Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 46,725 : : Positions : : 32,782 39,479 2,537 590 1,079 0 45 0 5,635 738 4,675 : : : : Changes from: December 26, 2017 : : 1,663 1,804 303 -10 5 0 45 0 68 132 405 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 84.5 5.4 1.3 2.3 0.0 0.1 0.0 12.1 1.6 10.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 28 35 5 4 6 0 . 0 8 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 10,480 : : Positions : : 7,933 7,869 63 338 720 0 0 126 578 490 508 : : : : Changes from: December 26, 2017 : : 26 31 -5 0 5 0 0 0 4 -5 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 75.1 0.6 3.2 6.9 0.0 0.0 1.2 5.5 4.7 4.8 : : : : Number of Traders in Each Category Total Traders: 46 : : 28 29 . . 5 0 0 . 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 10,631 : : Positions : : 7,798 8,712 71 291 662 0 0 0 1,089 169 582 : : : : Changes from: December 26, 2017 : : 197 268 15 -10 41 0 0 0 11 -3 71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 81.9 0.7 2.7 6.2 0.0 0.0 0.0 10.2 1.6 5.5 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 34 . 5 7 0 0 0 8 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A17 Open Interest is 4,667 : : Positions : : 3,420 995 81 369 57 0 0 0 80 2,298 219 : : : : Changes from: December 26, 2017 : : 60 50 0 0 0 0 0 0 -10 -6 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 21.3 1.7 7.9 1.2 0.0 0.0 0.0 1.7 49.2 4.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 13 . . . 0 0 0 . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 20,693 : : Positions : : 13,818 11,668 4,841 83 983 0 0 0 5 7,106 804 : : : : Changes from: December 26, 2017 : : 110 -220 -150 0 170 0 0 0 0 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 56.4 23.4 0.4 4.8 0.0 0.0 0.0 0.0 34.3 3.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 17 5 . . 0 0 0 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A35 Open Interest is 8,565 : : Positions : : 6,512 2,433 0 1,196 102 0 0 0 1,196 4,240 120 : : : : Changes from: December 26, 2017 : : 329 136 0 23 -6 0 0 0 14 164 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 28.4 0.0 14.0 1.2 0.0 0.0 0.0 14.0 49.5 1.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 18 15 0 6 5 0 0 0 11 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE 1000 metric tons : CFTC Code #021A56 Open Interest is 7,272 : : Positions : : 5,044 5,605 433 0 189 730 0 0 0 735 277 : : : : Changes from: December 26, 2017 : : 0 0 8 0 189 0 0 0 0 -29 144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 77.1 6.0 0.0 2.6 10.0 0.0 0.0 0.0 10.1 3.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . 0 . . 0 0 0 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 472,701 : : Positions : : 79,029 237,334 67,242 3,387 20,797 101,693 10,178 44,436 39,177 64,175 62,049 : : : : Changes from: December 26, 2017 : : -5,098 3,232 -920 120 -4,275 8,193 -1,498 21 784 4,427 -2,091 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.7 50.2 14.2 0.7 4.4 21.5 2.2 9.4 8.3 13.6 13.1 : : : : Number of Traders in Each Category Total Traders: 212 : : 54 74 17 . 16 55 8 38 20 26 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 40,636 : : Positions : : 24,877 30,577 2,201 1,822 225 0 0 0 0 178 860 : : : : Changes from: December 26, 2017 : : 650 3,333 75 -75 0 0 0 0 0 -225 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 75.2 5.4 4.5 0.6 0.0 0.0 0.0 0.0 0.4 2.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 13 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 2,596 : : Positions : : 1,453 616 0 0 0 379 772 106 93 457 187 : : : : Changes from: December 26, 2017 : : 30 -82 0 0 0 -1 -32 -45 -10 -3 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 23.7 0.0 0.0 0.0 14.6 29.7 4.1 3.6 17.6 7.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 7 0 0 0 4 6 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 SWAP - NEW YORK MERCANTILE EXCHANGE (100 CUBIC METERS) : CFTC Code #025608 Open Interest is 5,415 : : Positions : : 4,615 4,795 0 110 0 0 0 0 535 115 145 : : : : Changes from: December 26, 2017 : : -410 -498 0 -28 0 0 0 0 -80 5 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 88.6 0.0 2.0 0.0 0.0 0.0 0.0 9.9 2.1 2.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 14 0 . 0 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 50,758 : : Positions : : 29,827 37,280 1,999 0 1,855 5,777 895 749 2,527 2,178 7,493 : : : : Changes from: December 26, 2017 : : -7,396 -10,689 -1,227 -65 242 -20 -4 76 -2,425 -276 -508 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 73.4 3.9 0.0 3.7 11.4 1.8 1.5 5.0 4.3 14.8 : : : : Number of Traders in Each Category Total Traders: 97 : : 49 50 5 0 5 6 5 4 10 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,801 : : Positions : : 1,314 1,820 59 45 83 0 0 0 646 111 184 : : : : Changes from: December 26, 2017 : : 46 26 59 25 57 0 0 0 6 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 65.0 2.1 1.6 3.0 0.0 0.0 0.0 23.1 4.0 6.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . . . 0 0 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 NWE Swap - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #03265J Open Interest is 1,878 : : Positions : : 793 815 0 80 75 0 0 58 578 390 161 : : : : Changes from: December 26, 2017 : : -1,051 -1,114 -87 13 15 -10 0 0 83 87 -382 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 43.4 0.0 4.3 4.0 0.0 0.0 3.1 30.8 20.8 8.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 10 0 . . 0 0 . 5 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 776,642 : : Positions : : 238,135 173,854 13,776 138,159 132,001 73,605 14,656 47,687 36,753 39,940 217,242 : : : : Changes from: December 26, 2017 : : -4,090 -230 874 4,858 1,960 7,497 -2,588 -2,647 2,991 2,033 11,336 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 22.4 1.8 17.8 17.0 9.5 1.9 6.1 4.7 5.1 28.0 : : : : Number of Traders in Each Category Total Traders: 160 : : 49 46 7 11 18 17 9 16 19 42 53 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 3,174,912 : : Positions : : 524,575 551,178 161,064 825,510 388,157 436,115 39,734 568,052 329,704 55,237 646,340 : : : : Changes from: December 26, 2017 : : 15,722 9,955 -957 8,985 10,590 -17,356 -1,764 -1,415 5,274 -2,119 33,278 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.5 17.4 5.1 26.0 12.2 13.7 1.3 17.9 10.4 1.7 20.4 : : : : Number of Traders in Each Category Total Traders: 470 : : 61 70 16 30 42 81 36 83 110 90 175 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 103,516 : : Positions : : 42,036 37,484 0 16,934 1,108 18,092 784 28,041 1,297 6,335 12,827 : : : : Changes from: December 26, 2017 : : -443 590 -33 -786 -58 -323 37 -1,309 59 -568 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 36.2 0.0 16.4 1.1 17.5 0.8 27.1 1.3 6.1 12.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 10 12 0 4 4 . 4 . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 145,050 : : Positions : : 22,799 17,416 32,258 38,903 6,430 0 0 0 57,674 26,241 778 : : : : Changes from: December 26, 2017 : : -1,274 -2,884 -5,317 -66 -2,554 0 0 0 -2,481 -2,632 -1,190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.7 12.0 22.2 26.8 4.4 0.0 0.0 0.0 39.8 18.1 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 6 9 . 5 5 0 0 0 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 12,479 : : Positions : : 0 0 714 1,819 3,296 185 485 946 1,461 173 3,942 : : : : Changes from: December 26, 2017 : : 0 0 65 57 1 -47 -6 8 32 5 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 0.0 5.7 14.6 26.4 1.5 3.9 7.6 11.7 1.4 31.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 0 0 5 4 6 . 5 4 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 133,619 : : Positions : : 10,908 6,213 30,000 77,026 15,035 3,520 0 559 43,961 0 15,431 : : : : Changes from: December 26, 2017 : : -2,052 -347 613 829 -1,912 3,520 0 559 -2,994 0 -2,506 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.2 4.6 22.5 57.6 11.3 2.6 0.0 0.4 32.9 0.0 11.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 4 5 . 11 13 . 0 . 8 0 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 192,178 : : Positions : : 34,955 34,480 25,480 49 8,154 3,234 23,225 4,967 53,844 64,414 49,348 : : : : Changes from: December 26, 2017 : : -673 -2,494 -1,588 -21 -2,818 -974 -2,661 162 -745 1,741 -3,872 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 17.9 13.3 0.0 4.2 1.7 12.1 2.6 28.0 33.5 25.7 : : : : Number of Traders in Each Category Total Traders: 66 : : 10 9 5 . 7 5 . 5 19 20 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 61,679 : : Positions : : 41,050 12,352 595 952 3,536 2,709 26,490 4,783 3,213 7,800 5,548 : : : : Changes from: December 26, 2017 : : -2,847 -2,172 95 -657 66 -652 289 -873 -264 -1,135 -474 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 20.0 1.0 1.5 5.7 4.4 42.9 7.8 5.2 12.6 9.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 12 11 . 5 5 4 . 4 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 62,685 : : Positions : : 13,410 19,931 0 6,195 875 14,832 12,273 12,055 11,123 681 9,970 : : : : Changes from: December 26, 2017 : : 505 39 0 -1,003 -55 -2,102 -229 999 -116 -473 889 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.4 31.8 0.0 9.9 1.4 23.7 19.6 19.2 17.7 1.1 15.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 7 0 . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 23,683 : : Positions : : 17,278 8,700 650 13,323 690 3,777 0 0 1,045 925 45 : : : : Changes from: December 26, 2017 : : 90 180 0 -90 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 36.7 2.7 56.3 2.9 15.9 0.0 0.0 4.4 3.9 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 15 14 . 6 4 5 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 388,168 : : Positions : : 72,850 203,675 48,143 10,217 16,622 98,074 16,705 42,820 57,912 53,671 28,115 : : : : Changes from: December 26, 2017 : : -8,034 -5,901 1,059 -30 -2,286 4,899 2,980 -2,080 325 763 -2,439 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.8 52.5 12.4 2.6 4.3 25.3 4.3 11.0 14.9 13.8 7.2 : : : : Number of Traders in Each Category Total Traders: 277 : : 57 87 17 11 22 62 26 48 41 24 42 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 27,391 : : Positions : : 15,372 26,424 8,244 305 0 0 0 0 3,581 590 72 : : : : Changes from: December 26, 2017 : : 1,645 2,435 590 0 0 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 96.5 30.1 1.1 0.0 0.0 0.0 0.0 13.1 2.2 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 15 15 8 . 0 0 0 0 8 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 1,245 : : Positions : : 300 550 760 125 50 0 0 0 100 495 25 : : : : Changes from: December 26, 2017 : : 50 0 -50 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.1 44.2 61.0 10.0 4.0 0.0 0.0 0.0 8.0 39.8 2.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 4 6 4 . . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 12,584 : : Positions : : 3,786 7,667 5,952 420 1,977 0 744 0 130 1,017 255 : : : : Changes from: December 26, 2017 : : -425 276 890 28 -708 0 -750 0 -713 363 -297 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 60.9 47.3 3.3 15.7 0.0 5.9 0.0 1.0 8.1 2.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 9 12 7 . 4 0 . 0 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : 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 SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 10,156 : : Positions : : 6,992 4,378 198 643 383 0 60 105 626 3,018 1,438 : : : : Changes from: December 26, 2017 : : -869 -366 124 32 0 0 0 0 -784 -1,174 -91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 43.1 1.9 6.3 3.8 0.0 0.6 1.0 6.2 29.7 14.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 15 . . . 0 . . 4 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE (100 METRIC TONS) : CFTC Code #86665E Open Interest is 1,899 : : Positions : : 670 754 233 40 60 0 0 0 491 805 90 : : : : Changes from: December 26, 2017 : : 178 178 100 0 30 0 0 0 90 265 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 39.7 12.3 2.1 3.2 0.0 0.0 0.0 25.9 42.4 4.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 8 8 . . . 0 0 0 6 6 4 : ----------------------------------------------------------------------------------------------------------------
Updated January 5, 2018