GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,705 COMMITMENTS 945 607 166 8,590 8,846 9,701 9,619 4 86 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 466) -195 -15 41 636 432 482 458 -16 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 6.3 1.7 88.5 91.1 100.0 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 2 2 25 26 29 30 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 382,928 COMMITMENTS 58,891 44,769 86,353 192,936 221,136 338,181 352,259 44,747 30,669 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -28,512) -3,433 -2,532 -12,433 -12,104 -12,072 -27,970 -27,037 -542 -1,475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 11.7 22.6 50.4 57.7 88.3 92.0 11.7 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 45 47 73 88 87 178 171 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,834 COMMITMENTS 575 250 675 30,784 45,607 32,034 46,532 18,800 4,302 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 2,721) -420 0 -240 3,342 2,660 2,682 2,420 39 301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.5 1.3 60.6 89.7 63.0 91.5 37.0 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 19 19 20 21 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,224,042 COMMITMENTS 313,727 288,228 373,599 472,136 523,459 1159463 1185287 64,579 38,755 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -49,275) -6,137 12,655 -31,723 -9,250 -30,299 -47,110 -49,366 -2,165 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 23.5 30.5 38.6 42.8 94.7 96.8 5.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 115 93 145 79 67 273 241 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 627,523 COMMITMENTS 152,221 11,730 145,282 323,455 466,812 620,958 623,824 6,564 3,699 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -35,443) -7,844 -506 -13,502 -13,367 -20,455 -34,713 -34,463 -729 -980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 1.9 23.2 51.5 74.4 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 47 21 50 56 48 122 100 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 422,111 COMMITMENTS 138,935 23,530 47,746 215,852 341,943 402,533 413,220 19,578 8,892 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 11,210) 8,422 6,070 -3,404 6,034 8,291 11,053 10,957 157 253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.9 5.6 11.3 51.1 81.0 95.4 97.9 4.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 31 9 22 48 45 85 70 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 152,324 COMMITMENTS 18,068 64,101 20,206 107,014 62,033 145,288 146,340 7,036 5,984 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 11,365) 4,975 11,789 823 5,373 1,946 11,171 14,558 194 -3,193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 42.1 13.3 70.3 40.7 95.4 96.1 4.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 15 14 21 28 28 53 53 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 25,851 COMMITMENTS 5,970 8,412 16,182 3,633 1,053 25,786 25,647 65 203 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -7,087) -1,988 -2,294 -5,080 -16 303 -7,083 -7,071 -4 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 32.5 62.6 14.1 4.1 99.7 99.2 0.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 12 8 9 8 18 22 HENRY HUB - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 697,468 COMMITMENTS 96,933 15,385 20,378 556,928 650,606 674,239 686,369 23,229 11,099 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 630) -1,147 310 -18 1,581 338 416 630 214 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 2.2 2.9 79.8 93.3 96.7 98.4 3.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 6 3 6 37 35 45 42 HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 232,183 COMMITMENTS 5,489 86,039 12,712 209,701 127,164 227,902 225,915 4,281 6,268 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 1,545) 0 3,033 628 827 158 1,455 3,819 90 -2,274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 37.1 5.5 90.3 54.8 98.2 97.3 1.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 12 10 27 27 38 41 COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 18,192 COMMITMENTS 548 2,110 2,071 14,852 13,285 17,471 17,466 721 726 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 1,140) 381 -113 114 863 1,219 1,358 1,220 -218 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 11.6 11.4 81.6 73.0 96.0 96.0 4.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 5 5 14 12 20 19 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE Code-025608 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 7,769 COMMITMENTS 210 95 360 7,079 7,021 7,649 7,476 120 293 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 199) 0 0 0 199 199 199 199 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 1.2 4.6 91.1 90.4 98.5 96.2 1.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 4 17 17 22 22 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 36,373 COMMITMENTS 10,565 46 4,429 20,851 31,461 35,845 35,935 528 438 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 2,904) 679 -80 236 1,841 2,737 2,756 2,893 149 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 0.1 12.2 57.3 86.5 98.5 98.8 1.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 21 2 11 41 62 64 74 ARGUS PROPANE SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE Code-06665A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,044 COMMITMENTS 116 29 130 1,168 1,590 1,414 1,749 630 295 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 135) 0 29 53 84 53 137 135 -2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 1.4 6.4 57.1 77.8 69.2 85.6 30.8 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 3 16 17 19 20 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE Code-06665B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,664 COMMITMENTS 83 168 323 3,869 3,648 4,275 4,139 389 525 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 69) 62 56 10 50 140 122 206 -53 -137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 3.6 6.9 83.0 78.2 91.7 88.7 8.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 3 6 29 30 36 36 PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE Code-06665G OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 55,363 COMMITMENTS 2,401 91 589 52,323 54,284 55,313 54,964 50 399 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 12) 111 0 0 -99 12 12 12 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 0.2 1.1 94.5 98.1 99.9 99.3 0.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 6 1 3 38 42 44 46 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 137,752 COMMITMENTS 7,766 4,387 4,651 123,783 128,085 136,200 137,123 1,552 629 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 4,339) -699 50 -78 4,947 4,246 4,170 4,218 169 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 3.2 3.4 89.9 93.0 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 18 8 12 82 79 104 95 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 58,870 COMMITMENTS 6,449 30 190 52,109 57,931 58,748 58,151 122 719 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 237) -240 30 30 442 177 232 237 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 0.1 0.3 88.5 98.4 99.8 98.8 0.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 7 1 2 32 36 40 38 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 68,629 COMMITMENTS 5,336 2,400 1,824 60,463 64,154 67,623 68,378 1,006 251 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 1,680) 290 -88 224 1,110 1,469 1,624 1,605 56 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 3.5 2.7 88.1 93.5 98.5 99.6 1.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 13 7 8 56 62 74 72 MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 31,218 COMMITMENTS 1,755 678 63 29,166 30,196 30,984 30,937 234 281 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 873) 100 254 -44 802 618 858 828 15 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 2.2 0.2 93.4 96.7 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 3 2 29 30 35 33 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,522 COMMITMENTS 134 1,104 229 22,175 21,872 22,538 23,205 984 317 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 348) -1 154 -32 210 144 177 266 171 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 4.7 1.0 94.3 93.0 95.8 98.7 4.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 4 3 34 26 38 31 MT BELVIEU NORMAL BUTANE BALMO - NEW YORK MERCANTILE EXCHANGE Code-06665Z OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 1,177 COMMITMENTS 49 65 25 1,028 994 1,102 1,084 75 93 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 113) 0 0 0 113 84 113 84 0 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 5.5 2.1 87.3 84.5 93.6 92.1 6.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 8 15 10 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,470,658 COMMITMENTS 667,330 117,158 918,883 783,910 1366806 2370123 2402847 100,535 67,810 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 48,493) 34,072 -10,235 17,848 -13,042 41,316 38,877 48,929 9,616 -436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 4.7 37.2 31.7 55.3 95.9 97.3 4.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 152 82 174 103 113 329 305 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 124,043 COMMITMENTS 2,260 15,130 56,962 64,095 51,530 123,317 123,623 726 420 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -23,230) 2,132 -10,669 -9,434 -16,454 -2,913 -23,756 -23,016 526 -214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 12.2 45.9 51.7 41.5 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 4 4 15 15 19 21 WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 158,131 COMMITMENTS 56,238 29,412 3,638 73,184 94,632 133,060 127,682 25,071 30,449 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 8,245) 793 2,002 830 4,034 4,263 5,657 7,095 2,588 1,150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.6 18.6 2.3 46.3 59.8 84.1 80.7 15.9 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 5 6 21 27 28 36 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 106,516 COMMITMENTS 39,424 28 15,029 48,320 83,497 102,773 98,553 3,743 7,963 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 5,620) 3,650 -248 1,320 578 3,992 5,548 5,063 72 556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.0 0.0 14.1 45.4 78.4 96.5 92.5 3.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 1 8 21 21 29 29 WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE Code-06765L OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 84,065 COMMITMENTS 0 40,517 5,984 66,866 20,477 72,850 66,978 11,215 17,087 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 4,115) 0 2,717 120 3,976 1,278 4,096 4,115 19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 48.2 7.1 79.5 24.4 86.7 79.7 13.3 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 7 5 10 8 15 15 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 182,311 COMMITMENTS 21,152 54,561 63,495 90,829 57,284 175,476 175,340 6,835 6,971 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 11,385) 199 3,057 7,147 5,870 2,620 13,216 12,825 -1,831 -1,440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 29.9 34.8 49.8 31.4 96.3 96.2 3.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 18 19 33 19 22 54 58 WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,407 COMMITMENTS 8,178 2,609 9,502 16,171 21,792 33,852 33,904 1,555 1,503 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 7.4 26.8 45.7 61.5 95.6 95.8 4.4 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 5 5 10 9 16 16 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE Code-0676A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 143,758 COMMITMENTS 3,898 453 545 131,832 133,366 136,275 134,364 7,483 9,394 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -3,668) -1,500 70 0 -1,208 -3,838 -2,708 -3,768 -960 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.3 0.4 91.7 92.8 94.8 93.5 5.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 1 22 23 24 24 WTI MIDLAND ARGUS VS WTI TRADE - NEW YORK MERCANTILE EXCHANGE Code-067A71 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 83,212 COMMITMENTS 0 0 0 72,165 65,990 72,165 65,990 11,047 17,222 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 916) 0 0 0 491 757 491 757 425 159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 86.7 79.3 86.7 79.3 13.3 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 14 14 14 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 10,483 COMMITMENTS 5,729 2,690 434 2,701 6,389 8,865 9,513 1,618 970 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -602) -131 -90 -22 -501 -494 -653 -605 51 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.7 25.7 4.1 25.8 60.9 84.6 90.7 15.4 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 36 23 10 20 28 63 55 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 56,106 COMMITMENTS 29,815 10,738 4,002 14,159 38,948 47,975 53,688 8,130 2,418 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 664) 569 -2,148 322 -36 2,529 854 702 -190 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.1 19.1 7.1 25.2 69.4 85.5 95.7 14.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 98 33 23 31 45 140 90 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 399,778 COMMITMENTS 102,070 37,250 85,224 190,274 259,552 377,568 382,026 22,209 17,752 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -15,875) 3,243 -1,129 -7,061 -13,541 -7,970 -17,360 -16,160 1,484 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 9.3 21.3 47.6 64.9 94.4 95.6 5.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 85 47 77 92 104 211 198 GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,219 COMMITMENTS 1,762 605 295 16,899 18,299 18,956 19,199 263 20 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -660) -5 0 -50 -625 -630 -680 -680 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 3.1 1.5 87.9 95.2 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 1 26 22 30 25
Updated November 30, 2020