GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,823 COMMITMENTS 3,053 936 594 9,152 11,086 12,799 12,616 24 207 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 939) 163 0 -25 788 976 926 951 13 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 7.3 4.6 71.4 86.5 99.8 98.4 0.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 1 3 19 25 26 29 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,279 COMMITMENTS 60 1,590 33 5,011 3,443 5,104 5,066 175 213 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 0) -118 14 -14 132 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 30.1 0.6 94.9 65.2 96.7 96.0 3.3 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 1 14 10 16 12 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 368,048 COMMITMENTS 47,101 36,850 84,490 191,199 209,199 322,790 330,539 45,258 37,509 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -2,325) 343 -1,810 902 -6,203 -3,853 -4,958 -4,760 2,633 2,436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 10.0 23.0 51.9 56.8 87.7 89.8 12.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 49 35 61 85 83 166 157 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 70,281 COMMITMENTS 464 1,825 1,200 49,497 62,574 51,161 65,599 19,120 4,682 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 3,710) 464 214 361 4,099 3,540 4,924 4,115 -1,214 -405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 2.6 1.7 70.4 89.0 72.8 93.3 27.2 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 2 24 20 27 22 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,308,023 COMMITMENTS 332,964 351,524 370,035 539,209 542,996 1242208 1264556 65,814 43,467 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -16,852) 2,568 -1,850 -25,806 10,055 11,154 -13,183 -16,502 -3,669 -350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 26.9 28.3 41.2 41.5 95.0 96.7 5.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 102 126 135 79 71 267 259 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 647,264 COMMITMENTS 92,629 4,773 162,192 388,311 477,428 643,132 644,393 4,132 2,871 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -60,707) -2,050 -2,290 -28,090 -27,468 -27,965 -57,608 -58,344 -3,099 -2,363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 0.7 25.1 60.0 73.8 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 38 21 50 57 51 114 103 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 324,446 COMMITMENTS 44,262 22,386 45,984 217,046 248,144 307,291 316,513 17,155 7,933 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 6,843) 771 2,331 -1,035 6,760 6,379 6,496 7,676 347 -834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 6.9 14.2 66.9 76.5 94.7 97.6 5.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 24 9 21 53 50 84 73 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 139,017 COMMITMENTS 6,718 41,327 23,897 102,666 64,032 133,281 129,256 5,736 9,761 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 8,239) 1,345 873 2,712 4,214 5,456 8,271 9,041 -32 -802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 29.7 17.2 73.9 46.1 95.9 93.0 4.1 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 12 13 17 32 29 53 50 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 72,705 COMMITMENTS 25,574 19,608 31,743 15,254 21,350 72,571 72,702 134 4 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 4,526) 2,338 1,437 717 1,469 2,373 4,524 4,526 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.2 27.0 43.7 21.0 29.4 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 12 5 11 14 10 30 22 HENRY HUB - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 742,633 COMMITMENTS 107,657 15,026 26,129 583,074 690,152 716,860 731,307 25,773 11,326 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,254) 428 0 -144 520 1,560 804 1,416 450 -162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 2.0 3.5 78.5 92.9 96.5 98.5 3.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 7 3 6 37 34 46 41 HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 201,195 COMMITMENTS 10,542 23,666 12,397 174,010 159,390 196,949 195,453 4,246 5,742 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 2,562) -147 1,362 60 2,648 1,293 2,561 2,715 1 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 11.8 6.2 86.5 79.2 97.9 97.1 2.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 9 13 28 26 42 41 COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 18,745 COMMITMENTS 710 6,704 1,275 16,132 10,132 18,117 18,111 628 634 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -47) 0 -51 126 -152 -182 -26 -107 -21 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 35.8 6.8 86.1 54.1 96.6 96.6 3.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 6 5 18 15 24 23 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE Code-025608 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 4,981 COMMITMENTS 0 185 30 4,842 4,389 4,872 4,604 109 377 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 327) 0 0 30 366 313 396 343 -69 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.7 0.6 97.2 88.1 97.8 92.4 2.2 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 14 17 15 19 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 33,726 COMMITMENTS 9,564 100 4,694 18,891 28,688 33,149 33,482 577 244 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 572) 575 -326 -144 197 983 627 513 -55 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 0.3 13.9 56.0 85.1 98.3 99.3 1.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 18 2 13 44 70 64 85 ARGUS PROPANE SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE Code-06665A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,091 COMMITMENTS 101 80 128 1,271 1,485 1,500 1,693 591 398 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 128) 46 15 -12 123 81 157 84 -29 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 3.8 6.1 60.8 71.0 71.7 81.0 28.3 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 14 18 16 20 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE Code-06665B OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,449 COMMITMENTS 87 46 339 3,353 3,414 3,779 3,799 670 650 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 350) 17 46 74 286 316 377 436 -27 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 1.0 7.6 75.4 76.7 84.9 85.4 15.1 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 4 24 25 28 30 PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE Code-06665G OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 51,667 COMMITMENTS 1,093 167 0 50,452 51,057 51,545 51,224 122 443 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 2,555) 109 140 -35 2,488 2,543 2,562 2,648 -7 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.3 0.0 97.6 98.8 99.8 99.1 0.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 5 3 0 36 46 41 49 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 132,128 COMMITMENTS 6,331 4,539 3,397 121,334 123,505 131,062 131,441 1,066 687 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 2,229) 669 -777 -306 1,894 3,321 2,257 2,238 -28 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 3.4 2.6 91.8 93.5 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 13 8 12 85 71 101 88 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,904 COMMITMENTS 6,930 260 80 48,678 54,835 55,688 55,175 216 729 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,045) 772 0 0 494 1,108 1,266 1,108 -221 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 0.5 0.1 87.1 98.1 99.6 98.7 0.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 8 1 1 29 29 38 30 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 60,607 COMMITMENTS 5,454 1,584 2,116 52,695 56,122 60,265 59,822 342 785 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 576) 313 -20 135 217 461 665 576 -89 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 2.6 3.5 86.9 92.6 99.4 98.7 0.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 15 5 8 60 52 80 60 MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 36,116 COMMITMENTS 1,341 400 232 34,392 35,023 35,965 35,655 151 461 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 88) 50 120 0 38 18 88 138 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 1.1 0.6 95.2 97.0 99.6 98.7 0.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 3 2 36 41 42 45 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,811 COMMITMENTS 164 630 649 23,117 23,104 23,930 24,383 881 428 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,245) 46 1 -22 1,281 1,326 1,305 1,305 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 2.5 2.6 93.2 93.1 96.4 98.3 3.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 2 4 36 30 40 35 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,553,784 COMMITMENTS 662,020 118,886 911,676 878,324 1455718 2452019 2486279 101,764 67,504 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 42,357) -10,739 3,609 23,649 27,988 15,057 40,898 42,316 1,459 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 4.7 35.7 34.4 57.0 96.0 97.4 4.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374) 132 109 181 103 115 330 320 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 156,885 COMMITMENTS 3,719 62,336 54,148 96,095 39,374 153,962 155,858 2,922 1,026 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 9,211) -1,115 685 6,572 3,583 1,785 9,039 9,042 171 169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 39.7 34.5 61.3 25.1 98.1 99.3 1.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 4 4 13 14 18 20 WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 167,933 COMMITMENTS 63,427 28,451 813 85,082 109,255 149,322 138,519 18,611 29,414 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 3,740) 2,025 -24 11 732 3,613 2,768 3,600 972 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.8 16.9 0.5 50.7 65.1 88.9 82.5 11.1 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 4 5 15 24 22 32 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 141,119 COMMITMENTS 36,331 272 20,507 80,949 115,740 137,787 136,519 3,332 4,600 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 3,153) 94 -6 618 2,429 2,439 3,141 3,051 11 101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 0.2 14.5 57.4 82.0 97.6 96.7 2.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 2 8 23 24 31 32 WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE Code-06765L OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 100,834 COMMITMENTS 1,361 43,201 5,253 83,501 32,733 90,115 81,187 10,719 19,647 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 6) 250 103 -97 -147 0 6 6 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 42.8 5.2 82.8 32.5 89.4 80.5 10.6 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 6 5 11 9 16 16 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 243,376 COMMITMENTS 28,564 63,809 78,651 128,472 94,220 235,686 236,679 7,690 6,697 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -3,670) -2,623 1,319 -4,890 3,047 -564 -4,466 -4,134 796 465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 26.2 32.3 52.8 38.7 96.8 97.2 3.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 24 19 38 23 23 62 65 WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 52,169 COMMITMENTS 12,707 2,397 13,603 25,772 35,634 52,081 51,634 88 535 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -477) 343 88 -248 -567 -238 -472 -398 -5 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 4.6 26.1 49.4 68.3 99.8 99.0 0.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 3 4 16 16 21 23 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE Code-0676A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 172,011 COMMITMENTS 3,999 0 663 162,274 152,631 166,936 153,294 5,075 18,717 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -12,164) -253 -294 164 -10,969 -11,223 -11,058 -11,353 -1,106 -811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.0 0.4 94.3 88.7 97.0 89.1 3.0 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 1 26 23 28 24 WTI MIDLAND ARGUS VS WTI TRADE - NEW YORK MERCANTILE EXCHANGE Code-067A71 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 112,672 COMMITMENTS 1,205 0 0 99,419 92,778 100,624 92,778 12,048 19,894 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -5,011) -395 0 0 -3,243 -2,891 -3,638 -2,891 -1,373 -2,120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.0 0.0 88.2 82.3 89.3 82.3 10.7 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 14 12 15 12 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE Code-067A75 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 5,065 COMMITMENTS 0 0 0 4,929 4,914 4,929 4,914 136 151 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 90) 0 0 0 60 90 60 90 30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.3 97.0 97.3 97.0 2.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 9 12 9 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 10,507 COMMITMENTS 5,305 2,079 594 2,889 7,009 8,788 9,682 1,719 825 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,027) 623 149 149 197 738 969 1,036 59 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.5 19.8 5.7 27.5 66.7 83.6 92.1 16.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 43 17 11 22 32 69 56 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 55,642 COMMITMENTS 33,189 10,678 2,412 13,042 40,473 48,643 53,563 6,999 2,079 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 2,671) 2,159 -1 56 277 2,898 2,492 2,953 178 -283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.6 19.2 4.3 23.4 72.7 87.4 96.3 12.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 105 31 26 39 44 158 88 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 342,134 COMMITMENTS 83,150 32,189 58,108 178,294 234,842 319,552 325,140 22,582 16,994 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -13,920) -624 1,201 -5,343 -8,433 -9,466 -14,400 -13,609 480 -311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 9.4 17.0 52.1 68.6 93.4 95.0 6.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 75 44 77 88 104 204 192 RBOB CALENDAR - NEW YORK MERCANTILE EXCHANGE Code-11165K OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,243 COMMITMENTS 1,680 2,351 1,258 6,930 6,768 9,868 10,377 3,375 2,866 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 17.8 9.5 52.3 51.1 74.5 78.4 25.5 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 4 3 8 10 12 14 GULF COAST CBOB GAS A2 PL RBOB - NEW YORK MERCANTILE EXCHANGE Code-111A34 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,460 COMMITMENTS 0 0 0 19,460 19,185 19,460 19,185 0 275 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -800) 0 0 0 -800 -825 -800 -825 0 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 98.6 100.0 98.6 0.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 17 16 17 16 GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,055 COMMITMENTS 1,810 420 195 17,710 19,341 19,715 19,956 340 99 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,672) 0 35 0 1,672 1,637 1,672 1,672 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 2.1 1.0 88.3 96.4 98.3 99.5 1.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 3 1 35 23 38 27 NAPHTHA CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,901 COMMITMENTS 294 181 392 2,845 3,247 3,531 3,820 370 81 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -58) -138 -38 -30 105 0 -63 -68 5 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 4.6 10.0 72.9 83.2 90.5 97.9 9.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 3 12 9 15 14 MINI JAPAN C&F NAPHTHA - NEW YORK MERCANTILE EXCHANGE Code-86665E OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 METRIC TONS) OPEN INTEREST: 1,273 COMMITMENTS 70 470 181 902 447 1,153 1,098 120 175 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 36.9 14.2 70.9 35.1 90.6 86.3 9.4 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 6 3 11 7 15 14
Updated July 31, 2020