Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 60,677 : : Positions : : 26,427 49,765 3,691 1,140 3,215 0 1,138 0 25,054 3,339 1,815 : : : : Changes from: December 8, 2015 : : 905 1,327 -391 0 -660 0 -159 0 601 -61 1,155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 82.0 6.1 1.9 5.3 0.0 1.9 0.0 41.3 5.5 3.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 26 30 8 . 10 0 . 0 5 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 6,699 : : Positions : : 4,440 4,562 679 882 455 0 0 0 525 200 600 : : : : Changes from: December 8, 2015 : : 173 -141 -160 -46 -26 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 68.1 10.1 13.2 6.8 0.0 0.0 0.0 7.8 3.0 9.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 8,752 : : Positions : : 5,850 6,079 0 355 332 0 0 0 880 431 885 : : : : Changes from: December 8, 2015 : : 122 116 0 -150 -252 0 0 0 -1 168 334 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 69.5 0.0 4.1 3.8 0.0 0.0 0.0 10.1 4.9 10.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 26 0 4 4 0 0 0 6 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 1,584 : : Positions : : 665 663 160 48 97 0 0 0 226 243 191 : : : : Changes from: December 8, 2015 : : -4 16 -41 10 -20 0 0 0 71 21 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 41.9 10.1 3.0 6.1 0.0 0.0 0.0 14.3 15.3 12.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . . 0 0 0 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 7,256 : : Positions : : 4,449 5,647 727 19 338 0 0 0 800 526 399 : : : : Changes from: December 8, 2015 : : 300 340 7 0 -65 0 0 0 94 103 158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 77.8 10.0 0.3 4.7 0.0 0.0 0.0 11.0 7.2 5.5 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 29 5 . 6 0 0 0 6 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 7,161 : : Positions : : 4,660 3,655 593 905 134 0 0 0 955 1,477 590 : : : : Changes from: December 8, 2015 : : 248 273 90 27 -56 0 0 0 -31 19 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 51.0 8.3 12.6 1.9 0.0 0.0 0.0 13.3 20.6 8.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 23 17 . . . 0 0 0 9 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 1,222 : : Positions : : 773 447 142 53 20 0 0 0 50 430 160 : : : : Changes from: December 8, 2015 : : 98 118 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 36.6 11.6 4.3 1.6 0.0 0.0 0.0 4.1 35.2 13.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 9 . . . 0 0 0 . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 27,719 : : Positions : : 23,640 7,068 2,596 6,632 1,002 0 0 0 226 12,552 225 : : : : Changes from: December 8, 2015 : : 2,027 -68 0 1,230 -136 0 0 0 -150 715 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 25.5 9.4 23.9 3.6 0.0 0.0 0.0 0.8 45.3 0.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 13 5 . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 4,540 : : Positions : : 2,493 1,218 196 848 55 0 0 0 1,082 1,912 155 : : : : Changes from: December 8, 2015 : : 540 100 -36 393 20 0 0 0 311 270 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 26.8 4.3 18.7 1.2 0.0 0.0 0.0 23.8 42.1 3.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 10 11 4 4 . 0 0 0 6 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 367,501 : : Positions : : 116,104 175,379 70,004 860 17,156 20,714 62,090 21,797 43,535 14,891 30,875 : : : : Changes from: December 8, 2015 : : 2,093 4,869 -1,710 -275 1,791 1,022 2,483 1,427 5,501 992 -3,315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.6 47.7 19.0 0.2 4.7 5.6 16.9 5.9 11.8 4.1 8.4 : : : : Number of Traders in Each Category Total Traders: 183 : : 64 67 19 . 17 21 31 31 15 21 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 46,192 : : Positions : : 30,406 32,764 1,455 6,216 1,956 725 0 0 0 970 350 : : : : Changes from: December 8, 2015 : : 2,593 4,508 95 -1,510 163 0 0 0 0 0 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 70.9 3.1 13.5 4.2 1.6 0.0 0.0 0.0 2.1 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 23 . . 4 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 4,060 : : Positions : : 1,920 2,325 0 483 203 1,015 0 7 392 540 332 : : : : Changes from: December 8, 2015 : : -97 -110 0 22 -280 -167 0 -20 -133 -329 207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 57.3 0.0 11.9 5.0 25.0 0.0 0.2 9.7 13.3 8.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 8 10 0 . . 8 0 . 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 40,975 : : Positions : : 27,388 32,773 3,407 1,028 733 3,588 317 613 1,101 1,327 3,784 : : : : Changes from: December 8, 2015 : : 2,097 2,517 37 91 -125 569 -127 18 -290 -53 302 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 80.0 8.3 2.5 1.8 8.8 0.8 1.5 2.7 3.2 9.2 : : : : Number of Traders in Each Category Total Traders: 91 : : 43 56 . . . 7 . . 10 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 4,451 : : Positions : : 2,095 2,785 349 71 40 50 50 134 527 723 335 : : : : Changes from: December 8, 2015 : : 301 387 77 30 -20 30 50 20 0 26 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 62.6 7.8 1.6 0.9 1.1 1.1 3.0 11.8 16.2 7.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 547,084 : : Positions : : 130,364 135,188 32,556 46,858 117,798 25,184 52,172 45,143 56,348 8,622 125,560 : : : : Changes from: December 8, 2015 : : -2,850 5,092 13,103 1,479 -1,168 -206 -6,773 2,557 -10,235 225 2,327 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 24.7 6.0 8.6 21.5 4.6 9.5 8.3 10.3 1.6 23.0 : : : : Number of Traders in Each Category Total Traders: 129 : : 42 45 11 8 18 11 18 24 20 11 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 2,370,334 : : Positions : : 190,182 402,333 215,898 248,877 423,271 262,379 166,625 414,590 220,624 72,708 543,622 : : : : Changes from: December 8, 2015 : : -10,778 -12,314 -6,094 -5,777 8,302 56 -15,224 -4,650 -19,873 -13,697 31,383 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.0 17.0 9.1 10.5 17.9 11.1 7.0 17.5 9.3 3.1 22.9 : : : : Number of Traders in Each Category Total Traders: 431 : : 58 67 17 22 33 62 69 89 93 85 130 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 115,530 : : Positions : : 40,957 67,052 0 5,437 4,879 8,814 5,171 29,818 27,407 1,738 368 : : : : Changes from: December 8, 2015 : : 456 62 0 847 -1,562 572 -2,969 53 -3,311 349 54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 58.0 0.0 4.7 4.2 7.6 4.5 25.8 23.7 1.5 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 0 . . . 4 5 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 125,911 : : Positions : : 15,390 9,378 11,382 40,487 8,146 11,259 664 41 62,656 10,536 2,245 : : : : Changes from: December 8, 2015 : : 360 412 378 0 0 0 -15 0 341 438 -81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 7.4 9.0 32.2 6.5 8.9 0.5 0.0 49.8 8.4 1.8 : : : : Number of Traders in Each Category Total Traders: 26 : : . 5 4 6 8 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 15,876 : : Positions : : 0 25 376 2,329 1,797 1,285 4,723 1,416 5,299 0 4,909 : : : : Changes from: December 8, 2015 : : 0 -3 -121 43 -166 43 242 5 361 0 1,210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 0.2 2.4 14.7 11.3 8.1 29.8 8.9 33.4 0.0 30.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 0 . . 5 7 . . . 11 0 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 150,980 : : Positions : : 13,640 11,110 9,134 28,405 67,496 389 0 364 23,940 1,479 30,372 : : : : Changes from: December 8, 2015 : : 138 105 -2,281 660 -2,964 -31 0 28 3,188 47 3,296 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.0 7.4 6.1 18.8 44.7 0.3 0.0 0.2 15.9 1.0 20.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 4 4 6 13 19 . 0 . 10 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 190,715 : : Positions : : 24,719 17,728 45,545 0 10,199 15,161 2,322 9,079 3,753 69,544 75,954 : : : : Changes from: December 8, 2015 : : -7,038 -3,623 2,228 0 -56 1,485 73 459 130 548 -2,921 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 9.3 23.9 0.0 5.3 7.9 1.2 4.8 2.0 36.5 39.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 7 8 8 0 8 6 . 7 10 7 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 OPT FIN - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067A28 Open Interest is 147,620 : : Positions : : 3,291 13,846 0 3,189 23,408 29,249 13,883 77,080 0 1,375 14,070 : : : : Changes from: December 8, 2015 : : 1,003 -3,632 0 2,795 -526 -2,203 -850 -3,180 -19 298 -436 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.2 9.4 0.0 2.2 15.9 19.8 9.4 52.2 0.0 0.9 9.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 4 7 0 . . . 6 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 14,829 : : Positions : : 9,894 10,020 4,230 4,785 0 0 0 0 630 0 0 : : : : Changes from: December 8, 2015 : : 144 60 0 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 67.6 28.5 32.3 0.0 0.0 0.0 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 9 . 5 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 379,100 : : Positions : : 98,950 212,292 51,669 8,941 10,895 58,971 35,283 41,010 54,707 8,831 42,089 : : : : Changes from: December 8, 2015 : : 3,896 9,979 2,382 463 931 2,917 -4,105 -2,916 -909 542 2,528 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 56.0 13.6 2.4 2.9 15.6 9.3 10.8 14.4 2.3 11.1 : : : : Number of Traders in Each Category Total Traders: 222 : : 63 78 16 5 15 47 29 40 23 19 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 15,983 : : Positions : : 8,293 9,136 650 1,720 104 1,899 0 270 1,204 1,371 1,469 : : : : Changes from: December 8, 2015 : : 2,307 2,216 0 300 0 147 0 210 150 125 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 57.2 4.1 10.8 0.7 11.9 0.0 1.7 7.5 8.6 9.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 12 . . . . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 18,470 : : Positions : : 18,330 13,222 0 1,670 0 0 0 0 0 2,708 0 : : : : Changes from: December 8, 2015 : : 1,225 380 0 275 0 0 0 0 0 415 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.2 71.6 0.0 9.0 0.0 0.0 0.0 0.0 0.0 14.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 19 0 4 0 0 0 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 21,546 : : Positions : : 11,649 7,457 1,472 971 2,243 1,055 5,305 816 674 1,764 1,431 : : : : Changes from: December 8, 2015 : : 850 225 337 300 643 238 475 -33 437 1,030 410 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 34.6 6.8 4.5 10.4 4.9 24.6 3.8 3.1 8.2 6.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 14 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 29,571 : : Positions : : 18,212 29,206 8,618 125 190 0 0 0 2,361 50 0 : : : : Changes from: December 8, 2015 : : 2,178 2,973 540 0 0 0 0 0 255 0 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 98.8 29.1 0.4 0.6 0.0 0.0 0.0 8.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 22 8 . . 0 0 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 8,310 : : Positions : : 1,731 5,194 3,760 100 275 0 525 0 2,480 2,154 55 : : : : Changes from: December 8, 2015 : : -75 0 0 0 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.8 62.5 45.2 1.2 3.3 0.0 6.3 0.0 29.8 25.9 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 6 5 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 15,314 : : Positions : : 7,893 3,181 1,894 2,745 1,600 0 750 0 2,200 6,226 654 : : : : Changes from: December 8, 2015 : : 245 0 -182 34 -298 0 0 0 71 325 480 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 20.8 12.4 17.9 10.4 0.0 4.9 0.0 14.4 40.7 4.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 12 10 5 4 8 0 . 0 7 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 10,316 : : Positions : : 7,870 4,892 132 1,961 676 425 342 25 106 1,536 499 : : : : Changes from: December 8, 2015 : : 365 17 82 150 -30 0 0 25 34 250 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 47.4 1.3 19.0 6.6 4.1 3.3 0.2 1.0 14.9 4.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 18 . 4 . . . . . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 1,807 : : Positions : : 297 747 40 195 5 0 0 0 950 255 385 : : : : Changes from: December 8, 2015 : : 17 62 0 70 0 0 0 0 225 60 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 41.3 2.2 10.8 0.3 0.0 0.0 0.0 52.6 14.1 21.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 6 11 . . . 0 0 0 5 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 8,518 : : Positions : : 1,033 5,083 4,915 1,296 437 0 0 0 1,722 1,653 30 : : : : Changes from: December 8, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 59.7 57.7 15.2 5.1 0.0 0.0 0.0 20.2 19.4 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 5 5 . . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 15, 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 32,266 : : Positions : : 16,339 16,613 4,989 689 1,603 189 0 1,094 34 3,761 2,904 : : : : Changes from: December 8, 2015 : : 3,645 2,891 -462 0 -80 -379 0 577 0 280 481 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 51.5 15.5 2.1 5.0 0.6 0.0 3.4 0.1 11.7 9.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . . . 0 . . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated December 18, 2015