Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 36,439 : : Positions : : 26,625 30,062 323 240 1,976 42 0 47 3,608 518 3,565 : : : : Changes from: December 24, 2019 : : 1,726 1,603 0 0 0 0 0 0 -123 0 167 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 82.5 0.9 0.7 5.4 0.1 0.0 0.1 9.9 1.4 9.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 19 5 . 5 . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 36,597 : : Positions : : 16,090 28,997 12,204 275 1,242 1,325 768 0 715 1,200 4,062 : : : : Changes from: December 24, 2019 : : 106 429 -142 0 0 100 0 0 0 -365 232 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 79.2 33.3 0.8 3.4 3.6 2.1 0.0 2.0 3.3 11.1 : : : : 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 31, 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 7,380 : : Positions : : 6,074 3,608 314 748 35 0 0 0 121 2,158 821 : : : : Changes from: December 24, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 48.9 4.3 10.1 0.5 0.0 0.0 0.0 1.6 29.2 11.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 17,250 : : Positions : : 8,969 13,179 2,996 50 2,015 214 0 0 1,860 813 1,131 : : : : Changes from: December 24, 2019 : : 416 488 17 0 -15 61 0 0 163 137 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 76.4 17.4 0.3 11.7 1.2 0.0 0.0 10.8 4.7 6.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 22 27 7 . . . 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 2,264 : : Positions : : 1,583 1,443 18 147 151 0 0 0 160 219 80 : : : : Changes from: December 24, 2019 : : -3 -48 0 0 0 0 0 0 0 3 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 63.7 0.8 6.5 6.7 0.0 0.0 0.0 7.1 9.7 3.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . 4 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 9,886 : : Positions : : 5,364 7,328 3,443 291 122 0 1,571 16 237 69 459 : : : : Changes from: December 24, 2019 : : 75 20 -55 0 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 74.1 34.8 2.9 1.2 0.0 15.9 0.2 2.4 0.7 4.6 : : : : 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 31, 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 2,203 : : Positions : : 804 500 175 356 37 0 0 0 492 670 270 : : : : Changes from: December 24, 2019 : : 11 2 0 0 0 0 0 0 10 36 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 22.7 7.9 16.2 1.7 0.0 0.0 0.0 22.3 30.4 12.3 : : : : 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 31, 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 448,604 : : Positions : : 144,905 225,273 58,193 3,986 25,041 47,077 26,040 67,028 18,125 31,558 42,708 : : : : Changes from: December 24, 2019 : : 1,813 1,544 -1,745 705 657 232 -501 -195 1,070 -790 -2,339 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 50.2 13.0 0.9 5.6 10.5 5.8 14.9 4.0 7.0 9.5 : : : : Number of Traders in Each Category Total Traders: 208 : : 63 75 21 6 22 40 23 40 16 15 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 45,534 : : Positions : : 29,940 36,320 3,865 0 776 0 0 0 0 3,540 175 : : : : Changes from: December 24, 2019 : : -401 -111 0 0 0 0 0 0 0 -225 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 79.8 8.5 0.0 1.7 0.0 0.0 0.0 0.0 7.8 0.4 : : : : 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 31, 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 7,149 : : Positions : : 6,854 6,022 0 319 0 0 0 0 35 529 178 : : : : Changes from: December 24, 2019 : : 4 14 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 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 31, 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 35,297 : : Positions : : 19,818 30,289 786 1,395 601 10,962 0 0 303 100 2,723 : : : : Changes from: December 24, 2019 : : -303 24 -73 -59 -27 348 0 -192 -6 9 -134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 85.8 2.2 4.0 1.7 31.1 0.0 0.0 0.9 0.3 7.7 : : : : Number of Traders in Each Category Total Traders: 93 : : 46 60 4 . 5 11 0 0 6 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 2,214 : : Positions : : 1,505 1,519 206 0 128 0 0 0 193 340 5 : : : : Changes from: December 24, 2019 : : 70 20 0 0 0 0 0 0 -15 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 68.6 9.3 0.0 5.8 0.0 0.0 0.0 8.7 15.4 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 15 . 0 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 755,511 : : Positions : : 210,020 207,376 13,473 219,383 109,817 46,158 3,405 46,683 182,999 20,786 136,409 : : : : Changes from: December 24, 2019 : : 1,901 12,707 -547 10,978 1,169 2,333 -7,885 5,948 6,148 -4,025 2,140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.8 27.4 1.8 29.0 14.5 6.1 0.5 6.2 24.2 2.8 18.1 : : : : Number of Traders in Each Category Total Traders: 128 : : 43 40 9 11 21 11 7 12 15 24 36 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 274,280 : : Positions : : 261,779 2,050 145 28,295 2,535 2,385 3,839 151 0 209,921 350 : : : : Changes from: December 24, 2019 : : 2,550 -360 0 14,060 0 0 0 0 0 655 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 0.7 0.1 10.3 0.9 0.9 1.4 0.1 0.0 76.5 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 . . . . . . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 24,530 : : Positions : : 22,781 9,459 1,242 14,212 360 0 0 0 0 0 0 : : : : Changes from: December 24, 2019 : : 53 170 207 90 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 38.6 5.1 57.9 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 31, 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 9,960 : : Positions : : 9,700 5,975 0 3,435 60 0 0 0 50 245 0 : : : : Changes from: December 24, 2019 : : -1,105 -910 0 -150 -130 0 0 0 35 5 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.4 60.0 0.0 34.5 0.6 0.0 0.0 0.0 0.5 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 10 0 6 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 2,626,755 : : Positions : : 477,238 478,577 130,681 703,832 323,123 321,936 38,213 564,998 296,818 17,492 418,646 : : : : Changes from: December 24, 2019 : : 10,183 16,820 10 510 16,559 3,057 -826 11,654 -6,593 -4,666 9,011 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 18.2 5.0 26.8 12.3 12.3 1.5 21.5 11.3 0.7 15.9 : : : : Number of Traders in Each Category Total Traders: 387 : : 56 62 18 31 42 82 39 88 93 45 107 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 70,670 : : Positions : : 25,283 29,744 2,720 1,051 1,529 4,760 7,776 27,561 4,770 81 2,223 : : : : Changes from: December 24, 2019 : : -1,672 -2,927 268 505 -385 -1,191 8 -2,292 97 -68 -77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 42.1 3.8 1.5 2.2 6.7 11.0 39.0 6.7 0.1 3.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 187,390 : : Positions : : 58,218 40,125 38,515 76,830 5,601 0 7,530 0 68,141 25,506 3,031 : : : : Changes from: December 24, 2019 : : 1,560 -280 246 41 464 0 396 0 -1,193 704 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 21.4 20.6 41.0 3.0 0.0 4.0 0.0 36.4 13.6 1.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 8 12 . 10 9 0 . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 95,653 : : Positions : : 22,753 9,541 1,691 45,775 21,504 5,783 0 701 29,159 227 9,235 : : : : Changes from: December 24, 2019 : : -702 -49 -1,208 -1,027 -1,363 22 0 161 -456 178 -1,658 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 10.0 1.8 47.9 22.5 6.0 0.0 0.7 30.5 0.2 9.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 5 5 . 12 14 . 0 . 8 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 173,688 : : Positions : : 147,622 11,822 1,855 30,530 2,310 5,400 3,979 1,946 0 107,916 2,133 : : : : Changes from: December 24, 2019 : : 262 -300 -120 0 0 0 0 0 0 907 -312 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 6.8 1.1 17.6 1.3 3.1 2.3 1.1 0.0 62.1 1.2 : : : : 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 31, 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 225,916 : : Positions : : 22,139 59,713 95,359 118 7,889 109 8,860 3,088 43,815 96,432 42,673 : : : : Changes from: December 24, 2019 : : -1,405 2,472 -3,601 -9 -64 9 -1,816 -344 -3,978 -7,340 -949 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.8 26.4 42.2 0.1 3.5 0.0 3.9 1.4 19.4 42.7 18.9 : : : : Number of Traders in Each Category Total Traders: 64 : : 13 15 7 . 6 . 4 5 19 15 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 30,315 : : Positions : : 18,553 7,121 776 6,265 0 0 5,188 7,028 289 1,211 3,448 : : : : Changes from: December 24, 2019 : : -2,556 -1,309 -70 -591 0 0 -505 -1,524 -3 -123 -127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 23.5 2.6 20.7 0.0 0.0 17.1 23.2 1.0 4.0 11.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . 4 0 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 148,361 : : Positions : : 119,686 89,136 0 29,979 1,100 0 650 0 0 0 0 : : : : Changes from: December 24, 2019 : : -14,402 -13,261 0 -3,113 -756 0 650 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 60.1 0.0 20.2 0.7 0.0 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 0 4 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 24, 2019 : : 0 0 0 0 0 0 0 0 0 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 31, 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 384,814 : : Positions : : 73,664 210,807 49,040 30,026 19,729 116,998 11,141 37,033 44,150 40,968 19,347 : : : : Changes from: December 24, 2019 : : -6,700 -4,377 688 -2,563 860 1,630 1,791 -1,083 238 1,307 -4,402 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.1 54.8 12.7 7.8 5.1 30.4 2.9 9.6 11.5 10.6 5.0 : : : : Number of Traders in Each Category Total Traders: 259 : : 54 77 13 11 15 69 24 45 21 22 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 12,310 : : Positions : : 3,391 5,661 1,202 1,578 1,534 0 0 0 4,285 949 545 : : : : Changes from: December 24, 2019 : : 100 301 104 713 0 0 0 0 777 0 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 46.0 9.8 12.8 12.5 0.0 0.0 0.0 34.8 7.7 4.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 4 9 . 5 4 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 13,634 : : Positions : : 13,103 11,128 0 295 0 0 0 0 0 0 0 : : : : Changes from: December 24, 2019 : : 90 90 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 81.6 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 31, 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 18,547 : : Positions : : 9,895 18,174 6,370 0 0 0 0 0 1,975 48 190 : : : : Changes from: December 24, 2019 : : 345 345 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 98.0 34.3 0.0 0.0 0.0 0.0 0.0 10.6 0.3 1.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 11 8 0 0 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 : : 2,169 2,882 2,622 385 159 0 2,300 0 1,068 805 61 : : : : Changes from: December 24, 2019 : : 25 0 0 0 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 42.8 38.9 5.7 2.4 0.0 34.1 0.0 15.9 11.9 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 9 9 . . . 0 . 0 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 6,052 : : Positions : : 3,721 4,711 814 107 247 0 0 0 503 542 268 : : : : Changes from: December 24, 2019 : : 0 34 0 -81 81 0 0 0 0 40 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 77.8 13.5 1.8 4.1 0.0 0.0 0.0 8.3 9.0 4.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 15 5 . . 0 0 0 . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated January 06, 2020