Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 56,126 : : Positions : : 41,403 46,065 1,404 1,922 2,598 96 0 660 8,206 3,766 1,048 : : : : Changes from: January 24, 2017 : : 2,430 1,951 -45 210 486 0 0 0 185 379 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 82.1 2.5 3.4 4.6 0.2 0.0 1.2 14.6 6.7 1.9 : : : : Number of Traders in Each Category Total Traders: 61 : : 27 35 . 7 5 . 0 . 10 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 4,219 : : Positions : : 3,708 4,065 391 100 54 0 0 0 66 0 0 : : : : Changes from: January 24, 2017 : : 62 62 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 96.3 9.3 2.4 1.3 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 12,778 : : Positions : : 8,693 8,623 123 374 1,282 0 80 500 445 328 1,140 : : : : Changes from: January 24, 2017 : : 788 795 0 0 84 0 0 160 81 15 187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 67.5 1.0 2.9 10.0 0.0 0.6 3.9 3.5 2.6 8.9 : : : : Number of Traders in Each Category Total Traders: 48 : : 28 28 . 5 8 0 . . 5 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 2,589 : : Positions : : 2,094 2,223 20 0 10 0 0 0 229 0 26 : : : : Changes from: January 24, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 85.9 0.8 0.0 0.4 0.0 0.0 0.0 8.8 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 14 . 0 . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 14,896 : : Positions : : 10,983 11,443 97 176 1,032 0 0 0 728 369 1,432 : : : : Changes from: January 24, 2017 : : 1,055 1,012 -5 0 0 0 0 0 -9 57 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 76.8 0.7 1.2 6.9 0.0 0.0 0.0 4.9 2.5 9.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 32 35 . . 6 0 0 0 6 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A17 Open Interest is 9,656 : : Positions : : 7,377 3,363 1,596 3,319 120 0 0 0 151 2,059 233 : : : : Changes from: January 24, 2017 : : 444 329 0 0 0 0 0 0 20 157 106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 34.8 16.5 34.4 1.2 0.0 0.0 0.0 1.6 21.3 2.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 18 . 5 . 0 0 0 . 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 1,652 : : Positions : : 1,105 941 105 25 45 0 0 0 130 195 194 : : : : Changes from: January 24, 2017 : : 16 16 0 0 0 0 0 0 30 0 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 57.0 6.4 1.5 2.7 0.0 0.0 0.0 7.9 11.8 11.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 13 . . . 0 0 0 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 23,633 : : Positions : : 17,134 16,325 3,016 367 2,679 0 0 0 30 3,678 545 : : : : Changes from: January 24, 2017 : : 294 358 390 67 -51 0 0 0 10 279 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 69.1 12.8 1.6 11.3 0.0 0.0 0.0 0.1 15.6 2.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 19 8 . 4 0 0 0 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 6,757 : : Positions : : 4,381 2,585 34 1,295 307 0 0 0 1,041 2,039 373 : : : : Changes from: January 24, 2017 : : 67 322 15 -15 31 0 0 0 41 -103 122 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 38.3 0.5 19.2 4.5 0.0 0.0 0.0 15.4 30.2 5.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 14 13 . 6 5 0 0 0 8 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- FUEL OIL-380cst SING/3.5% RDAM - NEW YORK MERCANTILE EXCHANGE 1000 metric tons : CFTC Code #021A56 Open Interest is 7,119 : : Positions : : 4,599 5,440 585 20 332 375 0 0 225 776 411 : : : : Changes from: January 24, 2017 : : 170 259 5 0 0 0 0 0 20 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 76.4 8.2 0.3 4.7 5.3 0.0 0.0 3.2 10.9 5.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 . . 4 . 0 0 . 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 405,318 : : Positions : : 106,013 240,989 73,491 4,334 12,598 49,519 17,877 34,442 47,378 31,136 35,457 : : : : Changes from: January 24, 2017 : : -5,990 -11,946 -1,100 -420 -2,790 -3,198 -759 -691 1,313 -1,219 -2,090 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.2 59.5 18.1 1.1 3.1 12.2 4.4 8.5 11.7 7.7 8.7 : : : : Number of Traders in Each Category Total Traders: 197 : : 64 71 21 . 17 39 12 31 19 18 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1000 BARRELS) : CFTC Code #02265J Open Interest is 20,764 : : Positions : : 11,942 9,689 0 3,961 3,827 0 0 0 1,942 0 1,918 : : : : Changes from: January 24, 2017 : : 504 664 0 -90 175 0 0 0 0 0 297 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 46.7 0.0 19.1 18.4 0.0 0.0 0.0 9.4 0.0 9.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 0 5 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 50,228 : : Positions : : 34,766 41,314 3,829 1,855 1,173 0 0 0 0 375 50 : : : : Changes from: January 24, 2017 : : 1,400 1,385 250 0 0 0 0 0 -300 15 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 82.3 7.6 3.7 2.3 0.0 0.0 0.0 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 20 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 5,416 : : Positions : : 847 2,977 289 337 614 1,068 0 393 1,066 114 755 : : : : Changes from: January 24, 2017 : : -95 -247 0 -16 0 -302 -27 -52 -210 -395 81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.6 55.0 5.3 6.2 11.3 19.7 0.0 7.3 19.7 2.1 13.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 9 15 . . . 10 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ETHANOL T2 FOB INCL DUTY SWAP - NEW YORK MERCANTILE EXCHANGE (100 CUBIC METERS) : CFTC Code #025608 Open Interest is 4,411 : : Positions : : 3,886 3,195 100 0 0 0 0 0 127 1,060 58 : : : : Changes from: January 24, 2017 : : 224 174 -20 0 0 0 0 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 72.4 2.3 0.0 0.0 0.0 0.0 0.0 2.9 24.0 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . 0 0 0 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 59,688 : : Positions : : 39,992 42,586 1,454 1,654 1,078 7,032 184 4,614 926 4,953 4,373 : : : : Changes from: January 24, 2017 : : 2,272 2,435 158 10 -53 478 9 72 -440 2 285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 71.3 2.4 2.8 1.8 11.8 0.3 7.7 1.6 8.3 7.3 : : : : Number of Traders in Each Category Total Traders: 107 : : 47 63 4 . 5 10 . 5 5 17 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265A Open Interest is 2,433 : : Positions : : 1,120 1,295 63 0 16 0 0 0 256 84 327 : : : : Changes from: January 24, 2017 : : -29 -4 -11 0 6 0 0 0 23 -1 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 53.2 2.6 0.0 0.7 0.0 0.0 0.0 10.5 3.5 13.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 15 . 0 . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 4,298 : : Positions : : 1,675 3,142 488 196 108 0 104 40 1,364 125 312 : : : : Changes from: January 24, 2017 : : 354 349 0 0 0 0 0 0 44 -50 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 73.1 11.4 4.6 2.5 0.0 2.4 0.9 31.7 2.9 7.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 17 . . . 0 . . 9 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 584,432 : : Positions : : 210,530 210,329 21,164 54,239 79,928 47,154 17,209 65,397 39,859 39,574 103,211 : : : : Changes from: January 24, 2017 : : 7,366 10,706 -2,613 -3,081 4,817 2,724 -5,117 14,544 -523 1,851 11,295 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 36.0 3.6 9.3 13.7 8.1 2.9 11.2 6.8 6.8 17.7 : : : : Number of Traders in Each Category Total Traders: 155 : : 44 47 12 7 18 19 12 18 20 29 44 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 2,181,656 : : Positions : : 342,192 655,171 149,467 345,626 185,797 427,935 53,471 423,598 228,775 110,547 316,114 : : : : Changes from: January 24, 2017 : : 17,572 24,984 -687 3,099 2,625 7,422 -221 -17,714 6,887 4,361 10,035 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.7 30.0 6.9 15.8 8.5 19.6 2.5 19.4 10.5 5.1 14.5 : : : : Number of Traders in Each Category Total Traders: 420 : : 62 79 24 23 38 78 38 80 77 66 112 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 125,399 : : Positions : : 27,370 22,006 19,222 34,992 1,338 0 0 0 55,664 19,734 2,720 : : : : Changes from: January 24, 2017 : : -386 1,476 930 -333 0 0 0 0 1,018 262 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 17.5 15.3 27.9 1.1 0.0 0.0 0.0 44.4 15.7 2.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 8 10 . 5 5 0 0 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 130,149 : : Positions : : 11,289 7,288 29,737 7,223 6,951 2,200 22,033 1,366 25,876 35,931 40,298 : : : : Changes from: January 24, 2017 : : -658 735 474 157 459 0 546 0 1,117 -974 2,131 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.7 5.6 22.8 5.5 5.3 1.7 16.9 1.0 19.9 27.6 31.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 9 12 5 5 7 . . . 19 10 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 11,040 : : Positions : : 9,400 6,365 1,070 4,110 360 0 0 0 165 0 0 : : : : Changes from: January 24, 2017 : : 1,020 990 0 90 -105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 57.7 9.7 37.2 3.3 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 10 . 7 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 426,271 : : Positions : : 127,275 264,206 47,182 3,721 17,235 70,800 14,740 46,148 57,330 31,817 33,085 : : : : Changes from: January 24, 2017 : : -11,227 -12,254 130 -1,496 1,980 -5,039 114 -1,238 614 -653 -2,686 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 62.0 11.1 0.9 4.0 16.6 3.5 10.8 13.4 7.5 7.8 : : : : Number of Traders in Each Category Total Traders: 265 : : 62 90 17 7 16 63 21 42 31 25 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 14,413 : : Positions : : 6,596 8,248 752 0 512 50 182 436 3,206 2,451 573 : : : : Changes from: January 24, 2017 : : 83 153 0 0 0 50 -75 -50 887 575 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 57.2 5.2 0.0 3.6 0.3 1.3 3.0 22.2 17.0 4.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 10 11 . 0 . . . . 4 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE (1000 U.S. Barrels) : CFTC Code #111A11 Open Interest is 21,865 : : Positions : : 9,519 12,333 588 1,580 1,675 0 0 0 4,931 975 4,287 : : : : Changes from: January 24, 2017 : : 1,025 910 0 0 0 0 0 0 150 100 418 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 56.4 2.7 7.2 7.7 0.0 0.0 0.0 22.6 4.5 19.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . . 4 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #111A31 Open Interest is 20,266 : : Positions : : 18,250 18,276 0 730 30 0 0 0 750 264 96 : : : : Changes from: January 24, 2017 : : 1,130 805 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 90.2 0.0 3.6 0.1 0.0 0.0 0.0 3.7 1.3 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 17 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 9,543 : : Positions : : 2,715 4,039 716 0 310 0 0 900 1,563 250 1,491 : : : : Changes from: January 24, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 42.3 7.5 0.0 3.2 0.0 0.0 9.4 16.4 2.6 15.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 . 0 . 0 0 . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 33,397 : : Positions : : 21,474 31,969 8,407 0 168 0 0 0 2,533 697 563 : : : : Changes from: January 24, 2017 : : 116 601 390 0 -120 0 0 0 200 105 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 95.7 25.2 0.0 0.5 0.0 0.0 0.0 7.6 2.1 1.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 17 7 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86465C Open Interest is 6,890 : : Positions : : 3,255 2,640 815 100 1,155 0 0 0 300 1,750 1,245 : : : : Changes from: January 24, 2017 : : 815 465 -250 100 85 0 0 0 225 225 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 38.3 11.8 1.5 16.8 0.0 0.0 0.0 4.4 25.4 18.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 5 9 6 . 4 0 0 0 . 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 6,726 : : Positions : : 3,612 5,347 1,495 0 0 0 0 0 1,177 757 442 : : : : Changes from: January 24, 2017 : : -265 -215 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 79.5 22.2 0.0 0.0 0.0 0.0 0.0 17.5 11.3 6.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 9 . 0 0 0 0 0 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 18,275 : : Positions : : 7,198 8,054 3,044 2,417 3,841 0 100 0 2,805 2,857 513 : : : : Changes from: January 24, 2017 : : 198 261 0 -132 110 -82 100 0 43 -82 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 44.1 16.7 13.2 21.0 0.0 0.5 0.0 15.3 15.6 2.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 14 16 7 6 9 0 . 0 7 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RTD 3.5% FUEL OIL CRK SPD SWP - NEW YORK MERCANTILE EXCHANGE 1,000 BARREL : CFTC Code #86565G Open Interest is 5,011 : : Positions : : 2,277 2,128 647 22 260 0 0 0 180 1,633 108 : : : : Changes from: January 24, 2017 : : 138 28 4 0 -3 0 0 0 30 166 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 42.5 12.9 0.4 5.2 0.0 0.0 0.0 3.6 32.6 2.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 . . . 0 0 0 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF#6 FUELOIL BRENT CRACK SWP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565N Open Interest is 4,581 : : Positions : : 3,367 3,171 543 360 32 0 0 0 177 656 342 : : : : Changes from: January 24, 2017 : : 0 0 100 0 0 0 0 0 -50 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 69.2 11.9 7.9 0.7 0.0 0.0 0.0 3.9 14.3 7.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 10 . . . 0 0 0 . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 10,342 : : Positions : : 7,042 4,600 393 1,079 724 470 0 0 166 2,361 1,376 : : : : Changes from: January 24, 2017 : : 312 264 276 -37 -2 0 0 0 -192 168 380 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 44.5 3.8 10.4 7.0 4.5 0.0 0.0 1.6 22.8 13.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 21 19 4 5 4 . 0 0 . 12 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 1,903 : : Positions : : 627 770 253 10 80 0 0 0 398 475 360 : : : : Changes from: January 24, 2017 : : 0 120 60 -30 30 0 0 0 30 0 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 40.5 13.3 0.5 4.2 0.0 0.0 0.0 20.9 25.0 18.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 10 10 4 . . 0 0 0 4 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 30,537 : : Positions : : 12,024 9,640 5,843 360 1,013 532 0 0 1,223 9,403 5,220 : : : : Changes from: January 24, 2017 : : 707 1,152 695 -150 175 -355 0 0 172 197 744 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 31.6 19.1 1.2 3.3 1.7 0.0 0.0 4.0 30.8 17.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 8 . . . . 0 0 . 5 5 : ----------------------------------------------------------------------------------------------------------------
Updated February 3, 2017