Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 48,856 : : Positions : : 35,463 40,321 1,600 2,258 2,529 96 0 435 7,343 2,092 1,056 : : : : Changes from: March 14, 2017 : : 1,376 1,453 50 282 0 0 0 0 62 -247 211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 82.5 3.3 4.6 5.2 0.2 0.0 0.9 15.0 4.3 2.2 : : : : Number of Traders in Each Category Total Traders: 63 : : 25 35 . 8 7 . 0 . 10 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 11,046 : : Positions : : 7,328 7,989 272 282 1,156 0 0 232 730 445 571 : : : : Changes from: March 14, 2017 : : 239 202 -5 0 0 0 0 0 -15 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 72.3 2.5 2.6 10.5 0.0 0.0 2.1 6.6 4.0 5.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 28 . 4 7 0 0 . 5 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 14,513 : : Positions : : 9,118 11,942 267 119 812 0 0 0 2,429 35 1,249 : : : : Changes from: March 14, 2017 : : 51 640 25 0 -18 0 0 0 475 0 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 82.3 1.8 0.8 5.6 0.0 0.0 0.0 16.7 0.2 8.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 29 36 4 . 6 0 0 0 7 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 7,401 : : Positions : : 5,066 2,849 1,355 2,750 120 0 0 0 174 955 158 : : : : Changes from: March 14, 2017 : : 139 40 0 0 0 0 0 0 15 136 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 38.5 18.3 37.2 1.6 0.0 0.0 0.0 2.4 12.9 2.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 12 . 4 . 0 0 0 . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 2,046 : : Positions : : 1,512 1,191 96 0 126 0 0 0 200 529 0 : : : : Changes from: March 14, 2017 : : 80 70 0 0 0 0 0 0 60 80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 58.2 4.7 0.0 6.2 0.0 0.0 0.0 9.8 25.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 11 . 0 . 0 0 0 4 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 19,855 : : Positions : : 13,568 14,436 3,341 400 2,368 0 0 0 218 2,344 300 : : : : Changes from: March 14, 2017 : : 66 111 120 0 0 0 0 0 -60 15 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 72.7 16.8 2.0 11.9 0.0 0.0 0.0 1.1 11.8 1.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 19 7 . . 0 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 8,942 : : Positions : : 5,987 4,146 41 1,567 163 0 0 0 1,882 2,570 313 : : : : Changes from: March 14, 2017 : : 60 156 0 0 0 0 0 0 213 180 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 46.4 0.5 17.5 1.8 0.0 0.0 0.0 21.0 28.7 3.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 15 19 . 7 . 0 0 0 6 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 6,797 : : Positions : : 4,311 5,591 656 0 156 600 0 0 269 697 236 : : : : Changes from: March 14, 2017 : : 234 369 35 0 0 0 0 0 55 92 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 82.3 9.7 0.0 2.3 8.8 0.0 0.0 4.0 10.3 3.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 17 4 0 4 . 0 0 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 441,435 : : Positions : : 135,232 242,046 82,233 4,395 19,872 39,089 19,759 38,218 39,140 33,064 45,525 : : : : Changes from: March 14, 2017 : : 4,147 -3,194 1,777 200 -38 -905 7,093 -5,730 -1,535 -3,361 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 54.8 18.6 1.0 4.5 8.9 4.5 8.7 8.9 7.5 10.3 : : : : Number of Traders in Each Category Total Traders: 205 : : 68 75 21 . 18 27 21 32 18 28 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 17,499 : : Positions : : 7,423 9,485 2,126 2,187 2,565 0 0 0 2,119 0 1,347 : : : : Changes from: March 14, 2017 : : 230 163 0 50 249 0 0 0 -70 0 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 54.2 12.1 12.5 14.7 0.0 0.0 0.0 12.1 0.0 7.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 . . 4 0 0 0 . 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 39,202 : : Positions : : 24,348 31,239 4,510 1,200 543 0 0 0 0 425 0 : : : : Changes from: March 14, 2017 : : 1,497 1,507 75 0 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 79.7 11.5 3.1 1.4 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 22 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 4,817 : : Positions : : 409 3,784 314 300 0 1,729 0 83 1,360 20 481 : : : : Changes from: March 14, 2017 : : 8 175 0 -36 0 354 0 -1 -305 20 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.5 78.6 6.5 6.2 0.0 35.9 0.0 1.7 28.2 0.4 10.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 4 10 . . 0 11 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 3,915 : : Positions : : 3,255 2,884 110 0 30 0 0 0 225 862 10 : : : : Changes from: March 14, 2017 : : 0 20 20 0 0 0 0 0 0 10 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 73.7 2.8 0.0 0.8 0.0 0.0 0.0 5.7 22.0 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . 0 . 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 55,580 : : Positions : : 36,947 41,980 1,530 1,204 835 6,294 1,161 3,106 639 1,289 5,874 : : : : Changes from: March 14, 2017 : : 1,107 996 83 133 -67 152 257 -247 12 1 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 75.5 2.8 2.2 1.5 11.3 2.1 5.6 1.2 2.3 10.6 : : : : Number of Traders in Each Category Total Traders: 104 : : 48 63 4 . 4 9 . 4 5 14 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 4,025 : : Positions : : 2,740 2,534 45 355 38 0 36 61 376 427 307 : : : : Changes from: March 14, 2017 : : 603 280 45 236 28 0 -20 0 42 158 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 63.0 1.1 8.8 0.9 0.0 0.9 1.5 9.3 10.6 7.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 19 . . . 0 . . 4 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 793,196 : : Positions : : 260,134 240,552 19,653 63,862 142,028 45,776 24,549 61,246 40,502 37,468 208,283 : : : : Changes from: March 14, 2017 : : -4,263 -9,214 478 -718 -11,832 -3,557 1,518 -3,146 -681 -1,350 -7,691 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 30.3 2.5 8.1 17.9 5.8 3.1 7.7 5.1 4.7 26.3 : : : : Number of Traders in Each Category Total Traders: 164 : : 49 50 12 11 22 22 12 18 24 23 47 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 2,880,516 : : Positions : : 481,477 727,922 161,475 408,719 402,843 371,404 110,827 430,369 292,778 78,367 616,440 : : : : Changes from: March 14, 2017 : : 6,038 -11,814 1,214 -7,707 -30,945 -15,536 12,661 -43,628 258 -2,769 -77,644 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.7 25.3 5.6 14.2 14.0 12.9 3.8 14.9 10.2 2.7 21.4 : : : : Number of Traders in Each Category Total Traders: 493 : : 63 79 26 22 46 73 59 88 149 64 158 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 242,488 : : Positions : : 66,260 124,564 1,670 3,683 7,662 109,357 40,412 54,605 507 8,995 786 : : : : Changes from: March 14, 2017 : : -12,007 -8,933 -302 2,227 1,482 5,101 -192 7,749 1 -321 -147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 51.4 0.7 1.5 3.2 45.1 16.7 22.5 0.2 3.7 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 18 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 126,310 : : Positions : : 24,754 21,544 21,288 33,632 1,617 0 0 0 57,939 19,735 1,008 : : : : Changes from: March 14, 2017 : : 444 986 -108 -42 0 0 0 0 173 8 372 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.6 17.1 16.9 26.6 1.3 0.0 0.0 0.0 45.9 15.6 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 9 10 . 6 6 0 0 0 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 83,264 : : Positions : : 8,427 3,533 11,258 36,674 17,825 0 0 0 26,910 0 9,173 : : : : Changes from: March 14, 2017 : : -153 -229 -294 -626 -301 0 0 0 -483 0 -128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.1 4.2 13.5 44.0 21.4 0.0 0.0 0.0 32.3 0.0 11.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 4 4 5 10 15 0 0 0 7 0 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 154,403 : : Positions : : 10,180 18,629 40,067 1,455 16,175 2,313 24,650 5,049 20,587 31,799 47,002 : : : : Changes from: March 14, 2017 : : -367 845 2,201 0 792 62 545 228 -267 932 -419 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.6 12.1 25.9 0.9 10.5 1.5 16.0 3.3 13.3 20.6 30.4 : : : : Number of Traders in Each Category Total Traders: 59 : : 10 13 7 . 8 . . 4 14 15 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765Z Open Interest is 42,853 : : Positions : : 16,265 8,492 13,981 2,322 3,237 4,627 24,520 3,297 300 139 733 : : : : Changes from: March 14, 2017 : : 704 -2,213 -4,173 -606 -45 -369 -835 -685 81 44 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 19.8 32.6 5.4 7.6 10.8 57.2 7.7 0.7 0.3 1.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 7 5 . 6 6 . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067A28 Open Interest is 85,269 : : Positions : : 4,382 42,477 1,055 14,756 2,566 57,143 2,747 17,734 292 1,753 2,027 : : : : Changes from: March 14, 2017 : : 102 -7,027 822 -1,454 -835 -10,240 309 -985 292 -702 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.1 49.8 1.2 17.3 3.0 67.0 3.2 20.8 0.3 2.1 2.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 10 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 10,961 : : Positions : : 9,130 5,694 1,090 4,460 555 0 0 0 150 0 0 : : : : Changes from: March 14, 2017 : : -1,110 -898 55 -220 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 51.9 9.9 40.7 5.1 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 10 . 7 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 403,269 : : Positions : : 118,414 222,041 53,997 5,343 18,198 57,616 36,755 38,489 54,365 22,230 38,503 : : : : Changes from: March 14, 2017 : : -2,709 -5,108 1,029 -507 223 -1,533 6,220 -3,709 -729 -6,244 1,172 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 55.1 13.4 1.3 4.5 14.3 9.1 9.5 13.5 5.5 9.5 : : : : Number of Traders in Each Category Total Traders: 264 : : 77 95 18 6 17 46 33 44 32 22 38 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 9,103 : : Positions : : 5,517 5,228 125 300 25 0 0 508 576 1,203 325 : : : : Changes from: March 14, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 57.4 1.4 3.3 0.3 0.0 0.0 5.6 6.3 13.2 3.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 17,478 : : Positions : : 7,271 11,332 270 2,320 1,010 0 0 0 6,354 195 1,991 : : : : Changes from: March 14, 2017 : : 351 615 0 0 0 0 0 0 164 -100 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 64.8 1.5 13.3 5.8 0.0 0.0 0.0 36.4 1.1 11.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 13 . . 4 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 19,871 : : Positions : : 16,880 18,766 0 0 0 160 0 0 1,585 350 0 : : : : Changes from: March 14, 2017 : : 945 510 0 0 0 0 0 0 200 350 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 94.4 0.0 0.0 0.0 0.8 0.0 0.0 8.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 16 0 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 11,530 : : Positions : : 4,302 5,843 363 17 1,125 0 0 400 1,860 70 2,064 : : : : Changes from: March 14, 2017 : : 210 389 130 -26 26 0 0 240 -26 0 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 50.7 3.1 0.1 9.8 0.0 0.0 3.5 16.1 0.6 17.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . . 4 0 0 . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 36,796 : : Positions : : 25,274 36,006 9,007 0 0 0 0 0 1,986 415 375 : : : : Changes from: March 14, 2017 : : 2,147 2,941 495 0 0 0 0 0 60 -400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 97.9 24.5 0.0 0.0 0.0 0.0 0.0 5.4 1.1 1.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 14 7 0 0 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 6,685 : : Positions : : 3,460 3,085 1,410 180 560 0 0 0 400 2,105 730 : : : : Changes from: March 14, 2017 : : 350 350 75 50 0 0 0 0 0 25 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 46.1 21.1 2.7 8.4 0.0 0.0 0.0 6.0 31.5 10.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 9 9 4 . . 0 0 0 4 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 5,101 : : Positions : : 2,530 4,119 1,230 25 0 0 0 0 1,281 792 50 : : : : Changes from: March 14, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 80.7 24.1 0.5 0.0 0.0 0.0 0.0 25.1 15.5 1.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 . . 0 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 18,953 : : Positions : : 8,487 10,093 3,972 2,277 2,896 0 0 0 2,500 3,037 368 : : : : Changes from: March 14, 2017 : : 1,581 1,661 354 0 -36 0 0 0 -345 -96 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 53.3 21.0 12.0 15.3 0.0 0.0 0.0 13.2 16.0 1.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 14 14 8 6 9 0 0 0 7 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 5,052 : : Positions : : 2,280 2,345 787 78 174 0 0 0 0 1,510 51 : : : : Changes from: March 14, 2017 : : 62 41 0 78 42 0 0 0 0 45 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 46.4 15.6 1.5 3.4 0.0 0.0 0.0 0.0 29.9 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . . 4 0 0 0 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 9,942 : : Positions : : 6,756 5,112 206 917 616 0 0 0 882 1,817 1,231 : : : : Changes from: March 14, 2017 : : 312 475 0 -32 32 0 0 0 492 386 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 51.4 2.1 9.2 6.2 0.0 0.0 0.0 8.9 18.3 12.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 18 18 . 4 5 0 0 0 6 10 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 1,864 : : Positions : : 712 1,059 194 30 35 0 0 0 249 67 523 : : : : Changes from: March 14, 2017 : : 110 40 0 0 0 0 0 0 -48 12 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 56.8 10.4 1.6 1.9 0.0 0.0 0.0 13.4 3.6 28.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 10 12 . . . 0 0 0 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 27,918 : : Positions : : 12,922 7,632 4,005 1,721 1,274 0 0 0 1,101 8,271 3,787 : : : : Changes from: March 14, 2017 : : 115 66 -150 24 50 0 0 0 0 301 118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 27.3 14.3 6.2 4.6 0.0 0.0 0.0 3.9 29.6 13.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 10 . . . 0 0 0 . 6 6 : ----------------------------------------------------------------------------------------------------------------
Updated March 24, 2017