Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV 1000 barrels : CFTC Code #021397 Open Interest is 10,757 : : Positions : : 10,154 9,802 20 493 365 0 0 0 70 0 55 : : : : Changes from: November 24, 2020 : : 25 51 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 91.1 0.2 4.6 3.4 0.0 0.0 0.0 0.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 17 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 31,829 : : Positions : : 22,205 28,052 1,568 679 1,697 0 0 0 5,447 504 826 : : : : Changes from: November 24, 2020 : : 941 909 0 0 0 0 0 0 26 8 147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 88.1 4.9 2.1 5.3 0.0 0.0 0.0 17.1 1.6 2.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 27 . . 6 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 22,813 : : Positions : : 13,904 15,063 5,028 385 2,314 208 0 0 50 4,649 402 : : : : Changes from: November 24, 2020 : : -333 83 30 -240 240 0 0 0 0 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 66.0 22.0 1.7 10.1 0.9 0.0 0.0 0.2 20.4 1.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 15 6 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV BBL : CFTC Code #02141R Open Interest is 4,048 : : Positions : : 3,026 3,014 621 132 135 0 0 0 0 406 264 : : : : Changes from: November 24, 2020 : : 250 505 0 0 0 0 0 0 0 -253 176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 74.5 15.3 3.3 3.3 0.0 0.0 0.0 0.0 10.0 6.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 9,965 : : Positions : : 7,310 8,732 1,217 0 300 30 0 0 774 541 318 : : : : Changes from: November 24, 2020 : : 237 186 0 0 0 0 0 0 -141 -66 152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 87.6 12.2 0.0 3.0 0.3 0.0 0.0 7.8 5.4 3.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 23 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 379,419 : : Positions : : 103,491 210,021 73,658 526 11,994 37,245 27,878 33,377 21,800 10,734 53,852 : : : : Changes from: November 24, 2020 : : -1,738 2,600 -915 -55 -1,139 -1,175 -7,057 5,078 1,328 900 -4,203 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 55.4 19.4 0.1 3.2 9.8 7.3 8.8 5.7 2.8 14.2 : : : : Number of Traders in Each Category Total Traders: 187 : : 61 65 26 . 22 31 25 35 16 13 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 52,333 : : Positions : : 30,190 45,269 2,143 0 796 0 165 475 425 250 675 : : : : Changes from: November 24, 2020 : : 2,345 458 0 0 0 0 165 475 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 86.5 4.1 0.0 1.5 0.0 0.3 0.9 0.8 0.5 1.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 20 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 7,707 : : Positions : : 7,225 7,107 0 0 0 0 0 0 45 40 360 : : : : Changes from: November 24, 2020 : : 146 86 0 0 0 0 0 0 -165 -55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 92.2 0.0 0.0 0.0 0.0 0.0 0.0 0.6 0.5 4.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 17 0 0 0 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 29,759 : : Positions : : 14,657 24,288 167 265 998 8,511 0 1,225 1,131 15 2,647 : : : : Changes from: November 24, 2020 : : -5,048 -4,659 10 -1,259 9 -427 0 0 -497 -31 -557 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 81.6 0.6 0.9 3.4 28.6 0.0 4.1 3.8 0.1 8.9 : : : : Number of Traders in Each Category Total Traders: 86 : : 36 55 . . . 12 0 . 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 526,946 : : Positions : : 197,795 133,099 4,151 114,882 73,529 8,230 22,713 29,980 85,135 21,609 115,086 : : : : Changes from: November 24, 2020 : : 2,815 7,559 -146 212 3,743 925 1,448 64 2,633 -2,767 -4,649 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 25.3 0.8 21.8 14.0 1.6 4.3 5.7 16.2 4.1 21.8 : : : : Number of Traders in Each Category Total Traders: 100 : : 36 31 6 11 16 7 9 10 13 16 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 48,059 : : Positions : : 44,029 23,488 2,080 22,597 180 60 0 0 0 0 0 : : : : Changes from: November 24, 2020 : : 3,566 2,246 -30 1,200 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 48.9 4.3 47.0 0.4 0.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 22 . 8 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 18,854 : : Positions : : 16,101 5,594 2,717 13,173 0 0 0 0 0 0 0 : : : : Changes from: November 24, 2020 : : 521 415 -25 81 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 29.7 14.4 69.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 . 6 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 2,526,566 : : Positions : : 427,455 500,908 150,036 664,137 225,924 392,782 61,877 585,844 278,127 64,073 362,033 : : : : Changes from: November 24, 2020 : : 16,254 8,498 -152 12,262 3,402 2,032 -4,746 26,580 1,546 13,538 2,414 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 19.8 5.9 26.3 8.9 15.5 2.4 23.2 11.0 2.5 14.3 : : : : Number of Traders in Each Category Total Traders: 366 : : 61 69 22 21 37 66 41 87 79 48 93 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 119,033 : : Positions : : 60,912 48,841 0 788 160 3,180 12,917 42,163 0 1,881 11,931 : : : : Changes from: November 24, 2020 : : -2,927 -1,665 0 20 -95 1,042 -1,362 -3,119 -122 1,030 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 41.0 0.0 0.7 0.1 2.7 10.9 35.4 0.0 1.6 10.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 148,388 : : Positions : : 32,055 25,194 24,178 59,608 5,206 367 0 0 61,888 31,105 2,721 : : : : Changes from: November 24, 2020 : : -9,667 2,410 473 -4,483 -2,551 -367 0 0 6,384 1,693 -917 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.6 17.0 16.3 40.2 3.5 0.2 0.0 0.0 41.7 21.0 1.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 10 15 7 7 6 . 0 0 5 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 102,530 : : Positions : : 7,549 9,075 1,981 36,660 33,864 0 0 0 40,181 0 15,111 : : : : Changes from: November 24, 2020 : : -4,159 -3,150 -283 -262 -486 0 0 0 757 -28 82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.4 8.9 1.9 35.8 33.0 0.0 0.0 0.0 39.2 0.0 14.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 5 6 . 12 15 0 0 0 7 0 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 169,940 : : Positions : : 15,519 39,082 55,764 1,731 12,937 6,530 7,862 10,271 13,272 44,002 47,779 : : : : Changes from: November 24, 2020 : : -3,338 -3,565 -4,541 -1,239 1,271 -359 -479 -549 -991 -2,218 -4,896 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.1 23.0 32.8 1.0 7.6 3.8 4.6 6.0 7.8 25.9 28.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 9 11 4 . 7 . . 4 12 16 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 119,856 : : Positions : : 102,851 77,869 2,819 29,682 1,193 5,320 0 0 0 188 650 : : : : Changes from: November 24, 2020 : : -24,031 -17,871 172 -5,641 -1,110 1,422 0 0 0 -265 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 65.0 2.4 24.8 1.0 4.4 0.0 0.0 0.0 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 13 . 5 4 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 OPT FIN - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067A28 Open Interest is 56,177 : : Positions : : 22,365 17,412 0 613 0 9,006 17,088 16,991 5,152 563 2,461 : : : : Changes from: November 24, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 31.0 0.0 1.1 0.0 16.0 30.4 30.2 9.2 1.0 4.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 0 . 0 . 6 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 394,409 : : Positions : : 131,582 233,977 43,867 9,817 9,873 65,052 17,748 52,069 32,618 19,651 34,130 : : : : Changes from: November 24, 2020 : : -4,485 -4,088 442 -887 -909 -3,938 1,338 969 -462 -1,190 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 59.3 11.1 2.5 2.5 16.5 4.5 13.2 8.3 5.0 8.7 : : : : Number of Traders in Each Category Total Traders: 245 : : 70 85 16 10 16 57 26 46 17 24 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 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 20,347 : : Positions : : 16,791 18,590 1,089 540 297 35 0 295 1,577 605 0 : : : : Changes from: November 24, 2020 : : 1,218 1,113 -75 -120 135 0 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 91.4 5.4 2.7 1.5 0.2 0.0 1.4 7.8 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 18 4 . 4 . 0 . . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 04, 2020