GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,506 COMMITMENTS 3,333 1,150 430 12,688 14,628 16,451 16,208 55 298 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -105) 332 20 -290 -157 -71 -115 -341 10 236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 7.0 2.6 76.9 88.6 99.7 98.2 0.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 1 2 25 30 31 33 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,943 COMMITMENTS 320 1,188 467 7,881 7,252 8,668 8,907 275 36 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -26) 0 -134 0 -56 78 -56 -56 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 13.3 5.2 88.1 81.1 96.9 99.6 3.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 3 18 18 22 21 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 419,696 COMMITMENTS 47,376 67,292 123,616 205,025 194,017 376,017 384,924 43,679 34,771 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 11,268) -8,149 5,224 9,408 10,458 -7,363 11,717 7,269 -449 3,998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 16.0 29.5 48.9 46.2 89.6 91.7 10.4 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 48 50 79 87 92 181 184 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 44,713 COMMITMENTS 0 4,577 0 32,545 34,983 32,545 39,560 12,168 5,153 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 2,590) -185 -450 -405 1,984 2,483 1,394 1,628 1,196 962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.2 0.0 72.8 78.2 72.8 88.5 27.2 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 20 21 20 22 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,486,419 COMMITMENTS 280,514 543,048 452,829 673,718 454,991 1407062 1450868 79,358 35,551 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -65,913) 3,947 14,363 -69,278 8,788 -8,018 -56,544 -62,933 -9,369 -2,979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 36.5 30.5 45.3 30.6 94.7 97.6 5.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353) 128 121 140 86 65 299 256 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 480,175 COMMITMENTS 48,513 16,735 137,267 286,438 320,864 472,218 474,866 7,957 5,309 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -77,098) -8,299 -5,525 -38,471 -27,830 -31,945 -74,599 -75,940 -2,499 -1,158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 3.5 28.6 59.7 66.8 98.3 98.9 1.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 41 27 53 58 49 122 106 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 326,140 COMMITMENTS 30,273 62,264 46,198 229,557 199,114 306,028 307,576 20,112 18,564 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 8,608) -2,351 570 6,692 2,145 -1,736 6,486 5,526 2,121 3,081 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 19.1 14.2 70.4 61.1 93.8 94.3 6.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 18 13 23 49 45 80 69 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 115,939 COMMITMENTS 22,692 34,067 20,153 67,357 55,717 110,202 109,937 5,737 6,002 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 17,838) 8,169 9,767 5,579 8,378 4,712 22,126 20,058 -4,288 -2,220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 29.4 17.4 58.1 48.1 95.1 94.8 4.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 13 13 21 28 28 51 52 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 174,097 COMMITMENTS 28,615 25,971 124,744 20,570 23,159 173,929 173,874 167 222 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -751) 1,560 -781 -898 -1,442 875 -780 -804 29 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 14.9 71.7 11.8 13.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 11 8 14 8 9 26 24 HENRY HUB - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 786,086 COMMITMENTS 177,369 7,576 22,013 558,473 740,025 757,855 769,614 28,231 16,472 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 8,748) -6,356 864 353 15,514 8,431 9,511 9,648 -763 -900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 1.0 2.8 71.0 94.1 96.4 97.9 3.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 4 8 35 34 45 42 HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 127,832 COMMITMENTS 7,348 5,686 7,446 98,766 107,940 113,560 121,072 14,272 6,760 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 4,482) 2,565 1,372 -662 2,340 3,690 4,243 4,400 239 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 4.4 5.8 77.3 84.4 88.8 94.7 11.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 5 9 24 23 33 34 COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 21,441 COMMITMENTS 1,262 4,795 2,287 16,870 13,306 20,419 20,388 1,022 1,053 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 417) 20 -256 211 140 465 371 420 46 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 22.4 10.7 78.7 62.1 95.2 95.1 4.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 5 7 17 19 24 28 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE Code-025608 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (100 CUBIC METERS) OPEN INTEREST: 7,427 COMMITMENTS 90 505 90 7,130 6,693 7,310 7,288 117 139 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 164) 0 8 0 164 156 164 164 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 6.8 1.2 96.0 90.1 98.4 98.1 1.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 1 15 16 16 20 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE Code-025651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 37,398 COMMITMENTS 9,724 97 4,493 22,891 32,661 37,108 37,251 289 147 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 3,594) 87 20 231 3,267 3,342 3,585 3,594 9 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 0.3 12.0 61.2 87.3 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 16 4 14 46 58 67 73 Mini Eur Naphtha CIF NEW - NEW YORK MERCANTILE EXCHANGE Code-03265J OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 2,094 COMMITMENTS 75 247 45 1,716 1,471 1,836 1,763 258 331 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 154) 0 -20 30 115 111 145 121 9 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 11.8 2.1 81.9 70.2 87.7 84.2 12.3 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 4 3 17 14 21 19 ARGUS PROPANE SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE Code-06665A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,806 COMMITMENTS 326 0 65 882 1,249 1,273 1,314 533 492 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 73) 9 0 0 13 -36 22 -36 51 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 0.0 3.6 48.8 69.2 70.5 72.8 29.5 27.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 2 14 13 18 15 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE Code-06665B OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,696 COMMITMENTS 165 376 130 3,635 3,444 3,930 3,950 766 746 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 81) 7 -1 -40 29 56 -4 15 85 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 8.0 2.8 77.4 73.3 83.7 84.1 16.3 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 5 22 23 28 28 PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE Code-06665G OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 61,147 COMMITMENTS 4,024 127 125 56,982 60,519 61,131 60,771 16 376 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 2,182) -140 28 0 2,540 2,112 2,400 2,140 -218 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 0.2 0.2 93.2 99.0 100.0 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 4 3 3 39 42 45 47 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 131,544 COMMITMENTS 7,188 3,328 2,857 120,697 124,913 130,742 131,098 802 446 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 3,607) -129 548 417 3,319 2,642 3,607 3,607 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 2.5 2.2 91.8 95.0 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 14 11 12 78 73 97 91 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 41,863 COMMITMENTS 4,446 1,190 0 37,321 40,537 41,767 41,727 96 136 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 359) 0 20 0 284 309 284 329 75 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 2.8 0.0 89.2 96.8 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 5 0 32 36 35 41 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,734 COMMITMENTS 3,163 538 732 49,368 51,939 53,263 53,209 471 525 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 2,558) 240 -51 40 2,666 2,484 2,946 2,473 -388 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 1.0 1.4 91.9 96.7 99.1 99.0 0.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 12 4 6 51 53 66 60 MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665R OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,998 COMMITMENTS 1,000 162 99 17,682 17,883 18,781 18,144 217 854 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 202) 0 35 -20 222 93 202 108 0 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 0.9 0.5 93.1 94.1 98.9 95.5 1.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 3 2 28 27 31 31 MT BELV ISO-BUTANE 5 DEC - NEW YORK MERCANTILE EXCHANGE Code-06665S OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,416 COMMITMENTS 40 0 30 5,503 5,882 5,573 5,912 843 504 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.5 85.8 91.7 86.9 92.1 13.1 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 10 13 11 14 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,714 COMMITMENTS 581 90 749 14,536 15,658 15,866 16,497 848 217 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 874) -14 15 169 719 705 874 889 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 0.5 4.5 87.0 93.7 94.9 98.7 5.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 1 3 32 27 37 30 MT BELVIEU LDH PROPANE BALMO - NEW YORK MERCANTILE EXCHANGE Code-06665W OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 3,408 COMMITMENTS 0 0 0 3,352 3,333 3,352 3,333 56 75 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 126) 0 0 0 125 121 125 121 1 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.4 97.8 98.4 97.8 1.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 15 15 15 15 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,705,863 COMMITMENTS 564,913 94,205 1139205 899,341 1400420 2603459 2633829 102,405 72,034 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 84,206) -26,599 31,116 78,785 22,612 -35,018 74,799 74,882 9,407 9,324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 3.5 42.1 33.2 51.8 96.2 97.3 3.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405) 168 103 200 102 112 352 344 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 105,983 COMMITMENTS 7,897 15,233 43,190 54,145 47,560 105,233 105,983 750 0 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 20,486) 999 12,040 5,242 14,146 3,203 20,387 20,486 99 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 14.4 40.8 51.1 44.9 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 2 5 15 15 21 21 WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 174,238 COMMITMENTS 54,578 32,530 3,876 99,379 105,163 157,833 141,569 16,405 32,669 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 2,426) 1,163 -618 75 870 4,644 2,108 4,101 318 -1,675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 18.7 2.2 57.0 60.4 90.6 81.3 9.4 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 6 5 14 22 21 30 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 113,340 COMMITMENTS 37,637 30 16,455 55,602 90,210 109,694 106,696 3,646 6,645 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 17,253) 2,573 -57 4,556 9,917 12,009 17,046 16,508 207 745 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.2 0.0 14.5 49.1 79.6 96.8 94.1 3.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 10 1 11 21 20 32 31 WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE Code-06765L OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 160,674 COMMITMENTS 3,630 101,184 3,850 144,623 36,186 152,103 141,220 8,571 19,454 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,326) -1,770 -212 -122 4,448 -815 2,556 -1,149 -1,230 2,475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 63.0 2.4 90.0 22.5 94.7 87.9 5.3 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 7 3 17 9 21 16 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 263,784 COMMITMENTS 46,906 101,834 72,811 132,156 80,078 251,873 254,722 11,911 9,061 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 8,510) -2,171 -6,175 10,342 -1,115 3,409 7,057 7,575 1,453 934 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 38.6 27.6 50.1 30.4 95.5 96.6 4.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 25 20 39 23 24 65 66 WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,399 COMMITMENTS 485 7,035 11,423 20,759 13,705 32,666 32,163 733 1,236 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 517) 44 -524 161 187 201 393 -161 125 678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 21.1 34.2 62.2 41.0 97.8 96.3 2.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 4 4 18 14 25 19 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE Code-0676A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 159,963 COMMITMENTS 1,345 2,485 750 131,946 130,702 134,041 133,937 25,922 26,026 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -5,615) 40 50 30 -9,201 -4,114 -9,131 -4,034 3,516 -1,581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 1.6 0.5 82.5 81.7 83.8 83.7 16.2 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 16 20 17 22 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE Code-067A75 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 U.S. BARRELS) OPEN INTEREST: 6,241 COMMITMENTS 0 75 0 5,760 5,890 5,760 5,965 481 276 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -772) 0 -80 0 -852 -693 -852 -773 80 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.2 0.0 92.3 94.4 92.3 95.6 7.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 17 17 17 18 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,390 COMMITMENTS 12,177 5,171 4,570 5,335 12,633 22,082 22,374 2,308 2,016 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -2,631) -3,247 -320 154 476 -1,999 -2,616 -2,165 -16 -466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.9 21.2 18.7 21.9 51.8 90.5 91.7 9.5 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 68 44 27 27 33 108 95 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 108,540 COMMITMENTS 77,858 8,552 4,864 15,246 92,317 97,969 105,734 10,571 2,806 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -271) -302 -449 596 156 -714 450 -567 -722 296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.7 7.9 4.5 14.0 85.1 90.3 97.4 9.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 164 36 30 37 50 212 106 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 401,087 COMMITMENTS 146,204 40,634 69,128 165,025 275,200 380,357 384,963 20,730 16,124 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -41,569) -25,385 -1,956 -2,321 -10,932 -38,990 -38,638 -43,266 -2,931 1,698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.5 10.1 17.2 41.1 68.6 94.8 96.0 5.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 93 49 93 96 111 231 223 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20 SHORT TONS) OPEN INTEREST: 19,295 COMMITMENTS 6,571 4,952 1,397 10,762 12,793 18,730 19,142 565 153 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,718) 736 797 -1 964 924 1,699 1,720 19 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 25.7 7.2 55.8 66.3 97.1 99.2 2.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 4 5 18 12 27 20 GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,522 COMMITMENTS 2,155 265 285 17,801 19,832 20,241 20,382 281 140 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 3,113) 525 0 0 2,583 3,293 3,108 3,293 5 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 1.3 1.4 86.7 96.6 98.6 99.3 1.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 1 26 14 30 17 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,064 COMMITMENTS 706 2,909 48 4,403 2,693 5,157 5,650 907 414 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -6) 0 0 0 0 0 0 0 -6 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 48.0 0.8 72.6 44.4 85.0 93.2 15.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 6 2 10 8 14 15 NAPHTHA CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,946 COMMITMENTS 231 618 274 5,110 4,725 5,615 5,617 331 329 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 111) -238 0 61 303 29 126 90 -15 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 10.4 4.6 85.9 79.5 94.4 94.5 5.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 4 14 15 18 19
Updated January 31, 2020