Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 56,544 : : Positions : : 40,658 46,381 2,288 2,140 2,374 0 1,300 0 8,279 1,632 2,423 : : : : Changes from: November 22, 2016 : : 12 1,171 -132 0 292 0 -225 0 1,279 -439 239 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 82.0 4.0 3.8 4.2 0.0 2.3 0.0 14.6 2.9 4.3 : : : : Number of Traders in Each Category Total Traders: 63 : : 30 35 6 5 6 0 . 0 9 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 7,179 : : Positions : : 5,525 6,535 1,410 400 244 0 0 0 0 0 0 : : : : Changes from: November 22, 2016 : : 88 88 0 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 91.0 19.6 5.6 3.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 11,909 : : Positions : : 8,962 9,152 46 216 811 0 0 80 504 306 946 : : : : Changes from: November 22, 2016 : : 652 646 0 30 0 0 0 -115 30 10 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 76.8 0.4 1.8 6.8 0.0 0.0 0.7 4.2 2.6 7.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 29 28 . 4 6 0 0 . 8 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 13,269 : : Positions : : 9,081 10,821 548 0 684 0 0 0 1,497 334 1,020 : : : : Changes from: November 22, 2016 : : 466 697 30 0 42 0 0 0 269 30 138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 81.6 4.1 0.0 5.2 0.0 0.0 0.0 11.3 2.5 7.7 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 35 6 0 6 0 0 0 5 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165R Open Interest is 1,469 : : Positions : : 1,096 1,319 25 50 0 0 0 0 310 64 0 : : : : Changes from: November 22, 2016 : : 0 19 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 89.8 1.7 3.4 0.0 0.0 0.0 0.0 21.1 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 . . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 9,521 : : Positions : : 7,941 4,080 564 2,841 199 0 0 0 175 1,870 118 : : : : Changes from: November 22, 2016 : : 992 932 0 95 0 0 0 0 0 10 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 42.9 5.9 29.8 2.1 0.0 0.0 0.0 1.8 19.6 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 19 . . . 0 0 0 . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 BALMOSWP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A18 Open Interest is 1,376 : : Positions : : 765 125 68 0 0 0 0 0 463 1,161 45 : : : : Changes from: November 22, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 9.1 4.9 0.0 0.0 0.0 0.0 0.0 33.6 84.4 3.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 . . 0 0 0 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A19 Open Interest is 2,162 : : Positions : : 1,415 1,206 200 77 0 0 0 0 248 467 215 : : : : Changes from: November 22, 2016 : : 32 92 20 0 -20 0 0 0 125 165 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 55.8 9.3 3.6 0.0 0.0 0.0 0.0 11.5 21.6 9.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 13 . . 0 0 0 0 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 23,271 : : Positions : : 16,759 14,476 2,890 1,128 2,490 0 0 0 245 4,331 825 : : : : Changes from: November 22, 2016 : : -34 -14 39 -111 111 0 0 0 -10 120 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 62.2 12.4 4.8 10.7 0.0 0.0 0.0 1.1 18.6 3.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 15 6 . 4 0 0 0 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 7,049 : : Positions : : 4,780 3,108 26 1,206 79 0 0 0 1,104 1,967 387 : : : : Changes from: November 22, 2016 : : 476 294 0 25 0 0 0 0 181 268 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 44.1 0.4 17.1 1.1 0.0 0.0 0.0 15.7 27.9 5.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 22 23 . 6 . 0 0 0 9 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 6,722 : : Positions : : 5,120 5,127 396 0 200 0 0 0 45 939 240 : : : : Changes from: November 22, 2016 : : 293 398 60 0 30 0 0 0 25 4 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 76.3 5.9 0.0 3.0 0.0 0.0 0.0 0.7 14.0 3.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 18 . 0 . 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 412,482 : : Positions : : 91,109 222,354 89,228 956 18,144 30,992 21,655 35,920 46,251 22,338 59,347 : : : : Changes from: November 22, 2016 : : -1,674 450 -2,934 327 -5,690 -552 -6,530 -3,331 -319 1,216 -8,960 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.1 53.9 21.6 0.2 4.4 7.5 5.3 8.7 11.2 5.4 14.4 : : : : Number of Traders in Each Category Total Traders: 194 : : 63 75 21 . 18 27 20 32 16 27 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 52,341 : : Positions : : 37,527 42,571 6,178 1,885 1,326 0 0 0 0 1,175 0 : : : : Changes from: November 22, 2016 : : 2,611 2,684 86 75 -76 0 0 0 0 150 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 81.3 11.8 3.6 2.5 0.0 0.0 0.0 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 25 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 5,462 : : Positions : : 352 3,383 700 105 295 1,246 199 577 1,594 390 320 : : : : Changes from: November 22, 2016 : : -88 -107 0 0 0 27 -60 -14 -97 7 -77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.4 61.9 12.8 1.9 5.4 22.8 3.6 10.6 29.2 7.1 5.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 6 11 . . . 10 . . 6 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 63,191 : : Positions : : 39,164 41,381 911 3,260 1,572 7,275 0 3,780 1,592 4,182 8,551 : : : : Changes from: November 22, 2016 : : -508 -235 -7 124 -21 336 0 160 454 352 -71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 65.5 1.4 5.2 2.5 11.5 0.0 6.0 2.5 6.6 13.5 : : : : Number of Traders in Each Category Total Traders: 105 : : 49 64 . . 5 9 0 5 10 12 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 4,346 : : Positions : : 2,484 2,423 83 125 10 0 116 34 740 1,028 454 : : : : Changes from: November 22, 2016 : : 114 122 0 -13 0 0 0 0 103 142 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 55.8 1.9 2.9 0.2 0.0 2.7 0.8 17.0 23.7 10.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 20 . . . 0 . . 6 9 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 729,894 : : Positions : : 224,335 203,155 11,910 63,465 143,547 28,823 28,232 62,577 39,296 7,855 206,481 : : : : Changes from: November 22, 2016 : : 773 -1,291 847 -1,065 -1,450 -4,445 -1,264 -51 -471 -98 13,679 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 27.8 1.6 8.7 19.7 3.9 3.9 8.6 5.4 1.1 28.3 : : : : Number of Traders in Each Category Total Traders: 137 : : 40 42 6 12 17 13 14 20 25 14 40 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 2,685,652 : : Positions : : 345,312 613,335 183,063 286,798 432,051 335,219 146,133 435,449 232,506 72,935 592,472 : : : : Changes from: November 22, 2016 : : 21,931 25,629 -23,091 1,762 1,226 -16,337 -17,100 17,656 4,576 -7,589 36,859 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.9 22.8 6.8 10.7 16.1 12.5 5.4 16.2 8.7 2.7 22.1 : : : : Number of Traders in Each Category Total Traders: 462 : : 57 74 22 20 41 71 51 90 131 67 152 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 229,103 : : Positions : : 96,528 125,414 1,407 917 6,489 52,659 20,278 64,989 1,055 4,326 4,802 : : : : Changes from: November 22, 2016 : : -144 626 171 142 26 -657 678 1,919 -368 -2,400 1,434 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 54.7 0.6 0.4 2.8 23.0 8.9 28.4 0.5 1.9 2.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 116,542 : : Positions : : 17,855 10,208 16,465 34,163 2,129 3,840 0 0 51,908 17,263 2,904 : : : : Changes from: November 22, 2016 : : 591 1,019 6,638 -4,569 239 0 0 0 -356 1,266 246 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 8.8 14.1 29.3 1.8 3.3 0.0 0.0 44.5 14.8 2.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 4 4 . 4 5 . 0 0 5 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 86,861 : : Positions : : 6,203 9,449 14,666 30,794 24,051 38 0 96 24,336 0 11,639 : : : : Changes from: November 22, 2016 : : 53 1,455 854 2,273 -315 -1 0 20 2,485 0 556 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.1 10.9 16.9 35.5 27.7 0.0 0.0 0.1 28.0 0.0 13.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 4 5 7 9 16 . 0 . 9 0 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 127,851 : : Positions : : 17,609 12,138 13,118 2,740 16,240 2,670 61 2,397 18,862 42,087 43,077 : : : : Changes from: November 22, 2016 : : 476 169 -468 -525 1,950 -51 -19 -586 -678 -304 -3,017 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 9.5 10.3 2.1 12.7 2.1 0.0 1.9 14.8 32.9 33.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 11 10 5 . 6 . . . 15 12 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 144,688 : : Positions : : 24,549 71,942 0 20,090 4,545 81,204 9,105 28,853 26 4,003 5,260 : : : : Changes from: November 22, 2016 : : 758 1,778 0 916 1,309 4,755 1,571 -408 26 611 -389 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.0 49.7 0.0 13.9 3.1 56.1 6.3 19.9 0.0 2.8 3.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 8 12 0 4 4 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067A49 Open Interest is 10,790 : : Positions : : 8,695 8,373 1,208 1,770 572 0 0 0 315 0 0 : : : : Changes from: November 22, 2016 : : 0 360 360 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 77.6 11.2 16.4 5.3 0.0 0.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 8 . 6 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 367,083 : : Positions : : 106,982 216,564 54,373 3,763 13,518 51,220 29,134 37,214 55,724 22,211 26,969 : : : : Changes from: November 22, 2016 : : -11,828 -6,289 1,595 539 -2,368 2,344 -2,729 -5,686 -1,582 354 -7,806 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 59.0 14.8 1.0 3.7 14.0 7.9 10.1 15.2 6.1 7.3 : : : : Number of Traders in Each Category Total Traders: 255 : : 69 89 17 5 15 54 33 38 25 25 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 13,620 : : Positions : : 7,453 9,318 1,498 255 122 350 0 0 2,134 871 355 : : : : Changes from: November 22, 2016 : : 534 380 0 100 0 0 0 0 100 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 68.4 11.0 1.9 0.9 2.6 0.0 0.0 15.7 6.4 2.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 . . . . 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE (1000 U.S. Barrels) : CFTC Code #111A11 Open Interest is 21,404 : : Positions : : 9,872 11,708 724 225 275 0 0 0 2,014 23 7,573 : : : : Changes from: November 22, 2016 : : 570 695 0 -50 50 0 0 0 175 0 458 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 54.7 3.4 1.1 1.3 0.0 0.0 0.0 9.4 0.1 35.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 15 . . . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 14,056 : : Positions : : 12,716 11,941 380 1,275 0 0 0 0 0 0 0 : : : : Changes from: November 22, 2016 : : 250 450 0 0 0 0 0 0 -40 0 -230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 85.0 2.7 9.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 21 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #111A41 Open Interest is 22,991 : : Positions : : 14,508 13,357 1,122 175 270 0 3,072 81 2,864 1,737 543 : : : : Changes from: November 22, 2016 : : 2,648 525 0 50 0 0 375 0 130 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 58.1 4.9 0.8 1.2 0.0 13.4 0.4 12.5 7.6 2.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . . . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #111A47 Open Interest is 10,038 : : Positions : : 4,875 5,893 216 0 220 1,100 183 0 780 471 957 : : : : Changes from: November 22, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 58.7 2.2 0.0 2.2 11.0 1.8 0.0 7.8 4.7 9.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . 0 . . . 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 35,820 : : Positions : : 22,689 35,173 9,877 0 60 0 0 0 2,413 83 464 : : : : Changes from: November 22, 2016 : : 475 850 255 0 60 0 0 0 -30 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 98.2 27.6 0.0 0.2 0.0 0.0 0.0 6.7 0.2 1.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 16 7 0 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 3,785 : : Positions : : 1,590 945 425 350 1,350 0 0 0 0 720 395 : : : : Changes from: November 22, 2016 : : 120 120 0 -25 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 25.0 11.2 9.2 35.7 0.0 0.0 0.0 0.0 19.0 10.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 6 5 . . 0 0 0 0 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 5,272 : : Positions : : 1,535 4,019 2,010 50 120 0 0 0 1,549 1,033 50 : : : : Changes from: November 22, 2016 : : 200 250 0 0 0 0 0 0 0 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 76.2 38.1 0.9 2.3 0.0 0.0 0.0 29.4 19.6 0.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 7 10 4 . . 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 19,666 : : Positions : : 9,968 8,152 2,566 2,312 3,919 70 0 0 827 4,106 947 : : : : Changes from: November 22, 2016 : : 40 -117 0 -19 19 0 0 0 -226 -50 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 41.5 13.0 11.8 19.9 0.4 0.0 0.0 4.2 20.9 4.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 18 17 6 6 9 . 0 0 5 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE 1,000 BARREL : CFTC Code #86565G Open Interest is 5,448 : : Positions : : 2,771 2,266 1,293 2 353 0 0 0 191 2,184 130 : : : : Changes from: November 22, 2016 : : -58 117 32 2 19 0 0 0 65 -53 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 41.6 23.7 0.0 6.5 0.0 0.0 0.0 3.5 40.1 2.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 15 7 . 8 0 0 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565N Open Interest is 3,812 : : Positions : : 2,517 1,775 480 620 70 0 0 0 90 892 335 : : : : Changes from: November 22, 2016 : : 55 -35 0 0 0 0 0 0 0 90 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 46.6 12.6 16.3 1.8 0.0 0.0 0.0 2.4 23.4 8.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 7 . . . 0 0 0 . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 11,410 : : Positions : : 8,538 5,544 122 1,115 484 650 0 0 703 3,500 713 : : : : Changes from: November 22, 2016 : : 289 683 0 -88 45 100 0 0 55 -128 61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 48.6 1.1 9.8 4.2 5.7 0.0 0.0 6.2 30.7 6.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 24 25 . 5 . . 0 0 5 9 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 2,156 : : Positions : : 453 1,040 128 50 40 0 0 0 1,045 493 394 : : : : Changes from: November 22, 2016 : : -50 170 -10 0 0 0 0 0 225 15 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 48.2 5.9 2.3 1.9 0.0 0.0 0.0 48.5 22.9 18.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 9 17 . . . 0 0 0 10 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 23,855 : : Positions : : 10,302 10,102 966 874 751 0 0 0 1,842 4,574 4,501 : : : : Changes from: November 22, 2016 : : -24 -175 0 42 0 0 0 0 0 210 226 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 42.3 4.0 3.7 3.1 0.0 0.0 0.0 7.7 19.2 18.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . 0 0 0 . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated December 2, 2016