Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : 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 8,000 : : Positions : : 7,212 7,658 510 56 89 0 0 0 120 167 30 : : : : Changes from: December 29, 2020 : : -1,879 -1,333 424 -110 -304 0 0 0 0 -21 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 95.7 6.4 0.7 1.1 0.0 0.0 0.0 1.5 2.1 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : 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 22,328 : : Positions : : 15,220 19,722 286 1,063 769 0 0 0 5,758 525 227 : : : : Changes from: December 29, 2020 : : -6,052 -8,185 -1,086 371 -937 0 0 0 -258 427 -546 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 88.3 1.3 4.8 3.4 0.0 0.0 0.0 25.8 2.4 1.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 28 . . 6 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : 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 14,584 : : Positions : : 6,351 10,003 7,241 30 120 0 0 0 125 4,427 0 : : : : Changes from: December 29, 2020 : : -5,249 -3,032 1,679 -308 -2,151 -104 0 0 125 -202 -315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 68.6 49.7 0.2 0.8 0.0 0.0 0.0 0.9 30.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 15 6 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : 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 4,019 : : Positions : : 3,157 2,791 270 260 0 0 0 0 0 383 439 : : : : Changes from: December 29, 2020 : : -101 -366 -14 169 -105 0 0 0 0 59 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 69.4 6.7 6.5 0.0 0.0 0.0 0.0 0.0 9.5 10.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . 0 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : 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 5,885 : : Positions : : 4,317 5,277 400 6 165 0 0 0 819 305 106 : : : : Changes from: December 29, 2020 : : -3,081 -3,377 -721 -33 -75 0 0 0 1 -325 -111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 89.7 6.8 0.1 2.8 0.0 0.0 0.0 13.9 5.2 1.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 21 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : 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 376,528 : : Positions : : 113,423 220,250 75,344 265 12,124 34,591 30,204 27,668 23,871 13,232 46,543 : : : : Changes from: December 29, 2020 : : 11,316 8,053 -866 -880 -273 -2,925 2,960 1,730 2,027 -978 -99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 58.5 20.0 0.1 3.2 9.2 8.0 7.3 6.3 3.5 12.4 : : : : Number of Traders in Each Category Total Traders: 196 : : 58 67 25 . 21 34 27 38 22 12 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : 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 7,493 : : Positions : : 7,198 7,158 0 0 0 0 0 0 45 0 0 : : : : Changes from: December 29, 2020 : : -758 -705 0 0 0 0 0 0 -45 -40 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 95.5 0.0 0.0 0.0 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 17 18 0 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : 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 28,892 : : Positions : : 15,212 24,939 378 387 785 9,113 60 420 660 75 1,939 : : : : Changes from: December 29, 2020 : : -5,365 -6,195 -10 -357 -409 -652 60 -100 -364 -50 -657 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 86.3 1.3 1.3 2.7 31.5 0.2 1.5 2.3 0.3 6.7 : : : : Number of Traders in Each Category Total Traders: 87 : : 39 52 . . . 14 . . 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : 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-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV 1000 Barrels : CFTC Code #06739C Open Interest is 15,174 : : Positions : : 15,044 12,324 130 2,650 0 0 0 0 0 180 0 : : : : Changes from: December 29, 2020 : : 465 285 0 0 0 0 0 0 0 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.1 81.2 0.9 17.5 0.0 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 11 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : 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 594,164 : : Positions : : 247,533 148,539 3,820 135,788 81,633 15,086 18,617 27,542 80,347 41,381 125,465 : : : : Changes from: December 29, 2020 : : 10,999 7,798 10 1,554 3,872 3,115 -2,506 1,353 -1,135 6,051 3,627 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 25.0 0.6 22.9 13.7 2.5 3.1 4.6 13.5 7.0 21.1 : : : : Number of Traders in Each Category Total Traders: 101 : : 34 30 6 12 17 8 8 11 12 18 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : 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 45,002 : : Positions : : 41,367 22,113 2,010 21,207 75 0 0 0 0 0 0 : : : : Changes from: December 29, 2020 : : 1,525 1,425 0 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 49.1 4.5 47.1 0.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 20 . 7 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : 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 19,107 : : Positions : : 16,756 6,615 2,315 12,422 0 0 0 0 0 0 0 : : : : Changes from: December 29, 2020 : : 30 30 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 34.6 12.1 65.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . 7 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : 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 2,632,582 : : Positions : : 456,857 513,037 143,316 676,388 251,416 398,741 67,086 595,258 279,971 65,387 396,668 : : : : Changes from: December 29, 2020 : : 8,496 856 -3,667 11,476 15,807 12,730 14,858 8,353 11,947 5,284 25,174 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.4 19.5 5.4 25.7 9.6 15.1 2.5 22.6 10.6 2.5 15.1 : : : : Number of Traders in Each Category Total Traders: 361 : : 59 63 21 21 37 70 34 84 82 44 87 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : 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 116,762 : : Positions : : 57,507 51,230 0 2,602 1,322 6,817 9,793 38,135 0 1,349 12,295 : : : : Changes from: December 29, 2020 : : 891 12,954 0 175 1,322 6,817 -3,985 3,032 0 -1,391 1,703 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 43.9 0.0 2.2 1.1 5.8 8.4 32.7 0.0 1.2 10.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 0 . . . 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : 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 146,702 : : Positions : : 22,261 21,377 24,348 55,501 1,964 0 0 0 63,340 31,300 766 : : : : Changes from: December 29, 2020 : : -13,185 -8,946 -4,460 -10,552 -3,996 -367 0 0 -7,253 -5,192 -1,975 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.2 14.6 16.6 37.8 1.3 0.0 0.0 0.0 43.2 21.3 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 10 11 5 6 4 0 0 0 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : 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 89,159 : : Positions : : 38 6,115 3,441 36,170 22,330 0 0 0 45,590 0 9,851 : : : : Changes from: December 29, 2020 : : -7,038 -2,571 536 -8,834 -8,204 0 0 0 -3,141 0 -4,972 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 6.9 3.9 40.6 25.0 0.0 0.0 0.0 51.1 0.0 11.0 : : : : Number of Traders in Each Category Total Traders: 21 : : . . . 10 13 0 0 0 7 0 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : 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 173,262 : : Positions : : 14,920 40,836 50,469 829 15,497 4,466 7,984 11,909 14,519 36,568 52,828 : : : : Changes from: December 29, 2020 : : -637 -811 -8,724 659 245 435 180 -2,684 1,483 -7,655 5,034 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.6 23.6 29.1 0.5 8.9 2.6 4.6 6.9 8.4 21.1 30.5 : : : : Number of Traders in Each Category Total Traders: 57 : : 10 12 5 . 7 . 4 5 19 11 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : 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 130,538 : : Positions : : 102,787 80,545 0 33,778 0 6,210 0 0 8,580 0 0 : : : : Changes from: December 29, 2020 : : -1,402 -317 0 825 -135 0 0 0 1,980 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 61.7 0.0 25.9 0.0 4.8 0.0 0.0 6.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 0 5 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : 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 47,057 : : Positions : : 19,569 14,360 0 328 0 2,646 12,411 16,237 5,672 257 2,757 : : : : Changes from: December 29, 2020 : : 526 1,132 0 -242 0 -1,513 -458 793 1,228 -105 -108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 30.5 0.0 0.7 0.0 5.6 26.4 34.5 12.1 0.5 5.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 9 0 . 0 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : 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 417,400 : : Positions : : 151,139 277,187 47,012 14,901 9,640 83,553 10,647 48,058 32,860 22,139 26,628 : : : : Changes from: December 29, 2020 : : 165 5,301 1,291 100 462 1,252 -705 573 702 -2,297 -2,688 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 66.4 11.3 3.6 2.3 20.0 2.6 11.5 7.9 5.3 6.4 : : : : Number of Traders in Each Category Total Traders: 249 : : 73 85 15 8 15 70 17 47 22 20 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2021 : 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 20,811 : : Positions : : 14,636 19,561 889 375 60 2,960 0 225 1,826 520 0 : : : : Changes from: December 29, 2020 : : -2,628 -2,142 -100 -25 -100 630 0 -20 -75 -70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 94.0 4.3 1.8 0.3 14.2 0.0 1.1 8.8 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 15 . . . . 0 . 4 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 08, 2021