GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,243 COMMITMENTS 2,843 802 780 12,585 14,599 16,208 16,181 35 62 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,007) 769 -11 -351 -1,395 -645 -977 -1,007 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 4.9 4.8 77.5 89.9 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 1 3 25 30 32 33 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,521 COMMITMENTS 210 1,890 36 8,030 6,595 8,276 8,521 245 0 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,365) -27 250 -439 -899 -1,146 -1,365 -1,335 0 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 22.2 0.4 94.2 77.4 97.1 100.0 2.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 1 15 15 17 17 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 448,526 COMMITMENTS 64,349 61,578 108,477 224,354 245,135 397,180 415,190 51,345 33,336 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -78) -853 3,980 -1,258 -3,785 -9,165 -5,896 -6,443 5,818 6,365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 13.7 24.2 50.0 54.7 88.6 92.6 11.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 53 44 67 90 95 185 171 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 33,591 COMMITMENTS 0 3,325 175 20,759 25,063 20,934 28,563 12,657 5,028 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -11,943) 0 -215 0 -13,822 -12,033 -13,822 -12,248 1,879 305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.9 0.5 61.8 74.6 62.3 85.0 37.7 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 13 16 14 17 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,370,227 COMMITMENTS 242,946 450,198 465,970 579,700 417,817 1288616 1333985 81,611 36,242 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 53,974) 21,683 25,723 19,809 12,230 8,941 53,721 54,472 253 -499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 32.9 34.0 42.3 30.5 94.0 97.4 6.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354) 139 114 146 82 67 302 260 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 435,310 COMMITMENTS 37,023 15,016 123,452 267,197 291,545 427,672 430,013 7,638 5,297 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 10,354) 634 1,505 5,167 5,192 3,987 10,993 10,660 -639 -306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 3.4 28.4 61.4 67.0 98.2 98.8 1.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 44 25 60 60 50 125 114 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 303,296 COMMITMENTS 40,206 59,674 35,525 208,815 190,235 284,546 285,434 18,750 17,862 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 5,501) -4,594 -3,325 2,978 6,923 7,768 5,307 7,421 194 -1,920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 19.7 11.7 68.8 62.7 93.8 94.1 6.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 13 14 20 45 42 72 64 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 86,462 COMMITMENTS 8,136 21,502 11,316 57,221 45,979 76,673 78,797 9,789 7,665 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 1,257) 81 -1,403 1,118 2,457 1,845 3,656 1,560 -2,399 -303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 24.9 13.1 66.2 53.2 88.7 91.1 11.3 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 8 13 19 24 24 43 45 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 145,666 COMMITMENTS 22,915 24,381 105,558 17,041 15,556 145,514 145,495 153 171 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 2,150) -3,700 -1,065 1,688 4,175 1,534 2,164 2,157 -13 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 16.7 72.5 11.7 10.7 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 10 10 16 6 9 22 29 HENRY HUB - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 768,480 COMMITMENTS 181,524 6,572 20,401 538,269 724,991 740,194 751,964 28,286 16,516 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -8,409) 2,196 -215 276 -10,667 -8,470 -8,195 -8,409 -214 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 0.9 2.7 70.0 94.3 96.3 97.9 3.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 4 8 34 32 44 40 HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 121,077 COMMITMENTS 4,500 5,289 6,928 94,866 102,186 106,294 114,403 14,783 6,674 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 1,038) -72 1,003 652 702 -775 1,282 880 -244 158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 4.4 5.7 78.4 84.4 87.8 94.5 12.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 6 11 23 22 34 33 COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 19,371 COMMITMENTS 1,251 5,301 1,400 15,638 11,477 18,289 18,178 1,082 1,193 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 128) -15 100 -51 204 79 138 128 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 27.4 7.2 80.7 59.2 94.4 93.8 5.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 6 6 17 16 23 26 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE Code-025608 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 6,297 COMMITMENTS 90 485 90 6,005 5,593 6,185 6,168 112 129 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -852) 55 -44 -88 -849 -748 -882 -880 30 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 7.7 1.4 95.4 88.8 98.2 98.0 1.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 1 17 16 18 20 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 27,434 COMMITMENTS 9,537 26 2,910 14,814 24,318 27,260 27,254 174 180 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -7,863) -1,728 -74 186 -6,392 -7,967 -7,934 -7,854 71 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 0.1 10.6 54.0 88.6 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 15 2 9 45 56 63 65 Mini Eur Naphtha CIF NEW - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 1,410 COMMITMENTS 0 110 10 1,221 977 1,231 1,097 179 313 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -804) -193 -230 5 -618 -670 -806 -895 2 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.8 0.7 86.6 69.3 87.3 77.8 12.7 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 16 12 17 14 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE Code-06665B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,163 COMMITMENTS 124 500 56 3,037 2,865 3,217 3,421 946 742 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -735) -27 -499 -228 -552 -142 -807 -869 72 134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 12.0 1.3 73.0 68.8 77.3 82.2 22.7 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 3 22 22 26 26 PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE Code-06665G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,003 COMMITMENTS 3,944 149 50 50,775 54,450 54,769 54,649 234 354 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -7,392) -3,169 42 -62 -4,356 -7,352 -7,587 -7,372 195 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 0.3 0.1 92.3 99.0 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 4 3 1 37 36 42 40 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 117,840 COMMITMENTS 6,976 2,417 2,069 107,932 112,640 116,977 117,126 863 714 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -10,769) -3,772 -440 -736 -6,352 -9,905 -10,860 -11,081 91 312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 2.1 1.8 91.6 95.6 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 14 10 12 70 68 88 86 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 37,048 COMMITMENTS 4,446 1,408 0 32,591 35,542 37,037 36,950 11 98 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -4,590) -543 -94 -60 -3,982 -4,427 -4,585 -4,581 -5 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 3.8 0.0 88.0 95.9 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 6 0 32 34 35 40 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 46,855 COMMITMENTS 2,971 531 535 42,445 45,419 45,951 46,485 904 370 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -5,511) -131 -98 -555 -4,905 -4,826 -5,591 -5,479 80 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 1.1 1.1 90.6 96.9 98.1 99.2 1.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 11 4 4 49 52 62 58 MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,565 COMMITMENTS 1,000 137 109 16,249 16,589 17,358 16,835 207 730 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,012) 100 -58 70 -2,268 -2,344 -2,098 -2,332 86 320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 0.8 0.6 92.5 94.4 98.8 95.8 1.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 3 2 27 25 30 29 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,104 COMMITMENTS 529 75 538 13,159 14,244 14,226 14,857 878 247 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -4,397) -249 75 -126 -4,151 -4,378 -4,526 -4,429 129 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 0.5 3.6 87.1 94.3 94.2 98.4 5.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 2 3 28 26 33 30 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,808,472 COMMITMENTS 626,318 51,872 1087096 985,103 1587363 2698516 2726331 109,956 82,141 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 181,716) 7,563 -3,833 103,452 54,061 81,831 165,076 181,449 16,641 267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 1.8 38.7 35.1 56.5 96.1 97.1 3.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386) 175 84 201 97 104 344 333 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 73,843 COMMITMENTS 13,452 7,623 29,014 29,645 36,505 72,111 73,142 1,732 701 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 3,173) 3,923 -235 -770 113 4,182 3,266 3,177 -93 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 10.3 39.3 40.1 49.4 97.7 99.1 2.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 3 4 13 14 18 20 WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 167,163 COMMITMENTS 55,333 31,621 2,000 89,175 98,778 146,508 132,399 20,655 34,764 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -20,227) -12,808 -1,415 -1,031 -13,159 -23,778 -26,998 -26,224 6,771 5,997 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 18.9 1.2 53.3 59.1 87.6 79.2 12.4 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 4 2 10 19 15 24 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 104,347 COMMITMENTS 39,015 196 10,612 49,215 84,084 98,843 94,892 5,504 9,455 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 8,693) 4,072 -31 676 3,267 7,263 8,014 7,908 679 785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.4 0.2 10.2 47.2 80.6 94.7 90.9 5.3 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 1 9 19 19 28 28 WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE Code-06765L OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 157,486 COMMITMENTS 5,400 100,975 3,771 137,694 36,881 146,865 141,627 10,621 15,859 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -16,202) 0 -10,920 -308 -14,093 -7,781 -14,401 -19,009 -1,801 2,807 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 64.1 2.4 87.4 23.4 93.3 89.9 6.7 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 7 3 17 9 21 16 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 250,620 COMMITMENTS 50,887 110,046 55,940 135,078 78,205 241,905 244,191 8,715 6,429 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 24,704) 6,963 4,753 10,179 9,691 10,485 26,833 25,418 -2,129 -714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 43.9 22.3 53.9 31.2 96.5 97.4 3.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 27 16 38 23 24 64 64 WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,826 COMMITMENTS 435 7,468 10,170 19,923 13,149 30,529 30,787 297 39 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 511) 146 1,068 -306 594 -237 434 525 77 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 24.2 33.0 64.6 42.7 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 4 4 16 15 23 20 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE Code-0676A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 151,596 COMMITMENTS 425 800 765 124,241 121,690 125,431 123,255 26,165 28,341 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 3,235) 425 150 765 3,455 1,475 4,645 2,390 -1,410 845 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.5 0.5 82.0 80.3 82.7 81.3 17.3 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 15 15 16 17 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE Code-067A75 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 6,192 COMMITMENTS 0 140 0 5,792 5,763 5,792 5,903 400 289 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 190) 0 0 0 190 190 190 190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.3 0.0 93.5 93.1 93.5 95.3 6.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 16 15 16 16 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 25,208 COMMITMENTS 16,254 4,531 2,868 3,645 15,343 22,767 22,742 2,442 2,466 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 1,331) 987 632 336 -101 -67 1,222 901 109 429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.5 18.0 11.4 14.5 60.9 90.3 90.2 9.7 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 75 44 18 29 36 113 91 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 105,878 COMMITMENTS 73,663 9,246 5,507 15,727 88,748 94,896 103,500 10,981 2,377 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 3,971) 1,898 1,474 520 1,135 1,866 3,553 3,860 417 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.6 8.7 5.2 14.9 83.8 89.6 97.8 10.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 165 31 22 39 45 213 89 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 394,403 COMMITMENTS 165,445 50,549 52,059 151,357 276,262 368,862 378,870 25,541 15,533 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 9,589) 4,297 -1,561 -4,320 8,924 15,700 8,901 9,819 687 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.9 12.8 13.2 38.4 70.0 93.5 96.1 6.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 91 44 82 81 103 213 203 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 14,889 COMMITMENTS 4,669 1,966 1,105 8,614 11,607 14,388 14,678 501 211 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 31) 187 -2 -69 -84 42 34 -29 -3 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 13.2 7.4 57.9 78.0 96.6 98.6 3.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 4 4 15 12 24 19 GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 15,012 COMMITMENTS 2,055 48 0 12,681 14,654 14,736 14,702 276 310 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -3,535) 80 0 -190 -3,584 -3,520 -3,694 -3,710 159 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 0.3 0.0 84.5 97.6 98.2 97.9 1.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 0 21 10 24 11 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,853 COMMITMENTS 713 3,046 39 4,188 2,438 4,940 5,523 913 330 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -885) -355 -59 -22 -762 -988 -1,139 -1,069 254 184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 52.0 0.7 71.6 41.7 84.4 94.4 15.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 7 1 8 7 11 15 NAPHTHA CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,307 COMMITMENTS 393 548 165 4,166 4,277 4,724 4,990 583 317 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -745) -110 6 -103 -616 -788 -829 -885 84 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 10.3 3.1 78.5 80.6 89.0 94.0 11.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 3 4 11 13 15 17
Updated January 10, 2020