Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : 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 26,535 : : Positions : : 18,451 21,918 237 635 1,412 319 0 47 3,349 0 2,462 : : : : Changes from: January 14, 2020 : : 1,078 1,051 10 0 102 0 0 0 -37 0 -326 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 82.6 0.9 2.4 5.3 1.2 0.0 0.2 12.6 0.0 9.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 20 4 . 4 . 0 . 6 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : 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-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV 1000 barrels : CFTC Code #02141C Open Interest is 41,292 : : Positions : : 18,561 29,039 10,998 225 5,766 1,425 768 0 162 2,453 3,008 : : : : Changes from: January 14, 2020 : : 2,698 682 -2,006 25 2,730 -100 0 0 0 125 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 70.3 26.6 0.5 14.0 3.5 1.9 0.0 0.4 5.9 7.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 16 6 . . . . 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : 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/BRENT 1ST LN - ICE FUTURES ENERGY DIV BBL : CFTC Code #02141R Open Interest is 6,386 : : Positions : : 5,270 3,929 375 130 143 0 0 0 182 1,780 404 : : : : Changes from: January 14, 2020 : : 126 271 50 0 -50 0 0 0 50 -45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 61.5 5.9 2.0 2.2 0.0 0.0 0.0 2.8 27.9 6.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : 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 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 16,611 : : Positions : : 8,193 12,711 2,796 132 1,856 265 0 0 2,736 1,130 720 : : : : Changes from: January 14, 2020 : : 79 -18 0 0 0 0 0 0 14 111 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 76.5 16.8 0.8 11.2 1.6 0.0 0.0 16.5 6.8 4.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 29 4 . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : 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 8,969 : : Positions : : 4,113 7,121 3,771 0 53 0 1,054 53 320 268 414 : : : : Changes from: January 14, 2020 : : 75 195 120 0 0 0 0 0 20 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 79.4 42.0 0.0 0.6 0.0 11.8 0.6 3.6 3.0 4.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 5 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : 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 408,428 : : Positions : : 100,528 167,292 63,659 3,707 30,380 37,092 35,202 67,809 18,433 26,866 46,399 : : : : Changes from: January 14, 2020 : : -36,814 -31,671 572 -2,005 7 686 1,718 11,971 542 -5,572 9,884 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.6 41.0 15.6 0.9 7.4 9.1 8.6 16.6 4.5 6.6 11.4 : : : : Number of Traders in Each Category Total Traders: 207 : : 64 72 21 4 20 39 27 48 16 17 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : 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 42,123 : : Positions : : 27,869 31,970 2,162 0 530 0 0 0 185 5,027 405 : : : : Changes from: January 14, 2020 : : 2,209 2,121 -50 0 0 0 0 0 -310 402 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 75.9 5.1 0.0 1.3 0.0 0.0 0.0 0.4 11.9 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 18 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : 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 - NEW YORK MERCANTILE EXCHANGE (100 CUBIC METERS) : CFTC Code #025608 Open Interest is 7,263 : : Positions : : 6,966 6,372 0 165 0 0 0 0 90 497 90 : : : : Changes from: January 14, 2020 : : 583 511 0 36 0 0 0 0 0 36 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 87.7 0.0 2.3 0.0 0.0 0.0 0.0 1.2 6.8 1.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 15 0 . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : 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 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 33,804 : : Positions : : 18,065 27,855 922 826 638 8,897 76 769 740 0 3,493 : : : : Changes from: January 14, 2020 : : 1,939 2,552 357 -119 -64 -261 -9 289 271 -72 109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 82.4 2.7 2.4 1.9 26.3 0.2 2.3 2.2 0.0 10.3 : : : : Number of Traders in Each Category Total Traders: 85 : : 43 52 . . 4 8 . . 10 0 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : 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 NEW - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #03265J Open Interest is 1,940 : : Positions : : 1,097 1,252 426 30 78 0 0 0 75 267 15 : : : : Changes from: January 14, 2020 : : 62 246 200 0 0 0 0 0 45 127 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 64.5 22.0 1.5 4.0 0.0 0.0 0.0 3.9 13.8 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 . . . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : 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 764,024 : : Positions : : 210,840 197,538 14,357 222,771 111,107 47,316 5,158 43,048 177,348 24,433 148,642 : : : : Changes from: January 14, 2020 : : -910 2,912 252 -722 -973 -1,025 -1,441 -3,503 325 -3,209 -2,582 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 25.9 1.9 29.2 14.5 6.2 0.7 5.6 23.2 3.2 19.5 : : : : Number of Traders in Each Category Total Traders: 131 : : 45 43 12 11 22 12 8 12 16 24 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : 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 23,471 : : Positions : : 22,141 8,962 945 13,774 190 0 0 0 0 0 0 : : : : Changes from: January 14, 2020 : : -2,271 -1,377 -372 -1,279 -55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 38.2 4.0 58.7 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 16 . 7 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : 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 9,970 : : Positions : : 9,690 5,950 0 3,435 90 0 0 0 50 245 30 : : : : Changes from: January 14, 2020 : : -40 -40 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.2 59.7 0.0 34.5 0.9 0.0 0.0 0.0 0.5 2.5 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 0 6 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : 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 SW 1A INDEX - ICE FUTURES ENERGY DIV 1000 BARRELS : CFTC Code #06742T Open Interest is 9,812 : : Positions : : 8,987 4,573 600 5,064 0 0 0 0 75 0 0 : : : : Changes from: January 14, 2020 : : -666 -160 -45 -606 0 0 0 0 -70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 46.6 6.1 51.6 0.0 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 6 . 6 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : 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 2,621,657 : : Positions : : 439,142 416,763 131,482 712,572 306,103 282,867 50,678 643,054 308,645 12,411 417,366 : : : : Changes from: January 14, 2020 : : -26,456 -31,451 -160 -10,687 -12,530 6,218 -177 -29,476 -12,857 1,542 -33,426 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.8 15.9 5.0 27.2 11.7 10.8 1.9 24.5 11.8 0.5 15.9 : : : : Number of Traders in Each Category Total Traders: 392 : : 58 65 23 27 43 73 45 86 98 34 112 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : 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 85,497 : : Positions : : 36,010 41,851 1,693 209 2,297 2,046 3,034 34,034 4,852 159 3,913 : : : : Changes from: January 14, 2020 : : -3,632 -9,840 -839 209 -749 -13,552 -9,993 -2,740 -1,436 -9 -78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 48.9 2.0 0.2 2.7 2.4 3.5 39.8 5.7 0.2 4.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 171,812 : : Positions : : 56,694 27,923 38,129 68,910 3,686 0 7,471 0 53,415 25,677 3,801 : : : : Changes from: January 14, 2020 : : 2,497 103 4,273 725 136 0 121 0 -946 360 1,626 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 16.3 22.2 40.1 2.1 0.0 4.3 0.0 31.1 14.9 2.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 7 9 . 8 5 0 . 0 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : 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 96,087 : : Positions : : 21,438 10,154 2,408 46,208 21,839 5,773 0 687 29,292 88 11,212 : : : : Changes from: January 14, 2020 : : -121 135 239 1,423 537 4 0 3 95 -21 679 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.3 10.6 2.5 48.1 22.7 6.0 0.0 0.7 30.5 0.1 11.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 5 5 . 13 15 . 0 . 8 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : 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 CALENDAR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765L Open Interest is 159,348 : : Positions : : 137,065 8,479 2,390 27,802 720 5,400 4,089 1,836 0 97,307 2,136 : : : : Changes from: January 14, 2020 : : 576 -105 0 0 0 0 0 0 0 -949 -91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 5.3 1.5 17.4 0.5 3.4 2.6 1.2 0.0 61.1 1.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 6 . . . . . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : 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 255,274 : : Positions : : 22,922 64,290 98,287 318 12,061 1,069 8,076 9,305 48,007 99,933 53,164 : : : : Changes from: January 14, 2020 : : -1,343 -8,236 -2,805 313 1,782 -2,207 19 1,748 -3,456 -2,106 1,772 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.0 25.2 38.5 0.1 4.7 0.4 3.2 3.6 18.8 39.1 20.8 : : : : Number of Traders in Each Category Total Traders: 72 : : 16 18 8 . 8 4 . 5 20 17 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : 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 32,882 : : Positions : : 19,297 7,207 845 5,868 429 0 5,903 7,486 441 1,655 3,776 : : : : Changes from: January 14, 2020 : : -42 69 181 -494 267 0 363 124 -117 48 329 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 21.9 2.6 17.8 1.3 0.0 18.0 22.8 1.3 5.0 11.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 10 . 4 . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #0676A5 Open Interest is 165,578 : : Positions : : 137,372 96,585 1,481 35,937 2,294 0 2,435 0 1,305 0 720 : : : : Changes from: January 14, 2020 : : 1,900 925 -80 -60 120 0 835 0 1,305 0 720 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 58.3 0.9 21.7 1.4 0.0 1.5 0.0 0.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . 5 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : 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 7,013 : : Positions : : 6,228 2,140 301 4,360 83 0 155 0 0 0 0 : : : : Changes from: January 14, 2020 : : 480 480 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 30.5 4.3 62.2 1.2 0.0 2.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 11 . 5 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : 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 442,655 : : Positions : : 99,258 264,498 49,573 22,567 27,126 125,681 10,796 46,337 45,909 31,794 25,112 : : : : Changes from: January 14, 2020 : : 4,772 14,411 748 -3,373 1,852 6,261 1,297 4,143 -352 1,531 2,201 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 59.8 11.2 5.1 6.1 28.4 2.4 10.5 10.4 7.2 5.7 : : : : Number of Traders in Each Category Total Traders: 284 : : 66 89 17 12 20 75 23 54 22 22 32 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : 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 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 17,409 : : Positions : : 9,658 16,539 5,560 0 0 0 165 0 1,630 100 285 : : : : Changes from: January 14, 2020 : : 1,478 1,588 210 0 0 0 165 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 95.0 31.9 0.0 0.0 0.0 0.9 0.0 9.4 0.6 1.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 12 7 0 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : 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 6,070 : : Positions : : 1,722 2,393 2,550 169 131 0 2,280 0 706 629 48 : : : : Changes from: January 14, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 39.4 42.0 2.8 2.2 0.0 37.6 0.0 11.6 10.4 0.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 7 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 2020 : 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 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 5,835 : : Positions : : 3,766 4,475 947 127 94 0 0 0 469 618 213 : : : : Changes from: January 14, 2020 : : 48 150 0 75 0 0 0 0 195 -6 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 76.7 16.2 2.2 1.6 0.0 0.0 0.0 8.0 10.6 3.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 12 . . . 0 0 0 . . 4 : ----------------------------------------------------------------------------------------------------------------
Updated January 24, 2020