Positions : : 500,520 537,747 163,271 786,638 362,503 430,450 46,622 586,445 321,418 61,379 582,645 : : : : Changes from: December 12, 2017 : : -30,493 -41,003 1,655 22,503 -46,574 -5,314 1,732 -66,210 6,802 -6,133 -71,214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 17.6 5.4 25.8 11.9 14.1 1.5 19.2 10.5 2.0 19.1 : : : : Number of Traders in Each Category Total Traders: 467 : : 59 69 15 30 40 82 41 85 110 87 165 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 102,774 : : Positions : : 40,341 35,587 8 14,613 1,238 18,152 1,079 28,044 1,318 8,640 13,564 : : : : Changes from: December 12, 2017 : : -10,140 -14,113 8 -2,525 -490 -6,783 -155 -5,924 -95 -332 -1,651 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 34.6 0.0 14.2 1.2 17.7 1.0 27.3 1.3 8.4 13.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 10 12 . . 4 . 4 . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 150,638 : : Positions : : 22,759 19,838 38,475 37,883 8,588 0 0 0 58,666 28,615 1,968 : : : : Changes from: December 12, 2017 : : 680 7,269 2,648 2,844 12 0 0 0 1,457 536 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.1 13.2 25.5 25.1 5.7 0.0 0.0 0.0 38.9 19.0 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 7 10 4 5 8 0 0 0 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 11,641 : : Positions : : 0 0 526 1,541 3,127 244 539 896 1,363 152 3,862 : : : : Changes from: December 12, 2017 : : 0 0 -43 299 -118 11 -275 0 60 5 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 0.0 4.5 13.2 26.9 2.1 4.6 7.7 11.7 1.3 33.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 0 0 5 4 6 . 5 4 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 126,894 : : Positions : : 11,565 6,112 25,899 68,485 17,218 0 0 0 42,562 0 17,844 : : : : Changes from: December 12, 2017 : : 3,237 297 3,265 4,591 940 0 0 0 1,720 0 842 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.1 4.8 20.4 54.0 13.6 0.0 0.0 0.0 33.5 0.0 14.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 5 6 . 10 13 0 0 0 11 0 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 182,802 : : Positions : : 25,250 24,472 24,492 606 9,813 4,275 25,980 3,627 48,185 55,720 54,675 : : : : Changes from: December 12, 2017 : : 5,188 4,480 310 -415 1,026 1,336 -636 1,173 1,567 5,080 9,057 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 13.4 13.4 0.3 5.4 2.3 14.2 2.0 26.4 30.5 29.9 : : : : Number of Traders in Each Category Total Traders: 68 : : 11 11 6 . 8 4 . 4 20 19 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 58,553 : : Positions : : 38,431 12,130 635 732 3,651 2,895 24,795 4,649 3,248 7,610 4,740 : : : : Changes from: December 12, 2017 : : 1,633 210 -2 336 -12 136 132 -260 29 944 308 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 20.7 1.1 1.3 6.2 4.9 42.3 7.9 5.5 13.0 8.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 11 . 4 6 4 . 4 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 65,886 : : Positions : : 12,644 21,372 0 7,434 1,113 19,442 12,134 11,657 11,092 1,822 9,522 : : : : Changes from: December 12, 2017 : : 692 -2,068 0 -1,587 93 -2,825 -1,146 -263 -2,813 -165 -986 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.2 32.4 0.0 11.3 1.7 29.5 18.4 17.7 16.8 2.8 14.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 7 0 . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 23,233 : : Positions : : 17,038 8,250 560 13,323 690 3,657 0 0 1,045 925 45 : : : : Changes from: December 12, 2017 : : -2,728 -830 290 -1,503 -140 108 0 0 -65 -110 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 35.5 2.4 57.3 3.0 15.7 0.0 0.0 4.5 4.0 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 15 12 . 6 4 5 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 410,458 : : Positions : : 89,594 212,350 45,010 9,961 19,837 86,755 14,478 49,876 57,930 49,771 35,237 : : : : Changes from: December 12, 2017 : : 2,539 7,027 1,003 -270 990 -4,003 -2,437 3,365 -842 -6,477 5,556 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 51.7 11.0 2.4 4.8 21.1 3.5 12.2 14.1 12.1 8.6 : : : : Number of Traders in Each Category Total Traders: 275 : : 66 85 19 9 21 65 18 52 38 27 47 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 12,955 : : Positions : : 3,978 7,249 0 183 0 702 0 225 3,513 319 694 : : : : Changes from: December 12, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 56.0 0.0 1.4 0.0 5.4 0.0 1.7 27.1 2.5 5.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 10 0 . 0 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 11,957 : : Positions : : 6,330 8,037 700 650 850 0 0 0 2,290 615 1,642 : : : : Changes from: December 12, 2017 : : 100 100 0 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 67.2 5.9 5.4 7.1 0.0 0.0 0.0 19.2 5.1 13.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #111A31 Open Interest is 12,080 : : Positions : : 9,667 7,978 0 2,290 50 0 0 0 1,230 0 350 : : : : Changes from: December 12, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 66.0 0.0 19.0 0.4 0.0 0.0 0.0 10.2 0.0 2.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 14 0 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 23,822 : : Positions : : 12,352 22,775 7,829 305 0 0 0 0 3,406 590 152 : : : : Changes from: December 12, 2017 : : 2,944 3,299 310 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 95.6 32.9 1.3 0.0 0.0 0.0 0.0 14.3 2.5 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 13 9 . 0 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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: December 12, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 19, 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 13,461 : : Positions : : 4,082 7,262 5,062 392 2,685 0 1,494 0 843 639 552 : : : : Changes from: December 12, 2017 : : 292 120 0 0 0 0 0 0 -153 60 153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 53.9 37.6 2.9 19.9 0.0 11.1 0.0 6.3 4.7 4.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 12 15 9 . 7 0 . 0 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 11,656 : : Positions : : 7,812 5,325 74 611 383 0 60 105 1,360 3,512 1,529 : : : : Changes from: December 12, 2017 : : 395 288 24 -78 68 0 0 0 295 487 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 45.7 0.6 5.2 3.3 0.0 0.5 0.9 11.7 30.1 13.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 18 19 . . . 0 . . . 13 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 1,376 : : Positions : : 462 566 113 40 0 0 0 0 371 470 110 : : : : Changes from: December 12, 2017 : : 80 -30 0 0 0 0 0 0 30 175 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 41.1 8.2 2.9 0.0 0.0 0.0 0.0 27.0 34.2 8.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 7 8 . . 0 0 0 0 6 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 19, 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 27,121 : : Positions : : 9,946 19,129 2,087 1,405 1,596 0 150 0 8,066 580 1,775 : : : : Changes from: December 12, 2017 : : 948 1,520 0 165 -55 0 0 0 711 -4 242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 70.5 7.7 5.2 5.9 0.0 0.6 0.0 29.7 2.1 6.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 12 . . 6 0 . 0 5 . 6 : ----------------------------------------------------------------------------------------------------------------
Updated December 22, 2017