Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV 1000 barrels : CFTC Code #02141B Open Interest is 38,029 : : Positions : : 22,236 27,829 4,416 126 4,276 0 0 0 2,417 1,047 4,652 : : : : Changes from: March 24, 2020 : : 1,230 1,545 0 -97 -20 -167 0 -9 162 -203 1,312 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 73.2 11.6 0.3 11.2 0.0 0.0 0.0 6.4 2.8 12.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 23 . . . 0 0 0 . . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV 1000 barrels : CFTC Code #02141C Open Interest is 37,060 : : Positions : : 20,571 22,707 5,525 175 5,726 602 0 134 54 5,482 2,826 : : : : Changes from: March 24, 2020 : : 2,213 866 -10 0 150 2 -231 47 0 1,630 141 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 61.3 14.9 0.5 15.5 1.6 0.0 0.4 0.1 14.8 7.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 16 6 . 4 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV BBL : CFTC Code #02141R Open Interest is 9,177 : : Positions : : 3,637 5,547 937 1,912 305 0 0 0 2,809 0 1,383 : : : : Changes from: March 24, 2020 : : 240 1,161 0 0 0 0 0 0 828 -93 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 60.4 10.2 20.8 3.3 0.0 0.0 0.0 30.6 0.0 15.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 19,882 : : Positions : : 11,804 15,360 1,833 46 952 92 0 0 3,173 1,211 2,008 : : : : Changes from: March 24, 2020 : : 1,148 1,091 0 -20 10 10 0 0 151 161 163 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 77.3 9.2 0.2 4.8 0.5 0.0 0.0 16.0 6.1 10.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 28 4 . . . 0 0 4 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 7,675 : : Positions : : 4,045 5,739 3,123 340 72 12 0 73 0 1,098 150 : : : : Changes from: March 24, 2020 : : 0 -43 25 0 0 12 -248 -12 -119 179 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 74.8 40.7 4.4 0.9 0.2 0.0 1.0 0.0 14.3 2.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 4 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 360,260 : : Positions : : 99,360 167,535 77,835 2,462 23,288 17,164 21,654 38,848 20,101 26,514 43,996 : : : : Changes from: March 24, 2020 : : 2,746 4,036 93 8 -570 -567 578 -3,738 3,850 -3,452 -800 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 46.5 21.6 0.7 6.5 4.8 6.0 10.8 5.6 7.4 12.2 : : : : Number of Traders in Each Category Total Traders: 177 : : 56 62 23 . 23 21 26 30 20 13 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 51,788 : : Positions : : 34,705 45,789 0 267 492 0 0 0 0 1,852 300 : : : : Changes from: March 24, 2020 : : 3,586 3,711 0 267 492 0 0 0 0 675 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 88.4 0.0 0.5 1.0 0.0 0.0 0.0 0.0 3.6 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 22 0 . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE (100 CUBIC METERS) : CFTC Code #025608 Open Interest is 6,844 : : Positions : : 6,483 6,173 0 66 0 0 0 0 210 268 75 : : : : Changes from: March 24, 2020 : : -622 -604 0 -39 0 0 0 0 -23 -12 -37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 90.2 0.0 1.0 0.0 0.0 0.0 0.0 3.1 3.9 1.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 18 0 . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 37,331 : : Positions : : 21,811 30,881 729 127 741 8,663 516 958 247 176 3,697 : : : : Changes from: March 24, 2020 : : 958 1,251 29 -55 52 141 -113 -271 -30 36 720 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 82.7 2.0 0.3 2.0 23.2 1.4 2.6 0.7 0.5 9.9 : : : : Number of Traders in Each Category Total Traders: 89 : : 43 51 . . 4 7 5 . 7 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Mini Eur Naphtha CIF NEW - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #03265J Open Interest is 2,371 : : Positions : : 1,185 1,703 603 0 143 0 0 0 175 150 0 : : : : Changes from: March 24, 2020 : : 60 -54 -94 0 20 0 0 0 -30 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 71.8 25.4 0.0 6.0 0.0 0.0 0.0 7.4 6.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 965,530 : : Positions : : 283,733 264,674 15,648 218,231 132,771 54,628 9,944 56,260 151,433 10,616 258,200 : : : : Changes from: March 24, 2020 : : 5,162 14,678 2,946 -8,006 7,363 8,634 -2,053 9,316 -7,491 366 2,995 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 27.4 1.6 22.6 13.8 5.7 1.0 5.8 15.7 1.1 26.7 : : : : Number of Traders in Each Category Total Traders: 133 : : 45 40 8 14 21 11 9 14 21 17 41 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV 1000 barrels : CFTC Code #06741R Open Interest is 260,404 : : Positions : : 251,394 2,048 0 32,499 715 0 0 0 555 204,190 665 : : : : Changes from: March 24, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.5 0.8 0.0 12.5 0.3 0.0 0.0 0.0 0.2 78.4 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 . 0 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV 1000 BARRELS : CFTC Code #06742G Open Interest is 28,477 : : Positions : : 24,578 10,943 2,292 15,776 180 0 0 0 0 0 0 : : : : Changes from: March 24, 2020 : : 1,330 430 210 1,110 -90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 38.4 8.0 55.4 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 16 . 7 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV 1000 BARRELS : CFTC Code #06742T Open Interest is 11,239 : : Positions : : 10,336 2,523 813 8,535 0 0 0 0 0 0 0 : : : : Changes from: March 24, 2020 : : 135 -15 15 195 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 22.4 7.2 75.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . 6 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV 1000 barrels : CFTC Code #06742U Open Interest is 239,295 : : Positions : : 225,428 57,060 0 168,355 390 2,520 0 510 0 0 0 : : : : Changes from: March 24, 2020 : : -7,317 -6,570 0 -4,048 330 1,555 0 -180 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 23.8 0.0 70.4 0.2 1.1 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 0 9 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 3,291,746 : : Positions : : 646,965 629,446 146,341 644,777 454,176 234,662 108,212 589,510 358,686 56,783 726,948 : : : : Changes from: March 24, 2020 : : 58,020 80,259 12,692 2,385 30,614 24,650 28,088 59,431 25,182 24,399 37,137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.7 19.1 4.4 19.6 13.8 7.1 3.3 17.9 10.9 1.7 22.1 : : : : Number of Traders in Each Category Total Traders: 418 : : 67 77 27 26 41 52 70 83 89 58 99 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 297,605 : : Positions : : 155,249 101,367 26 3,608 985 0 55,439 107,738 5,523 0 26,334 : : : : Changes from: March 24, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 34.1 0.0 1.2 0.3 0.0 18.6 36.2 1.9 0.0 8.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 185,124 : : Positions : : 58,924 37,038 45,533 75,591 5,398 0 8,263 216 57,012 22,199 2,040 : : : : Changes from: March 24, 2020 : : 4,206 1,941 13,367 17,160 1,122 0 616 0 6,160 1,020 -4,204 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 20.0 24.6 40.8 2.9 0.0 4.5 0.1 30.8 12.0 1.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 15 15 4 9 8 0 . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 188,059 : : Positions : : 40,452 32,005 5,925 45,240 68,621 7,657 0 4,567 27,903 187 26,264 : : : : Changes from: March 24, 2020 : : -4,064 -4,313 -685 689 -8,378 190 0 -420 1,014 -328 -10,999 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.5 17.0 3.2 24.1 36.5 4.1 0.0 2.4 14.8 0.1 14.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 6 6 . 12 15 . 0 . 6 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765L Open Interest is 144,026 : : Positions : : 119,421 23,144 10,370 22,575 1,000 0 4,752 473 0 76,415 1,927 : : : : Changes from: March 24, 2020 : : 235 475 -240 6,385 0 0 369 -369 0 -6,179 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 16.1 7.2 15.7 0.7 0.0 3.3 0.3 0.0 53.1 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 6 . 4 . 0 . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 320,894 : : Positions : : 22,932 82,137 119,630 1,800 14,520 931 7,139 20,505 39,570 93,157 94,750 : : : : Changes from: March 24, 2020 : : 1,230 -1,600 -1,909 -697 -177 -42 -5,363 2,822 -4,997 2,877 -4,321 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.1 25.6 37.3 0.6 4.5 0.3 2.2 6.4 12.3 29.0 29.5 : : : : Number of Traders in Each Category Total Traders: 76 : : 13 14 9 . 10 . 6 6 25 14 37 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Z Open Interest is 70,097 : : Positions : : 31,675 16,563 1,449 22,372 6,928 2,517 2,900 13,050 6,178 60 7,789 : : : : Changes from: March 24, 2020 : : -13,280 -1,474 241 -4,466 -2,173 2,517 -3,008 -734 1,707 -27 81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 23.6 2.1 31.9 9.9 3.6 4.1 18.6 8.8 0.1 11.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 12 13 . 5 4 . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #0676A5 Open Interest is 202,503 : : Positions : : 177,242 101,389 0 77,745 3,794 14,432 0 113 0 0 0 : : : : Changes from: March 24, 2020 : : -10,456 -5,878 0 7,420 -580 11,132 0 -1,102 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 50.1 0.0 38.4 1.9 7.1 0.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 18 0 9 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI MIDLAND ARGUS VS WTI TRADE - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067A71 Open Interest is 132,261 : : Positions : : 110,440 57,707 4,974 48,880 1,934 2,175 0 655 2,251 0 0 : : : : Changes from: March 24, 2020 : : -6,819 -3,349 1,061 -1,354 -749 1,715 0 -970 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 43.6 3.8 37.0 1.5 1.6 0.0 0.5 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 7 . 6 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 U.S. BARRELS) : CFTC Code #067A75 Open Interest is 6,628 : : Positions : : 5,433 1,356 838 4,993 9 0 0 0 0 0 0 : : : : Changes from: March 24, 2020 : : -30 -30 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 20.5 12.6 75.3 0.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 366,697 : : Positions : : 106,385 249,506 56,072 4,050 18,359 63,330 23,456 23,015 57,852 8,849 21,290 : : : : Changes from: March 24, 2020 : : -4,808 -1,774 6,674 -158 -2,969 -1,683 4,002 -4,675 2,692 -1,918 -1,378 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 68.0 15.3 1.1 5.0 17.3 6.4 6.3 15.8 2.4 5.8 : : : : Number of Traders in Each Category Total Traders: 253 : : 66 88 17 11 18 43 38 47 29 14 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 9,172 : : Positions : : 5,665 3,148 119 792 271 0 0 0 519 2,150 417 : : : : Changes from: March 24, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 34.3 1.3 8.6 3.0 0.0 0.0 0.0 5.7 23.4 4.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 10 . . . 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #111A31 Open Interest is 14,527 : : Positions : : 14,224 11,996 0 742 94 0 0 0 0 0 0 : : : : Changes from: March 24, 2020 : : 1,814 1,538 0 480 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.9 82.6 0.0 5.1 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 17 14 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 24,822 : : Positions : : 15,875 24,290 5,325 0 0 0 165 0 3,195 287 60 : : : : Changes from: March 24, 2020 : : 443 333 -120 0 0 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 97.9 21.5 0.0 0.0 0.0 0.7 0.0 12.9 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 21 7 0 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 5,421 : : Positions : : 2,025 1,912 2,280 255 45 0 1,950 0 319 611 179 : : : : Changes from: March 24, 2020 : : 108 -6 0 0 0 0 0 0 0 114 78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 35.3 42.1 4.7 0.8 0.0 36.0 0.0 5.9 11.3 3.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 5 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 6,693 : : Positions : : 3,679 5,873 931 156 114 0 0 0 1,479 44 407 : : : : Changes from: March 24, 2020 : : 41 364 1 -35 35 0 0 0 235 -24 144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 87.7 13.9 2.3 1.7 0.0 0.0 0.0 22.1 0.7 6.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 18 4 . . 0 0 0 . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated April 03, 2020