GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,378 COMMITMENTS 1,858 646 1,452 10,008 11,200 13,318 13,298 60 80 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,430) 192 76 160 1,068 1,194 1,420 1,430 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 4.8 10.9 74.8 83.7 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 3 6 26 29 35 37 SING FUEL OIL 380 cst PLATTS - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,827 COMMITMENTS 244 382 260 2,056 1,960 2,560 2,602 267 225 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 34) -72 -6 6 125 126 59 126 -25 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 13.5 9.2 72.7 69.3 90.6 92.0 9.4 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 3 7 21 21 28 28 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,647 COMMITMENTS 823 1,650 583 8,991 8,354 10,397 10,587 250 60 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,034) -75 600 111 2,038 1,343 2,074 2,054 -40 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 15.5 5.5 84.4 78.5 97.7 99.4 2.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 2 5 20 20 26 26 MINI SING 380 FUEL OIL - NEW YORK MERCANTILE EXCHANGE Code-021A35 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,845 COMMITMENTS 558 1,570 211 1,546 697 2,315 2,478 530 367 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 228) 138 344 -90 139 -43 187 211 41 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 55.2 7.4 54.3 24.5 81.4 87.1 18.6 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 8 9 17 13 30 23 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 422,855 COMMITMENTS 58,718 55,610 75,199 245,263 260,850 379,180 391,659 43,675 31,196 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -480) 4,971 -1,165 -10,932 4,252 12,795 -1,709 698 1,229 -1,178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 13.2 17.8 58.0 61.7 89.7 92.6 10.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 54 40 67 82 90 177 165 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 57,992 COMMITMENTS 0 650 0 46,958 53,961 46,958 54,611 11,034 3,381 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,334) 0 0 0 2,882 939 2,882 939 -1,548 395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 81.0 93.0 81.0 94.2 19.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 26 20 26 21 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,233,792 COMMITMENTS 185,995 373,405 392,552 585,899 433,050 1164446 1199007 69,346 34,785 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 52,716) 5,920 52,915 5,639 44,624 -3,516 56,183 55,038 -3,467 -2,322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 30.3 31.8 47.5 35.1 94.4 97.2 5.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 109 103 138 82 61 281 236 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 334,436 COMMITMENTS 53,982 86,245 35,628 223,796 202,149 313,406 324,022 21,030 10,414 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -5,588) -4,580 -6,370 557 -2,344 664 -6,367 -5,149 779 -439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 25.8 10.7 66.9 60.4 93.7 96.9 6.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 21 16 24 53 48 85 77 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 81,433 COMMITMENTS 7,611 16,831 9,438 51,782 49,162 68,831 75,431 12,602 6,002 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -13,663) -6,900 -5,679 -2,991 -3,581 -4,033 -13,472 -12,703 -191 -960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 20.7 11.6 63.6 60.4 84.5 92.6 15.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 11 14 26 27 42 43 HENRY HUB - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 804,789 COMMITMENTS 283,585 29,500 17,199 480,298 744,710 781,082 791,409 23,707 13,380 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 610) 940 0 -34 -945 148 -39 114 649 496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 3.7 2.1 59.7 92.5 97.1 98.3 2.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 9 4 8 38 35 50 45 HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 126,633 COMMITMENTS 4,561 6,049 9,398 102,405 104,868 116,364 120,315 10,269 6,318 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -8,954) -2,666 -851 -1,667 -4,477 -6,889 -8,810 -9,407 -144 453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 4.8 7.4 80.9 82.8 91.9 95.0 8.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 6 10 27 23 37 35 COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 23,579 COMMITMENTS 1,259 6,972 2,105 19,674 13,442 23,038 22,519 541 1,060 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -384) 70 -206 -126 -229 151 -285 -181 -99 -203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 29.6 8.9 83.4 57.0 97.7 95.5 2.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 10 12 19 20 32 34 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE Code-025608 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 6,480 COMMITMENTS 0 512 246 6,171 5,656 6,417 6,414 63 66 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 523) 0 42 0 523 481 523 523 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.9 3.8 95.2 87.3 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 4 2 18 19 20 23 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 39,588 COMMITMENTS 11,743 674 3,867 23,774 34,727 39,384 39,268 204 320 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 3,631) 542 -60 569 2,507 3,022 3,618 3,531 13 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 1.7 9.8 60.1 87.7 99.5 99.2 0.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 18 6 11 50 57 71 72 Mini Eur Naphtha CIF NEW - NEW YORK MERCANTILE EXCHANGE Code-03265J FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,168 COMMITMENTS 299 330 82 1,591 1,573 1,972 1,985 196 183 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 12) 2 10 1 8 97 11 108 1 -96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 15.2 3.8 73.4 72.6 91.0 91.6 9.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 3 1 17 15 21 19 ARGUS PROPANE SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE Code-06665A FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,785 COMMITMENTS 462 112 111 753 1,114 1,326 1,337 459 448 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 6.3 6.2 42.2 62.4 74.3 74.9 25.7 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 3 12 12 16 16 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE Code-06665B FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,065 COMMITMENTS 226 593 558 3,846 3,215 4,630 4,366 435 699 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 165) -14 115 21 156 27 163 163 2 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 11.7 11.0 75.9 63.5 91.4 86.2 8.6 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 7 9 24 23 34 32 PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE Code-06665G FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 59,071 COMMITMENTS 4,725 1,006 554 53,766 57,065 59,045 58,625 26 446 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 3,779) 1,046 439 -9 2,742 3,364 3,779 3,794 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 1.7 0.9 91.0 96.6 100.0 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 4 5 3 34 37 40 43 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 137,742 COMMITMENTS 9,740 2,697 4,287 122,940 130,321 136,967 137,305 775 437 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 3,595) 361 364 725 2,597 2,176 3,683 3,265 -88 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 2.0 3.1 89.3 94.6 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 17 10 17 81 67 104 88 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 41,252 COMMITMENTS 5,127 770 115 35,988 40,197 41,230 41,082 22 170 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 481) -15 -50 0 484 511 469 461 12 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 1.9 0.3 87.2 97.4 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 6 4 1 32 40 38 45 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 54,813 COMMITMENTS 3,586 3,352 1,851 48,620 49,251 54,057 54,454 756 359 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 893) 655 92 -212 427 1,218 870 1,098 23 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 6.1 3.4 88.7 89.9 98.6 99.3 1.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 11 7 7 53 49 67 60 MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,736 COMMITMENTS 900 237 223 19,423 19,801 20,546 20,261 190 475 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,986) 0 -8 8 1,978 2,016 1,986 2,016 0 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 1.1 1.1 93.7 95.5 99.1 97.7 0.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 4 2 31 30 34 34 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,663 COMMITMENTS 1,228 0 647 20,007 21,812 21,882 22,459 781 204 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 458) -52 0 73 371 385 392 458 66 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 0.0 2.9 88.3 96.2 96.6 99.1 3.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 6 0 4 35 30 41 34 MT BELVIEU LDH PROPANE BALMO - NEW YORK MERCANTILE EXCHANGE Code-06665W FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 1,604 COMMITMENTS 232 65 118 1,254 1,378 1,604 1,561 0 43 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 320) 113 0 37 170 270 320 307 0 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 4.1 7.4 78.2 85.9 100.0 97.3 0.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 12 12 13 14 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,187,168 COMMITMENTS 553,737 82,801 800,640 750,667 1225443 2105044 2108884 82,124 78,284 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 63,572) 12,317 -28,644 45,570 10,683 44,315 68,570 61,241 -4,998 2,331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 3.8 36.6 34.3 56.0 96.2 96.4 3.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352) 124 96 155 96 103 296 293 WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 180,174 COMMITMENTS 58,624 22,891 4,520 100,745 115,621 163,889 143,032 16,285 37,142 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 10,770) 8,051 -345 521 1,730 15,931 10,302 16,107 468 -5,337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 12.7 2.5 55.9 64.2 91.0 79.4 9.0 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 3 4 19 24 26 30 WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE Code-06765L FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 174,601 COMMITMENTS 5,400 112,301 3,476 151,939 44,144 160,815 159,921 13,786 14,680 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 3,986) 5,400 4,461 -150 2,196 -1,430 7,446 2,881 -3,460 1,105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 64.3 2.0 87.0 25.3 92.1 91.6 7.9 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 7 5 17 9 23 16 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 223,758 COMMITMENTS 60,019 110,147 39,703 114,613 66,257 214,335 216,107 9,423 7,651 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,849) 2,554 614 729 -970 -249 2,313 1,094 -464 755 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 49.2 17.7 51.2 29.6 95.8 96.6 4.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 25 21 35 21 23 63 62 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE Code-0676A5 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 157,637 COMMITMENTS 0 0 0 129,513 135,991 129,513 135,991 28,124 21,646 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -11,963) 0 0 0 -19,002 -14,153 -19,002 -14,153 7,039 2,190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 82.2 86.3 82.2 86.3 17.8 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 14 19 14 19 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE Code-067A75 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 6,733 COMMITMENTS 30 150 0 6,398 6,415 6,428 6,565 305 168 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 175) 0 0 0 175 175 175 175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.2 0.0 95.0 95.3 95.5 97.5 4.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 15 14 16 15 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,213 COMMITMENTS 17,261 5,176 1,950 4,012 16,214 23,223 23,340 1,990 1,873 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 150) 803 -415 -36 -691 807 76 356 74 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.5 20.5 7.7 15.9 64.3 92.1 92.6 7.9 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 72 47 13 30 39 111 92 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 90,498 COMMITMENTS 55,843 10,774 5,075 18,556 72,592 79,474 88,441 11,024 2,057 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,103) 510 -2,474 704 985 4,316 2,199 2,546 -96 -443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.7 11.9 5.6 20.5 80.2 87.8 97.7 12.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 131 34 21 32 40 174 85 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 397,582 COMMITMENTS 157,410 70,806 61,636 155,806 251,452 374,852 383,894 22,730 13,688 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -26,448) 12,004 2,341 -10,721 -28,117 -13,511 -26,834 -21,891 386 -4,557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.6 17.8 15.5 39.2 63.2 94.3 96.6 5.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 94 39 76 81 105 212 195 RBOB CALENDAR - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,058 COMMITMENTS 3,844 998 1,354 6,565 8,999 11,763 11,351 1,295 1,707 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,063) -919 -143 990 1,992 1,296 2,063 2,143 0 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 7.6 10.4 50.3 68.9 90.1 86.9 9.9 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 2 5 8 15 15 20 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,790 COMMITMENTS 0 0 0 14,189 12,904 14,189 12,904 601 1,886 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 401) 0 0 0 40 340 40 340 361 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.9 87.2 95.9 87.2 4.1 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 17 20 17 20 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 17,042 COMMITMENTS 6,369 498 929 9,509 15,565 16,807 16,992 235 50 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 846) 359 105 111 377 744 847 960 -1 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 2.9 5.5 55.8 91.3 98.6 99.7 1.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 6 7 17 14 26 25 GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,867 COMMITMENTS 2,055 0 200 18,489 20,642 20,744 20,842 123 25 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,120) -70 -20 75 1,100 1,050 1,105 1,105 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 0.0 1.0 88.6 98.9 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 0 1 28 11 32 12 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,112 COMMITMENTS 1,749 3,943 207 5,444 3,925 7,400 8,075 712 37 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -41) 10 37 0 4 -78 14 -41 -55 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 48.6 2.6 67.1 48.4 91.2 99.5 8.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 11 6 17 16 26 29 NAPHTHA CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,455 COMMITMENTS 511 385 292 5,331 5,512 6,134 6,189 321 266 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -8) 248 9 -213 -24 135 11 -69 -19 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 6.0 4.5 82.6 85.4 95.0 95.9 5.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 3 3 20 17 25 22
Updated December 02, 2019