Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 46,341 : : Positions : : 28,153 35,614 2,105 1,585 2,333 0 0 0 8,794 2,322 4,430 : : : : Changes from: January 27, 2015 : : -3,425 -3,372 -344 55 -611 0 0 0 274 -140 1,875 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 76.9 4.5 3.4 5.0 0.0 0.0 0.0 19.0 5.0 9.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 20 30 5 4 6 0 0 0 4 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 4,368 : : Positions : : 3,710 3,796 429 365 207 0 0 0 0 0 0 : : : : Changes from: January 27, 2015 : : -1,235 -1,457 -346 -109 -24 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 86.9 9.8 8.4 4.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 15 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 11,708 : : Positions : : 8,176 9,244 630 168 979 0 0 25 550 145 388 : : : : Changes from: January 27, 2015 : : -1,072 -1,030 133 -71 -261 0 0 -20 -60 80 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 79.0 5.4 1.4 8.4 0.0 0.0 0.2 4.7 1.2 3.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 26 4 . 6 0 0 . 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 3,578 : : Positions : : 1,827 1,932 497 28 313 0 0 0 85 477 253 : : : : Changes from: January 27, 2015 : : -453 -463 -72 8 -184 0 0 0 -99 -189 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 54.0 13.9 0.8 8.7 0.0 0.0 0.0 2.4 13.3 7.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 19 5 . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 4,424 : : Positions : : 2,086 2,876 466 0 510 0 0 0 406 100 403 : : : : Changes from: January 27, 2015 : : -677 -1,008 -128 -25 -103 0 0 0 -246 -16 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 65.0 10.5 0.0 11.5 0.0 0.0 0.0 9.2 2.3 9.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 8 0 8 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 6,080 : : Positions : : 1,813 3,574 1,971 538 292 0 0 0 520 600 366 : : : : Changes from: January 27, 2015 : : -514 -701 -495 -122 -182 0 0 0 -102 -497 71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 58.8 32.4 8.8 4.8 0.0 0.0 0.0 8.6 9.9 6.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 16 25 6 . 4 0 0 0 4 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 1,391 : : Positions : : 686 378 30 319 0 267 0 0 10 546 90 : : : : Changes from: January 27, 2015 : : -99 40 -50 46 -46 267 0 0 10 -74 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 27.2 2.2 22.9 0.0 19.2 0.0 0.0 0.7 39.3 6.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 10 . . 0 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 33,410 : : Positions : : 23,218 11,098 3,837 10,875 2,286 0 0 0 258 5,428 3,723 : : : : Changes from: January 27, 2015 : : -1,659 -1,507 417 41 -369 0 0 0 -25 178 1,048 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 33.2 11.5 32.6 6.8 0.0 0.0 0.0 0.8 16.2 11.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 16 5 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 4,492 : : Positions : : 1,886 2,253 821 777 169 0 0 0 785 723 295 : : : : Changes from: January 27, 2015 : : -337 -288 -158 -344 0 0 0 0 97 260 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 50.2 18.3 17.3 3.8 0.0 0.0 0.0 17.5 16.1 6.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 7 9 5 4 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 415,842 : : Positions : : 101,854 158,769 84,786 267 23,636 36,771 66,479 43,103 29,370 33,276 52,009 : : : : Changes from: January 27, 2015 : : -6,110 -10,266 -1,945 -1 1,743 -261 -870 -4,318 -97 3,092 3,237 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.5 38.2 20.4 0.1 5.7 8.8 16.0 10.4 7.1 8.0 12.5 : : : : Number of Traders in Each Category Total Traders: 186 : : 59 63 17 . 14 28 31 29 17 20 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 46,781 : : Positions : : 31,346 27,563 27 11,472 1,443 0 650 0 0 0 0 : : : : Changes from: January 27, 2015 : : -5,304 -4,515 -142 246 -580 0 150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 58.9 0.1 24.5 3.1 0.0 1.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 16 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 7,086 : : Positions : : 4,500 4,554 57 1,031 343 334 0 289 872 192 315 : : : : Changes from: January 27, 2015 : : 381 597 -6 -89 8 40 0 38 114 -10 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 64.3 0.8 14.5 4.8 4.7 0.0 4.1 12.3 2.7 4.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 13 19 . . . . 0 . 9 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 41,023 : : Positions : : 27,431 34,442 5,256 0 1,010 907 142 508 1,577 495 3,855 : : : : Changes from: January 27, 2015 : : -1,551 -1,773 -295 0 -88 -8 -149 19 -520 -587 86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 84.0 12.8 0.0 2.5 2.2 0.3 1.2 3.8 1.2 9.4 : : : : Number of Traders in Each Category Total Traders: 78 : : 43 54 4 0 . . . . 5 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025652 Open Interest is 2,565 : : Positions : : 2,515 2,470 0 0 0 0 0 0 0 75 0 : : : : Changes from: January 27, 2015 : : -155 -170 0 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.1 96.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 0 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 3,691 : : Positions : : 2,371 1,845 540 216 75 0 44 65 125 982 249 : : : : Changes from: January 27, 2015 : : -519 -1,015 213 80 -238 0 29 -29 -269 277 -326 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 50.0 14.6 5.9 2.0 0.0 1.2 1.8 3.4 26.6 6.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 15 25 . . . 0 . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 731,982 : : Positions : : 171,991 153,517 21,231 86,864 150,100 40,197 25,623 84,386 34,067 4,691 212,780 : : : : Changes from: January 27, 2015 : : 10,633 354 -4,165 -3,266 9,396 2,872 941 9,702 -12,236 1,274 31,048 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 21.0 2.9 11.9 20.5 5.5 3.5 11.5 4.7 0.6 29.1 : : : : Number of Traders in Each Category Total Traders: 133 : : 47 45 6 16 22 14 15 22 22 10 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 2,727,047 : : Positions : : 321,662 455,949 167,545 360,929 490,967 313,968 106,041 418,490 175,452 55,327 744,804 : : : : Changes from: January 27, 2015 : : 9,180 544 24,138 20,083 32,513 -7,121 1,278 25,148 -5,754 -18,024 44,402 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 16.7 6.1 13.2 18.0 11.5 3.9 15.3 6.4 2.0 27.3 : : : : Number of Traders in Each Category Total Traders: 458 : : 70 75 20 17 34 65 75 106 86 92 127 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 197,737 : : Positions : : 90,860 42,740 1,195 13,239 4,930 5,018 70,971 52,620 34,452 3,176 3,066 : : : : Changes from: January 27, 2015 : : 6,628 -54 53 -334 361 158 1,780 694 -1,803 -457 262 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 21.6 0.6 6.7 2.5 2.5 35.9 26.6 17.4 1.6 1.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 124,681 : : Positions : : 19,069 8,050 9,983 49,616 12,694 9,196 0 0 51,864 14,596 1,494 : : : : Changes from: January 27, 2015 : : 1,587 1,472 -737 -1,141 -162 -77 0 0 -294 565 -354 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 6.5 8.0 39.8 10.2 7.4 0.0 0.0 41.6 11.7 1.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 5 4 . 8 9 . 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 33,346 : : Positions : : 496 1,567 3,843 4,926 5,632 1,579 341 1,950 1,356 330 17,547 : : : : Changes from: January 27, 2015 : : 355 -2,351 -575 -423 1,503 345 -58 63 -3,214 24 442 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.5 4.7 11.5 14.8 16.9 4.7 1.0 5.8 4.1 1.0 52.6 : : : : Number of Traders in Each Category Total Traders: 30 : : . . 5 4 8 . . . 4 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 204,159 : : Positions : : 6,630 10,862 13,123 22,488 106,217 1,717 0 1,516 16,327 1,953 42,040 : : : : Changes from: January 27, 2015 : : -1,745 -9,406 -1,365 -935 -14,153 -2,501 0 -1,034 -5,452 -1,087 -7,127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.2 5.3 6.4 11.0 52.0 0.8 0.0 0.7 8.0 1.0 20.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 4 4 9 8 17 . 0 . 7 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 184,049 : : Positions : : 11,021 12,688 52,327 635 22,330 4,502 5,258 16,826 5,296 53,510 66,289 : : : : Changes from: January 27, 2015 : : -886 -177 -4,436 635 1,923 1,191 -78 990 -686 -4,101 540 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.0 6.9 28.4 0.3 12.1 2.4 2.9 9.1 2.9 29.1 36.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 6 4 7 . 8 8 4 9 11 11 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765X Open Interest is 8,329 : : Positions : : 0 0 3,086 1,056 1,791 381 553 586 2,064 112 180 : : : : Changes from: January 27, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 0.0 37.0 12.7 21.5 4.6 6.6 7.0 24.8 1.3 2.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 0 0 . 4 4 . . . 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 13,158 : : Positions : : 1,754 1,987 807 63 456 975 1,457 4,555 249 156 3,816 : : : : Changes from: January 27, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 15.1 6.1 0.5 3.5 7.4 11.1 34.6 1.9 1.2 29.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 12,074 : : Positions : : 8,859 2,053 2,871 9,635 344 0 0 0 0 30 0 : : : : Changes from: January 27, 2015 : : 1,060 120 -255 685 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 17.0 23.8 79.8 2.8 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 8 4 6 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 394,910 : : Positions : : 92,613 216,874 44,249 3,443 13,926 85,284 32,766 42,635 44,930 14,584 49,949 : : : : Changes from: January 27, 2015 : : -1,361 1,302 2,073 -249 -369 3,045 2,706 -2,950 -1,090 353 4,269 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 54.9 11.2 0.9 3.5 21.6 8.3 10.8 11.4 3.7 12.6 : : : : Number of Traders in Each Category Total Traders: 228 : : 59 82 13 . 13 54 26 40 17 26 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 15,064 : : Positions : : 5,370 5,671 717 0 552 3,733 824 289 869 4,572 423 : : : : Changes from: January 27, 2015 : : 365 605 319 0 -244 -553 -400 -408 -499 -249 -248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 37.6 4.8 0.0 3.7 24.8 5.5 1.9 5.8 30.4 2.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 9 . 0 . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165L Open Interest is 10,270 : : Positions : : 9,770 6,635 125 425 30 0 0 0 0 481 30 : : : : Changes from: January 27, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 64.6 1.2 4.1 0.3 0.0 0.0 0.0 0.0 4.7 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 13 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 20,179 : : Positions : : 12,033 16,394 4,449 0 1,722 0 0 0 450 150 750 : : : : Changes from: January 27, 2015 : : -4,172 -3,118 1,427 0 -1,531 0 0 0 -250 150 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 81.2 22.0 0.0 8.5 0.0 0.0 0.0 2.2 0.7 3.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 4 0 4 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 20,589 : : Positions : : 7,158 5,746 810 805 1,640 1,071 1,608 455 525 2,605 4,558 : : : : Changes from: January 27, 2015 : : 815 933 -285 -865 150 -216 339 -160 8 -1,045 957 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 27.9 3.9 3.9 8.0 5.2 7.8 2.2 2.5 12.7 22.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #26265D Open Interest is 4,240 : : Positions : : 2,216 2,396 379 190 234 0 0 0 605 637 700 : : : : Changes from: January 27, 2015 : : -6 -181 79 44 -110 0 0 0 -235 -41 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 56.5 8.9 4.5 5.5 0.0 0.0 0.0 14.3 15.0 16.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 6 . . 4 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 32,995 : : Positions : : 15,619 32,038 10,511 0 957 0 0 0 5,878 0 0 : : : : Changes from: January 27, 2015 : : -1,581 -2,241 -577 0 -284 0 0 0 -113 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 97.1 31.9 0.0 2.9 0.0 0.0 0.0 17.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 21 9 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 8,575 : : Positions : : 2,944 6,897 495 75 870 0 0 0 3,809 280 445 : : : : Changes from: January 27, 2015 : : 51 214 -200 -35 0 0 0 0 270 -60 -207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 80.4 5.8 0.9 10.1 0.0 0.0 0.0 44.4 3.3 5.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 6 4 . . 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 16,231 : : Positions : : 7,621 8,598 2,195 3,636 2,016 198 0 0 2,004 1,204 667 : : : : Changes from: January 27, 2015 : : -509 -1,001 -242 -129 95 0 0 0 -14 352 -182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 53.0 13.5 22.4 12.4 1.2 0.0 0.0 12.3 7.4 4.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 12 15 4 5 7 . 0 0 . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 11,932 : : Positions : : 7,393 8,289 1,199 1,144 740 238 0 424 1,335 1,041 235 : : : : Changes from: January 27, 2015 : : -1,034 -1,218 -143 -220 1 -90 0 -21 -54 115 54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 69.5 10.0 9.6 6.2 2.0 0.0 3.6 11.2 8.7 2.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 16 22 . 4 4 . 0 . 7 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 1,442 : : Positions : : 427 265 30 85 90 0 0 0 395 552 320 : : : : Changes from: January 27, 2015 : : -227 -505 -55 45 -20 0 0 0 -635 -412 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 18.4 2.1 5.9 6.2 0.0 0.0 0.0 27.4 38.3 22.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 8 6 . . . 0 0 0 5 8 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 ULSD PLATT CRACK - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #022A09 Open Interest is 14,076 : : Positions : : 4,268 6,333 6,057 4,218 910 0 0 0 1,832 2,108 418 : : : : Changes from: January 27, 2015 : : -658 -300 -75 -384 -65 0 0 0 20 -43 -38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 45.0 43.0 30.0 6.5 0.0 0.0 0.0 13.0 15.0 3.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 6 . . . 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : 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 32,438 : : Positions : : 23,710 22,751 1,305 1,443 2,141 1,590 0 69 1,412 1,792 576 : : : : Changes from: January 27, 2015 : : 243 -1,070 30 1,113 -461 582 0 -204 44 -73 113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 70.1 4.0 4.4 6.6 4.9 0.0 0.2 4.4 5.5 1.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 17 . 4 5 . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated February 6, 2015