Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 34,669 : : Positions : : 24,899 28,459 323 240 1,976 42 0 47 3,731 518 3,398 : : : : Changes from: December 17, 2019 : : 1,020 504 16 21 -7 42 -10 10 -496 0 -174 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 82.1 0.9 0.7 5.7 0.1 0.0 0.1 10.8 1.5 9.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 19 5 . 5 . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 36,301 : : Positions : : 15,984 28,568 12,346 275 1,242 1,225 768 0 715 1,565 3,830 : : : : Changes from: December 17, 2019 : : 404 312 -94 0 0 -100 0 0 -30 -138 -143 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 78.7 34.0 0.8 3.4 3.4 2.1 0.0 2.0 4.3 10.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 16 8 . 4 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 16,628 : : Positions : : 8,553 12,691 2,979 50 2,030 153 0 0 1,697 676 1,131 : : : : Changes from: December 17, 2019 : : 393 600 56 0 -50 32 0 0 134 25 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 76.3 17.9 0.3 12.2 0.9 0.0 0.0 10.2 4.1 6.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 23 26 7 . . . 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 2,265 : : Positions : : 1,586 1,491 18 147 151 0 0 0 160 216 80 : : : : Changes from: December 17, 2019 : : 7 -11 0 17 -3 0 0 0 6 0 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 65.8 0.8 6.5 6.7 0.0 0.0 0.0 7.1 9.5 3.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 . 4 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 9,836 : : Positions : : 5,289 7,308 3,498 291 92 0 1,571 16 237 69 459 : : : : Changes from: December 17, 2019 : : -135 13 0 0 15 0 -13 0 0 -135 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 74.3 35.6 3.0 0.9 0.0 16.0 0.2 2.4 0.7 4.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 15 4 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 2,165 : : Positions : : 793 498 175 356 37 0 0 0 482 634 265 : : : : Changes from: December 17, 2019 : : 116 124 0 6 -8 0 0 0 20 14 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 23.0 8.1 16.4 1.7 0.0 0.0 0.0 22.3 29.3 12.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 10 8 . . . 0 0 0 5 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 450,643 : : Positions : : 143,091 223,729 59,938 3,281 24,385 46,845 26,541 67,223 17,055 32,347 45,047 : : : : Changes from: December 17, 2019 : : -544 2,669 -995 -1,373 -1,583 3,418 -465 4,651 462 1,184 6,595 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 49.6 13.3 0.7 5.4 10.4 5.9 14.9 3.8 7.2 10.0 : : : : Number of Traders in Each Category Total Traders: 206 : : 61 72 22 4 23 43 21 44 14 19 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 45,789 : : Positions : : 30,341 36,431 3,865 0 776 0 0 0 0 3,765 100 : : : : Changes from: December 17, 2019 : : 1,550 1,685 2,129 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 79.6 8.4 0.0 1.7 0.0 0.0 0.0 0.0 8.2 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 18 . 0 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 7,135 : : Positions : : 6,850 6,008 0 319 0 0 0 0 35 529 178 : : : : Changes from: December 17, 2019 : : 105 65 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 84.2 0.0 4.5 0.0 0.0 0.0 0.0 0.5 7.4 2.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 16 0 . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 35,631 : : Positions : : 20,121 30,264 860 1,454 628 10,614 0 192 308 91 2,857 : : : : Changes from: December 17, 2019 : : 416 882 204 46 -87 87 0 -256 187 -80 -315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 84.9 2.4 4.1 1.8 29.8 0.0 0.5 0.9 0.3 8.0 : : : : Number of Traders in Each Category Total Traders: 95 : : 46 60 4 . 5 10 0 . 10 . 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 2,179 : : Positions : : 1,435 1,499 206 0 128 0 0 0 208 370 5 : : : : Changes from: December 17, 2019 : : 28 111 74 -39 39 0 0 0 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 68.8 9.5 0.0 5.9 0.0 0.0 0.0 9.5 17.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 15 . 0 . 0 0 0 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 738,181 : : Positions : : 208,119 194,669 14,020 208,405 108,647 43,825 11,290 40,735 176,851 24,811 134,269 : : : : Changes from: December 17, 2019 : : -13,270 -3,094 543 -8,289 55 3,649 -5,780 -4,606 -4,720 3,732 -3,588 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 26.4 1.9 28.2 14.7 5.9 1.5 5.5 24.0 3.4 18.2 : : : : Number of Traders in Each Category Total Traders: 124 : : 43 38 10 10 21 12 5 12 12 27 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 271,730 : : Positions : : 259,229 2,410 145 14,235 2,535 2,385 3,839 151 0 209,266 350 : : : : Changes from: December 17, 2019 : : 930 730 0 0 0 0 0 0 0 -150 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 0.9 0.1 5.2 0.9 0.9 1.4 0.1 0.0 77.0 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 . . . . . . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 24,243 : : Positions : : 22,728 9,289 1,035 14,122 360 0 0 0 0 0 0 : : : : Changes from: December 17, 2019 : : 485 208 90 330 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 38.3 4.3 58.3 1.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 15 . 7 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 11,225 : : Positions : : 10,805 6,885 0 3,585 190 0 0 0 15 240 40 : : : : Changes from: December 17, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 61.3 0.0 31.9 1.7 0.0 0.0 0.0 0.1 2.1 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 10 0 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 219,274 : : Positions : : 199,409 55,899 0 148,367 0 0 0 0 0 0 0 : : : : Changes from: December 17, 2019 : : 1,458 431 0 1,135 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 25.5 0.0 67.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 0 8 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 2,580,541 : : Positions : : 467,055 461,757 130,670 703,322 306,564 318,879 39,039 553,344 303,412 22,158 409,636 : : : : Changes from: December 17, 2019 : : -37,266 -46,957 2,656 26,060 -1,923 16,833 9,211 -7,240 -89 -3,717 -1,708 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 17.9 5.1 27.3 11.9 12.4 1.5 21.4 11.8 0.9 15.9 : : : : Number of Traders in Each Category Total Traders: 379 : : 52 62 19 29 41 82 39 88 86 43 97 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 75,969 : : Positions : : 26,956 32,671 2,452 546 1,914 5,950 7,769 29,852 4,673 149 2,299 : : : : Changes from: December 17, 2019 : : -2,275 -551 -743 -795 291 1,252 -1,411 -9,853 -842 64 -170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 43.0 3.2 0.7 2.5 7.8 10.2 39.3 6.2 0.2 3.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 184,716 : : Positions : : 56,658 40,405 38,269 76,789 5,137 0 7,134 0 69,334 24,802 3,023 : : : : Changes from: December 17, 2019 : : 365 737 586 -1,014 1,541 0 156 0 3,055 6,768 73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 21.9 20.7 41.6 2.8 0.0 3.9 0.0 37.5 13.4 1.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 8 12 . 10 9 0 . 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 99,980 : : Positions : : 23,455 9,590 2,900 46,803 22,868 5,762 0 540 29,615 49 10,894 : : : : Changes from: December 17, 2019 : : 130 368 -2,725 577 1,842 58 0 -31 3,590 -375 1,140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 9.6 2.9 46.8 22.9 5.8 0.0 0.5 29.6 0.0 10.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 5 5 . 12 14 . 0 . 9 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 173,484 : : Positions : : 147,360 12,122 1,975 30,530 2,310 5,400 3,979 1,946 0 107,009 2,445 : : : : Changes from: December 17, 2019 : : -3,252 881 0 -60 0 0 0 0 0 -4,273 1,075 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 7.0 1.1 17.6 1.3 3.1 2.3 1.1 0.0 61.7 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 6 . 4 . . . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 236,742 : : Positions : : 23,544 57,241 98,960 127 7,953 100 10,676 3,432 47,793 103,773 43,622 : : : : Changes from: December 17, 2019 : : -462 2,126 1,325 32 475 10 254 304 728 -1,309 1,933 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.9 24.2 41.8 0.1 3.4 0.0 4.5 1.4 20.2 43.8 18.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 11 14 7 . 6 . 4 5 20 15 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 34,750 : : Positions : : 21,109 8,431 846 6,856 0 0 5,693 8,553 292 1,334 3,574 : : : : Changes from: December 17, 2019 : : 1,769 -1,222 -191 980 0 0 1,453 -93 -27 540 -321 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 24.3 2.4 19.7 0.0 0.0 16.4 24.6 0.8 3.8 10.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . 4 0 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 164,299 : : Positions : : 134,088 102,397 0 33,092 1,856 0 0 0 0 0 0 : : : : Changes from: December 17, 2019 : : -3,131 -1,750 0 -391 -39 0 0 0 -80 0 -1,170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 62.3 0.0 20.1 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 0 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 6,002 : : Positions : : 5,248 1,410 271 4,080 83 0 140 0 0 0 0 : : : : Changes from: December 17, 2019 : : -1,431 -1,050 14 -408 -59 0 -30 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 23.5 4.5 68.0 1.4 0.0 2.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 7 . 5 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 392,479 : : Positions : : 80,364 215,184 48,352 32,589 18,870 115,368 9,350 38,116 43,912 39,662 23,749 : : : : Changes from: December 17, 2019 : : -264 10,022 85 776 -370 10,973 -1,593 -3,883 -576 1,519 -86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.5 54.8 12.3 8.3 4.8 29.4 2.4 9.7 11.2 10.1 6.1 : : : : Number of Traders in Each Category Total Traders: 271 : : 62 80 13 12 16 79 22 51 20 24 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 11,335 : : Positions : : 3,291 5,360 1,098 865 1,534 0 0 0 3,508 949 629 : : : : Changes from: December 17, 2019 : : 269 350 -89 -278 606 0 0 0 0 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 47.3 9.7 7.6 13.5 0.0 0.0 0.0 30.9 8.4 5.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 4 9 . 5 4 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 13,544 : : Positions : : 13,013 11,038 0 295 0 0 0 0 0 0 0 : : : : Changes from: December 17, 2019 : : 721 846 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 81.5 0.0 2.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 19 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 18,202 : : Positions : : 9,550 17,829 6,370 0 0 0 0 0 1,975 48 190 : : : : Changes from: December 17, 2019 : : 955 1,005 35 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 98.0 35.0 0.0 0.0 0.0 0.0 0.0 10.9 0.3 1.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 12 8 0 0 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 6,738 : : Positions : : 2,144 2,882 2,622 385 159 0 2,300 0 1,093 805 61 : : : : Changes from: December 17, 2019 : : 253 60 0 0 0 0 0 0 0 0 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 42.8 38.9 5.7 2.4 0.0 34.1 0.0 16.2 11.9 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 8 9 . . . 0 . 0 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 5,981 : : Positions : : 3,721 4,677 814 188 166 0 0 0 503 502 278 : : : : Changes from: December 17, 2019 : : 79 18 -25 0 29 0 -100 0 -66 70 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 78.2 13.6 3.1 2.8 0.0 0.0 0.0 8.4 8.4 4.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 15 5 . . 0 0 0 . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated December 30, 2019