Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV 1000 barrels : CFTC Code #021397 Open Interest is 9,143 : : Positions : : 8,781 8,461 0 380 169 0 0 0 120 108 5 : : : : Changes from: December 15, 2020 : : 404 304 0 96 -96 0 -100 0 0 108 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 92.5 0.0 4.2 1.8 0.0 0.0 0.0 1.3 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 15 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2020 : 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 29,842 : : Positions : : 20,031 26,619 1,372 651 1,676 0 0 0 5,922 114 782 : : : : Changes from: December 15, 2020 : : 1,445 1,538 0 36 30 0 0 0 251 114 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 89.2 4.6 2.2 5.6 0.0 0.0 0.0 19.8 0.4 2.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 30 4 . 6 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2020 : 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 20,004 : : Positions : : 11,434 12,449 5,142 338 2,271 104 0 0 0 4,629 315 : : : : Changes from: December 15, 2020 : : 376 11 0 0 0 0 0 0 0 377 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 62.2 25.7 1.7 11.4 0.5 0.0 0.0 0.0 23.1 1.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 18 6 . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2020 : 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 4,075 : : Positions : : 3,021 3,085 284 66 105 0 0 0 26 210 463 : : : : Changes from: December 15, 2020 : : 525 461 0 0 0 0 0 0 -30 34 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 75.7 7.0 1.6 2.6 0.0 0.0 0.0 0.6 5.2 11.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 9 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2020 : 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 9,705 : : Positions : : 7,281 8,501 1,121 49 230 30 0 0 773 630 217 : : : : Changes from: December 15, 2020 : : 268 349 0 0 30 0 0 0 27 -51 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 87.6 11.6 0.5 2.4 0.3 0.0 0.0 8.0 6.5 2.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 24 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2020 : 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 374,222 : : Positions : : 107,673 215,098 74,258 1,070 12,328 38,997 29,445 29,623 19,765 11,862 45,037 : : : : Changes from: December 15, 2020 : : 3,611 4,979 2,413 820 -421 987 2,315 -8,767 -666 400 -5,902 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 57.5 19.8 0.3 3.3 10.4 7.9 7.9 5.3 3.2 12.0 : : : : Number of Traders in Each Category Total Traders: 192 : : 62 67 26 . 21 34 19 34 16 16 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2020 : 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 48,511 : : Positions : : 28,602 42,160 1,995 0 0 280 0 450 0 1,300 675 : : : : Changes from: December 15, 2020 : : 1,138 167 0 0 0 -470 0 50 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 86.9 4.1 0.0 0.0 0.6 0.0 0.9 0.0 2.7 1.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 19 . 0 0 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2020 : 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 8,123 : : Positions : : 7,611 7,518 0 0 0 0 0 0 70 40 190 : : : : Changes from: December 15, 2020 : : 70 75 0 0 0 0 0 0 -5 0 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 92.6 0.0 0.0 0.0 0.0 0.0 0.0 0.9 0.5 2.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 19 19 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2020 : 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 33,423 : : Positions : : 18,818 28,419 348 832 569 9,360 0 580 832 451 2,336 : : : : Changes from: December 15, 2020 : : 1,187 1,606 45 136 134 430 0 -295 1 -31 444 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 85.0 1.0 2.5 1.7 28.0 0.0 1.7 2.5 1.3 7.0 : : : : Number of Traders in Each Category Total Traders: 86 : : 38 55 . . . 14 0 . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2020 : 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-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV 1000 Barrels : CFTC Code #06739C Open Interest is 17,445 : : Positions : : 17,315 14,055 130 3,360 0 0 0 0 0 0 0 : : : : Changes from: December 15, 2020 : : 540 640 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.3 80.6 0.7 19.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 13 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2020 : 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 464,852 : : Positions : : 227,657 131,963 3,988 122,346 37,451 10,887 22,229 21,780 79,698 42,197 72,663 : : : : Changes from: December 15, 2020 : : 8,298 -2,040 -866 -1,057 -530 1,367 2,342 -2,385 -1,573 8,391 -2,260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 28.4 0.9 26.3 8.1 2.3 4.8 4.7 17.1 9.1 15.6 : : : : Number of Traders in Each Category Total Traders: 100 : : 33 31 6 11 14 7 10 10 12 17 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV 1000 US barrels per lot : CFTC Code #06741Q Open Interest is 65,459 : : Positions : : 3,150 38,569 8,399 1,147 973 0 0 0 47,690 10,761 994 : : : : Changes from: December 15, 2020 : : 0 0 -99 0 17 0 0 0 0 -99 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.8 58.9 12.8 1.8 1.5 0.0 0.0 0.0 72.9 16.4 1.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 4 . . 4 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2020 : 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 43,447 : : Positions : : 39,892 20,733 1,920 21,032 75 0 0 0 0 0 0 : : : : Changes from: December 15, 2020 : : -6,786 -5,194 -335 -1,680 0 -30 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 47.7 4.4 48.4 0.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 20 . 7 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2020 : 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 SW 1A INDEX - ICE FUTURES ENERGY DIV 1000 BARRELS : CFTC Code #06742T Open Interest is 19,062 : : Positions : : 16,711 6,570 2,315 12,422 0 0 0 0 0 0 0 : : : : Changes from: December 15, 2020 : : -968 -668 -342 -593 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 34.5 12.1 65.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . 7 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2020 : 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 2,120,797 : : Positions : : 397,823 476,874 152,508 644,034 96,658 396,098 60,329 512,420 269,500 79,567 196,837 : : : : Changes from: December 15, 2020 : : -35,874 -35,061 3 17,829 -6,893 -9,368 480 11,951 10,409 -11,337 -5,237 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.8 22.5 7.2 30.4 4.6 18.7 2.8 24.2 12.7 3.8 9.3 : : : : Number of Traders in Each Category Total Traders: 332 : : 52 60 20 22 32 60 34 61 72 38 74 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2020 : 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 164,686 : : Positions : : 35,269 29,610 28,829 64,059 5,879 367 0 0 67,744 35,900 2,698 : : : : Changes from: December 15, 2020 : : 673 1,543 1,076 1,584 598 0 0 0 1,662 872 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.4 18.0 17.5 38.9 3.6 0.2 0.0 0.0 41.1 21.8 1.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 12 16 7 7 7 . 0 0 6 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2020 : 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 83,877 : : Positions : : 60,974 18,942 6,473 887 1,955 0 0 0 1,007 39,276 3,079 : : : : Changes from: December 15, 2020 : : 2,856 -174 10 0 -10 0 -3,840 -360 330 3,600 -454 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 22.6 7.7 1.1 2.3 0.0 0.0 0.0 1.2 46.8 3.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 6 . . . 0 0 0 . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2020 : 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 158,933 : : Positions : : 13,733 40,462 62,093 273 8,128 4,444 6,165 11,647 12,920 46,561 39,736 : : : : Changes from: December 15, 2020 : : -3,235 1,141 2,262 0 -171 -145 -904 -351 698 -1,603 761 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.6 25.5 39.1 0.2 5.1 2.8 3.9 7.3 8.1 29.3 25.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 10 11 7 . 6 . . 5 11 19 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2020 : 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 142,499 : : Positions : : 124,433 92,779 3,189 36,295 752 6,420 0 0 0 0 0 : : : : Changes from: December 15, 2020 : : 5,685 5,625 0 298 -221 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 65.1 2.2 25.5 0.5 4.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 15 . 6 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2020 : 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 431,414 : : Positions : : 154,039 269,211 44,144 12,933 10,095 79,211 13,904 53,131 32,777 25,405 32,673 : : : : Changes from: December 15, 2020 : : 5,547 12,170 393 2,629 -1,053 8,170 -962 -5,033 1,032 1,670 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 62.4 10.2 3.0 2.3 18.4 3.2 12.3 7.6 5.9 7.6 : : : : Number of Traders in Each Category Total Traders: 258 : : 79 91 16 7 18 65 19 46 21 26 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2020 : 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 21,638 : : Positions : : 16,254 20,193 964 405 185 1,810 0 245 1,951 590 0 : : : : Changes from: December 15, 2020 : : 1,167 2,471 0 -45 0 1,200 0 0 49 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 93.3 4.5 1.9 0.9 8.4 0.0 1.1 9.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 17 4 . . . 0 . 4 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 28, 2020