Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV 1000 barrels : CFTC Code #02141B Open Interest is 26,149 : : Positions : : 11,451 19,315 769 1,063 1,647 0 8 38 8,970 654 3,229 : : : : Changes from: March 20, 2018 : : 655 810 -30 118 -41 -78 8 -15 439 -40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 73.9 2.9 4.1 6.3 0.0 0.0 0.1 34.3 2.5 12.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 18 . 4 6 0 . . . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES ENERGY DIV 1000 barrels : CFTC Code #02141C Open Interest is 28,654 : : Positions : : 15,168 16,489 7,889 450 462 2,167 0 0 1,120 9,540 1,443 : : : : Changes from: March 20, 2018 : : 175 43 0 0 0 0 0 0 0 201 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 57.5 27.5 1.6 1.6 7.6 0.0 0.0 3.9 33.3 5.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 11 6 . . . 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 44,465 : : Positions : : 27,863 37,738 2,628 246 866 0 45 0 8,609 1,116 4,354 : : : : Changes from: March 20, 2018 : : 817 1,855 -9 0 -25 0 0 0 1,079 20 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 84.9 5.9 0.6 1.9 0.0 0.1 0.0 19.4 2.5 9.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 26 36 6 . . 0 . 0 9 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 11,383 : : Positions : : 8,591 8,469 6 83 833 0 0 0 252 559 752 : : : : Changes from: March 20, 2018 : : 837 918 0 0 178 0 0 0 61 28 318 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 74.4 0.1 0.7 7.3 0.0 0.0 0.0 2.2 4.9 6.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 22 . . . 0 0 0 4 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 8,076 : : Positions : : 5,670 6,306 135 316 448 0 0 0 765 128 427 : : : : Changes from: March 20, 2018 : : 254 351 6 -15 50 0 0 0 55 -12 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 78.1 1.7 3.9 5.5 0.0 0.0 0.0 9.5 1.6 5.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 28 . . 4 0 0 0 5 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 4,179 : : Positions : : 3,235 740 0 0 0 0 0 0 68 2,019 207 : : : : Changes from: March 20, 2018 : : 154 242 0 0 0 0 0 0 -10 -20 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 17.7 0.0 0.0 0.0 0.0 0.0 0.0 1.6 48.3 5.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 0 0 0 0 0 0 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 27,213 : : Positions : : 17,572 13,163 6,086 375 675 756 0 0 25 10,767 2,099 : : : : Changes from: March 20, 2018 : : 140 83 72 0 100 0 0 0 -25 104 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 48.4 22.4 1.4 2.5 2.8 0.0 0.0 0.1 39.6 7.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 15 4 . . . 0 0 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 7,850 : : Positions : : 4,965 1,863 213 1,784 178 0 0 0 1,227 3,468 308 : : : : Changes from: March 20, 2018 : : 243 164 69 1 -28 0 0 0 53 170 -34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 23.7 2.7 22.7 2.3 0.0 0.0 0.0 15.6 44.2 3.9 : : : : Number of Traders in Each Category Total Traders: 52 : : 19 20 . 5 5 0 0 0 7 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 7,137 : : Positions : : 5,169 5,349 70 266 324 235 0 0 197 396 395 : : : : Changes from: March 20, 2018 : : 195 -70 0 15 -15 0 0 0 -29 211 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 74.9 1.0 3.7 4.5 3.3 0.0 0.0 2.8 5.5 5.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . . . . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 440,918 : : Positions : : 83,360 187,934 73,694 6,701 22,714 72,308 21,675 56,393 32,021 67,108 47,684 : : : : Changes from: March 20, 2018 : : 748 6,489 -932 40 2,334 7,705 1,205 8,002 -1,369 3,126 -2,331 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 42.6 16.7 1.5 5.2 16.4 4.9 12.8 7.3 15.2 10.8 : : : : Number of Traders in Each Category Total Traders: 223 : : 60 69 17 4 18 52 13 43 20 32 43 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 30,537 : : Positions : : 13,709 20,609 3,600 0 497 1,050 0 0 1,545 1,091 1,759 : : : : Changes from: March 20, 2018 : : 1,575 2,658 -70 0 70 100 0 0 220 1,050 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 67.5 11.8 0.0 1.6 3.4 0.0 0.0 5.1 3.6 5.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 2,010 : : Positions : : 425 1,635 0 0 0 456 40 0 664 45 115 : : : : Changes from: March 20, 2018 : : 85 139 0 0 0 -188 0 0 100 -153 -101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.1 81.3 0.0 0.0 0.0 22.7 2.0 0.0 33.0 2.2 5.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 5 9 0 0 0 7 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 5,299 : : Positions : : 4,021 4,783 0 0 0 0 0 0 930 100 40 : : : : Changes from: March 20, 2018 : : 108 144 0 0 0 0 0 0 66 30 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 90.3 0.0 0.0 0.0 0.0 0.0 0.0 17.6 1.9 0.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 14 0 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 63,319 : : Positions : : 39,955 48,369 2,995 38 1,366 8,113 600 750 1,679 3,753 8,094 : : : : Changes from: March 20, 2018 : : 2,621 2,039 401 -102 -335 -878 0 190 146 215 74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 76.4 4.7 0.1 2.2 12.8 0.9 1.2 2.7 5.9 12.8 : : : : Number of Traders in Each Category Total Traders: 104 : : 48 51 4 . 5 12 . . 10 10 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 3,365 : : Positions : : 2,464 2,172 0 73 45 0 0 0 126 349 137 : : : : Changes from: March 20, 2018 : : -70 -20 -54 -15 -52 0 0 0 -4 -19 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 64.5 0.0 2.2 1.3 0.0 0.0 0.0 3.7 10.4 4.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 20 0 . . 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #03265C Open Interest is 2,378 : : Positions : : 1,249 1,368 207 0 68 0 0 0 169 114 238 : : : : Changes from: March 20, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 57.5 8.7 0.0 2.9 0.0 0.0 0.0 7.1 4.8 10.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 13 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 4,873 : : Positions : : 2,430 3,179 104 0 101 0 0 0 1,571 800 508 : : : : Changes from: March 20, 2018 : : 327 466 0 0 -7 0 0 0 153 -15 61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 65.2 2.1 0.0 2.1 0.0 0.0 0.0 32.2 16.4 10.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 19 . 0 . 0 0 0 7 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 784,597 : : Positions : : 260,382 189,106 19,681 156,012 145,611 43,521 19,102 43,104 63,848 26,146 192,328 : : : : Changes from: March 20, 2018 : : 41,681 6,217 -138 1,581 12,102 -2,675 2,735 5,286 -12,738 13,395 20,820 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 24.1 2.5 19.9 18.6 5.5 2.4 5.5 8.1 3.3 24.5 : : : : Number of Traders in Each Category Total Traders: 156 : : 47 46 8 12 20 15 10 15 23 29 49 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV 1000 BARRELS : CFTC Code #06742G Open Interest is 40,032 : : Positions : : 27,227 25,003 3,832 6,976 4,433 0 0 0 3,605 0 200 : : : : Changes from: March 20, 2018 : : 1,177 1,077 -10 -230 766 0 0 0 -240 0 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 62.5 9.6 17.4 11.1 0.0 0.0 0.0 9.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 16 5 . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV 1000 barrels : CFTC Code #06742R Open Interest is 12,465 : : Positions : : 10,141 8,996 1,680 1,350 0 0 0 0 105 1,500 339 : : : : Changes from: March 20, 2018 : : -565 -660 -345 -210 0 0 0 0 -155 -105 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 72.2 13.5 10.8 0.0 0.0 0.0 0.0 0.8 12.0 2.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 14 . . 0 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 3,370,484 : : Positions : : 570,974 601,282 144,659 894,133 433,056 498,539 30,524 631,567 355,716 64,117 604,716 : : : : Changes from: March 20, 2018 : : 45,235 31,638 -1,512 32,291 26,113 12,242 2,836 57,617 13,329 3,789 48,134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 17.8 4.3 26.5 12.8 14.8 0.9 18.7 10.6 1.9 17.9 : : : : Number of Traders in Each Category Total Traders: 476 : : 58 76 19 31 45 97 28 87 103 96 170 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 97,007 : : Positions : : 27,667 35,294 0 22,191 1,041 28,876 0 23,959 4,618 3,649 10,527 : : : : Changes from: March 20, 2018 : : 473 6,605 0 -361 226 5,144 0 1,139 1,059 468 -596 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 36.4 0.0 22.9 1.1 29.8 0.0 24.7 4.8 3.8 10.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 14 0 . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 169,929 : : Positions : : 33,693 27,862 28,961 49,701 12,500 4,440 0 0 62,873 23,326 1,875 : : : : Changes from: March 20, 2018 : : 3,690 4,094 2,282 1,248 106 0 0 0 329 381 487 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.8 16.4 17.0 29.2 7.4 2.6 0.0 0.0 37.0 13.7 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 9 4 4 7 . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 16,647 : : Positions : : 0 0 33 4,612 3,566 480 255 922 4,437 188 5,040 : : : : Changes from: March 20, 2018 : : 0 0 -5 425 117 12 -10 63 327 -67 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.0 0.0 0.2 27.7 21.4 2.9 1.5 5.5 26.7 1.1 30.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 0 0 . 7 7 . . 4 6 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 161,488 : : Positions : : 16,646 8,063 32,671 93,490 24,754 4,865 0 671 52,211 0 16,276 : : : : Changes from: March 20, 2018 : : 1,159 696 999 6,307 6,983 83 0 19 3,237 0 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.3 5.0 20.2 57.9 15.3 3.0 0.0 0.4 32.3 0.0 10.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 7 6 . 14 16 . 0 . 7 0 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 249,568 : : Positions : : 31,803 28,714 35,696 8,925 24,103 2,195 26,829 17,640 60,815 74,651 62,155 : : : : Changes from: March 20, 2018 : : -2,196 4,151 3,108 649 1,358 -8 -2,826 3,462 1,154 174 -1,448 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.7 11.5 14.3 3.6 9.7 0.9 10.8 7.1 24.4 29.9 24.9 : : : : Number of Traders in Each Category Total Traders: 71 : : 12 12 5 4 9 . . . 28 14 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 90,420 : : Positions : : 54,474 24,722 883 1,014 3,797 1,817 31,128 16,976 3,547 3,945 8,153 : : : : Changes from: March 20, 2018 : : 1,137 4,197 7 5 7 -352 -2,831 2,506 313 -111 1,248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 27.3 1.0 1.1 4.2 2.0 34.4 18.8 3.9 4.4 9.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 12 12 . . 5 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI MIDLAND ARGUS VS WTI TRADE - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067A71 Open Interest is 164,541 : : Positions : : 143,278 99,399 0 49,296 240 0 0 0 8,040 0 150 : : : : Changes from: March 20, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 60.4 0.0 30.0 0.1 0.0 0.0 0.0 4.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 0 6 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 U.S. BARRELS) : CFTC Code #067A75 Open Interest is 25,294 : : Positions : : 18,907 12,519 575 10,459 848 2,857 0 288 1,630 1,120 0 : : : : Changes from: March 20, 2018 : : 230 40 0 355 135 -69 0 0 0 -240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 49.5 2.3 41.3 3.4 11.3 0.0 1.1 6.4 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 14 . 7 4 4 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 438,018 : : Positions : : 94,223 237,719 61,020 6,736 18,519 99,153 3,820 51,001 59,900 73,723 28,528 : : : : Changes from: March 20, 2018 : : -3,145 62 3,407 -564 -4,510 5,542 -557 3,475 828 5,243 1,166 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.5 54.3 13.9 1.5 4.2 22.6 0.9 11.6 13.7 16.8 6.5 : : : : Number of Traders in Each Category Total Traders: 291 : : 71 85 19 8 19 82 9 56 42 27 44 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 10,564 : : Positions : : 3,737 4,455 783 497 105 285 0 225 1,445 1,509 350 : : : : Changes from: March 20, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 42.2 7.4 4.7 1.0 2.7 0.0 2.1 13.7 14.3 3.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 7 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 18,992 : : Positions : : 10,414 11,511 44 825 2,156 0 0 0 2,503 275 3,159 : : : : Changes from: March 20, 2018 : : 1,089 1,089 0 0 -50 0 0 0 20 0 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 60.6 0.2 4.3 11.4 0.0 0.0 0.0 13.2 1.4 16.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 21,707 : : Positions : : 16,395 18,585 250 1,590 230 0 0 0 3,510 0 75 : : : : Changes from: March 20, 2018 : : 818 1,436 250 0 200 0 0 0 975 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 85.6 1.2 7.3 1.1 0.0 0.0 0.0 16.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 19 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 35,255 : : Positions : : 20,431 32,212 8,634 0 0 0 0 0 3,710 560 2,407 : : : : Changes from: March 20, 2018 : : 842 1,641 405 0 0 0 0 0 450 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 91.4 24.5 0.0 0.0 0.0 0.0 0.0 10.5 1.6 6.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 16 9 0 0 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 10,005 : : Positions : : 6,475 7,647 1,600 100 250 0 1,098 0 1,305 535 375 : : : : Changes from: March 20, 2018 : : 600 440 0 100 0 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 76.4 16.0 1.0 2.5 0.0 11.0 0.0 13.0 5.3 3.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 7 8 4 . . 0 . 0 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 16,122 : : Positions : : 5,734 8,658 5,026 250 1,643 0 710 1,500 464 1,753 1,262 : : : : Changes from: March 20, 2018 : : 830 462 21 0 180 0 0 300 -6 402 319 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 53.7 31.2 1.6 10.2 0.0 4.4 9.3 2.9 10.9 7.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 15 16 8 . 5 0 . . 4 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 3,365 : : Positions : : 1,695 2,232 91 650 56 0 0 0 1,003 32 230 : : : : Changes from: March 20, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 66.3 2.7 19.3 1.7 0.0 0.0 0.0 29.8 1.0 6.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 9 . . . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 13,471 : : Positions : : 9,148 6,132 720 158 421 0 475 105 1,651 4,836 1,170 : : : : Changes from: March 20, 2018 : : 528 119 -7 -25 7 0 0 0 -75 350 -126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 45.5 5.3 1.2 3.1 0.0 3.5 0.8 12.3 35.9 8.7 : : : : Number of Traders in Each Category Total Traders: 51 : : 20 18 4 . 5 0 . . 9 10 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 2,533 : : Positions : : 1,237 770 88 130 2 0 0 0 530 880 421 : : : : Changes from: March 20, 2018 : : 155 280 5 0 0 0 0 0 145 5 131 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 30.4 3.5 5.1 0.1 0.0 0.0 0.0 20.9 34.7 16.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 8 9 . . . 0 0 0 4 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 27, 2018 : 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 32,520 : : Positions : : 13,502 19,314 0 4,000 1,255 3,000 0 0 7,808 143 3,946 : : : : Changes from: March 20, 2018 : : 114 1,413 0 902 316 0 0 0 1,376 -519 -149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 59.4 0.0 12.3 3.9 9.2 0.0 0.0 24.0 0.4 12.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 11 0 6 5 . 0 0 5 . 6 : ----------------------------------------------------------------------------------------------------------------
Updated March 30, 2018