Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV 1000 barrels : CFTC Code #02141B Open Interest is 38,454 : : Positions : : 28,210 31,429 894 299 1,544 62 0 19 4,046 1,646 3,507 : : : : Changes from: November 19, 2019 : : -2,114 -2,048 25 -2 156 48 0 1 22 31 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 81.7 2.3 0.8 4.0 0.2 0.0 0.0 10.5 4.3 9.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 17 22 6 4 . . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : 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-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV 1000 barrels : CFTC Code #02141C Open Interest is 38,102 : : Positions : : 15,980 30,491 13,300 125 799 1,025 768 0 1,940 1,433 4,270 : : : : Changes from: November 19, 2019 : : 1,941 1,745 -480 0 210 700 0 0 -364 232 322 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 80.0 34.9 0.3 2.1 2.7 2.0 0.0 5.1 3.8 11.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 15 17 8 . 5 . . 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV BBL : CFTC Code #02141R Open Interest is 6,536 : : Positions : : 5,052 3,677 510 0 62 0 0 0 173 1,950 667 : : : : Changes from: November 19, 2019 : : 267 425 -50 0 50 0 0 0 35 -173 170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 56.3 7.8 0.0 0.9 0.0 0.0 0.0 2.6 29.8 10.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : 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 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 13,378 : : Positions : : 7,906 10,685 1,764 177 338 0 0 0 1,858 646 1,452 : : : : Changes from: November 19, 2019 : : 647 1,172 399 0 22 0 0 0 192 76 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 79.9 13.2 1.3 2.5 0.0 0.0 0.0 13.9 4.8 10.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 20 25 4 . . 0 0 0 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 380 cst PLATTS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 2,827 : : Positions : : 1,861 1,707 41 99 154 0 0 0 244 382 260 : : : : Changes from: November 19, 2019 : : 88 30 10 69 27 0 0 0 -72 -6 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 60.4 1.5 3.5 5.4 0.0 0.0 0.0 8.6 13.5 9.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 . . 4 0 0 0 4 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : 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 10,647 : : Positions : : 5,294 7,620 3,623 660 74 0 1,600 16 823 50 567 : : : : Changes from: November 19, 2019 : : 661 1,343 1,377 0 0 0 600 0 -75 0 111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 71.6 34.0 6.2 0.7 0.0 15.0 0.2 7.7 0.5 5.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 16 4 . . 0 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : 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 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A35 Open Interest is 2,845 : : Positions : : 1,254 529 240 116 52 0 0 0 558 1,570 211 : : : : Changes from: November 19, 2019 : : 127 -55 0 0 12 0 0 0 138 344 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 18.6 8.4 4.1 1.8 0.0 0.0 0.0 19.6 55.2 7.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 13 11 . . . 0 0 0 5 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : 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 432,836 : : Positions : : 160,428 235,437 63,125 6,110 25,231 41,417 26,573 35,472 17,336 27,265 44,720 : : : : Changes from: November 19, 2019 : : 8,133 12,610 -2,733 606 -2,172 5,195 -2,139 -12,762 204 2,307 -2,239 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 54.4 14.6 1.4 5.8 9.6 6.1 8.2 4.0 6.3 10.3 : : : : Number of Traders in Each Category Total Traders: 201 : : 61 72 19 4 17 38 25 39 17 15 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : 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 57,992 : : Positions : : 43,644 53,106 2,459 0 855 0 0 0 0 650 0 : : : : Changes from: November 19, 2019 : : 1,257 532 1,218 0 407 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 91.6 4.2 0.0 1.5 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 18 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : 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 - NEW YORK MERCANTILE EXCHANGE (100 CUBIC METERS) : CFTC Code #025608 Open Interest is 6,480 : : Positions : : 6,126 5,286 0 325 45 0 0 0 0 512 246 : : : : Changes from: November 19, 2019 : : 488 446 0 0 35 0 0 0 0 42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 81.6 0.0 5.0 0.7 0.0 0.0 0.0 0.0 7.9 3.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 0 . . 0 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : 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 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 44,195 : : Positions : : 24,386 35,246 1,174 2,086 1,101 10,544 0 903 1,541 160 4,338 : : : : Changes from: November 19, 2019 : : 2,823 3,435 258 406 108 382 0 416 414 -70 360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 79.8 2.7 4.7 2.5 23.9 0.0 2.0 3.5 0.4 9.8 : : : : Number of Traders in Each Category Total Traders: 95 : : 47 55 4 . 4 11 0 . 10 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : 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 NEW - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #03265J Open Interest is 2,168 : : Positions : : 1,504 1,554 68 0 19 0 0 0 299 330 82 : : : : Changes from: November 19, 2019 : : 8 87 -10 0 10 0 0 0 2 10 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 71.7 3.1 0.0 0.9 0.0 0.0 0.0 13.8 15.2 3.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . 0 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : 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 767,285 : : Positions : : 243,257 227,767 11,269 206,614 98,816 39,319 23,998 42,749 181,829 14,538 137,500 : : : : Changes from: November 19, 2019 : : 2,741 11,881 -302 -10,439 3,743 2,795 -60 -1,991 -1,597 -1,063 12,722 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 29.7 1.5 26.9 12.9 5.1 3.1 5.6 23.7 1.9 17.9 : : : : Number of Traders in Each Category Total Traders: 128 : : 44 40 10 11 20 13 7 13 16 24 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV 1000 barrels : CFTC Code #06741R Open Interest is 273,545 : : Positions : : 259,277 2,924 1,050 14,885 2,355 2,385 4,154 150 0 209,163 1,116 : : : : Changes from: November 19, 2019 : : 8,795 0 -500 0 300 90 0 0 0 7,430 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 1.1 0.4 5.4 0.9 0.9 1.5 0.1 0.0 76.5 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 4 . . . . . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV 1000 BARRELS : CFTC Code #06742G Open Interest is 23,581 : : Positions : : 22,486 8,075 900 14,951 150 0 0 0 0 0 0 : : : : Changes from: November 19, 2019 : : 275 -105 0 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 34.2 3.8 63.4 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 15 . 7 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV 1000 barrels : CFTC Code #06742R Open Interest is 12,155 : : Positions : : 11,420 7,285 0 3,435 190 0 0 0 90 735 55 : : : : Changes from: November 19, 2019 : : 250 -55 0 195 -95 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 59.9 0.0 28.3 1.6 0.0 0.0 0.0 0.7 6.0 0.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 0 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV 1000 barrels : CFTC Code #06742U Open Interest is 227,905 : : Positions : : 211,649 62,498 5 146,687 1,650 0 0 0 0 0 0 : : : : Changes from: November 19, 2019 : : -2,356 492 -90 -2,153 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 27.4 0.0 64.4 0.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . 8 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : 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 2,629,990 : : Positions : : 529,229 527,394 120,449 602,488 304,259 238,037 39,981 627,636 307,763 28,215 412,014 : : : : Changes from: November 19, 2019 : : 19,468 28,008 -3,258 14,945 12,877 31,064 -33,412 37,002 -18,595 7,237 29,823 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.1 20.1 4.6 22.9 11.6 9.1 1.5 23.9 11.7 1.1 15.7 : : : : Number of Traders in Each Category Total Traders: 390 : : 59 66 19 28 42 72 50 91 80 57 107 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : 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 106,202 : : Positions : : 41,718 37,355 2,779 1,559 2,181 3,351 15,732 44,839 5,553 120 3,577 : : : : Changes from: November 19, 2019 : : 2,917 4,650 66 -250 620 2,088 1,153 8,172 250 -14 171 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 35.2 2.6 1.5 2.1 3.2 14.8 42.2 5.2 0.1 3.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 180,261 : : Positions : : 59,707 37,532 36,515 73,594 4,582 0 7,344 0 58,624 15,547 4,520 : : : : Changes from: November 19, 2019 : : 1,364 2,569 301 13,315 105 0 36 0 8,051 -381 521 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.1 20.8 20.3 40.8 2.5 0.0 4.1 0.0 32.5 8.6 2.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 10 12 . 10 9 0 . 0 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : 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 16,501 : : Positions : : 0 0 134 1,906 739 210 257 2,178 1,769 0 11,154 : : : : Changes from: November 19, 2019 : : 0 0 23 163 -34 2 -53 -93 54 0 1,169 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 0.0 0.8 11.6 4.5 1.3 1.6 13.2 10.7 0.0 67.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 0 0 . 7 6 . . . . 0 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : 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 98,801 : : Positions : : 25,735 8,906 7,784 45,440 22,367 6,412 0 839 21,642 598 9,407 : : : : Changes from: November 19, 2019 : : -2,661 -1,295 277 -2,572 -2,541 -331 0 -300 -1,070 248 343 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.0 9.0 7.9 46.0 22.6 6.5 0.0 0.8 21.9 0.6 9.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 5 5 . 11 13 . 0 . 8 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765L Open Interest is 174,601 : : Positions : : 147,439 12,326 1,980 29,298 2,520 5,400 3,869 2,056 0 108,432 1,420 : : : : Changes from: November 19, 2019 : : 2,196 -1,430 0 0 0 5,400 0 0 0 4,461 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 7.1 1.1 16.8 1.4 3.1 2.2 1.2 0.0 62.1 0.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 5 . . . . . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : 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 238,777 : : Positions : : 25,135 57,017 83,866 1,742 10,508 480 5,097 9,495 58,870 106,267 40,997 : : : : Changes from: November 19, 2019 : : 1,351 -2,254 -4,008 -141 2,020 42 -1,584 118 2,743 2,915 -746 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.5 23.9 35.1 0.7 4.4 0.2 2.1 4.0 24.7 44.5 17.2 : : : : Number of Traders in Each Category Total Traders: 72 : : 14 15 5 4 7 . 6 6 20 19 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : 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 38,094 : : Positions : : 19,847 13,962 999 5,378 0 0 1,045 12,728 243 656 4,226 : : : : Changes from: November 19, 2019 : : 1,290 889 -91 80 0 0 268 1,267 -19 -96 59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 36.7 2.6 14.1 0.0 0.0 2.7 33.4 0.6 1.7 11.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 . . 0 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #0676A5 Open Interest is 157,637 : : Positions : : 127,528 94,021 0 39,985 1,985 0 0 0 0 0 0 : : : : Changes from: November 19, 2019 : : -17,675 -12,106 -398 -1,118 -929 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 59.6 0.0 25.4 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 0 6 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : 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 6,733 : : Positions : : 5,999 1,785 257 4,488 142 0 150 0 30 0 0 : : : : Changes from: November 19, 2019 : : 175 135 -40 0 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 26.5 3.8 66.7 2.1 0.0 2.2 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 7 . 5 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : 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 400,220 : : Positions : : 91,941 224,411 50,883 15,325 13,480 113,389 9,599 40,795 44,064 60,040 22,650 : : : : Changes from: November 19, 2019 : : -28,333 -13,591 222 -350 -842 12,206 -1,609 -12,807 -158 4,488 1,108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.0 56.1 12.7 3.8 3.4 28.3 2.4 10.2 11.0 15.0 5.7 : : : : Number of Traders in Each Category Total Traders: 266 : : 61 85 14 13 13 77 16 44 18 23 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : 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 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 13,058 : : Positions : : 4,794 6,734 1,216 1,710 555 0 0 0 3,844 998 1,354 : : : : Changes from: November 19, 2019 : : 1,688 686 74 380 230 0 0 0 -919 -143 990 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 51.6 9.3 13.1 4.3 0.0 0.0 0.0 29.4 7.6 10.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 6 9 . 5 . 0 0 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : 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 14,790 : : Positions : : 14,189 12,534 0 370 0 0 0 0 0 0 0 : : : : Changes from: November 19, 2019 : : 40 340 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 84.7 0.0 2.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 19 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : 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 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 20,867 : : Positions : : 12,344 20,642 6,145 0 0 0 0 0 2,055 0 200 : : : : Changes from: November 19, 2019 : : 1,085 1,050 15 0 0 0 0 0 -70 -20 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 98.9 29.4 0.0 0.0 0.0 0.0 0.0 9.8 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 11 8 0 0 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : 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 8,112 : : Positions : : 2,592 3,310 2,694 457 158 0 3,352 0 1,749 591 207 : : : : Changes from: November 19, 2019 : : 57 -89 0 64 -53 0 0 0 10 37 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 40.8 33.2 5.6 1.9 0.0 41.3 0.0 21.6 7.3 2.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 13 11 . . . 0 4 0 5 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2019 : 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 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 6,455 : : Positions : : 3,824 5,214 1,209 0 298 0 0 0 511 385 292 : : : : Changes from: November 19, 2019 : : 278 -163 -600 0 298 0 0 0 248 9 -213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 80.8 18.7 0.0 4.6 0.0 0.0 0.0 7.9 6.0 4.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 16 6 0 . 0 0 0 4 . . : ----------------------------------------------------------------------------------------------------------------
Updated December 02, 2019