Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 57,081 : : Positions : : 26,092 45,911 2,816 631 2,772 0 2,606 0 23,069 3,069 1,584 : : : : Changes from: January 19, 2016 : : 2,319 1,778 180 85 108 0 805 0 476 288 -134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 80.4 4.9 1.1 4.9 0.0 4.6 0.0 40.4 5.4 2.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 25 29 7 . 7 0 . 0 . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 6,663 : : Positions : : 4,347 5,424 902 250 778 0 0 0 625 200 0 : : : : Changes from: January 19, 2016 : : 499 462 13 50 449 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 81.4 13.5 3.8 11.7 0.0 0.0 0.0 9.4 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 4 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 9,063 : : Positions : : 5,585 6,208 70 129 569 0 0 390 904 548 702 : : : : Changes from: January 19, 2016 : : 261 270 1 -15 153 0 0 125 -45 0 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 68.5 0.8 1.4 6.3 0.0 0.0 4.3 10.0 6.0 7.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 23 . . 5 0 0 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165G Open Interest is 1,544 : : Positions : : 684 596 75 0 30 0 0 0 122 268 208 : : : : Changes from: January 19, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 38.6 4.9 0.0 1.9 0.0 0.0 0.0 7.9 17.4 13.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 7,697 : : Positions : : 4,534 6,254 448 68 412 0 0 0 1,456 275 334 : : : : Changes from: January 19, 2016 : : 585 685 15 -10 31 0 0 0 105 61 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 81.3 5.8 0.9 5.4 0.0 0.0 0.0 18.9 3.6 4.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 30 5 . 6 0 0 0 6 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A17 Open Interest is 7,037 : : Positions : : 4,647 3,188 480 813 60 0 0 0 798 1,319 838 : : : : Changes from: January 19, 2016 : : 165 258 10 0 0 0 0 0 70 -45 73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 45.3 6.8 11.6 0.9 0.0 0.0 0.0 11.3 18.7 11.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 16 . . . 0 0 0 8 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A19 Open Interest is 1,616 : : Positions : : 1,136 656 140 140 0 0 0 0 195 685 60 : : : : Changes from: January 19, 2016 : : 50 20 0 30 0 0 0 0 90 80 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 40.6 8.7 8.7 0.0 0.0 0.0 0.0 12.1 42.4 3.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 11 . . 0 0 0 0 . 9 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 27,152 : : Positions : : 22,979 7,169 3,331 6,841 574 0 0 0 136 12,182 120 : : : : Changes from: January 19, 2016 : : 1,270 375 0 695 0 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 26.4 12.3 25.2 2.1 0.0 0.0 0.0 0.5 44.9 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 10 5 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A35 Open Interest is 5,015 : : Positions : : 2,678 1,492 232 799 50 0 0 0 1,067 1,965 391 : : : : Changes from: January 19, 2016 : : -20 150 30 0 0 0 0 0 68 -52 111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 29.8 4.6 15.9 1.0 0.0 0.0 0.0 21.3 39.2 7.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 15 15 5 . . 0 0 0 6 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 367,661 : : Positions : : 101,348 187,846 80,251 1,148 11,584 27,969 49,414 26,998 41,959 13,772 32,771 : : : : Changes from: January 19, 2016 : : -6,370 2,321 1,984 0 -850 -414 -4,201 -5,584 1,979 -1,255 -2,832 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 51.1 21.8 0.3 3.2 7.6 13.4 7.3 11.4 3.7 8.9 : : : : Number of Traders in Each Category Total Traders: 199 : : 62 76 18 . 17 24 39 38 18 17 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 45,431 : : Positions : : 26,976 33,034 5,798 4,174 672 0 475 50 0 325 350 : : : : Changes from: January 19, 2016 : : 1,916 -310 625 -25 0 0 475 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 72.7 12.8 9.2 1.5 0.0 1.0 0.1 0.0 0.7 0.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 26 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 4,001 : : Positions : : 2,261 2,350 0 310 0 310 0 159 498 313 513 : : : : Changes from: January 19, 2016 : : -160 -296 0 -162 0 -304 -27 59 -59 -121 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 58.7 0.0 7.7 0.0 7.7 0.0 4.0 12.4 7.8 12.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 10 0 . 0 . 0 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 46,614 : : Positions : : 33,273 38,696 3,195 570 781 3,848 978 582 742 772 3,892 : : : : Changes from: January 19, 2016 : : 1,483 277 -61 190 33 -531 78 -158 -96 83 -304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 83.0 6.9 1.2 1.7 8.3 2.1 1.2 1.6 1.7 8.3 : : : : Number of Traders in Each Category Total Traders: 90 : : 48 57 . . . 7 4 5 6 9 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #03265J Open Interest is 4,722 : : Positions : : 2,388 3,003 364 0 128 10 150 189 381 493 415 : : : : Changes from: January 19, 2016 : : 146 152 -27 0 20 -8 20 0 65 -92 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 63.6 7.7 0.0 2.7 0.2 3.2 4.0 8.1 10.4 8.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 22 . 0 4 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 621,923 : : Positions : : 135,159 159,375 51,229 49,729 136,820 22,264 64,643 50,666 69,834 7,376 141,722 : : : : Changes from: January 19, 2016 : : -4,206 -6,377 7,489 550 4,360 -2,271 10,487 -86 1,033 -396 8,398 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.7 25.6 8.2 8.0 22.0 3.6 10.4 8.1 11.2 1.2 22.8 : : : : Number of Traders in Each Category Total Traders: 132 : : 42 43 9 11 19 11 20 24 25 10 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 2,514,223 : : Positions : : 235,324 479,383 187,619 203,051 451,179 289,181 178,749 423,884 253,995 112,146 569,546 : : : : Changes from: January 19, 2016 : : 22,691 40,179 -3,398 -7,735 26,421 23,032 -5,443 9,038 5,869 11,898 35,759 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.4 19.1 7.5 8.1 17.9 11.5 7.1 16.9 10.1 4.5 22.7 : : : : Number of Traders in Each Category Total Traders: 469 : : 63 75 18 20 33 67 67 101 109 99 133 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 120,250 : : Positions : : 32,422 58,789 75 1,970 9,713 12,365 9,499 37,009 25,965 1,008 1,277 : : : : Changes from: January 19, 2016 : : 8,217 4,750 75 -1,086 3,116 -1,436 1,814 7,418 1,187 1,008 1,212 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.0 48.9 0.1 1.6 8.1 10.3 7.9 30.8 21.6 0.8 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 . . . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 119,861 : : Positions : : 17,426 7,614 10,091 44,655 9,513 10,135 0 241 58,025 12,297 367 : : : : Changes from: January 19, 2016 : : 897 1,021 0 5,221 1,898 -428 0 -74 -136 691 -217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.5 6.4 8.4 37.3 7.9 8.5 0.0 0.2 48.4 10.3 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 5 5 . 10 10 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 33,426 : : Positions : : 395 1,009 2,680 1,730 1,566 672 21,472 0 20,469 0 7,055 : : : : Changes from: January 19, 2016 : : -124 -80 -454 42 -285 -152 304 -1,765 826 0 -2,372 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.2 3.0 8.0 5.2 4.7 2.0 64.2 0.0 61.2 0.0 21.1 : : : : Number of Traders in Each Category Total Traders: 26 : : . . . 6 8 . . 0 13 0 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 140,885 : : Positions : : 9,820 5,987 10,596 25,103 58,955 0 0 0 20,898 1,970 28,748 : : : : Changes from: January 19, 2016 : : -86 -263 -798 -211 251 0 0 0 282 -38 -941 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.0 4.2 7.5 17.8 41.8 0.0 0.0 0.0 14.8 1.4 20.4 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 7 9 16 0 0 0 6 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 189,417 : : Positions : : 22,647 18,183 51,552 0 9,377 15,074 2,679 5,442 9,298 76,975 70,969 : : : : Changes from: January 19, 2016 : : 455 2,397 1,592 0 1 1,490 168 -1,276 2,622 2,362 7,093 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.0 9.6 27.2 0.0 5.0 8.0 1.4 2.9 4.9 40.6 37.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 8 10 8 0 8 5 . 7 11 7 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067A28 Open Interest is 128,240 : : Positions : : 10,606 15,783 0 2,257 18,012 14,408 3,895 78,704 0 2,909 6,291 : : : : Changes from: January 19, 2016 : : 3,613 4,226 -118 -491 -140 2,009 1,638 7,501 0 439 1,748 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.3 12.3 0.0 1.8 14.0 11.2 3.0 61.4 0.0 2.3 4.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 7 0 . . . 5 5 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067A49 Open Interest is 16,340 : : Positions : : 11,402 11,625 3,963 4,290 180 570 0 0 15 0 90 : : : : Changes from: January 19, 2016 : : -822 -682 -477 -705 -3 -30 0 0 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 71.1 24.3 26.3 1.1 3.5 0.0 0.0 0.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 11 . 4 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 401,787 : : Positions : : 115,881 230,292 48,500 9,419 12,354 57,072 39,690 43,540 63,629 6,081 38,277 : : : : Changes from: January 19, 2016 : : 8,614 6,824 -325 -261 -1,216 -5,451 -2,861 699 1,829 -128 3,896 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 57.3 12.1 2.3 3.1 14.2 9.9 10.8 15.8 1.5 9.5 : : : : Number of Traders in Each Category Total Traders: 240 : : 71 87 17 4 14 49 28 39 30 17 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 14,228 : : Positions : : 7,776 9,233 400 1,090 0 1,617 0 430 544 839 956 : : : : Changes from: January 19, 2016 : : 928 1,061 0 0 0 0 0 -3 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 64.9 2.8 7.7 0.0 11.4 0.0 3.0 3.8 5.9 6.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 13 . . 0 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB UP-DOWN CAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165L Open Interest is 9,819 : : Positions : : 9,551 5,917 0 1,165 0 0 0 0 0 1,578 0 : : : : Changes from: January 19, 2016 : : 422 -353 -5 90 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.3 60.3 0.0 11.9 0.0 0.0 0.0 0.0 0.0 16.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #111A41 Open Interest is 21,693 : : Positions : : 9,987 6,043 1,808 408 1,754 918 5,074 2,000 230 2,795 1,175 : : : : Changes from: January 19, 2016 : : 393 200 390 -132 252 480 810 400 75 640 -370 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 27.9 8.3 1.9 8.1 4.2 23.4 9.2 1.1 12.9 5.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 . . 5 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #111A47 Open Interest is 8,583 : : Positions : : 4,315 5,508 500 0 72 506 0 0 1,449 452 343 : : : : Changes from: January 19, 2016 : : 540 633 108 0 72 15 0 0 438 150 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 64.2 5.8 0.0 0.8 5.9 0.0 0.0 16.9 5.3 4.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 15 . 0 . . 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 36,671 : : Positions : : 23,938 36,246 9,674 0 250 0 0 0 2,484 175 0 : : : : Changes from: January 19, 2016 : : 4,463 4,933 345 0 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 98.8 26.4 0.0 0.7 0.0 0.0 0.0 6.8 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 19 8 0 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565A Open Interest is 8,594 : : Positions : : 2,281 5,482 3,360 175 255 0 0 0 2,460 2,667 10 : : : : Changes from: January 19, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.5 63.8 39.1 2.0 3.0 0.0 0.0 0.0 28.6 31.0 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 6 4 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 15,382 : : Positions : : 8,463 2,436 1,625 2,933 1,520 0 750 0 2,052 6,967 701 : : : : Changes from: January 19, 2016 : : 329 -412 0 0 204 0 0 0 -6 703 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 15.8 10.6 19.1 9.9 0.0 4.9 0.0 13.3 45.3 4.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 13 6 4 4 7 0 . 0 5 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 10,477 : : Positions : : 7,900 4,971 249 1,900 442 225 354 90 184 1,551 858 : : : : Changes from: January 19, 2016 : : -48 192 86 -27 27 0 -30 30 -9 74 153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 47.4 2.4 18.1 4.2 2.1 3.4 0.9 1.8 14.8 8.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 17 17 . . . . . . 6 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE (100 METRIC TONS) : CFTC Code #86665E Open Interest is 1,404 : : Positions : : 449 737 0 75 30 0 0 0 708 210 137 : : : : Changes from: January 19, 2016 : : 100 0 0 -30 0 0 0 0 -60 40 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 52.5 0.0 5.3 2.1 0.0 0.0 0.0 50.4 15.0 9.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 7 10 0 . . 0 0 0 7 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 32,586 : : Positions : : 18,986 16,365 2,414 1,899 486 1,315 0 1,280 0 5,902 1,704 : : : : Changes from: January 19, 2016 : : 1,055 1,733 280 0 0 208 0 0 0 436 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 50.2 7.4 5.8 1.5 4.0 0.0 3.9 0.0 18.1 5.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 14 . . . . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 29, 2016