News Source: COT

COT Report - Natural Gas and Products, Futures and Options Combined Disaggregated - November 15, 2019

NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 MMBtus : : : Positions : All : 5,047,886: 3,508,436 1,184,595 533,679 3,156,526 303,748 134,189 31,586 86,242 251,812 69,465 193,729: 36,051 21,995 Old : 5,047,886: 3,508,436 1,184,595 533,679 3,156,526 303,748 134,189 31,586 86,242 251,812 69,465 193,729: 36,051 21,995 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 69,691: -9,534 46,205 11,361 186 -87 17,832 -6,478 -1,201 34,957 22,759 10,154: 6,209 -1,847 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.5 23.5 10.6 62.5 6.0 2.7 0.6 1.7 5.0 1.4 3.8: 0.7 0.4 Old : 100.0: 69.5 23.5 10.6 62.5 6.0 2.7 0.6 1.7 5.0 1.4 3.8: 0.7 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 233: 123 99 13 18 23 8 8 13 37 14 39: Old : 233: 123 99 13 18 23 8 8 13 37 14 39: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.9 42.3 43.0 58.6 24.7 41.3 37.8 56.9 Old : 26.9 42.3 43.0 58.6 24.7 41.3 37.8 56.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 1,110,835: 140,863 200,199 77,229 11,506 534,061 3,694 12,279 186,433 14,384 11,906 152,508: 1,662 1,942 Old : 1,110,835: 140,863 200,199 77,229 11,506 534,061 3,694 12,279 186,433 14,384 11,906 152,508: 1,662 1,942 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 30,452: -5,830 -5,578 8,268 -2,738 1,595 -2,274 11,868 9,470 4,419 838 15,018: -214 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 18.0 7.0 1.0 48.1 0.3 1.1 16.8 1.3 1.1 13.7: 0.1 0.2 Old : 100.0: 12.7 18.0 7.0 1.0 48.1 0.3 1.1 16.8 1.3 1.1 13.7: 0.1 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 73: 30 30 11 5 16 . 4 6 8 9 17: Old : 73: 30 30 11 5 16 . 4 6 8 9 17: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.7 53.8 71.2 72.7 7.6 9.2 9.2 10.1 Old : 55.7 53.8 71.2 72.7 7.6 9.2 9.2 10.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 257,783: 176,819 230,532 39,447 0 16,952 0 5,006 0 0 248 0: 24,565 5,045 Old : 257,783: 176,819 230,532 39,447 0 16,952 0 5,006 0 0 248 0: 24,565 5,045 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 3,373: 2,461 2,726 -1,189 -109 840 -517 0 0 0 0 0: 1,778 -84 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.6 89.4 15.3 0.0 6.6 0.0 1.9 0.0 0.0 0.1 0.0: 9.5 2.0 Old : 100.0: 68.6 89.4 15.3 0.0 6.6 0.0 1.9 0.0 0.0 0.1 0.0: 9.5 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 22 19 7 0 6 0 . 0 0 . 0: Old : 36: 22 19 7 0 6 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.6 77.2 75.7 87.7 57.0 73.7 69.8 81.0 Old : 62.6 77.2 75.7 87.7 57.0 73.7 69.8 81.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 143,891: 135,320 58,289 0 64,557 2,538 18 5,353 243 2,565 0 341: 2,866 12,570 Old : 143,891: 135,320 58,289 0 64,557 2,538 18 5,353 243 2,565 0 341: 2,866 12,570 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 1,809: 2,107 1,188 0 1,046 -66 18 0 243 463 0 62: -1,018 -664 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.0 40.5 0.0 44.9 1.8 0.0 3.7 0.2 1.8 0.0 0.2: 2.0 8.7 Old : 100.0: 94.0 40.5 0.0 44.9 1.8 0.0 3.7 0.2 1.8 0.0 0.2: 2.0 8.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 17 16 0 8 4 . . . . 0 .: Old : 36: 17 16 0 8 4 . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.2 46.0 87.3 68.0 70.0 43.4 83.6 65.4 Old : 70.2 46.0 87.3 68.0 70.0 43.4 83.6 65.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 313,851: 252,010 99,817 24,069 180,802 18,631 0 3,921 1,092 4,228 0 3,264: 10,557 6,324 Old : 313,851: 252,010 99,817 24,069 180,802 18,631 0 3,921 1,092 4,228 0 3,264: 10,557 6,324 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 4,206: 1,841 4,309 1,192 -1,281 -352 0 491 44 -355 0 1,124: 712 -129 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.3 31.8 7.7 57.6 5.9 0.0 1.2 0.3 1.3 0.0 1.0: 3.4 2.0 Old : 100.0: 80.3 31.8 7.7 57.6 5.9 0.0 1.2 0.3 1.3 0.0 1.0: 3.4 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 21 17 5 8 6 0 . . 4 0 .: Old : 45: 21 17 5 8 6 0 . . 4 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.2 47.1 76.8 70.9 55.7 42.3 64.2 61.2 Old : 63.2 47.1 76.8 70.9 55.7 42.3 64.2 61.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 856,443: 806,831 53,098 10,231 763,843 22,188 11 0 391 6,587 13,116 1,993: 8,211 1,814 Old : 856,443: 806,831 53,098 10,231 763,843 22,188 11 0 391 6,587 13,116 1,993: 8,211 1,814 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 3,127: 1,962 1,972 -224 361 -65 11 0 391 169 -364 1,223: -340 -391 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.2 6.2 1.2 89.2 2.6 0.0 0.0 0.0 0.8 1.5 0.2: 1.0 0.2 Old : 100.0: 94.2 6.2 1.2 89.2 2.6 0.0 0.0 0.0 0.8 1.5 0.2: 1.0 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 50: 30 15 . 10 10 . 0 . 4 . 4: Old : 50: 30 15 . 10 10 . 0 . 4 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.1 64.2 61.1 88.9 35.8 62.9 59.0 86.7 Old : 36.1 64.2 61.1 88.9 35.8 62.9 59.0 86.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 378,029: 265,390 253,905 53,532 69,103 41,546 0 450 0 3,133 5,212 1,795: 12,633 6,018 Old : 378,029: 265,390 253,905 53,532 69,103 41,546 0 450 0 3,133 5,212 1,795: 12,633 6,018 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 5,439: 4,161 3,054 981 6,479 -5 0 450 0 -91 -1,524 242: 151 -3,257 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.2 67.2 14.2 18.3 11.0 0.0 0.1 0.0 0.8 1.4 0.5: 3.3 1.6 Old : 100.0: 70.2 67.2 14.2 18.3 11.0 0.0 0.1 0.0 0.8 1.4 0.5: 3.3 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 59: 28 25 4 11 9 0 . 0 . . .: Old : 59: 28 25 4 11 9 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.3 44.2 63.8 64.2 41.6 39.0 59.0 53.3 Old : 43.3 44.2 63.8 64.2 41.6 39.0 59.0 53.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 520,510: 475,388 325,493 17,357 171,172 16,279 0 840 0 1,749 66 182: 9,555 6,478 Old : 520,510: 475,388 325,493 17,357 171,172 16,279 0 840 0 1,749 66 182: 9,555 6,478 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 2,279: 1,888 1,920 516 -244 -65 0 0 0 248 0 0: -308 668 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.3 62.5 3.3 32.9 3.1 0.0 0.2 0.0 0.3 0.0 0.0: 1.8 1.2 Old : 100.0: 91.3 62.5 3.3 32.9 3.1 0.0 0.2 0.0 0.3 0.0 0.0: 1.8 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 60: 31 24 . 12 9 0 . 0 . . .: Old : 60: 31 24 . 12 9 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.1 42.5 74.5 68.5 58.9 40.7 72.5 63.7 Old : 59.1 42.5 74.5 68.5 58.9 40.7 72.5 63.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 388,188: 268,083 137,423 98,017 225,134 12,622 0 2,555 2,250 0 488 0: 7,216 7,716 Old : 388,188: 268,083 137,423 98,017 225,134 12,622 0 2,555 2,250 0 488 0: 7,216 7,716 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 823: 1,976 288 567 396 -928 0 420 843 0 -432 -246: -1,389 482 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.1 35.4 25.2 58.0 3.3 0.0 0.7 0.6 0.0 0.1 0.0: 1.9 2.0 Old : 100.0: 69.1 35.4 25.2 58.0 3.3 0.0 0.7 0.6 0.0 0.1 0.0: 1.9 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 29 16 7 7 7 0 . . 0 . 0: Old : 48: 29 16 7 7 7 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.5 68.0 61.8 84.0 44.5 63.8 60.6 76.3 Old : 44.5 68.0 61.8 84.0 44.5 63.8 60.6 76.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 108,164: 79,538 90,929 22,490 8,988 114 186 0 62 0 3,792 372: 5,402 3,907 Old : 108,164: 79,538 90,929 22,490 8,988 114 186 0 62 0 3,792 372: 5,402 3,907 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 5,757: 5,777 4,173 277 0 0 -8 0 -54 -907 637 -164: 836 1,165 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.5 84.1 20.8 8.3 0.1 0.2 0.0 0.1 0.0 3.5 0.3: 5.0 3.6 Old : 100.0: 73.5 84.1 20.8 8.3 0.1 0.2 0.0 0.1 0.0 3.5 0.3: 5.0 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 15 . . . . 0 . 0 . .: Old : 25: 13 15 . . . . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.2 50.6 88.7 73.1 73.1 47.1 81.6 68.2 Old : 75.2 50.6 88.7 73.1 73.1 47.1 81.6 68.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 27,184: 22,378 25,072 2,364 210 0 0 480 0 570 300 0: 1,872 1,122 Old : 27,184: 22,378 25,072 2,364 210 0 0 480 0 570 300 0: 1,872 1,122 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 6,212: 6,026 6,028 186 0 0 0 0 0 0 0 0: 0 184 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.3 92.2 8.7 0.8 0.0 0.0 1.8 0.0 2.1 1.1 0.0: 6.9 4.1 Old : 100.0: 82.3 92.2 8.7 0.8 0.0 0.0 1.8 0.0 2.1 1.1 0.0: 6.9 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 10 17 . . 0 0 . 0 . . 0: Old : 29: 10 17 . . 0 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.8 65.5 84.9 81.5 62.3 65.5 81.5 80.6 Old : 63.8 65.5 84.9 81.5 62.3 65.5 81.5 80.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 239,219: 225,584 59,580 1,688 162,578 7,465 0 0 0 0 0 0: 4,482 9,596 Old : 239,219: 225,584 59,580 1,688 162,578 7,465 0 0 0 0 0 0: 4,482 9,596 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 5,276: 4,335 1,562 -30 3,823 770 0 0 0 0 -5 -401: 602 -473 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.3 24.9 0.7 68.0 3.1 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 4.0 Old : 100.0: 94.3 24.9 0.7 68.0 3.1 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 21 12 . 10 . 0 0 0 0 0 0: Old : 34: 21 12 . 10 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.9 45.3 80.8 73.7 68.8 45.1 80.7 72.1 Old : 68.9 45.3 80.8 73.7 68.8 45.1 80.7 72.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 186,408: 155,920 61,003 8,256 106,988 15,269 0 0 0 0 0 0: 6,963 3,148 Old : 186,408: 155,920 61,003 8,256 106,988 15,269 0 0 0 0 0 0: 6,963 3,148 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 5,316: 5,144 3,644 92 1,443 78 0 0 0 0 0 0: 2 151 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.6 32.7 4.4 57.4 8.2 0.0 0.0 0.0 0.0 0.0 0.0: 3.7 1.7 Old : 100.0: 83.6 32.7 4.4 57.4 8.2 0.0 0.0 0.0 0.0 0.0 0.0: 3.7 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 19 11 . 9 7 0 0 0 0 0 0: Old : 34: 19 11 . 9 7 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.3 58.3 72.3 85.9 57.3 57.1 70.8 81.6 Old : 57.3 58.3 72.3 85.9 57.3 57.1 70.8 81.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 286,537: 273,745 248,640 778 29,098 5,920 0 0 0 0 0 0: 6,094 2,879 Old : 286,537: 273,745 248,640 778 29,098 5,920 0 0 0 0 0 0: 6,094 2,879 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -899: -1,325 -622 0 -641 364 0 0 0 0 0 0: 62 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.5 86.8 0.3 10.2 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 2.1 1.0 Old : 100.0: 95.5 86.8 0.3 10.2 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 2.1 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 19 18 . 4 . 0 0 0 0 0 0: Old : 34: 19 18 . 4 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.5 61.2 83.6 78.3 54.7 58.9 75.6 72.8 Old : 56.5 61.2 83.6 78.3 54.7 58.9 75.6 72.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 32,773: 5,859 29,157 16,008 0 2,280 1,894 0 0 5,130 0 0: 1,602 1,336 Old : 32,773: 5,859 29,157 16,008 0 2,280 1,894 0 0 5,130 0 0: 1,602 1,336 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 122: 60 93 0 0 0 0 0 0 0 0 0: 62 29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.9 89.0 48.8 0.0 7.0 5.8 0.0 0.0 15.7 0.0 0.0: 4.9 4.1 Old : 100.0: 17.9 89.0 48.8 0.0 7.0 5.8 0.0 0.0 15.7 0.0 0.0: 4.9 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 9 12 4 0 . . 0 0 6 0 0: Old : 32: 9 12 4 0 . . 0 0 6 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.0 70.9 81.2 89.8 60.0 67.7 72.0 80.4 Old : 67.0 70.9 81.2 89.8 60.0 67.7 72.0 80.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 606,470: 454,007 139,621 65,886 395,432 49,713 60 2,062 2,280 19,871 2,338 3,610: 11,043 11,414 Old : 606,470: 454,007 139,621 65,886 395,432 49,713 60 2,062 2,280 19,871 2,338 3,610: 11,043 11,414 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 18,711: 16,767 3,820 -416 8,463 2,738 0 1,986 -881 -113 -383 507: 109 2,461 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.9 23.0 10.9 65.2 8.2 0.0 0.3 0.4 3.3 0.4 0.6: 1.8 1.9 Old : 100.0: 74.9 23.0 10.9 65.2 8.2 0.0 0.3 0.4 3.3 0.4 0.6: 1.8 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 61: 35 20 4 11 8 . . . 4 . 4: Old : 61: 35 20 4 11 8 . . . 4 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.2 56.7 46.3 79.6 26.8 56.1 44.7 72.6 Old : 27.2 56.7 46.3 79.6 26.8 56.1 44.7 72.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 207,192: 111,729 119,039 42,446 29,046 46,711 0 982 2,045 0 235 893: 3,368 8,241 Old : 207,192: 111,729 119,039 42,446 29,046 46,711 0 982 2,045 0 235 893: 3,368 8,241 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -3,179: -3,650 -2,002 1,624 -94 -1,003 0 -308 496 -340 -3 -304: -2 39 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.9 57.5 20.5 14.0 22.5 0.0 0.5 1.0 0.0 0.1 0.4: 1.6 4.0 Old : 100.0: 53.9 57.5 20.5 14.0 22.5 0.0 0.5 1.0 0.0 0.1 0.4: 1.6 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 16 13 5 . 8 0 . . 0 . .: Old : 27: 16 13 5 . 8 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.0 57.3 80.1 79.5 42.4 40.9 49.6 48.5 Old : 63.0 57.3 80.1 79.5 42.4 40.9 49.6 48.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 44,162: 36,473 29,479 5,279 13,168 0 0 0 0 528 0 1,001: 881 514 Old : 44,162: 36,473 29,479 5,279 13,168 0 0 0 0 528 0 1,001: 881 514 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 186: 0 341 217 0 0 0 0 0 186 0 -155: -62 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.6 66.8 12.0 29.8 0.0 0.0 0.0 0.0 1.2 0.0 2.3: 2.0 1.2 Old : 100.0: 82.6 66.8 12.0 29.8 0.0 0.0 0.0 0.0 1.2 0.0 2.3: 2.0 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 10 8 . . 0 0 0 0 . 0 .: Old : 21: 10 8 . . 0 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.4 85.3 86.5 97.4 68.4 79.0 82.3 89.5 Old : 68.4 85.3 86.5 97.4 68.4 79.0 82.3 89.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV Code-0233A8 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 71,144: 52,548 33,193 7,235 24,597 7,617 0 0 0 0 0 0: 3,744 5,737 Old : 71,144: 52,548 33,193 7,235 24,597 7,617 0 0 0 0 0 0: 3,744 5,737 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -214: -1,197 -1,503 334 1,313 151 0 0 0 0 0 0: 498 -175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.9 46.7 10.2 34.6 10.7 0.0 0.0 0.0 0.0 0.0 0.0: 5.3 8.1 Old : 100.0: 73.9 46.7 10.2 34.6 10.7 0.0 0.0 0.0 0.0 0.0 0.0: 5.3 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 12 9 4 4 5 0 0 0 0 0 0: Old : 24: 12 9 4 4 5 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.0 65.8 72.8 84.2 47.8 64.7 66.9 74.1 Old : 49.0 65.8 72.8 84.2 47.8 64.7 66.9 74.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 236,637: 146,801 231,246 80,005 771 4,372 0 0 0 2,839 0 0: 2,620 248 Old : 236,637: 146,801 231,246 80,005 771 4,372 0 0 0 2,839 0 0: 2,620 248 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -525: -2,186 -134 1,928 0 -391 0 0 0 124 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.0 97.7 33.8 0.3 1.8 0.0 0.0 0.0 1.2 0.0 0.0: 1.1 0.1 Old : 100.0: 62.0 97.7 33.8 0.3 1.8 0.0 0.0 0.0 1.2 0.0 0.0: 1.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 14 10 8 . 4 0 0 0 . 0 0: Old : 28: 14 10 8 . 4 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.9 82.6 79.0 95.6 50.5 81.9 68.1 86.1 Old : 57.9 82.6 79.0 95.6 50.5 81.9 68.1 86.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 221,769: 118,387 208,098 73,590 0 2,901 21,120 4,260 0 2,509 4,080 1,320: 1,942 1,110 Old : 221,769: 118,387 208,098 73,590 0 2,901 21,120 4,260 0 2,509 4,080 1,320: 1,942 1,110 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -506: -1,820 -506 1,190 0 0 0 0 0 124 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.4 93.8 33.2 0.0 1.3 9.5 1.9 0.0 1.1 1.8 0.6: 0.9 0.5 Old : 100.0: 53.4 93.8 33.2 0.0 1.3 9.5 1.9 0.0 1.1 1.8 0.6: 0.9 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 60: 18 28 10 0 . . . 0 . 5 .: Old : 60: 18 28 10 0 . . . 0 . 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.7 67.2 71.3 84.7 47.2 66.7 65.2 80.6 Old : 52.7 67.2 71.3 84.7 47.2 66.7 65.2 80.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 134,684: 117,894 99,325 12,934 32,991 852 0 0 0 1,635 432 0: 1,369 1,084 Old : 134,684: 117,894 99,325 12,934 32,991 852 0 0 0 1,635 432 0: 1,369 1,084 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 2,201: 1,856 1,705 -124 0 124 0 0 0 465 432 0: -120 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.5 73.7 9.6 24.5 0.6 0.0 0.0 0.0 1.2 0.3 0.0: 1.0 0.8 Old : 100.0: 87.5 73.7 9.6 24.5 0.6 0.0 0.0 0.0 1.2 0.3 0.0: 1.0 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 15 19 4 . . 0 0 0 . . 0: Old : 34: 15 19 4 . . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.7 71.4 87.9 91.5 71.0 65.7 82.7 84.9 Old : 71.7 71.4 87.9 91.5 71.0 65.7 82.7 84.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :MMBTU : : : Positions : All : 20,368: 9,053 16,553 9,565 0 0 0 3,270 0 240 210 0: 1,510 335 Old : 20,368: 9,053 16,553 9,565 0 0 0 3,270 0 240 210 0: 1,510 335 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 2,321: 1,953 2,321 368 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.4 81.3 47.0 0.0 0.0 0.0 16.1 0.0 1.2 1.0 0.0: 7.4 1.6 Old : 100.0: 44.4 81.3 47.0 0.0 0.0 0.0 16.1 0.0 1.2 1.0 0.0: 7.4 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 9 . 0 0 0 . 0 . . 0: Old : 23: 11 9 . 0 0 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.0 83.2 80.4 94.7 65.0 83.1 77.8 90.2 Old : 65.0 83.2 80.4 94.7 65.0 83.1 77.8 90.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 262,694: 176,862 141,072 65,138 94,604 7,797 2,021 488 428 0 2,283 4,568: 5,880 11,454 Old : 262,694: 176,862 141,072 65,138 94,604 7,797 2,021 488 428 0 2,283 4,568: 5,880 11,454 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 8,452: 6,711 6,187 2,258 2,446 -519 2,021 169 59 -1,220 124 93: -951 -107 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.3 53.7 24.8 36.0 3.0 0.8 0.2 0.2 0.0 0.9 1.7: 2.2 4.4 Old : 100.0: 67.3 53.7 24.8 36.0 3.0 0.8 0.2 0.2 0.0 0.9 1.7: 2.2 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 29 25 4 7 5 . . . 0 . .: Old : 48: 29 25 4 7 5 . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 41.1 68.9 59.9 47.9 36.3 58.3 45.4 Old : 50.7 41.1 68.9 59.9 47.9 36.3 58.3 45.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 103,542: 82,142 67,818 3,771 17,000 7,226 0 0 0 0 0 0: 10,403 11,498 Old : 103,542: 82,142 67,818 3,771 17,000 7,226 0 0 0 0 0 0: 10,403 11,498 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 1,438: 919 214 -182 215 395 0 0 0 0 0 0: 306 614 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.3 65.5 3.6 16.4 7.0 0.0 0.0 0.0 0.0 0.0 0.0: 10.0 11.1 Old : 100.0: 79.3 65.5 3.6 16.4 7.0 0.0 0.0 0.0 0.0 0.0 0.0: 10.0 11.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 16 . . 4 0 0 0 0 0 0: Old : 26: 13 16 . . 4 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.0 56.4 73.2 72.8 54.4 48.1 64.9 62.3 Old : 59.0 56.4 73.2 72.8 54.4 48.1 64.9 62.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 226,813: 215,332 151,015 1,590 65,365 5,464 0 155 245 1,220 1,768 0: 2,962 2,801 Old : 226,813: 215,332 151,015 1,590 65,365 5,464 0 155 245 1,220 1,768 0: 2,962 2,801 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 3,286: 2,085 760 0 1,623 945 0 155 245 0 0 0: 11 -442 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.9 66.6 0.7 28.8 2.4 0.0 0.1 0.1 0.5 0.8 0.0: 1.3 1.2 Old : 100.0: 94.9 66.6 0.7 28.8 2.4 0.0 0.1 0.1 0.5 0.8 0.0: 1.3 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 21 21 . 9 4 0 . . . . 0: Old : 45: 21 21 . 9 4 0 . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.9 41.1 82.9 58.0 59.9 40.2 74.4 53.7 Old : 63.9 41.1 82.9 58.0 59.9 40.2 74.4 53.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV Code-0233BA Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 49,835: 44,068 37,348 21 7,325 2,482 0 0 0 0 0 0: 3,264 2,680 Old : 49,835: 44,068 37,348 21 7,325 2,482 0 0 0 0 0 0: 3,264 2,680 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 1,764: 2,096 1,547 -31 0 31 0 0 0 0 0 0: -332 186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.4 74.9 0.0 14.7 5.0 0.0 0.0 0.0 0.0 0.0 0.0: 6.5 5.4 Old : 100.0: 88.4 74.9 0.0 14.7 5.0 0.0 0.0 0.0 0.0 0.0 0.0: 6.5 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 7 13 . . . 0 0 0 0 0 0: Old : 21: 7 13 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.3 54.6 91.1 76.0 58.2 52.8 73.7 68.0 Old : 70.3 54.6 91.1 76.0 58.2 52.8 73.7 68.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 187,072: 131,993 173,817 41,825 2,032 7,739 0 0 0 0 0 0: 5,515 3,484 Old : 187,072: 131,993 173,817 41,825 2,032 7,739 0 0 0 0 0 0: 5,515 3,484 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -442: -1,056 -990 819 -790 616 0 0 0 0 0 0: -821 722 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.6 92.9 22.4 1.1 4.1 0.0 0.0 0.0 0.0 0.0 0.0: 2.9 1.9 Old : 100.0: 70.6 92.9 22.4 1.1 4.1 0.0 0.0 0.0 0.0 0.0 0.0: 2.9 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 17 17 . . . 0 0 0 0 0 0: Old : 30: 17 17 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.3 67.2 78.5 85.9 57.1 63.1 73.8 79.3 Old : 60.3 67.2 78.5 85.9 57.1 63.1 73.8 79.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 80,670: 39,625 74,342 36,903 3,168 1,474 0 0 0 0 0 0: 2,668 1,686 Old : 80,670: 39,625 74,342 36,903 3,168 1,474 0 0 0 0 0 0: 2,668 1,686 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 395: -337 366 548 0 0 0 0 0 0 0 0: 184 29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.1 92.2 45.7 3.9 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 3.3 2.1 Old : 100.0: 49.1 92.2 45.7 3.9 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 3.3 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 11 8 . 4 0 0 0 0 0 0: Old : 23: 11 11 8 . 4 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.9 64.3 74.2 86.8 43.9 61.4 66.6 74.2 Old : 47.9 64.3 74.2 86.8 43.9 61.4 66.6 74.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 33,300: 25,150 30,136 2,140 2,438 0 0 0 0 4,278 0 0: 1,732 726 Old : 33,300: 25,150 30,136 2,140 2,438 0 0 0 0 4,278 0 0: 1,732 726 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 372: 124 248 0 0 0 0 0 0 248 0 0: 0 124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.5 90.5 6.4 7.3 0.0 0.0 0.0 0.0 12.8 0.0 0.0: 5.2 2.2 Old : 100.0: 75.5 90.5 6.4 7.3 0.0 0.0 0.0 0.0 12.8 0.0 0.0: 5.2 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 10 10 . . 0 0 0 0 . 0 0: Old : 21: 10 10 . . 0 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.6 82.6 90.6 93.6 72.7 78.5 87.5 89.0 Old : 73.6 82.6 90.6 93.6 72.7 78.5 87.5 89.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 187,698: 140,466 138,647 31,487 36,037 6,425 136 0 338 3,331 0 0: 5,515 6,251 Old : 187,698: 140,466 138,647 31,487 36,037 6,425 136 0 338 3,331 0 0: 5,515 6,251 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -347: 1,857 1,223 -66 -795 -734 31 0 0 0 0 0: -1,435 -41 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.8 73.9 16.8 19.2 3.4 0.1 0.0 0.2 1.8 0.0 0.0: 2.9 3.3 Old : 100.0: 74.8 73.9 16.8 19.2 3.4 0.1 0.0 0.2 1.8 0.0 0.0: 2.9 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 14 . 5 . . 0 . . 0 0: Old : 26: 15 14 . 5 . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.4 68.2 90.0 83.8 69.2 67.1 84.7 81.7 Old : 71.4 68.2 90.0 83.8 69.2 67.1 84.7 81.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 154,743: 108,817 88,286 21,337 39,169 8,681 0 524 850 0 1,730 3,330: 11,728 12,173 Old : 154,743: 108,817 88,286 21,337 39,169 8,681 0 524 850 0 1,730 3,330: 11,728 12,173 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -221: 628 937 -1,845 -1,651 647 0 244 -182 0 293 -66: 597 -443 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.3 57.1 13.8 25.3 5.6 0.0 0.3 0.5 0.0 1.1 2.2: 7.6 7.9 Old : 100.0: 70.3 57.1 13.8 25.3 5.6 0.0 0.3 0.5 0.0 1.1 2.2: 7.6 7.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 19 20 5 6 8 0 . . 0 . .: Old : 39: 19 20 5 6 8 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.6 34.6 58.8 60.4 36.6 33.2 54.3 51.8 Old : 38.6 34.6 58.8 60.4 36.6 33.2 54.3 51.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :MMBtu : : : Positions : All : 45,338: 34,171 40,458 4,573 0 2,083 0 0 0 651 0 0: 3,860 2,797 Old : 45,338: 34,171 40,458 4,573 0 2,083 0 0 0 651 0 0: 3,860 2,797 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.4 89.2 10.1 0.0 4.6 0.0 0.0 0.0 1.4 0.0 0.0: 8.5 6.2 Old : 100.0: 75.4 89.2 10.1 0.0 4.6 0.0 0.0 0.0 1.4 0.0 0.0: 8.5 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 13 11 . 0 . 0 0 0 . 0 0: Old : 20: 13 11 . 0 . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.5 84.2 74.0 90.8 52.2 77.1 67.7 77.5 Old : 54.5 84.2 74.0 90.8 52.2 77.1 67.7 77.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 39,790: 20,476 38,584 17,837 0 0 0 310 0 540 0 0: 937 896 Old : 39,790: 20,476 38,584 17,837 0 0 0 310 0 540 0 0: 937 896 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 1,116: 930 1,116 186 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.5 97.0 44.8 0.0 0.0 0.0 0.8 0.0 1.4 0.0 0.0: 2.4 2.3 Old : 100.0: 51.5 97.0 44.8 0.0 0.0 0.0 0.8 0.0 1.4 0.0 0.0: 2.4 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 9 11 4 0 0 0 . 0 . 0 0: Old : 24: 9 11 4 0 0 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.4 67.5 90.8 94.3 71.4 61.2 86.4 88.1 Old : 71.4 67.5 90.8 94.3 71.4 61.2 86.4 88.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 228,110: 167,555 151,070 36,841 51,838 13,176 0 321 4 348 1,096 4,138: 6,048 6,467 Old : 228,110: 167,555 151,070 36,841 51,838 13,176 0 321 4 348 1,096 4,138: 6,048 6,467 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 63: 1,409 -764 -238 2,362 -1,105 0 0 0 -173 143 179: -9 -752 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.5 66.2 16.2 22.7 5.8 0.0 0.1 0.0 0.2 0.5 1.8: 2.7 2.8 Old : 100.0: 73.5 66.2 16.2 22.7 5.8 0.0 0.1 0.0 0.2 0.5 1.8: 2.7 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 51: 24 23 . 8 7 0 . . . . .: Old : 51: 24 23 . 8 7 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.0 42.5 71.2 63.4 52.6 38.6 70.2 58.4 Old : 53.0 42.5 71.2 63.4 52.6 38.6 70.2 58.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :mmbtu : : : Positions : All : 129,656: 90,321 90,489 20,737 24,581 10,134 0 0 0 951 0 0: 7,513 4,452 Old : 129,656: 90,321 90,489 20,737 24,581 10,134 0 0 0 951 0 0: 7,513 4,452 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 2,424: -35 3,483 3,051 126 -158 0 0 0 155 0 0: -589 -1,027 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.7 69.8 16.0 19.0 7.8 0.0 0.0 0.0 0.7 0.0 0.0: 5.8 3.4 Old : 100.0: 69.7 69.8 16.0 19.0 7.8 0.0 0.0 0.0 0.7 0.0 0.0: 5.8 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 21 18 5 6 9 0 0 0 . 0 0: Old : 36: 21 18 5 6 9 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.2 52.7 70.3 78.1 40.5 46.4 53.8 64.4 Old : 54.2 52.7 70.3 78.1 40.5 46.4 53.8 64.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 165,202: 139,440 131,677 10,270 22,174 5,847 0 0 0 1,220 1,220 0: 8,425 4,284 Old : 165,202: 139,440 131,677 10,270 22,174 5,847 0 0 0 1,220 1,220 0: 8,425 4,284 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 1,221: 1,312 640 -244 550 31 0 0 0 0 0 0: 122 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.4 79.7 6.2 13.4 3.5 0.0 0.0 0.0 0.7 0.7 0.0: 5.1 2.6 Old : 100.0: 84.4 79.7 6.2 13.4 3.5 0.0 0.0 0.0 0.7 0.7 0.0: 5.1 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 11 11 . . 5 0 0 0 . . 0: Old : 27: 11 11 . . 5 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.5 70.2 83.1 88.9 69.5 63.0 78.4 77.7 Old : 72.5 70.2 83.1 88.9 69.5 63.0 78.4 77.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 52,333: 36,010 31,090 10,251 17,466 1,659 139 0 432 0 650 88: 3,754 948 Old : 52,333: 36,010 31,090 10,251 17,466 1,659 139 0 432 0 650 88: 3,754 948 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.8 59.4 19.6 33.4 3.2 0.3 0.0 0.8 0.0 1.2 0.2: 7.2 1.8 Old : 100.0: 68.8 59.4 19.6 33.4 3.2 0.3 0.0 0.8 0.0 1.2 0.2: 7.2 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 9 7 . . . . 0 . 0 . .: Old : 20: 9 7 . . . . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.7 74.9 81.6 92.7 60.3 74.9 73.7 81.6 Old : 60.7 74.9 81.6 92.7 60.3 74.9 73.7 81.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 31,583: 28,843 24,952 330 3,468 0 0 0 0 240 971 527: 1,643 1,665 Old : 31,583: 28,843 24,952 330 3,468 0 0 0 0 240 971 527: 1,643 1,665 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 930: 403 837 0 62 0 0 0 0 0 -341 341: 186 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.3 79.0 1.0 11.0 0.0 0.0 0.0 0.0 0.8 3.1 1.7: 5.2 5.3 Old : 100.0: 91.3 79.0 1.0 11.0 0.0 0.0 0.0 0.0 0.8 3.1 1.7: 5.2 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 7 14 . . 0 0 0 0 . . .: Old : 23: 7 14 . . 0 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 86.6 50.7 93.4 73.8 82.0 50.1 86.7 71.8 Old : 86.6 50.7 93.4 73.8 82.0 50.1 86.7 71.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 MM Btus : : : Positions : All : 280,196: 233,761 9,966 24,798 262,573 6,715 0 0 0 0 0 0: 14,922 942 Old : 280,196: 233,761 9,966 24,798 262,573 6,715 0 0 0 0 0 0: 14,922 942 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 9,946: 9,392 -31 646 10,616 0 0 0 0 0 0 0: -92 -639 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.4 3.6 8.9 93.7 2.4 0.0 0.0 0.0 0.0 0.0 0.0: 5.3 0.3 Old : 100.0: 83.4 3.6 8.9 93.7 2.4 0.0 0.0 0.0 0.0 0.0 0.0: 5.3 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 21 6 4 7 4 0 0 0 0 0 0: Old : 34: 21 6 4 7 4 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.0 72.9 65.8 96.1 44.6 72.9 63.9 95.5 Old : 45.0 72.9 65.8 96.1 44.6 72.9 63.9 95.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 111,272: 55,320 44,452 33,128 52,250 2,947 117 0 142 10,536 8,774 0: 9,082 2,707 Old : 111,272: 55,320 44,452 33,128 52,250 2,947 117 0 142 10,536 8,774 0: 9,082 2,707 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -126: 122 -94 -248 0 0 32 0 -32 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.7 39.9 29.8 47.0 2.6 0.1 0.0 0.1 9.5 7.9 0.0: 8.2 2.4 Old : 100.0: 49.7 39.9 29.8 47.0 2.6 0.1 0.0 0.1 9.5 7.9 0.0: 8.2 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 9 7 . 5 . . 0 . . . 0: Old : 24: 9 7 . 5 . . 0 . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.2 70.6 83.4 88.5 64.2 70.6 80.9 87.2 Old : 64.2 70.6 83.4 88.5 64.2 70.6 80.9 87.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 MMBtus : : : Positions : All : 209,268: 163,524 152,813 18,935 29,928 22,877 0 0 0 0 0 0: 3,932 3,650 Old : 209,268: 163,524 152,813 18,935 29,928 22,877 0 0 0 0 0 0: 3,932 3,650 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 3,297: 1,775 4,255 856 -942 300 0 0 0 0 0 0: 366 -316 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.1 73.0 9.0 14.3 10.9 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 1.7 Old : 100.0: 78.1 73.0 9.0 14.3 10.9 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 14 12 . 6 5 0 0 0 0 0 0: Old : 28: 14 12 . 6 5 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.9 52.9 85.6 77.1 53.4 46.5 65.5 62.1 Old : 64.9 52.9 85.6 77.1 53.4 46.5 65.5 62.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 1,194,048: 184,708 219,006 244,215 122,358 105,257 115,486 201,693 289,989 62,480 97,276 119,410: 72,503 39,059 Old : 1,194,048: 184,708 219,006 244,215 122,358 105,257 115,486 201,693 289,989 62,480 97,276 119,410: 72,503 39,059 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -19,301: 6,419 3,616 -11,123 8,943 -19,196 -13,304 -25,240 7,878 3,545 1,726 4,470: 2,011 -1,497 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.5 18.3 20.5 10.2 8.8 9.7 16.9 24.3 5.2 8.1 10.0: 6.1 3.3 Old : 100.0: 15.5 18.3 20.5 10.2 8.8 9.7 16.9 24.3 5.2 8.1 10.0: 6.1 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 320: 41 31 26 11 28 63 56 84 56 41 75: Old : 320: 41 31 26 11 28 63 56 84 56 41 75: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.2 21.7 23.5 34.9 11.4 16.4 16.8 23.1 Old : 14.2 21.7 23.5 34.9 11.4 16.4 16.8 23.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 459,859: 77,828 115,503 27,467 21,852 173,933 31,841 6,203 53,840 13,926 9,201 73,681: 7,343 5,647 Old : 459,859: 77,828 115,503 27,467 21,852 173,933 31,841 6,203 53,840 13,926 9,201 73,681: 7,343 5,647 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -9,046: -8,899 3,845 -4,087 -3,806 -395 -995 -5,202 2,701 5,386 -2,390 -3,850: 1,093 51 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.9 25.1 6.0 4.8 37.8 6.9 1.3 11.7 3.0 2.0 16.0: 1.6 1.2 Old : 100.0: 16.9 25.1 6.0 4.8 37.8 6.9 1.3 11.7 3.0 2.0 16.0: 1.6 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 137: 37 33 10 14 23 17 15 26 24 18 33: Old : 137: 37 33 10 14 23 17 15 26 24 18 33: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.9 32.3 46.3 47.5 8.0 11.2 11.2 13.9 Old : 32.9 32.3 46.3 47.5 8.0 11.2 11.2 13.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 306,671: 139,574 48,420 7,053 76,429 50,860 18,170 1,186 16,817 39,307 87,286 14,198: 20,692 11,474 Old : 306,671: 139,574 48,420 7,053 76,429 50,860 18,170 1,186 16,817 39,307 87,286 14,198: 20,692 11,474 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 4,107: 2,916 3,915 -1,288 4,410 339 6,132 -431 -5,975 743 539 1,312: -72 -3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.5 15.8 2.3 24.9 16.6 5.9 0.4 5.5 12.8 28.5 4.6: 6.7 3.7 Old : 100.0: 45.5 15.8 2.3 24.9 16.6 5.9 0.4 5.5 12.8 28.5 4.6: 6.7 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 81: 29 24 4 15 16 . . 4 13 12 20: Old : 81: 29 24 4 15 16 . . 4 13 12 20: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.2 47.8 46.7 60.9 28.3 39.0 39.6 46.2 Old : 29.2 47.8 46.7 60.9 28.3 39.0 39.6 46.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 85,056: 21,361 16,817 13,040 13,199 19,148 1,138 12,643 5,696 5,932 2,616 5,553: 13,188 9,384 Old : 85,056: 21,361 16,817 13,040 13,199 19,148 1,138 12,643 5,696 5,932 2,616 5,553: 13,188 9,384 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 3,223: 837 1,040 506 1,579 1,365 337 578 953 1,330 225 -359: -1,746 -2,158 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.1 19.8 15.3 15.5 22.5 1.3 14.9 6.7 7.0 3.1 6.5: 15.5 11.0 Old : 100.0: 25.1 19.8 15.3 15.5 22.5 1.3 14.9 6.7 7.0 3.1 6.5: 15.5 11.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 11 13 7 6 13 . 5 5 6 6 11: Old : 45: 11 13 7 6 13 . 5 5 6 6 11: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.6 35.9 43.4 52.8 20.9 21.2 30.9 32.0 Old : 26.6 35.9 43.4 52.8 20.9 21.2 30.9 32.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 84,311: 1,440 3,762 2,365 0 3,475 9,987 6,296 46,619 284 3,964 20,102: 39 92 Old : 84,311: 1,440 3,762 2,365 0 3,475 9,987 6,296 46,619 284 3,964 20,102: 39 92 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 12,289: 89 210 -382 0 515 5,063 3,168 5,219 79 1,355 1,738: -32 83 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 4.5 2.8 0.0 4.1 11.8 7.5 55.3 0.3 4.7 23.8: 0.0 0.1 Old : 100.0: 1.7 4.5 2.8 0.0 4.1 11.8 7.5 55.3 0.3 4.7 23.8: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: . 7 . 0 . 4 5 8 . . 4: Old : 24: . 7 . 0 . 4 5 8 . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.7 76.1 94.7 90.3 14.3 11.3 15.5 14.8 Old : 76.7 76.1 94.7 90.3 14.3 11.3 15.5 14.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES Code-023P02 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 217,161: 25,885 30,872 12,348 10,063 130,228 2,685 0 26,789 1,005 1,250 5,231: 12,991 12,727 Old : 217,161: 25,885 30,872 12,348 10,063 130,228 2,685 0 26,789 1,005 1,250 5,231: 12,991 12,727 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -5,879: -2,217 -1,704 543 56 -4,162 181 0 -1,891 339 270 80: 1,248 1,472 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.9 14.2 5.7 4.6 60.0 1.2 0.0 12.3 0.5 0.6 2.4: 6.0 5.9 Old : 100.0: 11.9 14.2 5.7 4.6 60.0 1.2 0.0 12.3 0.5 0.6 2.4: 6.0 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 8 8 4 5 9 . 0 . 4 . 5: Old : 25: 8 8 4 5 9 . 0 . 4 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.1 54.0 78.4 78.3 7.8 6.4 8.4 8.6 Old : 58.1 54.0 78.4 78.3 7.8 6.4 8.4 8.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - NEW YORK MERCANTILE EXCHANGE Code-03565B Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 798,740: 236,834 105,120 134,275 516,184 110,227 3,117 35,367 3,701 273,214 213 15,044: 22,328 12,884 Old : 798,740: 236,834 105,120 134,275 516,184 110,227 3,117 35,367 3,701 273,214 213 15,044: 22,328 12,884 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 5,873: 1,598 -158 -2,244 -614 8,280 -2,594 -2,100 1,718 -655 124 -338: 108 -1,039 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.7 13.2 16.8 64.6 13.8 0.4 4.4 0.5 34.2 0.0 1.9: 2.8 1.6 Old : 100.0: 29.7 13.2 16.8 64.6 13.8 0.4 4.4 0.5 34.2 0.0 1.9: 2.8 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 20 16 5 15 16 . . . 7 . 6: Old : 55: 20 16 5 15 16 . . . 7 . 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.4 47.5 73.9 69.5 61.7 44.2 67.8 63.1 Old : 63.4 47.5 73.9 69.5 61.7 44.2 67.8 63.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE Code-03565C Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 133,062: 24,873 38,510 56,746 43,075 27,053 2,491 4,594 3,572 2,724 2,573 7,768: 7,835 5,917 Old : 133,062: 24,873 38,510 56,746 43,075 27,053 2,491 4,594 3,572 2,724 2,573 7,768: 7,835 5,917 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 6,189: 1,990 1,553 -2,689 -3,690 3,146 0 798 66 -743 545 584: 3,835 3,187 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.7 28.9 42.6 32.4 20.3 1.9 3.5 2.7 2.0 1.9 5.8: 5.9 4.4 Old : 100.0: 18.7 28.9 42.6 32.4 20.3 1.9 3.5 2.7 2.0 1.9 5.8: 5.9 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 10 10 9 8 14 . . 4 . 7 9: Old : 43: 10 10 9 8 14 . . 4 . 7 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.3 45.6 58.7 58.9 32.3 41.9 47.9 49.4 Old : 42.3 45.6 58.7 58.9 32.3 41.9 47.9 49.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 metric tonnes : : : Positions : All : 2,200: 1,104 1,133 2 244 208 0 0 0 336 0 257: 293 358 Old : 2,200: 1,104 1,133 2 244 208 0 0 0 336 0 257: 293 358 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 66: 49 108 2 -11 10 0 0 0 33 0 -13: -15 -28 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.2 51.5 0.1 11.1 9.5 0.0 0.0 0.0 15.3 0.0 11.7: 13.3 16.3 Old : 100.0: 50.2 51.5 0.1 11.1 9.5 0.0 0.0 0.0 15.3 0.0 11.7: 13.3 16.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 12 16 . . . 0 0 0 4 0 4: Old : 23: 12 16 . . . 0 0 0 4 0 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.8 30.1 64.7 50.0 28.7 21.6 36.7 31.6 Old : 40.8 30.1 64.7 50.0 28.7 21.6 36.7 31.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 metric tonnes : : : Positions : All : 4,934: 2,874 3,048 431 79 224 0 0 0 520 473 183: 702 927 Old : 4,934: 2,874 3,048 431 79 224 0 0 0 520 473 183: 702 927 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 154: 189 53 -28 0 33 0 0 0 7 67 -11: -36 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.2 61.8 8.7 1.6 4.5 0.0 0.0 0.0 10.5 9.6 3.7: 14.2 18.8 Old : 100.0: 58.2 61.8 8.7 1.6 4.5 0.0 0.0 0.0 10.5 9.6 3.7: 14.2 18.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 18 19 . . . 0 0 0 . 5 5: Old : 32: 18 19 . . . 0 0 0 . 5 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.5 33.9 55.8 49.1 27.6 22.2 35.7 28.0 Old : 35.5 33.9 55.8 49.1 27.6 22.2 35.7 28.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :42000 gallons(1000 barrels) : : : Positions : All : 34,946: 17,913 28,958 9,326 3,573 2,199 0 0 0 5,247 0 35: 225 181 Old : 34,946: 17,913 28,958 9,326 3,573 2,199 0 0 0 5,247 0 35: 225 181 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 1,211: 984 852 418 650 -291 0 0 0 100 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.3 82.9 26.7 10.2 6.3 0.0 0.0 0.0 15.0 0.0 0.1: 0.6 0.5 Old : 100.0: 51.3 82.9 26.7 10.2 6.3 0.0 0.0 0.0 15.0 0.0 0.1: 0.6 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 30 32 6 . 5 0 0 0 . 0 .: Old : 46: 30 32 6 . 5 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.4 48.3 66.0 66.6 39.5 41.1 54.4 55.2 Old : 41.4 48.3 66.0 66.6 39.5 41.1 54.4 55.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :42000 gallons(1000 barrels) : : : Positions : All : 14,837: 14,146 10,880 0 2,885 328 0 0 0 73 0 157: 133 587 Old : 14,837: 14,146 10,880 0 2,885 328 0 0 0 73 0 157: 133 587 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 1,067: 989 1,134 0 -60 8 0 0 0 73 -4 19: -22 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.3 73.3 0.0 19.4 2.2 0.0 0.0 0.0 0.5 0.0 1.1: 0.9 4.0 Old : 100.0: 95.3 73.3 0.0 19.4 2.2 0.0 0.0 0.0 0.5 0.0 1.1: 0.9 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 19 21 0 4 4 0 0 0 . 0 .: Old : 32: 19 21 0 4 4 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.1 50.0 85.4 71.4 45.6 29.9 51.6 41.3 Old : 74.1 50.0 85.4 71.4 45.6 29.9 51.6 41.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :42000 gallons(1000 barrels) : : : Positions : All : 11,524: 8,537 9,950 540 56 352 27 0 0 516 114 738: 814 314 Old : 11,524: 8,537 9,950 540 56 352 27 0 0 516 114 738: 814 314 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 131: 235 30 0 0 0 0 0 0 -200 0 130: -34 -29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.1 86.3 4.7 0.5 3.1 0.2 0.0 0.0 4.5 1.0 6.4: 7.1 2.7 Old : 100.0: 74.1 86.3 4.7 0.5 3.1 0.2 0.0 0.0 4.5 1.0 6.4: 7.1 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 26 27 4 . . . 0 0 5 . 4: Old : 44: 26 27 4 . . . 0 0 5 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.7 51.7 50.8 72.3 18.4 31.9 29.8 43.0 Old : 31.7 51.7 50.8 72.3 18.4 31.9 29.8 43.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :42000 gallons(1000 barrels) : : : Positions : All : 38,608: 33,274 25,524 160 10,940 450 0 0 0 3,337 1,187 467: 920 40 Old : 38,608: 33,274 25,524 160 10,940 450 0 0 0 3,337 1,187 467: 920 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 2,654: 1,552 2,740 0 0 0 0 0 0 1,085 -215 254: -237 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.2 66.1 0.4 28.3 1.2 0.0 0.0 0.0 8.6 3.1 1.2: 2.4 0.1 Old : 100.0: 86.2 66.1 0.4 28.3 1.2 0.0 0.0 0.0 8.6 3.1 1.2: 2.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 51: 23 30 . 5 . 0 0 0 4 4 .: Old : 51: 23 30 . 5 . 0 0 0 4 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.9 48.1 85.5 66.6 74.9 46.3 81.8 61.7 Old : 74.9 48.1 85.5 66.6 74.9 46.3 81.8 61.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :42000 gallons(1000 barrels) : : : Positions : All : 60,102: 41,881 49,866 7,453 1,861 3,420 163 735 47 3,832 758 2,934: 372 481 Old : 60,102: 41,881 49,866 7,453 1,861 3,420 163 735 47 3,832 758 2,934: 372 481 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 34: 1,132 646 0 97 -44 0 -140 0 -441 155 -451: -162 -229 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.7 83.0 12.4 3.1 5.7 0.3 1.2 0.1 6.4 1.3 4.9: 0.6 0.8 Old : 100.0: 69.7 83.0 12.4 3.1 5.7 0.3 1.2 0.1 6.4 1.3 4.9: 0.6 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 92: 50 51 7 6 11 . . . 11 7 13: Old : 92: 50 51 7 6 11 . . . 11 7 13: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.6 49.6 46.7 59.0 28.8 45.8 39.2 51.5 Old : 32.6 49.6 46.7 59.0 28.8 45.8 39.2 51.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE Code-06665B Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 4,724: 3,431 3,072 110 0 16 0 0 0 212 484 527: 428 625 Old : 4,724: 3,431 3,072 110 0 16 0 0 0 212 484 527: 428 625 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 277: 208 162 0 0 5 0 0 0 29 15 25: 10 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.6 65.0 2.3 0.0 0.3 0.0 0.0 0.0 4.5 10.2 11.2: 9.1 13.2 Old : 100.0: 72.6 65.0 2.3 0.0 0.3 0.0 0.0 0.0 4.5 10.2 11.2: 9.1 13.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 22 21 . 0 . 0 0 0 . 7 9: Old : 35: 22 21 . 0 . 0 0 0 . 7 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.4 38.0 51.3 52.6 22.8 26.8 34.1 35.1 Old : 34.4 38.0 51.3 52.6 22.8 26.8 34.1 35.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE Code-06665G Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 52,215: 47,995 27,914 787 23,009 0 0 0 0 3,117 541 290: 26 461 Old : 52,215: 47,995 27,914 787 23,009 0 0 0 0 3,117 541 290: 26 461 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 2,253: 1,239 2,092 0 -16 0 0 0 0 976 31 38: 0 108 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.9 53.5 1.5 44.1 0.0 0.0 0.0 0.0 6.0 1.0 0.6: 0.0 0.9 Old : 100.0: 91.9 53.5 1.5 44.1 0.0 0.0 0.0 0.0 6.0 1.0 0.6: 0.0 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 54: 27 26 . 8 0 0 0 0 5 . 4: Old : 54: 27 26 . 8 0 0 0 0 5 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.0 56.5 80.9 76.6 63.4 48.4 69.7 66.7 Old : 71.0 56.5 80.9 76.6 63.4 48.4 69.7 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 128,817: 98,590 109,819 12,544 7,793 5,315 345 541 112 8,160 2,172 2,898: 853 167 Old : 128,817: 98,590 109,819 12,544 7,793 5,315 345 541 112 8,160 2,172 2,898: 853 167 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 3,060: 2,620 3,142 -79 354 149 210 -110 0 310 -40 -255: 105 -180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.5 85.3 9.7 6.0 4.1 0.3 0.4 0.1 6.3 1.7 2.2: 0.7 0.1 Old : 100.0: 76.5 85.3 9.7 6.0 4.1 0.3 0.4 0.1 6.3 1.7 2.2: 0.7 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 115: 62 54 9 7 11 . 5 . 14 7 13: Old : 115: 62 54 9 7 11 . 5 . 14 7 13: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.6 39.2 43.5 52.1 26.6 31.8 35.3 42.7 Old : 29.6 39.2 43.5 52.1 26.6 31.8 35.3 42.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 39,852: 21,038 24,857 10,290 10,583 3,317 696 795 0 4,386 0 115: 10 185 Old : 39,852: 21,038 24,857 10,290 10,583 3,317 696 795 0 4,386 0 115: 10 185 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 45: 10 275 170 0 -135 0 -95 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.8 62.4 25.8 26.6 8.3 1.7 2.0 0.0 11.0 0.0 0.3: 0.0 0.5 Old : 100.0: 52.8 62.4 25.8 26.6 8.3 1.7 2.0 0.0 11.0 0.0 0.3: 0.0 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 54: 25 29 5 6 6 . 5 0 . 0 .: Old : 54: 25 29 5 6 6 . 5 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.1 52.0 71.9 69.0 47.5 46.1 58.2 58.0 Old : 51.1 52.0 71.9 69.0 47.5 46.1 58.2 58.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 52,616: 45,418 33,035 896 13,401 153 825 120 0 2,487 3,189 2,124: 713 594 Old : 52,616: 45,418 33,035 896 13,401 153 825 120 0 2,487 3,189 2,124: 713 594 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -153: -190 -349 0 271 20 0 -220 0 -158 37 -2: 177 90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.3 62.8 1.7 25.5 0.3 1.6 0.2 0.0 4.7 6.1 4.0: 1.4 1.1 Old : 100.0: 86.3 62.8 1.7 25.5 0.3 1.6 0.2 0.0 4.7 6.1 4.0: 1.4 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 84: 50 40 . 6 6 . . 0 7 5 7: Old : 84: 50 40 . 6 6 . . 0 7 5 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.5 25.8 53.4 45.1 29.2 23.9 41.4 38.8 Old : 32.5 25.8 53.4 45.1 29.2 23.9 41.4 38.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665R Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 17,321: 13,201 8,645 1,870 6,651 1,090 900 80 0 0 215 170: 90 470 Old : 17,321: 13,201 8,645 1,870 6,651 1,090 900 80 0 0 215 170: 90 470 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 999: 353 1,511 356 -639 299 0 0 0 0 50 15: -24 -237 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.2 49.9 10.8 38.4 6.3 5.2 0.5 0.0 0.0 1.2 1.0: 0.5 2.7 Old : 100.0: 76.2 49.9 10.8 38.4 6.3 5.2 0.5 0.0 0.0 1.2 1.0: 0.5 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 28 25 . 4 . . . 0 0 . .: Old : 46: 28 25 . 4 . . . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 45.6 69.9 63.8 43.0 43.3 59.4 56.6 Old : 47.8 45.6 69.9 63.8 43.0 43.3 59.4 56.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 21,784: 15,670 17,789 3,087 2,827 288 0 0 0 1,257 0 721: 761 159 Old : 21,784: 15,670 17,789 3,087 2,827 288 0 0 0 1,257 0 721: 761 159 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 553: 639 443 -21 67 18 0 0 0 -83 0 0: 0 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.9 81.7 14.2 13.0 1.3 0.0 0.0 0.0 5.8 0.0 3.3: 3.5 0.7 Old : 100.0: 71.9 81.7 14.2 13.0 1.3 0.0 0.0 0.0 5.8 0.0 3.3: 3.5 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 51: 25 23 5 5 6 0 0 0 6 0 4: Old : 51: 25 23 5 5 6 0 0 0 6 0 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.7 50.4 58.5 74.2 39.4 49.4 56.1 72.9 Old : 40.7 50.4 58.5 74.2 39.4 49.4 56.1 72.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Updated November 15, 2019

COT Report - Petroleum and Products Futures Disaggregated - November 15, 2019

USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 barrels : : : Positions : All : 37,964: 28,564 31,274 669 301 1,472 14 0 18 3,829 1,738 3,151: 247 10 Old : 37,964: 28,564 31,274 669 301 1,472 14 0 18 3,829 1,738 3,151: 247 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 4,513: 2,825 4,226 32 -142 106 -17 0 0 733 -511 834: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.2 82.4 1.8 0.8 3.9 0.0 0.0 0.0 10.1 4.6 8.3: 0.7 0.0 Old : 100.0: 75.2 82.4 1.8 0.8 3.9 0.0 0.0 0.0 10.1 4.6 8.3: 0.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 17 21 5 4 . . 0 . 4 . 4: Old : 39: 17 21 5 4 . . 0 . 4 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.8 55.7 78.7 79.3 21.2 18.5 26.0 25.5 Old : 54.8 55.7 78.7 79.3 21.2 18.5 26.0 25.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 barrels : : : Positions : All : 33,800: 13,939 27,711 12,515 125 589 225 768 0 2,563 941 3,580: 389 86 Old : 33,800: 13,939 27,711 12,515 125 589 225 768 0 2,563 941 3,580: 389 86 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 3,010: 2,056 1,026 250 50 270 125 0 0 -660 695 969: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.2 82.0 37.0 0.4 1.7 0.7 2.3 0.0 7.6 2.8 10.6: 1.2 0.3 Old : 100.0: 41.2 82.0 37.0 0.4 1.7 0.7 2.3 0.0 7.6 2.8 10.6: 1.2 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 13 16 8 . 4 . . 0 4 . 4: Old : 36: 13 16 8 . 4 . . 0 4 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.4 48.7 74.3 75.0 42.8 32.8 51.7 49.0 Old : 55.4 48.7 74.3 75.0 42.8 32.8 51.7 49.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 10,598: 6,804 8,147 1,020 152 341 0 0 0 1,392 887 991: 50 80 Old : 10,598: 6,804 8,147 1,020 152 341 0 0 0 1,392 887 991: 50 80 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 690: -126 679 425 -30 10 0 0 0 313 -27 68: 0 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.2 76.9 9.6 1.4 3.2 0.0 0.0 0.0 13.1 8.4 9.4: 0.5 0.8 Old : 100.0: 64.2 76.9 9.6 1.4 3.2 0.0 0.0 0.0 13.1 8.4 9.4: 0.5 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 20 23 4 . . 0 0 0 5 4 6: Old : 44: 20 23 4 . . 0 0 0 5 4 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.2 45.3 65.6 62.9 28.1 26.2 40.8 34.7 Old : 45.2 45.3 65.6 62.9 28.1 26.2 40.8 34.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 380 cst PLATTS - NEW YORK MERCANTILE EXCHANGE Code-02165K Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 2,657: 1,706 1,626 21 0 80 0 0 0 256 351 261: 333 339 Old : 2,657: 1,706 1,626 21 0 80 0 0 0 256 351 261: 333 339 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -9: 253 -39 1 0 25 0 0 0 -72 221 -216: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.2 61.2 0.8 0.0 3.0 0.0 0.0 0.0 9.6 13.2 9.8: 12.5 12.8 Old : 100.0: 64.2 61.2 0.8 0.0 3.0 0.0 0.0 0.0 9.6 13.2 9.8: 12.5 12.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 14 . 0 . 0 0 0 4 . 7: Old : 26: 15 14 . 0 . 0 0 0 4 . 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.8 40.8 64.1 59.1 28.5 27.5 39.1 37.6 Old : 45.8 40.8 64.1 59.1 28.5 27.5 39.1 37.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 7,771: 4,519 5,504 1,616 660 74 0 1,032 0 901 50 371: 290 80 Old : 7,771: 4,519 5,504 1,616 660 74 0 1,032 0 901 50 371: 290 80 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 292: 292 167 0 0 0 0 0 0 -75 50 75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.2 70.8 20.8 8.5 1.0 0.0 13.3 0.0 11.6 0.6 4.8: 3.7 1.0 Old : 100.0: 58.2 70.8 20.8 8.5 1.0 0.0 13.3 0.0 11.6 0.6 4.8: 3.7 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 13 14 . . . 0 . 0 4 . 4: Old : 31: 13 14 . . . 0 . 0 4 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.7 52.0 80.0 70.2 52.8 50.7 63.7 67.5 Old : 57.7 52.0 80.0 70.2 52.8 50.7 63.7 67.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MINI SING 380 FUEL OIL - NEW YORK MERCANTILE EXCHANGE Code-021A35 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 METRIC TONS) : : : Positions : All : 2,565: 1,053 587 223 148 73 0 0 0 445 1,174 273: 498 310 Old : 2,565: 1,053 587 223 148 73 0 0 0 445 1,174 273: 498 310 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 103: 8 -7 0 32 33 0 0 0 100 112 26: -64 -93 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.1 22.9 8.7 5.8 2.8 0.0 0.0 0.0 17.3 45.8 10.6: 19.4 12.1 Old : 100.0: 41.1 22.9 8.7 5.8 2.8 0.0 0.0 0.0 17.3 45.8 10.6: 19.4 12.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 13 11 . . . 0 0 0 5 8 8: Old : 35: 13 11 . . . 0 0 0 5 8 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.7 43.7 48.3 62.7 28.8 43.3 43.1 54.3 Old : 29.7 43.7 48.3 62.7 28.8 43.3 43.1 54.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 437,034: 160,919 230,529 65,256 5,980 24,113 35,472 28,364 51,323 18,630 26,495 39,354: 41,967 30,876 Old : 437,034: 160,919 230,529 65,256 5,980 24,113 35,472 28,364 51,323 18,630 26,495 39,354: 41,967 30,876 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -16,646: -17,578 -21,367 596 317 478 -2,715 3,361 6,241 3,960 -1,616 -4,651: -2,977 591 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.8 52.7 14.9 1.4 5.5 8.1 6.5 11.7 4.3 6.1 9.0: 9.6 7.1 Old : 100.0: 36.8 52.7 14.9 1.4 5.5 8.1 6.5 11.7 4.3 6.1 9.0: 9.6 7.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 202: 58 69 20 4 14 34 27 40 16 20 31: Old : 202: 58 69 20 4 14 34 27 40 16 20 31: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.7 16.9 22.4 28.3 6.7 8.8 10.9 13.2 Old : 13.7 16.9 22.4 28.3 6.7 8.8 10.9 13.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 53,344: 39,795 49,567 1,181 0 448 0 0 0 0 650 0: 11,920 2,679 Old : 53,344: 39,795 49,567 1,181 0 448 0 0 0 0 650 0: 11,920 2,679 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 2,015: 2,225 1,585 -50 0 50 0 0 0 0 650 0: -210 -270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.6 92.9 2.2 0.0 0.8 0.0 0.0 0.0 0.0 1.2 0.0: 22.3 5.0 Old : 100.0: 74.6 92.9 2.2 0.0 0.8 0.0 0.0 0.0 0.0 1.2 0.0: 22.3 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 25 17 . 0 . 0 0 0 0 . 0: Old : 31: 25 17 . 0 . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.8 61.0 62.6 79.1 40.0 54.9 46.9 64.9 Old : 52.8 61.0 62.6 79.1 40.0 54.9 46.9 64.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE Code-025608 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(100 CUBIC METERS) : : : Positions : All : 5,743: 5,384 4,885 0 180 0 0 0 0 0 386 246: 113 46 Old : 5,743: 5,384 4,885 0 180 0 0 0 0 0 386 246: 113 46 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 170: 170 120 0 180 0 0 0 0 0 50 0: 0 -180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.7 85.1 0.0 3.1 0.0 0.0 0.0 0.0 0.0 6.7 4.3: 2.0 0.8 Old : 100.0: 93.7 85.1 0.0 3.1 0.0 0.0 0.0 0.0 0.0 6.7 4.3: 2.0 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 16 0 . 0 0 0 0 0 4 .: Old : 25: 15 16 0 . 0 0 0 0 0 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.5 47.6 82.0 70.4 51.1 38.7 60.3 55.7 Old : 62.5 47.6 82.0 70.4 51.1 38.7 60.3 55.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE Code-025651 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 34,625: 19,411 28,658 865 1,405 178 9,586 0 508 940 681 2,944: 193 251 Old : 34,625: 19,411 28,658 865 1,405 178 9,586 0 508 940 681 2,944: 193 251 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 1,085: 1,076 1,557 105 135 -180 332 0 -357 269 -6 -111: -49 47 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.1 82.8 2.5 4.1 0.5 27.7 0.0 1.5 2.7 2.0 8.5: 0.6 0.7 Old : 100.0: 56.1 82.8 2.5 4.1 0.5 27.7 0.0 1.5 2.7 2.0 8.5: 0.6 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 86: 42 48 . . 4 10 0 . 7 6 9: Old : 86: 42 48 . . 4 10 0 . 7 6 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.3 40.4 52.1 54.1 26.9 27.0 33.4 37.3 Old : 37.3 40.4 52.1 54.1 26.9 27.0 33.4 37.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Mini Eur Naphtha CIF NEW - NEW YORK MERCANTILE EXCHANGE Code-03265J Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 METRIC TONS) : : : Positions : All : 2,098: 1,471 1,400 78 0 9 0 0 0 255 310 100: 185 279 Old : 2,098: 1,471 1,400 78 0 9 0 0 0 255 310 100: 185 279 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 116: 96 49 0 0 0 0 0 0 23 70 7: -10 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.1 66.7 3.7 0.0 0.4 0.0 0.0 0.0 12.2 14.8 4.8: 8.8 13.3 Old : 100.0: 70.1 66.7 3.7 0.0 0.4 0.0 0.0 0.0 12.2 14.8 4.8: 8.8 13.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 16 14 . 0 . 0 0 0 4 . .: Old : 27: 16 14 . 0 . 0 0 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.9 39.6 61.7 61.6 39.4 35.4 52.4 47.2 Old : 41.9 39.6 61.7 61.6 39.4 35.4 52.4 47.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE Code-067411 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 628,838: 223,062 192,804 13,486 212,178 34,924 39,058 20,634 40,802 185,965 33,026 78,858: 12,683 15,612 Old : 628,838: 223,062 192,804 13,486 212,178 34,924 39,058 20,634 40,802 185,965 33,026 78,858: 12,683 15,612 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -12,216: -20,324 -16,743 -3,836 10,478 -4,385 14,177 10,003 -16,334 8,350 -6,326 8,525: 1,611 2,566 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.5 30.7 2.1 33.7 5.6 6.2 3.3 6.5 29.6 5.3 12.5: 2.0 2.5 Old : 100.0: 35.5 30.7 2.1 33.7 5.6 6.2 3.3 6.5 29.6 5.3 12.5: 2.0 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 129: 42 39 12 11 21 13 6 14 19 23 35: Old : 129: 42 39 12 11 21 13 6 14 19 23 35: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.5 35.6 51.5 49.9 32.8 32.5 40.2 40.9 Old : 39.5 35.6 51.5 49.9 32.8 32.5 40.2 40.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV Code-06741R Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 barrels : : : Positions : All : 259,547: 245,634 2,924 1,550 14,685 2,255 1,995 4,154 450 0 196,470 841: 6,822 37,768 Old : 259,547: 245,634 2,924 1,550 14,685 2,255 1,995 4,154 450 0 196,470 841: 6,822 37,768 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 4,810: 5,035 0 -1,020 0 795 0 0 0 0 3,865 0: 0 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.6 1.1 0.6 5.7 0.9 0.8 1.6 0.2 0.0 75.7 0.3: 2.6 14.6 Old : 100.0: 94.6 1.1 0.6 5.7 0.9 0.8 1.6 0.2 0.0 75.7 0.3: 2.6 14.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 4 . . . . . . 0 5 .: Old : 20: 10 4 . . . . . . 0 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 85.7 77.0 93.8 83.6 85.4 77.0 92.7 83.0 Old : 85.7 77.0 93.8 83.6 85.4 77.0 92.7 83.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 BARRELS : : : Positions : All : 28,344: 27,301 10,678 930 17,573 63 0 0 0 0 0 0: 50 30 Old : 28,344: 27,301 10,678 930 17,573 63 0 0 0 0 0 0: 50 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 920: 920 530 0 390 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.3 37.7 3.3 62.0 0.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.1 Old : 100.0: 96.3 37.7 3.3 62.0 0.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 25 19 . 7 . 0 0 0 0 0 0: Old : 36: 25 19 . 7 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.7 56.2 78.5 75.5 55.0 53.0 72.7 69.5 Old : 56.7 56.2 78.5 75.5 55.0 53.0 72.7 69.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 BARRELS : : : Positions : All : 10,887: 9,532 4,760 835 5,617 155 0 0 0 0 0 0: 365 355 Old : 10,887: 9,532 4,760 835 5,617 155 0 0 0 0 0 0: 365 355 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 170: -355 -235 360 348 0 0 0 0 0 0 0: 165 57 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.6 43.7 7.7 51.6 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 3.4 3.3 Old : 100.0: 87.6 43.7 7.7 51.6 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 3.4 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 11 7 . 5 . 0 0 0 0 0 0: Old : 21: 11 7 . 5 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.6 67.1 94.2 90.2 73.1 65.0 86.9 83.9 Old : 74.6 67.1 94.2 90.2 73.1 65.0 86.9 83.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 barrels : : : Positions : All : 222,850: 212,130 62,366 455 147,091 1,320 0 0 0 0 0 0: 8,945 12,073 Old : 222,850: 212,130 62,366 455 147,091 1,320 0 0 0 0 0 0: 8,945 12,073 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 9,370: 8,750 2,355 120 4,620 -120 0 0 0 0 0 0: 620 2,515 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.2 28.0 0.2 66.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 4.0 5.4 Old : 100.0: 95.2 28.0 0.2 66.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 4.0 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 10 . 8 . 0 0 0 0 0 0: Old : 22: 12 10 . 8 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 83.7 58.2 92.8 79.9 80.2 58.2 85.5 79.2 Old : 83.7 58.2 92.8 79.9 80.2 58.2 85.5 79.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 2,151,499: 464,878 478,066 136,614 548,177 169,920 226,642 63,123 511,807 312,440 51,362 251,855: 77,343 77,189 Old : 2,151,499: 464,878 478,066 136,614 548,177 169,920 226,642 63,123 511,807 312,440 51,362 251,855: 77,343 77,189 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 67,606: 15,331 45,291 -735 -11,890 17,923 -9,922 -43,239 38,470 -16,022 -1,162 28,335: -5,774 -6,122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 22.2 6.3 25.5 7.9 10.5 2.9 23.8 14.5 2.4 11.7: 3.6 3.6 Old : 100.0: 21.6 22.2 6.3 25.5 7.9 10.5 2.9 23.8 14.5 2.4 11.7: 3.6 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 345: 57 64 20 24 37 60 40 68 59 59 82: Old : 345: 57 64 20 24 37 60 40 68 59 59 82: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.5 20.3 34.4 33.1 12.8 15.7 18.2 22.4 Old : 21.5 20.3 34.4 33.1 12.8 15.7 18.2 22.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE Code-06765A Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 165,746: 56,483 29,850 35,461 62,272 4,219 0 7,212 0 49,944 15,408 3,679: 15,960 43,106 Old : 165,746: 56,483 29,850 35,461 62,272 4,219 0 7,212 0 49,944 15,408 3,679: 15,960 43,106 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 4,501: 1,992 2,607 1,872 1,028 -46 0 0 0 -565 -591 1,279: -31 224 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.1 18.0 21.4 37.6 2.5 0.0 4.4 0.0 30.1 9.3 2.2: 9.6 26.0 Old : 100.0: 34.1 18.0 21.4 37.6 2.5 0.0 4.4 0.0 30.1 9.3 2.2: 9.6 26.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 7 10 . 8 7 0 . 0 5 . 4: Old : 33: 7 10 . 8 7 0 . 0 5 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.8 31.5 81.0 51.0 62.5 31.4 78.0 49.9 Old : 63.8 31.5 81.0 51.0 62.5 31.4 78.0 49.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE Code-06765L Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 165,080: 140,375 13,756 2,520 26,260 2,040 0 3,869 2,056 0 100,037 1,579: 16,510 15,483 Old : 165,080: 140,375 13,756 2,520 26,260 2,040 0 3,869 2,056 0 100,037 1,579: 16,510 15,483 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 1,374: 1,414 2,090 0 0 0 0 0 0 0 997 -360: 320 -1,353 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.0 8.3 1.5 15.9 1.2 0.0 2.3 1.2 0.0 60.6 1.0: 10.0 9.4 Old : 100.0: 85.0 8.3 1.5 15.9 1.2 0.0 2.3 1.2 0.0 60.6 1.0: 10.0 9.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 12 6 . . . 0 . . 0 5 4: Old : 24: 12 6 . . . 0 . . 0 5 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.0 68.3 79.5 81.9 56.4 67.4 75.9 79.0 Old : 57.0 68.3 79.5 81.9 56.4 67.4 75.9 79.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 224,706: 22,577 58,320 85,361 2,557 6,358 602 4,803 8,709 58,233 104,387 33,682: 9,184 5,890 Old : 224,706: 22,577 58,320 85,361 2,557 6,358 602 4,803 8,709 58,233 104,387 33,682: 9,184 5,890 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 3,014: -2,802 1,150 1,062 70 921 -536 -191 2,599 -375 -2,109 1,213: 932 -639 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.0 26.0 38.0 1.1 2.8 0.3 2.1 3.9 25.9 46.5 15.0: 4.1 2.6 Old : 100.0: 10.0 26.0 38.0 1.1 2.8 0.3 2.1 3.9 25.9 46.5 15.0: 4.1 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 70: 14 15 6 4 7 . 5 . 19 18 29: Old : 70: 14 15 6 4 7 . 5 . 19 18 29: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.1 64.9 64.6 74.6 47.7 60.4 59.7 66.6 Old : 49.1 64.9 64.6 74.6 47.7 60.4 59.7 66.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE Code-0676A5 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 160,493: 136,512 94,966 643 40,438 3,118 0 0 0 0 0 0: 20,220 21,971 Old : 160,493: 136,512 94,966 643 40,438 3,118 0 0 0 0 0 0: 20,220 21,971 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 3,734: 1,825 2,085 330 1,240 1,085 0 0 0 0 0 0: 494 -676 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.1 59.2 0.4 25.2 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 12.6 13.7 Old : 100.0: 85.1 59.2 0.4 25.2 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 12.6 13.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 12 . 6 4 0 0 0 0 0 0: Old : 26: 14 12 . 6 4 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.3 46.2 81.5 67.6 65.3 46.0 81.0 66.5 Old : 65.3 46.2 81.5 67.6 65.3 46.0 81.0 66.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE Code-067A75 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 U.S. BARRELS) : : : Positions : All : 9,038: 8,270 2,635 102 5,892 326 0 180 0 80 0 0: 260 5 Old : 9,038: 8,270 2,635 102 5,892 326 0 180 0 80 0 0: 260 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 536: 506 446 0 60 0 0 150 0 30 0 0: 0 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.5 29.2 1.1 65.2 3.6 0.0 2.0 0.0 0.9 0.0 0.0: 2.9 0.1 Old : 100.0: 91.5 29.2 1.1 65.2 3.6 0.0 2.0 0.0 0.9 0.0 0.0: 2.9 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 18 9 . 6 . 0 . 0 . 0 0: Old : 31: 18 9 . 6 . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.4 64.4 73.7 85.8 42.4 63.9 70.1 77.0 Old : 42.4 64.4 73.7 85.8 42.4 63.9 70.1 77.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 389,804: 99,094 210,620 49,527 17,857 11,545 98,393 10,263 45,616 43,809 57,751 19,884: 21,936 16,268 Old : 389,804: 99,094 210,620 49,527 17,857 11,545 98,393 10,263 45,616 43,809 57,751 19,884: 21,936 16,268 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 3,166: 9,405 2,700 554 -1,239 -1,238 -7,722 345 1,790 1,036 -1,217 1,065: -1,724 960 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.4 54.0 12.7 4.6 3.0 25.2 2.6 11.7 11.2 14.8 5.1: 5.6 4.2 Old : 100.0: 25.4 54.0 12.7 4.6 3.0 25.2 2.6 11.7 11.2 14.8 5.1: 5.6 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 264: 61 84 15 11 19 68 26 43 16 24 30: Old : 264: 61 84 15 11 19 68 26 43 16 24 30: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.8 16.1 24.4 26.9 14.0 13.1 21.4 19.8 Old : 14.8 16.1 24.4 26.9 14.0 13.1 21.4 19.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR - NEW YORK MERCANTILE EXCHANGE Code-11165K Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 10,651: 2,900 5,514 1,046 1,330 325 0 0 0 4,721 1,183 364: 1,295 1,935 Old : 10,651: 2,900 5,514 1,046 1,330 325 0 0 0 4,721 1,183 364: 1,295 1,935 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 517: 259 -58 0 0 0 0 0 0 -317 42 225: 350 308 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.2 51.8 9.8 12.5 3.1 0.0 0.0 0.0 44.3 11.1 3.4: 12.2 18.2 Old : 100.0: 27.2 51.8 9.8 12.5 3.1 0.0 0.0 0.0 44.3 11.1 3.4: 12.2 18.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 6 8 . 4 . 0 0 0 5 . .: Old : 23: 6 8 . 4 . 0 0 0 5 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.1 50.2 74.9 66.7 51.3 47.8 70.7 62.1 Old : 53.1 50.2 74.9 66.7 51.3 47.8 70.7 62.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 13,639: 13,474 11,419 0 370 0 0 0 0 0 0 0: 165 1,850 Old : 13,639: 13,474 11,419 0 370 0 0 0 0 0 0 0: 165 1,850 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 1,650: 1,625 1,375 0 0 0 0 0 0 0 0 0: 25 275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 98.8 83.7 0.0 2.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 13.6 Old : 100.0: 98.8 83.7 0.0 2.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 13.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 18 0 . 0 0 0 0 0 0 0: Old : 25: 15 18 0 . 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.6 54.0 86.9 68.5 67.3 49.4 81.0 63.0 Old : 70.6 54.0 86.9 68.5 67.3 49.4 81.0 63.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-86465A Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 18,658: 10,320 18,428 5,965 0 0 0 0 0 2,165 0 100: 108 130 Old : 18,658: 10,320 18,428 5,965 0 0 0 0 0 2,165 0 100: 108 130 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 150: 100 150 0 0 0 0 0 0 50 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.3 98.8 32.0 0.0 0.0 0.0 0.0 0.0 11.6 0.0 0.5: 0.6 0.7 Old : 100.0: 55.3 98.8 32.0 0.0 0.0 0.0 0.0 0.0 11.6 0.0 0.5: 0.6 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 20 10 8 0 0 0 0 0 5 0 .: Old : 36: 20 10 8 0 0 0 0 0 5 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.0 77.9 65.1 97.5 38.9 76.1 63.3 91.2 Old : 40.0 77.9 65.1 97.5 38.9 76.1 63.3 91.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 7,188: 1,714 3,379 2,694 393 211 0 2,320 0 1,647 541 175: 747 169 Old : 7,188: 1,714 3,379 2,694 393 211 0 2,320 0 1,647 541 175: 747 169 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 144: 140 113 0 0 0 0 0 0 6 32 -2: 0 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.8 47.0 37.5 5.5 2.9 0.0 32.3 0.0 22.9 7.5 2.4: 10.4 2.4 Old : 100.0: 23.8 47.0 37.5 5.5 2.9 0.0 32.3 0.0 22.9 7.5 2.4: 10.4 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 11 11 . . . 0 . 0 6 6 6: Old : 37: 11 11 . . . 0 . 0 6 6 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.3 54.8 71.3 73.0 52.3 53.9 67.1 71.1 Old : 55.3 54.8 71.3 73.0 52.3 53.9 67.1 71.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86665A Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 6,485: 3,366 5,462 1,414 0 0 324 0 0 581 367 492: 308 164 Old : 6,485: 3,366 5,462 1,414 0 0 324 0 0 581 367 492: 308 164 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 130: -204 144 58 0 0 -276 0 0 279 -191 177: 96 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.9 84.2 21.8 0.0 0.0 5.0 0.0 0.0 9.0 5.7 7.6: 4.7 2.5 Old : 100.0: 51.9 84.2 21.8 0.0 0.0 5.0 0.0 0.0 9.0 5.7 7.6: 4.7 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 14 16 6 0 0 . 0 0 5 . .: Old : 33: 14 16 6 0 0 . 0 0 5 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.4 70.3 66.4 82.6 37.6 62.3 55.7 71.7 Old : 44.4 70.3 66.4 82.6 37.6 62.3 55.7 71.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Updated November 15, 2019

COT Report - Traders in Financial Futures, Financial, Futures and Options Combined - November 15, 2019

Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 194,156 Positions 6,597 107,682 2,745 53,594 13,814 6,512 60,676 30,525 8,361 18,202 2,079 96 37,373 22,342 Changes from: November 5, 2019 Total Change is: -11,867 207 -10,949 155 -12,707 2,275 848 1,538 -5,398 1,023 1,091 -40 -363 -3,659 582 Percent of Open Interest Represented by Each Category of Trader 3.4 55.5 1.4 27.6 7.1 3.4 31.3 15.7 4.3 9.4 1.1 0.0 19.2 11.5 Number of Traders in Each Category Total Traders: 115 5 10 7 25 9 13 30 21 15 12 . 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 69,692 Positions 38,491 1,534 231 881 25,173 471 18,429 15,811 684 968 1,565 0 9,537 24,222 Changes from: November 5, 2019 Total Change is: -284 1,911 -38 -362 35 1,526 0 -804 -1,694 -490 -550 0 0 -24 774 Percent of Open Interest Represented by Each Category of Trader 55.2 2.2 0.3 1.3 36.1 0.7 26.4 22.7 1.0 1.4 2.2 0.0 13.7 34.8 Number of Traders in Each Category Total Traders: 58 9 . . . 15 . 12 16 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 232,400 Positions 60,398 39,754 6,152 58,998 67,485 7,692 41,142 50,256 20,845 8,027 9,145 103 29,042 30,968 Changes from: November 5, 2019 Total Change is: -11,446 -5,116 7,027 -2,637 4,753 -1,221 -1,204 2,191 -3,005 -9,575 782 23 -172 -467 -681 Percent of Open Interest Represented by Each Category of Trader 26.0 17.1 2.6 25.4 29.0 3.3 17.7 21.6 9.0 3.5 3.9 0.0 12.5 13.3 Number of Traders in Each Category Total Traders: 120 4 10 8 20 27 16 23 29 15 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 205,092 Positions 72,080 29,671 4,147 32,094 46,754 11,146 35,222 53,845 16,706 1,851 7,260 27 31,821 35,538 Changes from: November 5, 2019 Total Change is: -2,151 5,593 -416 -3,845 4,822 3,773 -163 -3,162 4,960 -8,413 23 2,358 -197 3,190 -208 Percent of Open Interest Represented by Each Category of Trader 35.1 14.5 2.0 15.6 22.8 5.4 17.2 26.3 8.1 0.9 3.5 0.0 15.5 17.3 Number of Traders in Each Category Total Traders: 119 9 7 7 14 25 14 24 32 16 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 616,392 Positions 36,539 158,494 13,282 352,114 166,555 33,034 34,839 139,293 32,553 20,353 11,325 1,066 92,612 60,790 Changes from: November 5, 2019 Total Change is: -7,810 -408 3,321 -2,968 2,881 10,581 -91 -1,771 -5,913 -5,960 4,222 -516 -7,029 3,313 765 Percent of Open Interest Represented by Each Category of Trader 5.9 25.7 2.2 57.1 27.0 5.4 5.7 22.6 5.3 3.3 1.8 0.2 15.0 9.9 Number of Traders in Each Category Total Traders: 290 17 8 16 88 45 51 35 50 26 26 21 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #299741 Open Interest is 26,731 Positions 756 7,914 0 9,254 6,924 2,678 2,787 1,805 0 0 410 2 11,254 6,998 Changes from: November 5, 2019 Total Change is: -469 0 51 0 117 -251 24 -417 0 0 0 0 0 -193 -293 Percent of Open Interest Represented by Each Category of Trader 2.8 29.6 0.0 34.6 25.9 10.0 10.4 6.8 0.0 0.0 1.5 0.0 42.1 26.2 Number of Traders in Each Category Total Traders: 27 . . 0 12 6 9 4 . 0 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #399741 Open Interest is 22,062 Positions 5,317 1,874 559 7,031 10,340 2,024 0 1,920 0 0 531 49 7,082 4,765 Changes from: November 5, 2019 Total Change is: 196 -24 92 0 82 92 -1 0 -171 0 0 20 0 139 164 Percent of Open Interest Represented by Each Category of Trader 24.1 8.5 2.5 31.9 46.9 9.2 0.0 8.7 0.0 0.0 2.4 0.2 32.1 21.6 Number of Traders in Each Category Total Traders: 22 . . . 6 8 8 0 . 0 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 175,484 Positions 67,725 11,470 1,949 15,863 58,702 3,611 35,644 44,325 10,101 8,599 10,344 473 31,520 34,510 Changes from: November 5, 2019 Total Change is: -6,770 4,696 -4,635 -179 472 9,829 -1,338 -6,070 -1,202 -3,459 989 88 -483 -1,398 -5,391 Percent of Open Interest Represented by Each Category of Trader 38.6 6.5 1.1 9.0 33.5 2.1 20.3 25.3 5.8 4.9 5.9 0.3 18.0 19.7 Number of Traders in Each Category Total Traders: 95 7 4 7 9 21 10 15 31 12 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 55,752 Positions 900 42,293 0 45,302 0 9 6,524 9,247 0 1,077 3,096 0 1,940 1,107 Changes from: November 5, 2019 Total Change is: 329 -308 0 0 1,145 0 0 -231 384 0 -67 -37 0 -210 -18 Percent of Open Interest Represented by Each Category of Trader 1.6 75.9 0.0 81.3 0.0 0.0 11.7 16.6 0.0 1.9 5.6 0.0 3.5 2.0 Number of Traders in Each Category Total Traders: 43 . 4 0 10 0 . 14 8 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 298,885 Positions 595 177,287 886 162,716 8,582 215 110,034 86,373 3,943 14,364 17,815 0 6,132 3,784 Changes from: November 5, 2019 Total Change is: -1,048 -166 5,233 0 989 2,011 -755 -5,632 -9,912 3,033 2,549 -844 0 -1,066 186 Percent of Open Interest Represented by Each Category of Trader 0.2 59.3 0.3 54.4 2.9 0.1 36.8 28.9 1.3 4.8 6.0 0.0 2.1 1.3 Number of Traders in Each Category Total Traders: 178 . 12 . 32 8 . 58 36 14 13 15 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 53,707 Positions 43,918 0 0 4,225 37,909 0 1,662 11,742 42 837 2,124 7 3,016 1,883 Changes from: November 5, 2019 Total Change is: -486 -34 -142 0 1,556 -513 0 -564 -956 -127 -1,356 826 7 32 419 Percent of Open Interest Represented by Each Category of Trader 81.8 0.0 0.0 7.9 70.6 0.0 3.1 21.9 0.1 1.6 4.0 0.0 5.6 3.5 Number of Traders in Each Category Total Traders: 45 4 0 0 5 6 0 7 17 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 79,952 Positions 52,374 2,365 296 3,729 36,181 73 16,430 31,580 691 3,047 2,776 168 3,144 5,822 Changes from: November 5, 2019 Total Change is: 4,140 1,665 229 -28 -525 3,545 -334 3,032 652 252 110 -306 17 -49 112 Percent of Open Interest Represented by Each Category of Trader 65.5 3.0 0.4 4.7 45.3 0.1 20.6 39.5 0.9 3.8 3.5 0.2 3.9 7.3 Number of Traders in Each Category Total Traders: 105 9 . . 5 26 . 22 27 7 7 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 13,741 Positions 971 1,500 1 11,848 2,322 0 155 7,504 0 0 329 0 766 2,085 Changes from: November 5, 2019 Total Change is: 419 -1 0 1 405 33 0 3 284 -19 0 0 0 30 120 Percent of Open Interest Represented by Each Category of Trader 7.1 10.9 0.0 86.2 16.9 0.0 1.1 54.6 0.0 0.0 2.4 0.0 5.6 15.2 Number of Traders in Each Category Total Traders: 21 . . . . 4 0 . 8 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 57,295 Positions 13,366 34,679 1,273 16,215 948 1,725 13,631 5,449 2,205 584 1,830 0 8,296 9,186 Changes from: November 5, 2019 Total Change is: -653 -195 -2,370 116 -1,333 717 611 -273 -901 602 -35 12 0 -146 560 Percent of Open Interest Represented by Each Category of Trader 23.3 60.5 2.2 28.3 1.7 3.0 23.8 9.5 3.8 1.0 3.2 0.0 14.5 16.0 Number of Traders in Each Category Total Traders: 108 10 21 7 19 . 7 34 11 9 . 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 114,589 Positions 26,731 69,357 2,547 32,429 1,896 3,449 27,262 10,897 4,411 1,168 3,660 0 16,592 18,372 Changes from: November 5, 2019 Total Change is: -1,306 -389 -4,739 231 -2,666 1,433 1,222 -546 -1,801 1,203 -69 24 0 -292 1,121 Percent of Open Interest Represented by Each Category of Trader 23.3 60.5 2.2 28.3 1.7 3.0 23.8 9.5 3.8 1.0 3.2 0.0 14.5 16.0 Number of Traders in Each Category Total Traders: 108 10 21 7 19 . 7 34 11 9 . 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX) CFTC Code #124606 Open Interest is 33,909 Positions 2,916 25,728 0 28,138 840 292 0 4,810 0 0 448 0 2,563 1,791 Changes from: November 5, 2019 Total Change is: -6,002 -34 -6,270 0 -6,154 -60 -20 0 207 0 0 0 0 206 141 Percent of Open Interest Represented by Each Category of Trader 8.6 75.9 0.0 83.0 2.5 0.9 0.0 14.2 0.0 0.0 1.3 0.0 7.6 5.3 Number of Traders in Each Category Total Traders: 25 . 7 0 12 . . 0 . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 793,132 Positions 55,845 133,896 62,489 289,656 108,216 63,507 35,733 91,853 173,544 19,079 69,738 6,131 87,148 83,757 Changes from: November 5, 2019 Total Change is: 25,000 -686 5,924 10,298 5,227 -4,579 2,128 -1,141 65 5,944 543 2,865 252 2,434 2,103 Percent of Open Interest Represented by Each Category of Trader 7.0 16.9 7.9 36.5 13.6 8.0 4.5 11.6 21.9 2.4 8.8 0.8 11.0 10.6 Number of Traders in Each Category Total Traders: 620 35 36 50 174 94 129 77 104 101 44 55 50 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 65,174 Positions 6,076 12,894 1,878 2,017 1,467 5,097 1,461 1,684 21,667 8 46 456 26,513 19,985 Changes from: November 5, 2019 Total Change is: 7,327 -593 2,395 189 0 373 597 -354 -216 3,552 -7 7 -23 3,965 453 Percent of Open Interest Represented by Each Category of Trader 9.3 19.8 2.9 3.1 2.3 7.8 2.2 2.6 33.2 0.0 0.1 0.7 40.7 30.7 Number of Traders in Each Category Total Traders: 41 . 6 6 . . . 8 14 21 4 . 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 3,639,790 Positions 275,703 631,869 276,201 1,440,521 536,070 289,725 178,855 458,342 751,887 95,352 348,460 28,375 303,172 318,861 Changes from: November 5, 2019 Total Change is: 88,367 2,918 21,026 47,156 25,988 -24,908 7,803 -5,737 -394 13,764 2,752 14,292 1,377 -7,655 8,250 Percent of Open Interest Represented by Each Category of Trader 7.6 17.4 7.6 39.6 14.7 8.0 4.9 12.6 20.7 2.6 9.6 0.8 8.3 8.8 Number of Traders in Each Category Total Traders: 609 35 36 50 175 92 128 75 101 95 41 53 46 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price) CFTC Code #13874C Open Interest is 23,376 Positions 11,865 13,842 0 7,147 2,718 982 435 2,386 0 0 357 0 2,947 3,091 Changes from: November 5, 2019 Total Change is: 1,354 -238 1,008 -1 1,647 0 -214 86 0 0 0 0 0 74 561 Percent of Open Interest Represented by Each Category of Trader 50.8 59.2 0.0 30.6 11.6 4.2 1.9 10.2 0.0 0.0 1.5 0.0 12.6 13.2 Number of Traders in Each Category Total Traders: 20 . 8 0 4 . . . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price) CFTC Code #13874E Open Interest is 22,206 Positions 5,003 10,887 57 13,976 0 0 853 1,702 2 0 0 0 2,315 9,558 Changes from: November 5, 2019 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 22.5 49.0 0.3 62.9 0.0 0.0 3.8 7.7 0.0 0.0 0.0 0.0 10.4 43.0 Number of Traders in Each Category Total Traders: 20 . 6 . 6 0 0 . . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price) CFTC Code #13874F Open Interest is 10,399 Positions 3,678 8,718 0 4,241 783 0 1,013 0 0 0 0 0 1,467 898 Changes from: November 5, 2019 Total Change is: 494 100 275 0 -427 0 0 622 0 0 0 0 0 199 219 Percent of Open Interest Represented by Each Category of Trader 35.4 83.8 0.0 40.8 7.5 0.0 9.7 0.0 0.0 0.0 0.0 0.0 14.1 8.6 Number of Traders in Each Category Total Traders: 22 . 10 0 5 . 0 . 0 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price) CFTC Code #13874J Open Interest is 13,493 Positions 3,845 6,882 1,000 3,074 1,002 2,006 918 883 0 0 0 0 2,650 1,720 Changes from: November 5, 2019 Total Change is: 697 -799 561 1,000 -412 -783 835 451 -1,101 0 0 0 0 -378 185 Percent of Open Interest Represented by Each Category of Trader 28.5 51.0 7.4 22.8 7.4 14.9 6.8 6.5 0.0 0.0 0.0 0.0 19.6 12.7 Number of Traders in Each Category Total Traders: 22 5 6 . 4 . . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 73,471 Positions 6,170 19,987 330 49,437 34,847 3,014 3,426 2,634 575 0 7,630 0 10,519 4,454 Changes from: November 5, 2019 Total Change is: 1,433 -51 803 35 964 -274 353 138 -320 180 0 -58 0 -186 714 Percent of Open Interest Represented by Each Category of Trader 8.4 27.2 0.4 67.3 47.4 4.1 4.7 3.6 0.8 0.0 10.4 0.0 14.3 6.1 Number of Traders in Each Category Total Traders: 87 5 10 . 34 22 12 10 4 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 50,239 Positions 6,701 11,117 902 19,048 8,073 1,013 10,842 12,954 3,965 761 2,478 111 6,898 9,628 Changes from: November 5, 2019 Total Change is: 1,052 -204 -61 43 760 346 13 144 285 396 -63 94 -7 -28 -56 Percent of Open Interest Represented by Each Category of Trader 13.3 22.1 1.8 37.9 16.1 2.0 21.6 25.8 7.9 1.5 4.9 0.2 13.7 19.2 Number of Traders in Each Category Total Traders: 257 21 25 10 54 32 32 41 50 25 10 24 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 251,195 Positions 33,504 55,583 4,508 95,239 40,365 5,063 54,211 64,771 19,823 3,804 12,391 553 34,491 48,139 Changes from: November 5, 2019 Total Change is: 5,260 -1,020 -306 213 3,800 1,731 64 718 1,427 1,979 -316 470 -37 -139 -280 Percent of Open Interest Represented by Each Category of Trader 13.3 22.1 1.8 37.9 16.1 2.0 21.6 25.8 7.9 1.5 4.9 0.2 13.7 19.2 Number of Traders in Each Category Total Traders: 257 21 25 10 54 32 32 41 50 25 10 24 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50) CFTC Code #239742 Open Interest is 477,923 Positions 60,815 109,736 9,446 255,420 202,404 33,615 68,493 61,333 14,887 9,503 28,368 634 25,109 17,500 Changes from: November 5, 2019 Total Change is: 8,790 82 19,524 -519 7,510 -10,451 1,250 -1,198 -1,042 894 -680 -1,225 -30 1,481 389 Percent of Open Interest Represented by Each Category of Trader 12.7 23.0 2.0 53.4 42.4 7.0 14.3 12.8 3.1 2.0 5.9 0.1 5.3 3.7 Number of Traders in Each Category Total Traders: 309 18 27 9 83 54 39 50 49 34 14 14 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 34,292 Positions 4,179 6,664 0 12,538 1,096 43 10,597 20,326 47 1,378 919 419 5,091 4,778 Changes from: November 5, 2019 Total Change is: 20 137 0 0 503 0 12 214 436 -42 -71 85 209 -942 -680 Percent of Open Interest Represented by Each Category of Trader 12.2 19.4 0.0 36.6 3.2 0.1 30.9 59.3 0.1 4.0 2.7 1.2 14.8 13.9 Number of Traders in Each Category Total Traders: 39 5 . 0 15 . . 4 4 . 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 72,370 Positions 9,156 26,871 431 15,273 15,165 826 30,267 20,156 350 1,003 2,947 399 14,665 5,225 Changes from: November 5, 2019 Total Change is: -290 950 1,228 74 1,332 265 -174 -190 -1,653 -282 94 -164 216 -2,310 200 Percent of Open Interest Represented by Each Category of Trader 12.7 37.1 0.6 21.1 21.0 1.1 41.8 27.9 0.5 1.4 4.1 0.6 20.3 7.2 Number of Traders in Each Category Total Traders: 83 9 13 . 15 9 7 17 15 4 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 360,844 Positions 39,545 210,961 2,344 263,637 84,892 25,933 18,011 22,039 404 1,168 10,958 0 9,802 3,313 Changes from: November 5, 2019 Total Change is: 8,958 648 7,748 20 7,771 1,067 1,070 1,813 1,039 -35 -2,038 882 0 -291 -2,833 Percent of Open Interest Represented by Each Category of Trader 11.0 58.5 0.6 73.1 23.5 7.2 5.0 6.1 0.1 0.3 3.0 0.0 2.7 0.9 Number of Traders in Each Category Total Traders: 180 15 15 5 69 37 33 23 13 6 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50) CFTC Code #244042 Open Interest is 1,404,615 Positions 74,300 917,843 6,497 999,214 277,487 105,733 121,171 58,393 4,363 57,823 15,787 3,440 32,074 15,072 Changes from: November 5, 2019 Total Change is: 27,673 5,868 43,770 658 19,378 -9,535 1,058 5,940 -8,631 96 -1,987 -1,793 10 -3,348 2,040 Percent of Open Interest Represented by Each Category of Trader 5.3 65.3 0.5 71.1 19.8 7.5 8.6 4.2 0.3 4.1 1.1 0.2 2.3 1.1 Number of Traders in Each Category Total Traders: 432 31 17 9 173 73 90 62 29 19 38 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250) CFTC Code #43874A Open Interest is 121,208 Positions 41,877 86,107 34,440 20,388 0 420 21,879 0 180 1,994 0 0 30 61 Changes from: November 5, 2019 Total Change is: 468 -253 -120 1,078 -250 0 0 383 0 10 0 0 0 -500 -500 Percent of Open Interest Represented by Each Category of Trader 34.5 71.0 28.4 16.8 0.0 0.3 18.1 0.0 0.1 1.6 0.0 0.0 0.0 0.1 Number of Traders in Each Category Total Traders: 42 5 17 15 8 0 . 9 0 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 1,303,393 Positions 9,600 130,578 66,383 487,449 282,810 211,872 60,263 214,499 193,043 74,316 28,290 15,889 184,577 160,029 Changes from: November 5, 2019 Total Change is: 37,602 -302 15,336 19,491 -10,377 -5,589 7,729 10,666 2,652 20,934 -404 -11,042 -14,876 4,741 2,968 Percent of Open Interest Represented by Each Category of Trader 0.7 10.0 5.1 37.4 21.7 16.3 4.6 16.5 14.8 5.7 2.2 1.2 14.2 12.3 Number of Traders in Each Category Total Traders: 186 6 14 14 59 27 52 29 32 42 13 5 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 1,188,345 Positions 45,110 138,292 7,126 659,419 75,665 183,909 67,175 656,948 23,769 41,342 6,469 1 160,495 96,167 Changes from: November 5, 2019 Total Change is: 22,095 1,330 -350 4,799 1,387 4,579 2,839 7,312 1,512 6,211 569 142 0 -2,352 2,364 Percent of Open Interest Represented by Each Category of Trader 3.8 11.6 0.6 55.5 6.4 15.5 5.7 55.3 2.0 3.5 0.5 0.0 13.5 8.1 Number of Traders in Each Category Total Traders: 137 5 10 5 67 16 57 10 23 19 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 4,185,756 Positions 93,493 264,358 66,562 1,821,972 806,684 332,044 911,515 2,080,999 355,456 395,799 147,568 12,423 196,492 119,661 Changes from: November 5, 2019 Total Change is: 62,289 6,261 1,511 16,371 -35,651 6,068 23,614 8,283 -41,867 45,439 10,007 1,322 941 -12,977 8,890 Percent of Open Interest Represented by Each Category of Trader 2.2 6.3 1.6 43.5 19.3 7.9 21.8 49.7 8.5 9.5 3.5 0.3 4.7 2.9 Number of Traders in Each Category Total Traders: 373 23 27 16 125 30 70 73 48 61 32 15 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 4,801,483 Positions 194,611 290,831 352,484 1,629,664 754,184 885,813 308,379 1,172,563 685,631 289,949 164,465 40,992 413,960 454,520 Changes from: November 5, 2019 Total Change is: 104,882 -4,618 52,751 35,610 -82,107 -20,780 37,454 15,628 -56,461 73,895 64,071 -5,045 -20,750 -14,301 8,208 Percent of Open Interest Represented by Each Category of Trader 4.1 6.1 7.3 33.9 15.7 18.4 6.4 24.4 14.3 6.0 3.4 0.9 8.6 9.5 Number of Traders in Each Category Total Traders: 410 23 39 48 103 72 109 67 63 86 27 16 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 867,973 Positions 94,907 27,453 6,087 274,058 310,851 151,965 168,912 174,183 18,228 52,835 23,928 24 100,957 155,254 Changes from: November 5, 2019 Total Change is: 37,117 7,838 -11,095 3,511 -3,684 21,620 -3,177 33,623 25,513 2,189 3,600 373 0 -6,783 -1,817 Percent of Open Interest Represented by Each Category of Trader 10.9 3.2 0.7 31.6 35.8 17.5 19.5 20.1 2.1 6.1 2.8 0.0 11.6 17.9 Number of Traders in Each Category Total Traders: 116 6 6 5 28 40 43 17 12 12 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 5,126,365 Positions 110,688 362,098 240,947 2,006,511 840,932 970,030 598,711 1,647,559 514,502 343,642 200,460 16,838 324,497 332,999 Changes from: November 5, 2019 Total Change is: -5,819 33,543 -14,163 -20,088 -117,933 11,589 38,941 -41,029 -88,886 56,621 18,601 -2,251 1,961 23,565 10,458 Percent of Open Interest Represented by Each Category of Trader 2.2 7.1 4.7 39.1 16.4 18.9 11.7 32.1 10.0 6.7 3.9 0.3 6.3 6.5 Number of Traders in Each Category Total Traders: 320 15 31 24 86 49 80 39 64 59 24 12 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,951,604 Positions 204,675 336,631 632,877 4,195 148,893 35,541 488,126 225,788 508,694 18,835 8,950 9,568 49,093 44,662 Changes from: November 5, 2019 Total Change is: 80,490 -42,522 39,397 39,645 -1,509 -10,463 6,687 50,225 -25,581 28,341 -718 2,747 -1,572 1,913 1,289 Percent of Open Interest Represented by Each Category of Trader 10.5 17.2 32.4 0.2 7.6 1.8 25.0 11.6 26.1 1.0 0.5 0.5 2.5 2.3 Number of Traders in Each Category Total Traders: 158 28 32 50 5 6 9 40 30 55 9 . 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is23,838,020 Positions 3,018,727 1,906,982 4,973,592 631,439 2,386,493 1,506,804 1,065,776 262,539 11,525,458 184,820 146,319 247,294 684,109 882,539 Changes from: November 5, 2019 Total Change is: 287,838 -34,739 22,036 77,701 -21,082 -37,017 44,497 15,392 -57,455 235,206 2,495 1,039 5,005 -36,637 -3,174 Percent of Open Interest Represented by Each Category of Trader 12.7 8.0 20.9 2.6 10.0 6.3 4.5 1.1 48.3 0.8 0.6 1.0 2.9 3.7 Number of Traders in Each Category Total Traders: 278 37 36 69 17 20 28 72 46 108 28 14 28 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index) CFTC Code #134741 Open Interest is 162,773 Positions 12,670 79,765 22,454 14,916 3,600 9,685 72,777 16,809 28,766 0 846 382 1,123 466 Changes from: November 5, 2019 Total Change is: -1,523 0 85 0 -34 0 0 344 -180 -1,294 -394 -91 121 -266 -164 Percent of Open Interest Represented by Each Category of Trader 7.8 49.0 13.8 9.2 2.2 6.0 44.7 10.3 17.7 0.0 0.5 0.2 0.7 0.3 Number of Traders in Each Category Total Traders: 52 . 14 4 . . . 12 19 19 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index) CFTC Code #134742 Open Interest is 275,414 Positions 34,408 48,614 27,041 6,664 5,766 23,879 146,771 130,185 29,040 6,641 8,299 649 321 1,941 Changes from: November 5, 2019 Total Change is: 11,118 -5,220 1,340 -2,511 -6,859 -636 7,887 13,864 2,745 2,664 1,329 -199 -63 27 -109 Percent of Open Interest Represented by Each Category of Trader 12.5 17.7 9.8 2.4 2.1 8.7 53.3 47.3 10.5 2.4 3.0 0.2 0.1 0.7 Number of Traders in Each Category Total Traders: 87 5 20 13 . 6 . 21 26 29 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 80,397 Positions 28 37,692 0 1,479 3,281 195 37,376 4,816 31,066 10,219 1,121 0 34 2,226 Changes from: November 5, 2019 Total Change is: 1,873 2 758 0 0 -543 0 121 27 1,661 100 0 0 -11 -30 Percent of Open Interest Represented by Each Category of Trader 0.0 46.9 0.0 1.8 4.1 0.2 46.5 6.0 38.6 12.7 1.4 0.0 0.0 2.8 Number of Traders in Each Category Total Traders: 31 . 5 0 . 9 . 4 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 52,560 Positions 983 24,706 0 1,281 411 115 26,151 1,970 24,027 0 0 0 3 1,331 Changes from: November 5, 2019 Total Change is: 3,903 -8 2,099 0 0 -28 0 1,648 -130 2,264 0 0 0 -1 -302 Percent of Open Interest Represented by Each Category of Trader 1.9 47.0 0.0 2.4 0.8 0.2 49.8 3.7 45.7 0.0 0.0 0.0 0.0 2.5 Number of Traders in Each Category Total Traders: 23 . . 0 . 5 . 6 6 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal CFTC Code #344601 Open Interest is 50,376 Positions 11,499 60 17,652 0 160 0 6,454 17,463 10,900 3,600 3,861 246 25 34 Changes from: November 5, 2019 Total Change is: -118 -620 -20 620 0 0 0 0 -1,711 -126 0 1,151 0 8 -32 Percent of Open Interest Represented by Each Category of Trader 22.8 0.1 35.0 0.0 0.3 0.0 12.8 34.7 21.6 7.1 7.7 0.5 0.0 0.1 Number of Traders in Each Category Total Traders: 24 . . . 0 . 0 . 10 . . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins) CFTC Code #133741 Open Interest is 3,091 Positions 32 0 0 99 143 10 912 2,043 87 636 358 41 1,274 409 Changes from: November 5, 2019 Total Change is: -429 0 0 0 -89 -6 0 -309 -302 -47 41 -99 -2 -23 27 Percent of Open Interest Represented by Each Category of Trader 1.0 0.0 0.0 3.2 4.6 0.3 29.5 66.1 2.8 20.6 11.6 1.3 41.2 13.2 Number of Traders in Each Category Total Traders: 46 . 0 0 . . . 12 12 . 14 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 46,206 Positions 668 35,532 0 13,942 2,803 486 24,175 2,878 1,739 1,745 719 196 3,254 1,853 Changes from: November 5, 2019 Total Change is: -827 -330 -168 0 1,401 -100 -49 -1,468 -349 -317 70 -63 17 -151 202 Percent of Open Interest Represented by Each Category of Trader 1.4 76.9 0.0 30.2 6.1 1.1 52.3 6.2 3.8 3.8 1.6 0.4 7.0 4.0 Number of Traders in Each Category Total Traders: 86 . . 0 13 7 . 32 9 8 13 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 518,975 Positions 131,913 23,721 23,044 140,792 135,038 21,829 58,681 173,737 89,786 14,173 4,333 11,075 27,682 36,412 Changes from: November 5, 2019 Total Change is: 27,924 11,362 993 1,820 -6,186 -3,782 208 3,553 13,351 11,944 393 -229 2,378 2,452 1,241 Percent of Open Interest Represented by Each Category of Trader 25.4 4.6 4.4 27.1 26.0 4.2 11.3 33.5 17.3 2.7 0.8 2.1 5.3 7.0 Number of Traders in Each Category Total Traders: 216 17 10 16 17 39 19 40 61 51 10 9 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 18,599 Positions 3,939 683 809 7,308 2,271 966 4,684 13,659 100 519 70 0 274 41 Changes from: November 5, 2019 Total Change is: 82 -238 28 -28 189 -26 54 69 335 0 -2 0 0 38 -281 Percent of Open Interest Represented by Each Category of Trader 21.2 3.7 4.3 39.3 12.2 5.2 25.2 73.4 0.5 2.8 0.4 0.0 1.5 0.2 Number of Traders in Each Category Total Traders: 39 4 . . 9 6 . 4 6 . 8 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Updated November 15, 2019

COT Report - Metals and Other, Futures Disaggregated - November 15, 2019

PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 TROY OUNCES) : : : Positions : All : 25,445: 1,524 9,159 2,701 6,101 666 15,480 2,552 1,709 1,115 2,937 215: 2,035 2,106 Old : 25,445: 1,524 9,159 2,701 6,101 666 15,480 2,552 1,709 1,115 2,937 215: 2,035 2,106 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -2,112: -318 -516 143 -865 -112 -1,129 -496 -521 -207 344 50: -18 4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 36.0 10.6 24.0 2.6 60.8 10.0 6.7 4.4 11.5 0.8: 8.0 8.3 Old : 100.0: 6.0 36.0 10.6 24.0 2.6 60.8 10.0 6.7 4.4 11.5 0.8: 8.0 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 169: 14 21 11 14 9 53 12 6 15 34 5: Old : 169: 14 21 11 14 9 53 12 6 15 34 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.8 41.8 38.0 53.5 23.4 36.2 34.8 47.7 Old : 24.8 41.8 38.0 53.5 23.4 36.2 34.8 47.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 50 TROY OUNCES) : : : Positions : All : 90,681: 6,496 35,163 11,982 30,699 118 34,434 13,647 4,120 21,943 4,271 17: 11,571 2,646 Old : 90,681: 6,496 35,163 11,982 30,699 118 34,434 13,647 4,120 21,943 4,271 17: 11,571 2,646 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -1,118: -586 -1,901 1,782 -3,431 -19 -3,665 2,054 493 -162 1,355 1: 1,038 330 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 38.8 13.2 33.9 0.1 38.0 15.0 4.5 24.2 4.7 0.0: 12.8 2.9 Old : 100.0: 7.2 38.8 13.2 33.9 0.1 38.0 15.0 4.5 24.2 4.7 0.0: 12.8 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 256: 16 23 15 17 6 59 34 15 82 14 .: Old : 256: 16 23 15 17 6 59 34 15 82 14 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.0 36.7 25.1 51.6 14.0 36.6 25.1 50.5 Old : 14.0 36.7 25.1 51.6 14.0 36.6 25.1 50.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SILVER - COMMODITY EXCHANGE INC. Code-084691 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 TROY OUNCES) : : : Positions : All : 222,122: 20,558 65,909 56,139 72,680 4,858 72,660 41,083 6,619 16,667 10,880 10,334: 34,287 9,759 Old : 222,122: 20,558 65,909 56,139 72,680 4,858 72,660 41,083 6,619 16,667 10,880 10,334: 34,287 9,759 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -5,387: 5,467 -413 776 -6,434 -625 -6,020 3,541 -571 -1,827 -755 -1,146: -1,441 1,016 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.3 29.7 25.3 32.7 2.2 32.7 18.5 3.0 7.5 4.9 4.7: 15.4 4.4 Old : 100.0: 9.3 29.7 25.3 32.7 2.2 32.7 18.5 3.0 7.5 4.9 4.7: 15.4 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 214: 16 17 19 17 16 50 29 25 49 18 23: Old : 214: 16 17 19 17 16 50 29 25 49 18 23: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.0 30.5 34.0 46.9 23.9 29.5 32.8 45.4 Old : 24.0 30.5 34.0 46.9 23.9 29.5 32.8 45.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GOLD - COMMODITY EXCHANGE INC. Code-088691 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 TROY OUNCES) : : : Positions : All : 708,463: 41,974 164,545 123,638 302,535 44,455 209,432 33,991 75,298 113,757 22,132 32,188: 67,721 33,319 Old : 708,463: 41,974 164,545 123,638 302,535 44,455 209,432 33,991 75,298 113,757 22,132 32,188: 67,721 33,319 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 18,282: 24,119 6,550 -2,727 -828 6,987 -23,735 -1,929 9,992 2,333 -6,711 -1,030: 2,343 5,251 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 23.2 17.5 42.7 6.3 29.6 4.8 10.6 16.1 3.1 4.5: 9.6 4.7 Old : 100.0: 5.9 23.2 17.5 42.7 6.3 29.6 4.8 10.6 16.1 3.1 4.5: 9.6 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 342: 17 20 20 23 25 81 40 40 106 34 42: Old : 342: 17 20 20 23 25 81 40 40 106 34 42: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.3 27.2 34.4 43.0 18.1 24.5 25.9 38.6 Old : 23.3 27.2 34.4 43.0 18.1 24.5 25.9 38.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 25,000 POUNDS) : : : Positions : All : 239,830: 34,756 58,961 48,827 3,335 7,727 52,875 76,000 38,501 20,428 23,590 15,778: 20,938 15,938 Old : 239,830: 34,756 58,961 48,827 3,335 7,727 52,875 76,000 38,501 20,428 23,590 15,778: 20,938 15,938 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 683: 4,074 4,328 872 -420 -665 -7,311 -3,654 -474 -1,038 -1,719 2,260: 2,965 1,027 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.5 24.6 20.4 1.4 3.2 22.0 31.7 16.1 8.5 9.8 6.6: 8.7 6.6 Old : 100.0: 14.5 24.6 20.4 1.4 3.2 22.0 31.7 16.1 8.5 9.8 6.6: 8.7 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 289: 31 34 23 6 16 59 49 42 45 48 47: Old : 289: 31 34 23 6 16 59 49 42 45 48 47: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.3 27.4 27.5 42.9 14.9 23.3 22.8 35.1 Old : 16.3 27.4 27.5 42.9 14.9 23.3 22.8 35.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALUMINUM MW US TR PLATTS - COMMODITY EXCHANGE INC. Code-191693 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(55,116 US Pounds-25 MT) : : : Positions : All : 25,596: 13,944 20,763 9,733 1,197 459 0 605 0 1,159 2,442 0: 301 130 Old : 25,596: 13,944 20,763 9,733 1,197 459 0 605 0 1,159 2,442 0: 301 130 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 1,030: 131 482 848 114 1 0 0 0 0 465 -10: 60 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.5 81.1 38.0 4.7 1.8 0.0 2.4 0.0 4.5 9.5 0.0: 1.2 0.5 Old : 100.0: 54.5 81.1 38.0 4.7 1.8 0.0 2.4 0.0 4.5 9.5 0.0: 1.2 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 9 15 8 . 5 0 . 0 . . 0: Old : 35: 9 15 8 . 5 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.3 59.6 75.3 79.4 47.9 58.1 70.0 74.1 Old : 48.3 59.6 75.3 79.4 47.9 58.1 70.0 74.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 20 SHORT TONS) : : : Positions : All : 14,826: 5,741 11,940 1,291 61 1,355 1,696 337 744 3,606 133 175: 218 81 Old : 14,826: 5,741 11,940 1,291 61 1,355 1,696 337 744 3,606 133 175: 218 81 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 38: 507 395 -479 0 249 -683 -795 223 314 39 -39: -54 -34 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.7 80.5 8.7 0.4 9.1 11.4 2.3 5.0 24.3 0.9 1.2: 1.5 0.5 Old : 100.0: 38.7 80.5 8.7 0.4 9.1 11.4 2.3 5.0 24.3 0.9 1.2: 1.5 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 12 11 . . . . . . 5 . 5: Old : 31: 12 11 . . . . . . 5 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.9 70.8 73.5 86.0 36.8 57.5 52.8 61.3 Old : 52.9 70.8 73.5 86.0 36.8 57.5 52.8 61.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 110,000 BOARD FEET) : : : Positions : All : 2,928: 441 1,597 76 55 0 1,206 299 10 229 265 71: 895 631 Old : 2,928: 441 1,597 76 55 0 1,206 299 10 229 265 71: 895 631 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -221: -101 -30 0 0 0 -142 0 -3 60 -78 -38: 3 -72 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.1 54.5 2.6 1.9 0.0 41.2 10.2 0.3 7.8 9.1 2.4: 30.6 21.6 Old : 100.0: 15.1 54.5 2.6 1.9 0.0 41.2 10.2 0.3 7.8 9.1 2.4: 30.6 21.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 8 17 . . 0 13 . . 5 7 .: Old : 46: 8 17 . . 0 13 . . 5 7 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.5 33.0 45.4 49.0 29.3 31.9 42.6 44.0 Old : 30.5 33.0 45.4 49.0 29.3 31.9 42.6 44.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1,000 California carbon allowances : : : Positions : All : 33,443: 22,790 7,303 3,408 18,043 0 2,923 0 0 3,427 7,202 895: 0 0 Old : 33,443: 22,790 7,303 3,408 18,043 0 2,923 0 0 3,427 7,202 895: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -1,277: -645 500 0 -1,632 0 -632 0 0 0 -145 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.1 21.8 10.2 54.0 0.0 8.7 0.0 0.0 10.2 21.5 2.7: 0.0 0.0 Old : 100.0: 68.1 21.8 10.2 54.0 0.0 8.7 0.0 0.0 10.2 21.5 2.7: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 14 6 4 4 0 5 0 0 5 4 .: Old : 40: 14 6 4 4 0 5 0 0 5 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.7 73.6 72.5 92.9 47.5 73.6 70.3 90.8 Old : 49.7 73.6 72.5 92.9 47.5 73.6 70.3 90.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1,000 California carbon allowances : : : Positions : All : 101,055: 34,224 31,533 2,022 22,960 9,967 37,087 140 3,275 6,960 25,665 7,320: 200 195 Old : 101,055: 34,224 31,533 2,022 22,960 9,967 37,087 140 3,275 6,960 25,665 7,320: 200 195 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 1,063: -1,516 -1,388 243 1,412 168 1,344 0 830 -266 -219 260: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.9 31.2 2.0 22.7 9.9 36.7 0.1 3.2 6.9 25.4 7.2: 0.2 0.2 Old : 100.0: 33.9 31.2 2.0 22.7 9.9 36.7 0.1 3.2 6.9 25.4 7.2: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 64: 21 13 . 5 6 10 . . 11 12 7: Old : 64: 21 13 . 5 6 10 . . 11 12 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.9 32.7 55.0 54.4 35.9 29.7 48.3 42.0 Old : 36.9 32.7 55.0 54.4 35.9 29.7 48.3 42.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1,000 California carbon allowances : : : Positions : All : 41,943: 17,970 21,819 625 5,098 1,985 12,142 0 1,535 6,584 10,421 985: 117 100 Old : 41,943: 17,970 21,819 625 5,098 1,985 12,142 0 1,535 6,584 10,421 985: 117 100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 2,260: 2,285 -390 0 381 -56 131 0 0 0 2,425 -100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.8 52.0 1.5 12.2 4.7 28.9 0.0 3.7 15.7 24.8 2.3: 0.3 0.2 Old : 100.0: 42.8 52.0 1.5 12.2 4.7 28.9 0.0 3.7 15.7 24.8 2.3: 0.3 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 14 9 . 5 . 5 0 . 10 7 4: Old : 43: 14 9 . 5 . 5 0 . 10 7 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.7 47.2 54.5 68.7 32.5 41.5 50.8 56.3 Old : 34.7 47.2 54.5 68.7 32.5 41.5 50.8 56.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(10 SRECs) : : : Positions : All : 150,045: 101,575 40,857 0 1,018 5,077 14,731 775 200 25,737 99,393 2,725: 0 0 Old : 150,045: 101,575 40,857 0 1,018 5,077 14,731 775 200 25,737 99,393 2,725: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 3,250: 1,750 0 0 -50 550 0 0 0 950 2,750 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.7 27.2 0.0 0.7 3.4 9.8 0.5 0.1 17.2 66.2 1.8: 0.0 0.0 Old : 100.0: 67.7 27.2 0.0 0.7 3.4 9.8 0.5 0.1 17.2 66.2 1.8: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 15 11 0 . . . . . . 8 .: Old : 31: 15 11 0 . . . . . . 8 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.8 75.7 86.2 86.5 64.5 72.0 79.7 78.6 Old : 64.8 75.7 86.2 86.5 64.5 72.0 79.7 78.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :100 MWh of renewable energy certificates : : : Positions : All : 106,266: 83,986 53,028 4,450 1,429 1,174 3,556 0 0 10,463 47,998 2,637: 0 0 Old : 106,266: 83,986 53,028 4,450 1,429 1,174 3,556 0 0 10,463 47,998 2,637: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 10,089: 5,748 5,855 4,250 -155 91 0 0 0 0 4,298 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.0 49.9 4.2 1.3 1.1 3.3 0.0 0.0 9.8 45.2 2.5: 0.0 0.0 Old : 100.0: 79.0 49.9 4.2 1.3 1.1 3.3 0.0 0.0 9.8 45.2 2.5: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 8 . . . . 0 0 5 . .: Old : 29: 14 8 . . . . 0 0 5 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.5 81.4 81.4 95.7 64.8 80.9 80.8 93.4 Old : 65.5 81.4 81.4 95.7 64.8 80.9 80.8 93.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1,000 California carbon allowances : : : Positions : All : 30,109: 14,523 14,082 350 4,413 1,837 4,930 0 0 4,215 5,523 4,254: 0 0 Old : 30,109: 14,523 14,082 350 4,413 1,837 4,930 0 0 4,215 5,523 4,254: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 100: 100 -300 0 0 0 0 0 0 0 400 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.2 46.8 1.2 14.7 6.1 16.4 0.0 0.0 14.0 18.3 14.1: 0.0 0.0 Old : 100.0: 48.2 46.8 1.2 14.7 6.1 16.4 0.0 0.0 14.0 18.3 14.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 8 8 . . . . 0 0 6 . 4: Old : 28: 8 8 . . . . 0 0 6 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.0 53.2 65.1 79.8 35.8 38.1 52.9 57.2 Old : 40.0 53.2 65.1 79.8 35.8 38.1 52.9 57.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1,000 RGGI CO2 Allowances : : : Positions : All : 59,125: 26,903 25,535 3,039 7,607 20,983 3,990 0 0 2,195 2,985 2,015: 0 0 Old : 59,125: 26,903 25,535 3,039 7,607 20,983 3,990 0 0 2,195 2,985 2,015: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 6,074: 1,144 1,319 450 225 4,240 0 0 0 -50 0 290: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.5 43.2 5.1 12.9 35.5 6.7 0.0 0.0 3.7 5.0 3.4: 0.0 0.0 Old : 100.0: 45.5 43.2 5.1 12.9 35.5 6.7 0.0 0.0 3.7 5.0 3.4: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 13 11 . . 4 . 0 0 6 . .: Old : 31: 13 11 . . 4 . 0 0 6 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.1 63.7 80.0 85.5 32.6 32.6 41.5 44.9 Old : 53.1 63.7 80.0 85.5 32.6 32.6 41.5 44.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1,000 California carbon allowances : : : Positions : All : 9,052: 2,800 4,293 550 2,150 0 4,794 0 0 400 2,101 508: 0 0 Old : 9,052: 2,800 4,293 550 2,150 0 4,794 0 0 400 2,101 508: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -284: 0 -284 0 0 0 -392 0 0 0 -108 108: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.9 47.4 6.1 23.8 0.0 53.0 0.0 0.0 4.4 23.2 5.6: 0.0 0.0 Old : 100.0: 30.9 47.4 6.1 23.8 0.0 53.0 0.0 0.0 4.4 23.2 5.6: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: . 9 . . 0 4 0 0 . . .: Old : 23: . 9 . . 0 4 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.1 64.0 92.7 92.5 69.5 61.7 85.6 83.5 Old : 75.1 64.0 92.7 92.5 69.5 61.7 85.6 83.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :100 MWh of Class 1 Renewable Energy Certificates : : : Positions : All : 11,871: 9,585 9,006 1,125 50 1 196 0 164 700 2,550 100: 0 0 Old : 11,871: 9,585 9,006 1,125 50 1 196 0 164 700 2,550 100: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -200: -100 -100 50 0 0 50 0 -50 0 100 -150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.7 75.9 9.5 0.4 0.0 1.7 0.0 1.4 5.9 21.5 0.8: 0.0 0.0 Old : 100.0: 80.7 75.9 9.5 0.4 0.0 1.7 0.0 1.4 5.9 21.5 0.8: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 10 5 . . . . 0 . . 4 .: Old : 21: 10 5 . . . . 0 . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.4 81.6 93.0 96.9 74.4 80.7 88.3 91.2 Old : 74.4 81.6 93.0 96.9 74.4 80.7 88.3 91.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :100 MWh of Class 1 Renewable Energy Certificates : : : Positions : All : 19,303: 15,127 12,338 538 0 165 209 0 450 2,289 5,850 500: 25 0 Old : 19,303: 15,127 12,338 538 0 165 209 0 450 2,289 5,850 500: 25 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -500: -150 -700 97 0 50 -297 0 50 -200 150 -50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.4 63.9 2.8 0.0 0.9 1.1 0.0 2.3 11.9 30.3 2.6: 0.1 0.0 Old : 100.0: 78.4 63.9 2.8 0.0 0.9 1.1 0.0 2.3 11.9 30.3 2.6: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 10 7 . 0 . . 0 . 4 5 .: Old : 24: 10 7 . 0 . . 0 . 4 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.0 82.7 84.1 93.6 58.5 81.6 81.7 90.9 Old : 59.0 82.7 84.1 93.6 58.5 81.6 81.7 90.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(10 SRECs) : : : Positions : All : 45,044: 18,645 32,179 0 510 368 730 0 500 22,714 9,400 2,087: 0 0 Old : 45,044: 18,645 32,179 0 510 368 730 0 500 22,714 9,400 2,087: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -100: 100 -100 0 0 0 0 0 0 -200 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.4 71.4 0.0 1.1 0.8 1.6 0.0 1.1 50.4 20.9 4.6: 0.0 0.0 Old : 100.0: 41.4 71.4 0.0 1.1 0.8 1.6 0.0 1.1 50.4 20.9 4.6: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 8 0 . . . 0 . 5 . .: Old : 25: 13 8 0 . . . 0 . 5 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.1 67.9 87.5 89.6 60.4 65.3 73.8 78.3 Old : 67.1 67.9 87.5 89.6 60.4 65.3 73.8 78.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MASS SREC CARVE OUT 1 - ICE FUTURES ENERGY DIV Code-0063DP Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(10 SRECs) : : : Positions : All : 14,435: 12,014 5,435 271 100 0 200 0 0 500 7,450 1,450: 0 0 Old : 14,435: 12,014 5,435 271 100 0 200 0 0 500 7,450 1,450: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.2 37.7 1.9 0.7 0.0 1.4 0.0 0.0 3.5 51.6 10.0: 0.0 0.0 Old : 100.0: 83.2 37.7 1.9 0.7 0.0 1.4 0.0 0.0 3.5 51.6 10.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 5 . . 0 . 0 0 . 4 .: Old : 20: 10 5 . . 0 . 0 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.0 78.3 89.0 96.9 63.2 72.7 76.0 82.0 Old : 70.0 78.3 89.0 96.9 63.2 72.7 76.0 82.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Updated November 15, 2019

COT Report - Petroleum and Products, Futures and Options Combined Disaggregated - November 15, 2019

USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 barrels : : : Positions : All : 37,964: 28,564 31,274 669 301 1,472 14 0 18 3,829 1,738 3,151: 247 10 Old : 37,964: 28,564 31,274 669 301 1,472 14 0 18 3,829 1,738 3,151: 247 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 4,513: 2,825 4,226 32 -142 106 -17 0 0 733 -511 834: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.2 82.4 1.8 0.8 3.9 0.0 0.0 0.0 10.1 4.6 8.3: 0.7 0.0 Old : 100.0: 75.2 82.4 1.8 0.8 3.9 0.0 0.0 0.0 10.1 4.6 8.3: 0.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 17 21 5 4 . . 0 . 4 . 4: Old : 39: 17 21 5 4 . . 0 . 4 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.8 55.7 78.7 79.3 21.2 18.5 26.0 25.5 Old : 54.8 55.7 78.7 79.3 21.2 18.5 26.0 25.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 barrels : : : Positions : All : 33,800: 13,939 27,711 12,515 125 589 225 768 0 2,563 941 3,580: 389 86 Old : 33,800: 13,939 27,711 12,515 125 589 225 768 0 2,563 941 3,580: 389 86 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 3,010: 2,056 1,026 250 50 270 125 0 0 -660 695 969: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.2 82.0 37.0 0.4 1.7 0.7 2.3 0.0 7.6 2.8 10.6: 1.2 0.3 Old : 100.0: 41.2 82.0 37.0 0.4 1.7 0.7 2.3 0.0 7.6 2.8 10.6: 1.2 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 13 16 8 . 4 . . 0 4 . 4: Old : 36: 13 16 8 . 4 . . 0 4 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.4 48.7 74.3 75.0 42.8 32.8 51.7 49.0 Old : 55.4 48.7 74.3 75.0 42.8 32.8 51.7 49.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 10,598: 6,804 8,147 1,020 152 341 0 0 0 1,392 887 991: 50 80 Old : 10,598: 6,804 8,147 1,020 152 341 0 0 0 1,392 887 991: 50 80 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 690: -126 679 425 -30 10 0 0 0 313 -27 68: 0 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.2 76.9 9.6 1.4 3.2 0.0 0.0 0.0 13.1 8.4 9.4: 0.5 0.8 Old : 100.0: 64.2 76.9 9.6 1.4 3.2 0.0 0.0 0.0 13.1 8.4 9.4: 0.5 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 20 23 4 . . 0 0 0 5 4 6: Old : 44: 20 23 4 . . 0 0 0 5 4 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.2 45.3 65.6 62.9 28.1 26.2 40.8 34.7 Old : 45.2 45.3 65.6 62.9 28.1 26.2 40.8 34.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 380 cst PLATTS - NEW YORK MERCANTILE EXCHANGE Code-02165K Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 2,657: 1,706 1,626 21 0 80 0 0 0 256 351 261: 333 339 Old : 2,657: 1,706 1,626 21 0 80 0 0 0 256 351 261: 333 339 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -9: 253 -39 1 0 25 0 0 0 -72 221 -216: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.2 61.2 0.8 0.0 3.0 0.0 0.0 0.0 9.6 13.2 9.8: 12.5 12.8 Old : 100.0: 64.2 61.2 0.8 0.0 3.0 0.0 0.0 0.0 9.6 13.2 9.8: 12.5 12.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 14 . 0 . 0 0 0 4 . 7: Old : 26: 15 14 . 0 . 0 0 0 4 . 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.8 40.8 64.1 59.1 28.5 27.5 39.1 37.6 Old : 45.8 40.8 64.1 59.1 28.5 27.5 39.1 37.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 7,771: 4,519 5,504 1,616 660 74 0 1,032 0 901 50 371: 290 80 Old : 7,771: 4,519 5,504 1,616 660 74 0 1,032 0 901 50 371: 290 80 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 292: 292 167 0 0 0 0 0 0 -75 50 75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.2 70.8 20.8 8.5 1.0 0.0 13.3 0.0 11.6 0.6 4.8: 3.7 1.0 Old : 100.0: 58.2 70.8 20.8 8.5 1.0 0.0 13.3 0.0 11.6 0.6 4.8: 3.7 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 13 14 . . . 0 . 0 4 . 4: Old : 31: 13 14 . . . 0 . 0 4 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.7 52.0 80.0 70.2 52.8 50.7 63.7 67.5 Old : 57.7 52.0 80.0 70.2 52.8 50.7 63.7 67.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MINI SING 380 FUEL OIL - NEW YORK MERCANTILE EXCHANGE Code-021A35 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 METRIC TONS) : : : Positions : All : 2,565: 1,053 587 223 148 73 0 0 0 445 1,174 273: 498 310 Old : 2,565: 1,053 587 223 148 73 0 0 0 445 1,174 273: 498 310 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 103: 8 -7 0 32 33 0 0 0 100 112 26: -64 -93 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.1 22.9 8.7 5.8 2.8 0.0 0.0 0.0 17.3 45.8 10.6: 19.4 12.1 Old : 100.0: 41.1 22.9 8.7 5.8 2.8 0.0 0.0 0.0 17.3 45.8 10.6: 19.4 12.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 13 11 . . . 0 0 0 5 8 8: Old : 35: 13 11 . . . 0 0 0 5 8 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.7 43.7 48.3 62.7 28.8 43.3 43.1 54.3 Old : 29.7 43.7 48.3 62.7 28.8 43.3 43.1 54.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 452,279: 162,130 234,476 64,701 5,938 28,713 35,482 28,298 51,843 19,079 24,342 47,119: 43,212 31,550 Old : 452,279: 162,130 234,476 64,701 5,938 28,713 35,482 28,298 51,843 19,079 24,342 47,119: 43,212 31,550 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -18,035: -17,975 -21,521 234 352 74 -2,721 3,299 6,430 3,865 -2,402 -4,653: -3,288 387 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.8 51.8 14.3 1.3 6.3 7.8 6.3 11.5 4.2 5.4 10.4: 9.6 7.0 Old : 100.0: 35.8 51.8 14.3 1.3 6.3 7.8 6.3 11.5 4.2 5.4 10.4: 9.6 7.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 202: 58 69 20 4 17 35 27 40 18 18 31: Old : 202: 58 69 20 4 17 35 27 40 18 18 31: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.4 16.3 21.9 27.4 6.5 8.5 10.6 12.8 Old : 13.4 16.3 21.9 27.4 6.5 8.5 10.6 12.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 53,344: 39,795 49,567 1,181 0 448 0 0 0 0 650 0: 11,920 2,679 Old : 53,344: 39,795 49,567 1,181 0 448 0 0 0 0 650 0: 11,920 2,679 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 2,015: 2,225 1,585 -50 0 50 0 0 0 0 650 0: -210 -270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.6 92.9 2.2 0.0 0.8 0.0 0.0 0.0 0.0 1.2 0.0: 22.3 5.0 Old : 100.0: 74.6 92.9 2.2 0.0 0.8 0.0 0.0 0.0 0.0 1.2 0.0: 22.3 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 25 17 . 0 . 0 0 0 0 . 0: Old : 31: 25 17 . 0 . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.8 61.0 62.6 79.1 40.0 54.9 46.9 64.9 Old : 52.8 61.0 62.6 79.1 40.0 54.9 46.9 64.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE Code-025608 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(100 CUBIC METERS) : : : Positions : All : 5,743: 5,384 4,885 0 180 0 0 0 0 0 386 246: 113 46 Old : 5,743: 5,384 4,885 0 180 0 0 0 0 0 386 246: 113 46 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 170: 170 120 0 180 0 0 0 0 0 50 0: 0 -180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.7 85.1 0.0 3.1 0.0 0.0 0.0 0.0 0.0 6.7 4.3: 2.0 0.8 Old : 100.0: 93.7 85.1 0.0 3.1 0.0 0.0 0.0 0.0 0.0 6.7 4.3: 2.0 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 16 0 . 0 0 0 0 0 4 .: Old : 25: 15 16 0 . 0 0 0 0 0 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.5 47.6 82.0 70.4 51.1 38.7 60.3 55.7 Old : 62.5 47.6 82.0 70.4 51.1 38.7 60.3 55.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE Code-025651 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 37,799: 20,687 30,436 887 1,448 873 9,442 0 652 1,164 211 3,902: 193 276 Old : 37,799: 20,687 30,436 887 1,448 873 9,442 0 652 1,164 211 3,902: 193 276 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 1,378: 1,413 1,724 70 166 -162 261 0 -290 272 42 -137: -49 36 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.7 80.5 2.3 3.8 2.3 25.0 0.0 1.7 3.1 0.6 10.3: 0.5 0.7 Old : 100.0: 54.7 80.5 2.3 3.8 2.3 25.0 0.0 1.7 3.1 0.6 10.3: 0.5 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 88: 44 50 . . 4 10 0 . 9 4 10: Old : 88: 44 50 . . 4 10 0 . 9 4 10: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.5 38.8 48.9 52.2 24.6 26.1 30.6 35.8 Old : 34.5 38.8 48.9 52.2 24.6 26.1 30.6 35.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Mini Eur Naphtha CIF NEW - NEW YORK MERCANTILE EXCHANGE Code-03265J Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 METRIC TONS) : : : Positions : All : 2,098: 1,471 1,400 78 0 9 0 0 0 255 310 100: 185 279 Old : 2,098: 1,471 1,400 78 0 9 0 0 0 255 310 100: 185 279 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 116: 96 49 0 0 0 0 0 0 23 70 7: -10 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.1 66.7 3.7 0.0 0.4 0.0 0.0 0.0 12.2 14.8 4.8: 8.8 13.3 Old : 100.0: 70.1 66.7 3.7 0.0 0.4 0.0 0.0 0.0 12.2 14.8 4.8: 8.8 13.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 16 14 . 0 . 0 0 0 4 . .: Old : 27: 16 14 . 0 . 0 0 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.9 39.6 61.7 61.6 39.4 35.4 52.4 47.2 Old : 41.9 39.6 61.7 61.6 39.4 35.4 52.4 47.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE Code-067411 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 832,027: 245,614 216,367 15,909 216,984 118,365 36,331 20,119 51,875 181,623 23,443 168,873: 13,437 16,001 Old : 832,027: 245,614 216,367 15,909 216,984 118,365 36,331 20,119 51,875 181,623 23,443 168,873: 13,437 16,001 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -9,172: -19,633 -15,885 -4,499 8,297 -3,304 13,281 9,991 -15,363 6,742 -7,479 12,025: 1,579 2,546 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.5 26.0 1.9 26.1 14.2 4.4 2.4 6.2 21.8 2.8 20.3: 1.6 1.9 Old : 100.0: 29.5 26.0 1.9 26.1 14.2 4.4 2.4 6.2 21.8 2.8 20.3: 1.6 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 130: 42 39 10 13 23 14 6 14 17 25 38: Old : 130: 42 39 10 13 23 14 6 14 17 25 38: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.6 31.5 42.3 43.4 25.0 24.2 30.3 30.5 Old : 30.6 31.5 42.3 43.4 25.0 24.2 30.3 30.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV Code-06741R Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 barrels : : : Positions : All : 259,547: 245,634 2,924 1,550 14,685 2,255 1,995 4,154 450 0 196,470 841: 6,822 37,768 Old : 259,547: 245,634 2,924 1,550 14,685 2,255 1,995 4,154 450 0 196,470 841: 6,822 37,768 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 4,810: 5,035 0 -1,020 0 795 0 0 0 0 3,865 0: 0 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.6 1.1 0.6 5.7 0.9 0.8 1.6 0.2 0.0 75.7 0.3: 2.6 14.6 Old : 100.0: 94.6 1.1 0.6 5.7 0.9 0.8 1.6 0.2 0.0 75.7 0.3: 2.6 14.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 4 . . . . . . 0 5 .: Old : 20: 10 4 . . . . . . 0 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 85.7 77.0 93.8 83.6 85.4 77.0 92.7 83.0 Old : 85.7 77.0 93.8 83.6 85.4 77.0 92.7 83.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 BARRELS : : : Positions : All : 28,344: 27,301 10,678 930 17,573 63 0 0 0 0 0 0: 50 30 Old : 28,344: 27,301 10,678 930 17,573 63 0 0 0 0 0 0: 50 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 920: 920 530 0 390 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.3 37.7 3.3 62.0 0.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.1 Old : 100.0: 96.3 37.7 3.3 62.0 0.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 25 19 . 7 . 0 0 0 0 0 0: Old : 36: 25 19 . 7 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.7 56.2 78.5 75.5 55.0 53.0 72.7 69.5 Old : 56.7 56.2 78.5 75.5 55.0 53.0 72.7 69.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 BARRELS : : : Positions : All : 10,887: 9,532 4,760 835 5,617 155 0 0 0 0 0 0: 365 355 Old : 10,887: 9,532 4,760 835 5,617 155 0 0 0 0 0 0: 365 355 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 170: -355 -235 360 348 0 0 0 0 0 0 0: 165 57 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.6 43.7 7.7 51.6 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 3.4 3.3 Old : 100.0: 87.6 43.7 7.7 51.6 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 3.4 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 11 7 . 5 . 0 0 0 0 0 0: Old : 21: 11 7 . 5 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.6 67.1 94.2 90.2 73.1 65.0 86.9 83.9 Old : 74.6 67.1 94.2 90.2 73.1 65.0 86.9 83.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 barrels : : : Positions : All : 222,850: 212,130 62,366 455 147,091 1,320 0 0 0 0 0 0: 8,945 12,073 Old : 222,850: 212,130 62,366 455 147,091 1,320 0 0 0 0 0 0: 8,945 12,073 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 9,370: 8,750 2,355 120 4,620 -120 0 0 0 0 0 0: 620 2,515 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.2 28.0 0.2 66.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 4.0 5.4 Old : 100.0: 95.2 28.0 0.2 66.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 4.0 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 10 . 8 . 0 0 0 0 0 0: Old : 22: 12 10 . 8 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 83.7 58.2 92.8 79.9 80.2 58.2 85.5 79.2 Old : 83.7 58.2 92.8 79.9 80.2 58.2 85.5 79.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 2,763,581: 543,310 537,029 127,213 578,604 385,255 217,399 64,225 585,343 317,717 25,275 500,871: 86,475 86,980 Old : 2,763,581: 543,310 537,029 127,213 578,604 385,255 217,399 64,225 585,343 317,717 25,275 500,871: 86,475 86,980 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 73,373: 15,356 45,917 -262 -6,819 17,057 -7,523 -44,228 36,532 -14,329 -668 32,592: -6,050 -7,010 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.7 19.4 4.6 20.9 13.9 7.9 2.3 21.2 11.5 0.9 18.1: 3.1 3.1 Old : 100.0: 19.7 19.4 4.6 20.9 13.9 7.9 2.3 21.2 11.5 0.9 18.1: 3.1 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 391: 60 70 20 24 40 66 47 85 90 60 117: Old : 391: 60 70 20 24 40 66 47 85 90 60 117: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.4 17.7 29.1 30.2 10.0 12.8 14.3 18.6 Old : 17.4 17.7 29.1 30.2 10.0 12.8 14.3 18.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 118,253: 50,010 44,313 2,897 1,895 1,942 2,679 14,869 48,379 4,615 133 5,901: 1,831 821 Old : 118,253: 50,010 44,313 2,897 1,895 1,942 2,679 14,869 48,379 4,615 133 5,901: 1,831 821 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 9,617: 1,420 1,144 -194 352 90 -1,376 -1,852 9,715 -119 23 160: -79 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.3 37.5 2.4 1.6 1.6 2.3 12.6 40.9 3.9 0.1 5.0: 1.5 0.7 Old : 100.0: 42.3 37.5 2.4 1.6 1.6 2.3 12.6 40.9 3.9 0.1 5.0: 1.5 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 14 12 . . . . . . 4 . .: Old : 30: 14 12 . . . . . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.6 72.5 87.3 87.3 15.6 20.4 23.3 25.2 Old : 70.6 72.5 87.3 87.3 15.6 20.4 23.3 25.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE Code-06765A Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 165,819: 56,483 29,850 35,461 62,318 4,246 0 7,212 0 49,944 15,408 3,679: 16,006 43,106 Old : 165,819: 56,483 29,850 35,461 62,318 4,246 0 7,212 0 49,944 15,408 3,679: 16,006 43,106 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 4,480: 1,992 2,607 1,872 1,015 -54 0 0 0 -565 -591 1,279: -44 224 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.1 18.0 21.4 37.6 2.6 0.0 4.3 0.0 30.1 9.3 2.2: 9.7 26.0 Old : 100.0: 34.1 18.0 21.4 37.6 2.6 0.0 4.3 0.0 30.1 9.3 2.2: 9.7 26.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 7 10 . 9 7 0 . 0 5 . 4: Old : 34: 7 10 . 9 7 0 . 0 5 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.8 31.5 81.0 50.9 62.5 31.4 78.0 49.9 Old : 63.8 31.5 81.0 50.9 62.5 31.4 78.0 49.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 20,158: 0 0 138 1,993 829 233 291 3,051 1,874 0 13,349: 683 644 Old : 20,158: 0 0 138 1,993 829 233 291 3,051 1,874 0 13,349: 683 644 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 1,538: 0 0 5 -217 -31 -9 204 642 -8 0 1,511: -573 -571 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.7 9.9 4.1 1.2 1.4 15.1 9.3 0.0 66.2: 3.4 3.2 Old : 100.0: 0.0 0.0 0.7 9.9 4.1 1.2 1.4 15.1 9.3 0.0 66.2: 3.4 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 0 0 . 7 6 . . . . 0 8: Old : 21: 0 0 . 7 6 . . . . 0 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.1 65.8 88.2 84.6 11.1 9.2 11.1 11.3 Old : 66.1 65.8 88.2 84.6 11.1 9.2 11.1 11.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 100,674: 25,421 9,186 9,051 47,106 22,356 6,634 0 981 21,892 335 8,862: 5,476 11,847 Old : 100,674: 25,421 9,186 9,051 47,106 22,356 6,634 0 981 21,892 335 8,862: 5,476 11,847 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 2,048: 1,246 65 -166 3,363 1,582 52 0 -7 33 -24 -15: -676 -2,915 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.3 9.1 9.0 46.8 22.2 6.6 0.0 1.0 21.7 0.3 8.8: 5.4 11.8 Old : 100.0: 25.3 9.1 9.0 46.8 22.2 6.6 0.0 1.0 21.7 0.3 8.8: 5.4 11.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 5 5 . 10 12 . 0 . 8 . 10: Old : 28: 5 5 . 10 12 . 0 . 8 . 10: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.8 47.6 66.5 61.7 34.0 37.7 52.2 47.7 Old : 43.8 47.6 66.5 61.7 34.0 37.7 52.2 47.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE Code-06765L Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 165,080: 140,375 13,756 2,520 26,260 2,040 0 3,869 2,056 0 100,037 1,579: 16,510 15,483 Old : 165,080: 140,375 13,756 2,520 26,260 2,040 0 3,869 2,056 0 100,037 1,579: 16,510 15,483 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 1,374: 1,414 2,090 0 0 0 0 0 0 0 997 -360: 320 -1,353 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.0 8.3 1.5 15.9 1.2 0.0 2.3 1.2 0.0 60.6 1.0: 10.0 9.4 Old : 100.0: 85.0 8.3 1.5 15.9 1.2 0.0 2.3 1.2 0.0 60.6 1.0: 10.0 9.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 12 6 . . . 0 . . 0 5 4: Old : 24: 12 6 . . . 0 . . 0 5 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.0 68.3 79.5 81.9 56.4 67.4 75.9 79.0 Old : 57.0 68.3 79.5 81.9 56.4 67.4 75.9 79.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 240,252: 23,602 59,695 86,324 1,803 9,181 483 6,061 9,270 57,620 103,914 44,069: 9,702 6,258 Old : 240,252: 23,602 59,695 86,324 1,803 9,181 483 6,061 9,270 57,620 103,914 44,069: 9,702 6,258 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 2,737: -2,826 1,128 782 64 774 -535 -234 2,604 -398 -2,315 1,309: 1,026 -593 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.8 24.8 35.9 0.8 3.8 0.2 2.5 3.9 24.0 43.3 18.3: 4.0 2.6 Old : 100.0: 9.8 24.8 35.9 0.8 3.8 0.2 2.5 3.9 24.0 43.3 18.3: 4.0 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 71: 14 15 5 5 8 . 6 6 21 17 33: Old : 71: 14 15 5 5 8 . 6 6 21 17 33: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.4 60.8 60.9 70.3 45.0 56.3 56.1 62.2 Old : 46.4 60.8 60.9 70.3 45.0 56.3 56.1 62.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 32,621: 16,250 11,525 1,362 5,381 0 0 480 9,969 250 758 4,292: 498 215 Old : 32,621: 16,250 11,525 1,362 5,381 0 0 480 9,969 250 758 4,292: 498 215 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 141: -350 523 172 296 0 0 -765 -95 103 -149 260: 51 72 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.8 35.3 4.2 16.5 0.0 0.0 1.5 30.6 0.8 2.3 13.2: 1.5 0.7 Old : 100.0: 49.8 35.3 4.2 16.5 0.0 0.0 1.5 30.6 0.8 2.3 13.2: 1.5 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 11 9 . . 0 0 . . 4 . .: Old : 24: 11 9 . . 0 0 . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.7 69.6 84.6 88.9 23.5 26.7 31.4 33.2 Old : 60.7 69.6 84.6 88.9 23.5 26.7 31.4 33.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE Code-0676A5 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 160,493: 136,512 94,966 643 40,438 3,118 0 0 0 0 0 0: 20,220 21,971 Old : 160,493: 136,512 94,966 643 40,438 3,118 0 0 0 0 0 0: 20,220 21,971 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 3,734: 1,825 2,085 330 1,240 1,085 0 0 0 0 0 0: 494 -676 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.1 59.2 0.4 25.2 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 12.6 13.7 Old : 100.0: 85.1 59.2 0.4 25.2 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 12.6 13.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 12 . 6 4 0 0 0 0 0 0: Old : 26: 14 12 . 6 4 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.3 46.2 81.5 67.6 65.3 46.0 81.0 66.5 Old : 65.3 46.2 81.5 67.6 65.3 46.0 81.0 66.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE Code-067A75 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 U.S. BARRELS) : : : Positions : All : 9,038: 8,270 2,635 102 5,892 326 0 180 0 80 0 0: 260 5 Old : 9,038: 8,270 2,635 102 5,892 326 0 180 0 80 0 0: 260 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 536: 506 446 0 60 0 0 150 0 30 0 0: 0 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.5 29.2 1.1 65.2 3.6 0.0 2.0 0.0 0.9 0.0 0.0: 2.9 0.1 Old : 100.0: 91.5 29.2 1.1 65.2 3.6 0.0 2.0 0.0 0.9 0.0 0.0: 2.9 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 18 9 . 6 . 0 . 0 . 0 0: Old : 31: 18 9 . 6 . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.4 64.4 73.7 85.8 42.4 63.9 70.1 77.0 Old : 42.4 64.4 73.7 85.8 42.4 63.9 70.1 77.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 393,833: 99,628 212,668 49,976 18,280 11,969 98,397 10,330 45,727 43,780 56,162 22,310: 22,047 16,388 Old : 393,833: 99,628 212,668 49,976 18,280 11,969 98,397 10,330 45,727 43,780 56,162 22,310: 22,047 16,388 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 3,136: 9,385 2,990 509 -1,278 -1,330 -7,746 413 1,752 1,098 -1,557 1,194: -1,725 952 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.3 54.0 12.7 4.6 3.0 25.0 2.6 11.6 11.1 14.3 5.7: 5.6 4.2 Old : 100.0: 25.3 54.0 12.7 4.6 3.0 25.0 2.6 11.6 11.1 14.3 5.7: 5.6 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 264: 61 84 15 11 20 69 26 44 15 25 31: Old : 264: 61 84 15 11 20 69 26 44 15 25 31: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.6 16.0 24.2 26.6 13.8 13.0 21.2 19.3 Old : 14.6 16.0 24.2 26.6 13.8 13.0 21.2 19.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR - NEW YORK MERCANTILE EXCHANGE Code-11165K Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 10,651: 2,900 5,514 1,046 1,330 325 0 0 0 4,721 1,183 364: 1,295 1,935 Old : 10,651: 2,900 5,514 1,046 1,330 325 0 0 0 4,721 1,183 364: 1,295 1,935 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 517: 259 -58 0 0 0 0 0 0 -317 42 225: 350 308 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.2 51.8 9.8 12.5 3.1 0.0 0.0 0.0 44.3 11.1 3.4: 12.2 18.2 Old : 100.0: 27.2 51.8 9.8 12.5 3.1 0.0 0.0 0.0 44.3 11.1 3.4: 12.2 18.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 6 8 . 4 . 0 0 0 5 . .: Old : 23: 6 8 . 4 . 0 0 0 5 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.1 50.2 74.9 66.7 51.3 47.8 70.7 62.1 Old : 53.1 50.2 74.9 66.7 51.3 47.8 70.7 62.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 13,639: 13,474 11,419 0 370 0 0 0 0 0 0 0: 165 1,850 Old : 13,639: 13,474 11,419 0 370 0 0 0 0 0 0 0: 165 1,850 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 1,650: 1,625 1,375 0 0 0 0 0 0 0 0 0: 25 275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 98.8 83.7 0.0 2.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 13.6 Old : 100.0: 98.8 83.7 0.0 2.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 13.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 18 0 . 0 0 0 0 0 0 0: Old : 25: 15 18 0 . 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.6 54.0 86.9 68.5 67.3 49.4 81.0 63.0 Old : 70.6 54.0 86.9 68.5 67.3 49.4 81.0 63.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-86465A Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 18,658: 10,320 18,428 5,965 0 0 0 0 0 2,165 0 100: 108 130 Old : 18,658: 10,320 18,428 5,965 0 0 0 0 0 2,165 0 100: 108 130 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 150: 100 150 0 0 0 0 0 0 50 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.3 98.8 32.0 0.0 0.0 0.0 0.0 0.0 11.6 0.0 0.5: 0.6 0.7 Old : 100.0: 55.3 98.8 32.0 0.0 0.0 0.0 0.0 0.0 11.6 0.0 0.5: 0.6 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 20 10 8 0 0 0 0 0 5 0 .: Old : 36: 20 10 8 0 0 0 0 0 5 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.0 77.9 65.1 97.5 38.9 76.1 63.3 91.2 Old : 40.0 77.9 65.1 97.5 38.9 76.1 63.3 91.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 7,188: 1,714 3,379 2,694 393 211 0 2,320 0 1,647 541 175: 747 169 Old : 7,188: 1,714 3,379 2,694 393 211 0 2,320 0 1,647 541 175: 747 169 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 144: 140 113 0 0 0 0 0 0 6 32 -2: 0 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.8 47.0 37.5 5.5 2.9 0.0 32.3 0.0 22.9 7.5 2.4: 10.4 2.4 Old : 100.0: 23.8 47.0 37.5 5.5 2.9 0.0 32.3 0.0 22.9 7.5 2.4: 10.4 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 11 11 . . . 0 . 0 6 6 6: Old : 37: 11 11 . . . 0 . 0 6 6 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.3 54.8 71.3 73.0 52.3 53.9 67.1 71.1 Old : 55.3 54.8 71.3 73.0 52.3 53.9 67.1 71.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86665A Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 6,485: 3,366 5,462 1,414 0 0 324 0 0 581 367 492: 308 164 Old : 6,485: 3,366 5,462 1,414 0 0 324 0 0 581 367 492: 308 164 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 130: -204 144 58 0 0 -276 0 0 279 -191 177: 96 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.9 84.2 21.8 0.0 0.0 5.0 0.0 0.0 9.0 5.7 7.6: 4.7 2.5 Old : 100.0: 51.9 84.2 21.8 0.0 0.0 5.0 0.0 0.0 9.0 5.7 7.6: 4.7 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 14 16 6 0 0 . 0 0 5 . .: Old : 33: 14 16 6 0 0 . 0 0 5 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.4 70.3 66.4 82.6 37.6 62.3 55.7 71.7 Old : 44.4 70.3 66.4 82.6 37.6 62.3 55.7 71.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Updated November 15, 2019

COT Report - Agriculture, Futures Disaggregated - November 15, 2019

WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 413,129: 44,057 101,977 72,544 11,930 26,727 75,754 72,034 94,411 27,550 19,891 43,404: 28,682 42,755 Old : 332,839: 38,750 78,758 51,945 11,472 22,087 77,074 66,745 71,613 24,260 23,713 25,139: 21,971 33,312 Other: 80,290: 5,307 23,219 24,539 4,398 700 17,447 24,056 4,031 14,035 6,923 7,520: 6,711 9,443 : : : : : Changes in Commitments from: November 5, 2019 : : 1,156: 6,214 3,601 153 1,134 -3,661 4,694 3,307 -5,331 -135 991 -867: 89 1,982 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.7 24.7 17.6 2.9 6.5 18.3 17.4 22.9 6.7 4.8 10.5: 6.9 10.3 Old : 100.0: 11.6 23.7 15.6 3.4 6.6 23.2 20.1 21.5 7.3 7.1 7.6: 6.6 10.0 Other: 100.0: 6.6 28.9 30.6 5.5 0.9 21.7 30.0 5.0 17.5 8.6 9.4: 8.4 11.8 : : : : : Number of Traders in Each Category : All : 375: 61 87 20 10 17 62 59 77 45 61 63: Old : 356: 53 83 20 9 12 63 54 71 45 55 53: Other: 195: 27 55 16 7 7 21 23 10 33 25 24: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 11.0 10.3 18.9 17.9 8.8 8.5 13.9 13.6 Old : 10.0 12.1 17.9 21.4 7.5 10.0 13.3 16.0 Other: 26.9 20.1 40.3 31.2 25.3 17.5 38.4 27.9 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Metric Tons : : : Positions : All : 13,661: 6,614 11,503 180 43 105 4,762 0 100 1,605 1,700 0: 295 210 Old : 13,461: 6,614 11,303 180 43 105 4,562 0 100 1,605 1,700 0: 295 210 Other: 200: 0 200 0 0 0 200 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 310: 200 310 0 0 0 100 0 0 0 0 0: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.4 84.2 1.3 0.3 0.8 34.9 0.0 0.7 11.7 12.4 0.0: 2.2 1.5 Old : 100.0: 49.1 84.0 1.3 0.3 0.8 33.9 0.0 0.7 11.9 12.6 0.0: 2.2 1.6 Other: 100.0: 0.0 100.0 0.0 0.0 0.0 100.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 7 14 . . . . 0 . . . 0: Old : 25: 7 14 . . . . 0 . . . 0: Other: .: 0 . 0 0 0 . 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 80.3 45.5 93.6 79.1 68.2 42.5 80.6 70.2 Old : 81.5 46.2 93.8 80.3 69.2 43.1 80.8 70.5 Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 302,398: 64,342 105,883 43,610 7,160 4,862 56,496 80,340 57,721 28,789 7,421 18,862: 27,716 20,149 Old : 250,896: 50,076 82,267 34,819 6,597 3,609 60,347 79,532 42,578 25,588 7,569 12,396: 21,483 16,348 Other: 51,502: 14,266 23,616 9,869 1,641 175 9,472 14,131 1,820 5,573 2,224 4,094: 6,233 3,801 : : : : : Changes in Commitments from: November 5, 2019 : : -11,622: -1,539 9,644 1,587 64 -6,044 4,633 -6,440 -7,119 780 342 -3,287: -633 1,218 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.3 35.0 14.4 2.4 1.6 18.7 26.6 19.1 9.5 2.5 6.2: 9.2 6.7 Old : 100.0: 20.0 32.8 13.9 2.6 1.4 24.1 31.7 17.0 10.2 3.0 4.9: 8.6 6.5 Other: 100.0: 27.7 45.9 19.2 3.2 0.3 18.4 27.4 3.5 10.8 4.3 7.9: 12.1 7.4 : : : : : Number of Traders in Each Category : All : 276: 66 69 16 6 8 49 39 45 43 20 36: Old : 270: 62 64 17 5 5 47 38 41 45 20 27: Other: 144: 31 40 12 5 4 20 12 8 21 13 10: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 10.1 17.3 17.5 27.5 9.3 14.5 16.2 22.4 Old : 10.5 16.3 18.8 27.5 9.3 13.8 16.9 23.3 Other: 19.8 41.1 34.5 56.7 19.4 41.1 33.1 53.8 WHEAT-HRSpring - MINNEAPOLIS GRAIN EXCHANGE Code-001626 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 68,306: 39,304 33,690 796 0 441 1,593 12,817 2,421 6,614 1,446 4,111: 13,026 13,380 Old : 63,018: 34,869 31,074 836 0 400 1,593 12,817 2,421 7,416 1,326 3,103: 12,380 11,877 Other: 5,288: 4,435 2,616 0 40 1 0 0 0 0 922 206: 646 1,503 : : : : : Changes in Commitments from: November 5, 2019 : : 3,996: 739 -637 55 -99 -63 802 3,377 585 193 325 728: 957 -220 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.5 49.3 1.2 0.0 0.6 2.3 18.8 3.5 9.7 2.1 6.0: 19.1 19.6 Old : 100.0: 55.3 49.3 1.3 0.0 0.6 2.5 20.3 3.8 11.8 2.1 4.9: 19.6 18.8 Other: 100.0: 83.9 49.5 0.0 0.8 0.0 0.0 0.0 0.0 0.0 17.4 3.9: 12.2 28.4 : : : : : Number of Traders in Each Category : All : 104: 49 39 . 0 . 6 14 6 13 6 17: Old : 104: 49 38 . 0 . 6 14 6 15 6 13: Other: 47: 18 24 0 . . 0 0 0 0 11 .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.0 21.9 35.3 34.4 20.6 19.2 28.2 28.8 Old : 23.3 23.6 33.0 35.9 17.6 19.9 25.0 29.9 Other: 67.6 26.2 78.1 42.5 67.6 25.9 77.0 41.0 CORN - CHICAGO BOARD OF TRADE Code-002602 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 1,610,507: 491,114 687,523 180,824 33,967 44,545 134,274 254,810 237,893 170,009 81,459 85,964: 265,884 184,346 Old : 1,448,680: 429,016 605,345 161,646 30,617 40,641 121,707 274,817 201,688 174,185 82,541 67,162: 252,635 145,869 Other: 161,827: 62,098 82,178 22,933 7,105 149 48,032 15,458 740 12,668 15,762 1,958: 13,249 38,477 : : : : : Changes in Commitments from: November 5, 2019 : : 1,171: -19,286 -26,341 -3,088 -498 -1,377 -2,289 8,527 18,426 5,741 924 2,779: 265 -1,269 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.5 42.7 11.2 2.1 2.8 8.3 15.8 14.8 10.6 5.1 5.3: 16.5 11.4 Old : 100.0: 29.6 41.8 11.2 2.1 2.8 8.4 19.0 13.9 12.0 5.7 4.6: 17.4 10.1 Other: 100.0: 38.4 50.8 14.2 4.4 0.1 29.7 9.6 0.5 7.8 9.7 1.2: 8.2 23.8 : : : : : Number of Traders in Each Category : All : 795: 332 316 26 11 20 52 80 70 95 73 95: Old : 788: 324 304 26 11 18 53 79 65 101 69 80: Other: 404: 75 225 12 8 . 22 15 6 25 46 11: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 8.6 9.4 15.2 16.5 6.3 6.1 11.0 11.0 Old : 8.3 9.9 14.5 17.2 6.8 6.7 11.2 11.9 Other: 26.2 23.7 40.8 32.3 25.8 23.6 40.5 32.2 OATS - CHICAGO BOARD OF TRADE Code-004603 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 6,983: 1,850 5,138 128 0 0 1,448 0 0 1,390 268 100: 2,067 1,477 Old : 6,956: 1,843 5,138 128 0 0 1,448 0 0 1,390 268 100: 2,047 1,450 Other: 27: 7 0 0 0 0 0 0 0 0 0 0: 20 27 : : : : : Changes in Commitments from: November 5, 2019 : : 347: 63 139 0 0 0 110 0 0 -1 12 -64: 239 260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.5 73.6 1.8 0.0 0.0 20.7 0.0 0.0 19.9 3.8 1.4: 29.6 21.2 Old : 100.0: 26.5 73.9 1.8 0.0 0.0 20.8 0.0 0.0 20.0 3.9 1.4: 29.4 20.8 Other: 100.0: 25.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 74.1 100.0 : : : : : Number of Traders in Each Category : All : 26: 8 10 . 0 0 6 0 0 4 4 .: Old : 26: 7 10 . 0 0 6 0 0 4 4 .: Other: .: . 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.9 55.0 47.2 72.2 29.2 44.4 40.9 54.0 Old : 31.0 55.2 47.4 72.5 29.3 44.7 41.1 54.4 Other: 25.9 0.0 25.9 0.0 25.9 0.0 25.9 0.0 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 200,000 POUNDS) : : : Positions : All : 8,857: 5,274 5,659 120 162 0 717 1,260 0 1,140 634 79: 1,527 1,063 Old : 8,857: 5,274 5,659 120 162 0 717 1,260 0 1,140 634 79: 1,527 1,063 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 15: -1 111 0 -84 0 -10 107 0 137 39 -6: -105 -152 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.5 63.9 1.4 1.8 0.0 8.1 14.2 0.0 12.9 7.2 0.9: 17.2 12.0 Old : 100.0: 59.5 63.9 1.4 1.8 0.0 8.1 14.2 0.0 12.9 7.2 0.9: 17.2 12.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 51: 17 12 . . 0 . 6 0 13 . .: Old : 51: 17 12 . . 0 . 6 0 13 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.0 51.2 57.9 72.8 48.0 51.2 57.7 72.8 Old : 48.0 51.2 57.9 72.8 48.0 51.2 57.7 72.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 40,000 POUNDS) : : : Positions : All : 290,059: 59,900 124,054 55,644 4,882 4,202 47,216 38,930 33,759 38,007 31,840 20,890: 30,441 31,502 Old : 284,339: 58,835 121,222 55,701 5,213 3,814 46,961 39,012 33,442 37,218 31,919 19,284: 29,084 30,433 Other: 5,720: 1,065 2,832 331 57 0 447 110 125 2,080 1,212 315: 1,357 1,069 : : : : : Changes in Commitments from: November 5, 2019 : : -3,950: 683 3,550 915 515 -1,913 -1,359 -467 -3,478 -1,835 -3,454 3,428: -391 -2,131 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.7 42.8 19.2 1.7 1.4 16.3 13.4 11.6 13.1 11.0 7.2: 10.5 10.9 Old : 100.0: 20.7 42.6 19.6 1.8 1.3 16.5 13.7 11.8 13.1 11.2 6.8: 10.2 10.7 Other: 100.0: 18.6 49.5 5.8 1.0 0.0 7.8 1.9 2.2 36.4 21.2 5.5: 23.7 18.7 : : : : : Number of Traders in Each Category : All : 357: 47 79 16 6 13 61 49 60 63 43 57: Old : 355: 42 79 16 6 13 60 51 60 69 42 56: Other: 69: 12 29 . . 0 6 . . 9 16 5: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.1 19.9 25.6 26.7 13.8 15.3 22.2 21.1 Old : 17.5 20.2 26.0 26.9 14.1 15.7 22.6 21.6 Other: 38.8 37.1 51.1 50.0 34.0 35.9 44.8 43.7 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 40,000 POUNDS) : : : Positions : All : 352,270: 38,239 179,395 87,016 3,315 2,376 99,575 25,558 51,270 28,726 28,107 15,152: 29,916 47,097 Old : 352,270: 38,239 179,395 87,016 3,315 2,376 99,575 25,558 51,270 28,726 28,107 15,152: 29,916 47,097 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 3,067: -2,601 7,903 2,795 649 -1,019 8,154 -5,365 -2,115 489 2,401 -3,988: 1,352 4,601 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.9 50.9 24.7 0.9 0.7 28.3 7.3 14.6 8.2 8.0 4.3: 8.5 13.4 Old : 100.0: 10.9 50.9 24.7 0.9 0.7 28.3 7.3 14.6 8.2 8.0 4.3: 8.5 13.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 421: 94 161 16 4 8 90 32 63 40 51 51: Old : 421: 94 161 16 4 8 90 32 63 40 51 51: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.8 17.7 23.2 28.5 13.7 17.4 21.6 25.8 Old : 13.8 17.7 23.2 28.5 13.7 17.4 21.6 25.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 50,000 POUNDS) : : : Positions : All : 43,637: 3,603 7,815 5,508 244 854 10,529 9,278 6,874 5,823 3,299 3,350: 7,096 11,923 Old : 43,637: 3,603 7,815 5,508 244 854 10,529 9,278 6,874 5,823 3,299 3,350: 7,096 11,923 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 2,337: -718 268 -229 -21 -156 384 -776 894 311 321 1,185: 666 622 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 17.9 12.6 0.6 2.0 24.1 21.3 15.8 13.3 7.6 7.7: 16.3 27.3 Old : 100.0: 8.3 17.9 12.6 0.6 2.0 24.1 21.3 15.8 13.3 7.6 7.7: 16.3 27.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 179: 28 43 12 . 5 33 29 29 16 21 25: Old : 179: 28 43 12 . 5 33 29 29 16 21 25: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.6 14.7 30.8 23.0 18.3 12.5 26.9 18.9 Old : 20.6 14.7 30.8 23.0 18.3 12.5 26.9 18.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 20,000 POUNDS) : : : Positions : All : 8,950: 7,576 3,600 41 1,593 204 0 369 48 142 2,340 265: 674 531 Old : 8,950: 7,576 3,600 41 1,593 204 0 369 48 142 2,340 265: 674 531 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 585: 600 438 32 80 0 0 24 6 -12 259 -49: 8 -173 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.6 40.2 0.5 17.8 2.3 0.0 4.1 0.5 1.6 26.1 3.0: 7.5 5.9 Old : 100.0: 84.6 40.2 0.5 17.8 2.3 0.0 4.1 0.5 1.6 26.1 3.0: 7.5 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 20 16 . . . 0 . . . 7 5: Old : 39: 20 16 . . . 0 . . . 7 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 38.0 74.6 59.3 52.0 37.0 72.1 54.9 Old : 54.3 38.0 74.6 59.3 52.0 37.0 72.1 54.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 200,000 POUNDS) : : : Positions : All : 22,587: 5,053 10,121 3,819 1,029 614 4,241 538 281 3,656 2,430 1,600: 3,323 5,974 Old : 22,587: 5,053 10,121 3,819 1,029 614 4,241 538 281 3,656 2,430 1,600: 3,323 5,974 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 768: 114 920 -158 43 127 -142 -33 22 686 -497 40: 79 146 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.4 44.8 16.9 4.6 2.7 18.8 2.4 1.2 16.2 10.8 7.1: 14.7 26.4 Old : 100.0: 22.4 44.8 16.9 4.6 2.7 18.8 2.4 1.2 16.2 10.8 7.1: 14.7 26.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 92: 21 28 . . . 15 4 . 19 9 11: Old : 92: 21 28 . . . 15 4 . 19 9 11: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.2 24.7 41.8 37.4 27.9 21.0 38.3 32.0 Old : 29.2 24.7 41.8 37.4 27.9 21.0 38.3 32.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 44,000 LBS.) : : : Positions : All : 8,118: 4,919 4,249 1,316 1,423 0 249 86 85 224 1,556 280: 1,045 439 Old : 8,118: 4,919 4,249 1,316 1,423 0 249 86 85 224 1,556 280: 1,045 439 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 508: 392 382 30 107 0 6 -16 39 -107 54 46: 102 -104 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.6 52.3 16.2 17.5 0.0 3.1 1.1 1.0 2.8 19.2 3.4: 12.9 5.4 Old : 100.0: 60.6 52.3 16.2 17.5 0.0 3.1 1.1 1.0 2.8 19.2 3.4: 12.9 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 20 14 . . 0 . . . 4 6 6: Old : 42: 20 14 . . 0 . . . 4 6 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.6 56.5 57.1 77.5 31.1 53.0 51.0 68.4 Old : 34.6 56.5 57.1 77.5 31.1 53.0 51.0 68.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 200,000 POUNDS) : : : Positions : All : 7,399: 1,778 2,331 1,440 2,133 15 161 0 29 3,340 863 442: 194 1,586 Old : 7,399: 1,778 2,331 1,440 2,133 15 161 0 29 3,340 863 442: 194 1,586 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 199: 28 97 0 25 0 -18 0 -2 156 -24 37: -2 66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.0 31.5 19.5 28.8 0.2 2.2 0.0 0.4 45.1 11.7 6.0: 2.6 21.4 Old : 100.0: 24.0 31.5 19.5 28.8 0.2 2.2 0.0 0.4 45.1 11.7 6.0: 2.6 21.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 5 9 . 4 . . 0 . 5 5 5: Old : 28: 5 9 . 4 . . 0 . 5 5 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.4 44.6 92.0 59.9 76.7 44.6 87.3 59.2 Old : 79.4 44.6 92.0 59.9 76.7 44.6 87.3 59.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 20,000 POUNDS) : : : Positions : All : 18,862: 13,436 11,547 313 1,300 641 906 0 167 1,632 2,544 1,164: 603 1,499 Old : 18,862: 13,436 11,547 313 1,300 641 906 0 167 1,632 2,544 1,164: 603 1,499 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 1,066: 676 864 -281 105 152 22 0 -47 -3 -402 557: -10 -163 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.2 61.2 1.7 6.9 3.4 4.8 0.0 0.9 8.7 13.5 6.2: 3.2 7.9 Old : 100.0: 71.2 61.2 1.7 6.9 3.4 4.8 0.0 0.9 8.7 13.5 6.2: 3.2 7.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 63: 24 19 . . . 7 0 . 8 12 11: Old : 63: 24 19 . . . 7 0 . 8 12 11: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 50.8 71.8 65.2 53.9 50.4 68.5 64.5 Old : 53.9 50.8 71.8 65.2 53.9 50.4 68.5 64.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5,000 BUSHELS) : : : Positions : All : 743,089: 215,570 400,732 137,368 13,156 13,510 101,227 75,767 104,488 65,721 22,847 47,961: 57,244 64,628 Old : 680,927: 195,932 378,005 134,650 8,031 8,298 96,298 80,476 92,941 66,153 24,392 34,192: 52,463 54,592 Other: 62,162: 19,638 22,727 7,554 9,961 376 14,772 5,134 1,704 7,546 6,433 5,791: 4,781 10,036 : : : : : Changes in Commitments from: November 5, 2019 : : 38,924: 31,935 8,721 743 -1,720 4,549 -15,314 12,729 12,800 3,946 -498 1,875: -1,610 468 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 53.9 18.5 1.8 1.8 13.6 10.2 14.1 8.8 3.1 6.5: 7.7 8.7 Old : 100.0: 28.8 55.5 19.8 1.2 1.2 14.1 11.8 13.6 9.7 3.6 5.0: 7.7 8.0 Other: 100.0: 31.6 36.6 12.2 16.0 0.6 23.8 8.3 2.7 12.1 10.3 9.3: 7.7 16.1 : : : : : Number of Traders in Each Category : All : 561: 150 202 25 7 14 63 58 75 91 57 86: Old : 554: 147 196 25 7 12 62 59 70 94 60 79: Other: 273: 33 131 11 8 7 24 14 8 27 36 21: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 12.6 15.4 21.2 25.1 10.3 13.1 16.6 20.3 Old : 13.0 16.5 21.7 26.2 11.2 14.0 18.1 21.0 Other: 21.7 25.0 39.2 38.0 20.8 24.3 38.2 34.4 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 60,000 POUNDS) : : : Positions : All : 547,890: 86,246 311,056 124,175 7,685 15,712 120,370 32,581 65,703 28,332 20,535 69,254: 38,098 25,364 Old : 526,553: 82,218 299,485 117,442 8,169 13,997 120,047 33,271 64,185 30,218 20,806 62,673: 35,773 23,967 Other: 21,337: 4,028 11,571 8,438 1,221 10 1,381 368 460 2,702 4,317 1,993: 2,325 1,397 : : : : : Changes in Commitments from: November 5, 2019 : : 4,623: 491 3,960 4,777 3,171 -7,138 3,952 455 -219 -1,020 1,610 2,810: 970 -26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.7 56.8 22.7 1.4 2.9 22.0 5.9 12.0 5.2 3.7 12.6: 7.0 4.6 Old : 100.0: 15.6 56.9 22.3 1.6 2.7 22.8 6.3 12.2 5.7 4.0 11.9: 6.8 4.6 Other: 100.0: 18.9 54.2 39.5 5.7 0.0 6.5 1.7 2.2 12.7 20.2 9.3: 10.9 6.5 : : : : : Number of Traders in Each Category : All : 342: 69 64 21 5 13 68 33 55 37 45 78: Old : 342: 67 63 20 6 12 68 35 54 40 49 77: Other: 76: 21 15 8 . . 8 . . 10 12 11: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 11.9 28.8 19.5 37.8 10.6 27.8 15.9 34.2 Old : 12.2 29.0 20.1 38.3 11.0 28.2 16.8 34.4 Other: 37.4 33.2 54.2 53.8 36.7 32.2 48.6 51.0 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 TONS) : : : Positions : All : 425,630: 108,269 206,159 81,255 6,793 19,418 43,727 66,505 55,747 33,449 7,497 32,367: 51,398 31,144 Old : 402,428: 102,276 195,739 78,878 7,599 15,703 43,106 66,359 53,788 33,841 8,026 25,658: 49,178 29,556 Other: 23,202: 5,993 10,420 5,327 2,144 765 1,776 1,301 804 1,785 1,648 4,532: 2,220 1,588 : : : : : Changes in Commitments from: November 5, 2019 : : -16,392: -2,830 11,644 -2,864 -482 -3,752 7,417 -7,126 -5,915 -812 -1,579 -8,723: 1,087 -459 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.4 48.4 19.1 1.6 4.6 10.3 15.6 13.1 7.9 1.8 7.6: 12.1 7.3 Old : 100.0: 25.4 48.6 19.6 1.9 3.9 10.7 16.5 13.4 8.4 2.0 6.4: 12.2 7.3 Other: 100.0: 25.8 44.9 23.0 9.2 3.3 7.7 5.6 3.5 7.7 7.1 19.5: 9.6 6.8 : : : : : Number of Traders in Each Category : All : 295: 86 70 24 5 15 41 45 40 38 20 46: Old : 295: 86 68 24 5 14 40 46 39 39 22 46: Other: 83: 25 16 9 . . 8 5 4 13 6 9: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 11.2 25.6 19.0 33.7 10.4 24.2 16.2 30.3 Old : 11.6 26.7 19.5 34.6 10.7 25.6 16.9 31.5 Other: 34.6 43.6 48.9 60.7 25.9 32.0 36.6 42.4 CANOLA - ICE FUTURES U.S. Code-135731 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(20 Metric Tonnes) : : : Positions : All : 182,094: 153,342 80,392 7,852 2,011 208 1,478 55,054 5,950 2,693 27,267 9,580: 991 1,632 Old : 167,079: 140,227 69,564 7,951 2,011 109 455 55,409 5,549 2,830 24,239 8,986: 972 1,212 Other: 15,015: 13,115 10,828 0 99 0 1,378 0 46 350 3,515 107: 19 420 : : : : : Changes in Commitments from: November 5, 2019 : : 4,541: 5,102 6,441 100 70 0 288 429 672 -232 -1,197 -1,547: 158 -327 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 44.1 4.3 1.1 0.1 0.8 30.2 3.3 1.5 15.0 5.3: 0.5 0.9 Old : 100.0: 83.9 41.6 4.8 1.2 0.1 0.3 33.2 3.3 1.7 14.5 5.4: 0.6 0.7 Other: 100.0: 87.3 72.1 0.0 0.7 0.0 9.2 0.0 0.3 2.3 23.4 0.7: 0.1 2.8 : : : : : Number of Traders in Each Category : All : 213: 36 54 5 . . 6 49 11 22 58 26: Old : 194: 35 47 5 . . 5 50 9 22 47 24: Other: 59: 6 23 0 . 0 . 0 . 5 22 .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.1 26.7 76.5 41.2 46.9 21.1 62.4 33.2 Old : 57.6 24.7 76.9 40.1 48.3 21.3 63.8 34.5 Other: 91.6 62.8 98.2 81.4 91.2 61.5 96.6 80.2 COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 50,000 POUNDS) : : : Positions : All : 233,153: 79,351 102,510 51,471 13,010 6,958 27,932 42,618 29,567 15,379 16,084 8,889: 13,606 13,517 Old : 207,942: 60,402 85,147 49,347 9,972 5,581 29,230 42,108 27,715 14,668 16,123 8,176: 12,823 13,120 Other: 25,211: 18,949 17,363 3,232 4,146 269 554 2,362 0 1,064 314 360: 783 397 : : : : : Changes in Commitments from: November 5, 2019 : : -14,546: -1,286 1,485 -2,376 -5,830 -5,935 -407 -3,541 -110 -3,677 -629 -959: 204 973 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.0 44.0 22.1 5.6 3.0 12.0 18.3 12.7 6.6 6.9 3.8: 5.8 5.8 Old : 100.0: 29.0 40.9 23.7 4.8 2.7 14.1 20.2 13.3 7.1 7.8 3.9: 6.2 6.3 Other: 100.0: 75.2 68.9 12.8 16.4 1.1 2.2 9.4 0.0 4.2 1.2 1.4: 3.1 1.6 : : : : : Number of Traders in Each Category : All : 252: 34 42 15 10 9 43 56 49 33 36 40: Old : 252: 34 41 17 8 8 44 56 49 33 34 38: Other: 68: 16 18 6 6 . . 7 0 8 7 7: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.9 28.4 34.4 35.5 14.0 12.8 20.0 18.9 Old : 22.9 30.0 31.7 37.5 14.9 18.9 21.6 25.5 Other: 68.3 46.7 79.7 74.9 65.3 46.4 76.2 74.6 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 15,000 POUNDS) : : : Positions : All : 17,387: 9,482 5,450 1,202 0 70 550 7,818 150 1,782 1,364 187: 3,964 2,348 Old : 17,261: 9,362 5,345 1,202 0 70 550 7,818 150 1,782 1,364 187: 3,958 2,327 Other: 126: 120 105 0 0 0 0 0 0 0 0 0: 6 21 : : : : : Changes in Commitments from: November 5, 2019 : : -260: -316 -424 53 0 -7 -104 -77 0 -21 13 -67: 202 302 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.5 31.3 6.9 0.0 0.4 3.2 45.0 0.9 10.2 7.8 1.1: 22.8 13.5 Old : 100.0: 54.2 31.0 7.0 0.0 0.4 3.2 45.3 0.9 10.3 7.9 1.1: 22.9 13.5 Other: 100.0: 95.2 83.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.8 16.7 : : : : : Number of Traders in Each Category : All : 81: 21 10 6 0 . . 25 . 15 7 7: Old : 81: 21 10 6 0 . . 25 . 15 7 7: Other: .: . . 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.6 37.2 42.6 52.2 29.6 36.7 41.5 51.4 Old : 30.1 36.9 42.2 51.9 29.1 36.3 41.1 51.2 Other: 95.2 83.3 95.2 83.3 95.2 83.3 95.2 83.3 COCOA - ICE FUTURES U.S. Code-073732 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 10 METRIC TONS) : : : Positions : All : 309,351: 92,551 160,733 19,923 4,295 8,669 78,694 32,989 52,691 13,589 10,851 24,939: 18,295 14,184 Old : 260,860: 63,260 125,834 19,426 3,333 7,644 77,656 33,196 46,261 13,132 13,850 19,861: 13,620 10,881 Other: 48,491: 29,291 34,899 1,485 1,950 37 4,286 3,041 3,182 4,480 1,024 1,055: 4,675 3,303 : : : : : Changes in Commitments from: November 5, 2019 : : -2,839: -8,028 931 -590 1,061 -9,391 7,654 -4,256 2,824 146 1,873 3,488: 1,058 631 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.9 52.0 6.4 1.4 2.8 25.4 10.7 17.0 4.4 3.5 8.1: 5.9 4.6 Old : 100.0: 24.3 48.2 7.4 1.3 2.9 29.8 12.7 17.7 5.0 5.3 7.6: 5.2 4.2 Other: 100.0: 60.4 72.0 3.1 4.0 0.1 8.8 6.3 6.6 9.2 2.1 2.2: 9.6 6.8 : : : : : Number of Traders in Each Category : All : 238: 31 35 13 7 13 77 28 51 26 30 37: Old : 234: 31 35 14 6 12 75 31 48 26 32 35: Other: 74: 23 16 6 . . 12 6 4 13 4 .: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.3 27.4 24.8 41.7 12.2 19.3 19.2 28.8 Old : 13.4 24.9 22.5 39.4 9.6 17.5 16.9 26.7 Other: 45.3 53.8 57.7 69.7 39.4 46.9 48.6 61.1 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 112,000 POUNDS) : : : Positions : All : 969,252: 297,361 355,473 197,872 14,833 29,196 128,892 320,406 124,445 64,167 10,900 45,126: 82,193 68,873 Old : 969,252: 297,361 355,473 197,872 14,833 29,196 128,892 320,406 124,445 64,167 10,900 45,126: 82,193 68,873 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -8,813: -7,616 4,511 -8,397 1,196 5,201 5,256 -14,371 -8,350 7,786 -1,377 4,357: -7,050 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.7 36.7 20.4 1.5 3.0 13.3 33.1 12.8 6.6 1.1 4.7: 8.5 7.1 Old : 100.0: 30.7 36.7 20.4 1.5 3.0 13.3 33.1 12.8 6.6 1.1 4.7: 8.5 7.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 263: 66 54 22 4 15 39 53 42 46 14 37: Old : 263: 66 54 22 4 15 39 53 42 46 14 37: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.8 17.4 22.0 30.8 10.8 13.4 17.3 23.7 Old : 13.8 17.4 22.0 30.8 10.8 13.4 17.3 23.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COFFEE C - ICE FUTURES U.S. Code-083731 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 37,500 POUNDS) : : : Positions : All : 296,450: 107,620 149,427 44,845 4,527 8,939 37,810 50,421 42,639 14,959 5,109 19,123: 20,515 16,265 Old : 267,111: 86,791 129,456 44,345 2,277 7,499 37,769 49,890 41,818 16,136 6,220 14,593: 18,160 15,358 Other: 29,339: 20,829 19,971 1,529 3,279 411 744 1,234 118 1,957 2,023 1,396: 2,355 907 : : : : : Changes in Commitments from: November 5, 2019 : : -14,515: -1,374 13,118 -3,050 732 -2,484 4,774 -24,300 -4,408 -7,875 749 546: -644 1,532 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.3 50.4 15.1 1.5 3.0 12.8 17.0 14.4 5.0 1.7 6.5: 6.9 5.5 Old : 100.0: 32.5 48.5 16.6 0.9 2.8 14.1 18.7 15.7 6.0 2.3 5.5: 6.8 5.7 Other: 100.0: 71.0 68.1 5.2 11.2 1.4 2.5 4.2 0.4 6.7 6.9 4.8: 8.0 3.1 : : : : : Number of Traders in Each Category : All : 419: 106 92 25 7 13 63 70 64 72 39 61: Old : 419: 105 89 25 7 11 62 72 60 72 43 59: Other: 145: 67 49 8 8 . 12 4 . 18 10 12: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.2 21.7 25.8 31.3 8.9 9.2 13.6 15.9 Old : 16.3 22.5 25.5 32.4 9.7 11.9 14.9 18.9 Other: 42.3 28.7 55.0 48.7 33.2 26.4 41.9 43.4 NFX CS5TC CAPESIZE 5T/C AVG - NASDAQ FUTURES Code-261P05 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 Day) : : : Positions : All : 25,846: 6,814 9,697 349 1,155 1,568 2,946 30 1,497 6,861 6,564 4,990: 821 345 Old : 25,846: 6,814 9,697 349 1,155 1,568 2,946 30 1,497 6,861 6,564 4,990: 821 345 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 312: -102 53 -50 230 -15 298 0 23 252 105 -99: 5 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.4 37.5 1.4 4.5 6.1 11.4 0.1 5.8 26.5 25.4 19.3: 3.2 1.3 Old : 100.0: 26.4 37.5 1.4 4.5 6.1 11.4 0.1 5.8 26.5 25.4 19.3: 3.2 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 47: 14 13 . . . 4 . 4 14 11 17: Old : 47: 14 13 . . . 4 . 4 14 11 17: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 42.4 71.2 61.2 31.5 31.0 46.1 45.1 Old : 51.8 42.4 71.2 61.2 31.5 31.0 46.1 45.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NFX PM4TC PANAMAX 4T/C AVG - NASDAQ FUTURES Code-261P07 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 Day) : : : Positions : All : 32,588: 10,075 10,973 993 426 191 1,901 15 779 14,055 16,640 2,929: 1,665 635 Old : 32,588: 10,075 10,973 993 426 191 1,901 15 779 14,055 16,640 2,929: 1,665 635 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 181: -110 320 -75 15 60 -350 10 -115 325 -572 500: -54 -37 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.9 33.7 3.0 1.3 0.6 5.8 0.0 2.4 43.1 51.1 9.0: 5.1 1.9 Old : 100.0: 30.9 33.7 3.0 1.3 0.6 5.8 0.0 2.4 43.1 51.1 9.0: 5.1 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 13 12 . . . . . . 19 15 21: Old : 55: 13 12 . . . . . . 19 15 21: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.1 58.2 52.3 70.8 31.1 50.1 45.0 60.4 Old : 34.1 58.2 52.3 70.8 31.1 50.1 45.0 60.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NFX SM10TC SUPRAMAX 10T/C AVG - NASDAQ FUTURES Code-261P08 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 Day) : : : Positions : All : 17,848: 5,785 4,205 0 1,660 0 0 185 475 5,838 5,875 4,724: 1,026 724 Old : 17,848: 5,785 4,205 0 1,660 0 0 185 475 5,838 5,875 4,724: 1,026 724 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : -155: 25 -10 0 0 0 -15 -30 -60 -13 -180 -47: -45 172 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.4 23.6 0.0 9.3 0.0 0.0 1.0 2.7 32.7 32.9 26.5: 5.7 4.1 Old : 100.0: 32.4 23.6 0.0 9.3 0.0 0.0 1.0 2.7 32.7 32.9 26.5: 5.7 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 9 9 0 . 0 0 . . 10 8 8: Old : 32: 9 9 0 . 0 0 . . 10 8 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.1 55.5 72.2 72.5 34.8 33.4 44.7 45.4 Old : 51.1 55.5 72.2 72.5 34.8 33.4 44.7 45.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NFX SM6TC SUPRAMAX 6T/C AVG - NASDAQ FUTURES Code-261P09 Disaggregated Commitments of Traders - Futures Only, November 12, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 Day) : : : Positions : All : 7,569: 410 4,275 220 280 0 0 844 60 5,837 1,178 688: 354 244 Old : 7,569: 410 4,275 220 280 0 0 844 60 5,837 1,178 688: 354 244 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 5, 2019 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 56.5 2.9 3.7 0.0 0.0 11.2 0.8 77.1 15.6 9.1: 4.7 3.2 Old : 100.0: 5.4 56.5 2.9 3.7 0.0 0.0 11.2 0.8 77.1 15.6 9.1: 4.7 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 4 7 . . 0 0 . . 7 4 .: Old : 21: 4 7 . . 0 0 . . 7 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.7 59.8 88.4 85.5 69.9 55.7 80.0 74.6 Old : 76.7 59.8 88.4 85.5 69.9 55.7 80.0 74.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Updated November 15, 2019

COT Report - Traders in Financial Futures, Financial, Futures - November 15, 2019

Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 182,793 Positions 6,029 107,062 214 54,015 13,814 5,896 60,488 30,300 2,374 18,267 2,079 31 35,479 21,023 Changes from: November 5, 2019 Total Change is: -10,089 1,308 -10,963 60 -11,705 2,275 664 733 -4,540 1,574 1,055 0 12 -3,790 829 Percent of Open Interest Represented by Each Category of Trader 3.3 58.6 0.1 29.5 7.6 3.2 33.1 16.6 1.3 10.0 1.1 0.0 19.4 11.5 Number of Traders in Each Category Total Traders: 114 5 10 . 25 9 12 30 21 11 12 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 68,066 Positions 38,272 1,534 24 881 25,173 471 18,195 15,320 59 968 1,565 0 9,196 23,920 Changes from: November 5, 2019 Total Change is: 211 1,996 -419 24 35 1,526 0 -1,200 -1,673 -15 -550 0 0 -79 768 Percent of Open Interest Represented by Each Category of Trader 56.2 2.3 0.0 1.3 37.0 0.7 26.7 22.5 0.1 1.4 2.3 0.0 13.5 35.1 Number of Traders in Each Category Total Traders: 56 9 . . . 15 . 11 15 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 209,312 Positions 60,559 38,682 2,087 59,018 67,006 6,811 41,851 51,950 4,893 7,973 9,121 0 26,120 28,762 Changes from: November 5, 2019 Total Change is: 2,995 -5,741 5,876 812 8,148 -706 51 -9 -1,733 -706 744 0 0 -304 -599 Percent of Open Interest Represented by Each Category of Trader 28.9 18.5 1.0 28.2 32.0 3.3 20.0 24.8 2.3 3.8 4.4 0.0 12.5 13.7 Number of Traders in Each Category Total Traders: 113 5 9 6 19 27 14 21 27 10 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 183,480 Positions 70,363 29,344 88 32,131 46,883 9,923 36,442 53,074 3,432 1,560 7,074 0 29,541 33,662 Changes from: November 5, 2019 Total Change is: 6,374 4,062 -1,756 -331 4,959 1,053 2,325 -5,691 5,350 -2,201 -189 2,463 0 3,440 -529 Percent of Open Interest Represented by Each Category of Trader 38.3 16.0 0.0 17.5 25.6 5.4 19.9 28.9 1.9 0.9 3.9 0.0 16.1 18.3 Number of Traders in Each Category Total Traders: 115 8 8 . 14 24 11 27 28 12 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 569,527 Positions 37,325 156,847 4,750 346,877 169,889 27,133 39,577 137,093 5,639 20,093 11,042 227 87,906 56,907 Changes from: November 5, 2019 Total Change is: 6,191 790 3,648 312 5,791 14,591 -903 -2,534 -6,088 90 4,258 -1,526 -5,069 3,456 1,136 Percent of Open Interest Represented by Each Category of Trader 6.6 27.5 0.8 60.9 29.8 4.8 6.9 24.1 1.0 3.5 1.9 0.0 15.4 10.0 Number of Traders in Each Category Total Traders: 278 17 8 12 87 45 45 38 45 20 24 14 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #299741 Open Interest is 26,731 Positions 756 7,914 0 9,254 6,924 2,678 2,787 1,805 0 0 410 2 11,254 6,998 Changes from: November 5, 2019 Total Change is: -469 0 51 0 117 -251 24 -417 0 0 0 0 0 -193 -293 Percent of Open Interest Represented by Each Category of Trader 2.8 29.6 0.0 34.6 25.9 10.0 10.4 6.8 0.0 0.0 1.5 0.0 42.1 26.2 Number of Traders in Each Category Total Traders: 27 . . 0 12 6 9 4 . 0 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #399741 Open Interest is 22,062 Positions 5,317 1,874 559 7,031 10,340 2,024 0 1,920 0 0 531 49 7,082 4,765 Changes from: November 5, 2019 Total Change is: 196 -24 92 0 82 92 -1 0 -171 0 0 20 0 139 164 Percent of Open Interest Represented by Each Category of Trader 24.1 8.5 2.5 31.9 46.9 9.2 0.0 8.7 0.0 0.0 2.4 0.2 32.1 21.6 Number of Traders in Each Category Total Traders: 22 . . . 6 8 8 0 . 0 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 160,129 Positions 67,119 10,257 263 13,495 58,834 3,205 36,494 43,328 1,035 8,595 9,954 0 29,923 33,253 Changes from: November 5, 2019 Total Change is: -1,282 5,425 -4,489 -21 1,695 10,271 -705 -7,965 -2,913 980 563 0 0 -1,254 -4,405 Percent of Open Interest Represented by Each Category of Trader 41.9 6.4 0.2 8.4 36.7 2.0 22.8 27.1 0.6 5.4 6.2 0.0 18.7 20.8 Number of Traders in Each Category Total Traders: 89 8 . 6 9 21 8 16 27 7 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 55,752 Positions 900 42,293 0 45,302 0 9 6,524 9,247 0 1,077 3,096 0 1,940 1,107 Changes from: November 5, 2019 Total Change is: 329 -308 0 0 1,145 0 0 -231 384 0 -67 -37 0 -210 -18 Percent of Open Interest Represented by Each Category of Trader 1.6 75.9 0.0 81.3 0.0 0.0 11.7 16.6 0.0 1.9 5.6 0.0 3.5 2.0 Number of Traders in Each Category Total Traders: 43 . 4 0 10 0 . 14 8 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 298,167 Positions 595 177,359 800 162,716 8,582 215 109,656 85,981 3,707 14,364 17,815 0 6,114 3,708 Changes from: November 5, 2019 Total Change is: -867 -166 5,233 0 989 2,011 -755 -5,537 -9,972 3,120 2,549 -737 0 -1,067 233 Percent of Open Interest Represented by Each Category of Trader 0.2 59.5 0.3 54.6 2.9 0.1 36.8 28.8 1.2 4.8 6.0 0.0 2.1 1.2 Number of Traders in Each Category Total Traders: 177 . 12 . 32 8 . 58 35 11 13 15 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 53,541 Positions 43,918 0 0 4,225 37,909 0 1,537 11,610 8 837 2,131 0 3,016 1,883 Changes from: November 5, 2019 Total Change is: -474 -34 -142 0 1,556 -513 0 -602 -911 -161 -1,266 833 0 33 420 Percent of Open Interest Represented by Each Category of Trader 82.0 0.0 0.0 7.9 70.8 0.0 2.9 21.7 0.0 1.6 4.0 0.0 5.6 3.5 Number of Traders in Each Category Total Traders: 45 4 0 0 5 6 0 8 16 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 79,394 Positions 52,374 2,336 252 3,729 36,181 73 16,468 31,564 461 2,943 2,776 6 3,088 5,745 Changes from: November 5, 2019 Total Change is: 4,068 1,823 200 -3 -525 3,545 -334 3,006 636 149 6 -248 0 -54 123 Percent of Open Interest Represented by Each Category of Trader 66.0 2.9 0.3 4.7 45.6 0.1 20.7 39.8 0.6 3.7 3.5 0.0 3.9 7.2 Number of Traders in Each Category Total Traders: 104 9 . . 5 26 . 22 27 6 6 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 13,741 Positions 971 1,500 1 11,848 2,322 0 155 7,504 0 0 329 0 766 2,085 Changes from: November 5, 2019 Total Change is: 419 -1 0 1 405 33 0 3 284 -19 0 0 0 30 120 Percent of Open Interest Represented by Each Category of Trader 7.1 10.9 0.0 86.2 16.9 0.0 1.1 54.6 0.0 0.0 2.4 0.0 5.6 15.2 Number of Traders in Each Category Total Traders: 21 . . . . 4 0 . 8 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 56,876 Positions 13,366 34,688 1,158 16,215 948 1,725 13,597 5,483 1,993 584 1,830 0 8,240 9,053 Changes from: November 5, 2019 Total Change is: -689 -195 -2,369 100 -1,333 717 611 -275 -886 574 -35 12 0 -137 553 Percent of Open Interest Represented by Each Category of Trader 23.5 61.0 2.0 28.5 1.7 3.0 23.9 9.6 3.5 1.0 3.2 0.0 14.5 15.9 Number of Traders in Each Category Total Traders: 108 10 21 5 19 . 7 34 11 6 . 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 113,751 Positions 26,731 69,375 2,315 32,429 1,896 3,449 27,194 10,965 3,985 1,168 3,660 0 16,480 18,106 Changes from: November 5, 2019 Total Change is: -1,378 -389 -4,738 200 -2,666 1,433 1,222 -549 -1,771 1,147 -69 24 0 -274 1,105 Percent of Open Interest Represented by Each Category of Trader 23.5 61.0 2.0 28.5 1.7 3.0 23.9 9.6 3.5 1.0 3.2 0.0 14.5 15.9 Number of Traders in Each Category Total Traders: 108 10 21 5 19 . 7 34 11 6 . 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX) CFTC Code #124606 Open Interest is 33,909 Positions 2,916 25,728 0 28,138 840 292 0 4,810 0 0 448 0 2,563 1,791 Changes from: November 5, 2019 Total Change is: -6,002 -34 -6,270 0 -6,154 -60 -20 0 207 0 0 0 0 206 141 Percent of Open Interest Represented by Each Category of Trader 8.6 75.9 0.0 83.0 2.5 0.9 0.0 14.2 0.0 0.0 1.3 0.0 7.6 5.3 Number of Traders in Each Category Total Traders: 25 . 7 0 12 . . 0 . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 574,424 Positions 55,066 136,579 38,471 291,330 106,750 51,234 36,393 93,259 14,343 18,842 68,610 1,607 67,138 63,571 Changes from: November 5, 2019 Total Change is: 16,129 -475 6,505 8,452 5,481 -5,137 1,195 -584 676 -318 513 2,516 242 1,624 1,998 Percent of Open Interest Represented by Each Category of Trader 9.6 23.8 6.7 50.7 18.6 8.9 6.3 16.2 2.5 3.3 11.9 0.3 11.7 11.1 Number of Traders in Each Category Total Traders: 575 34 36 32 176 87 114 66 102 60 31 42 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 24,364 Positions 6,080 12,848 0 2,017 1,051 0 1,491 1,429 0 0 0 0 14,776 9,036 Changes from: November 5, 2019 Total Change is: 1,595 -598 2,350 0 0 0 0 -347 -256 -800 0 0 0 3,340 301 Percent of Open Interest Represented by Each Category of Trader 25.0 52.7 0.0 8.3 4.3 0.0 6.1 5.9 0.0 0.0 0.0 0.0 60.6 37.1 Number of Traders in Each Category Total Traders: 25 . 6 0 . . 0 6 7 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 2,750,302 Positions 271,719 645,446 165,563 1,448,889 530,818 253,847 183,592 468,230 62,633 94,212 343,051 8,037 261,810 272,677 Changes from: November 5, 2019 Total Change is: 72,672 4,039 24,203 38,833 27,257 -25,832 6,125 -1,752 4,095 2,975 2,567 12,580 1,210 -8,582 8,483 Percent of Open Interest Represented by Each Category of Trader 9.9 23.5 6.0 52.7 19.3 9.2 6.7 17.0 2.3 3.4 12.5 0.3 9.5 9.9 Number of Traders in Each Category Total Traders: 574 35 35 31 177 86 114 66 101 54 31 42 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price) CFTC Code #13874C Open Interest is 23,376 Positions 11,865 13,842 0 7,147 2,718 982 435 2,386 0 0 357 0 2,947 3,091 Changes from: November 5, 2019 Total Change is: 1,354 -238 1,008 -1 1,647 0 -214 86 0 0 0 0 0 74 561 Percent of Open Interest Represented by Each Category of Trader 50.8 59.2 0.0 30.6 11.6 4.2 1.9 10.2 0.0 0.0 1.5 0.0 12.6 13.2 Number of Traders in Each Category Total Traders: 20 . 8 0 4 . . . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price) CFTC Code #13874E Open Interest is 22,206 Positions 5,003 10,887 57 13,976 0 0 853 1,702 2 0 0 0 2,315 9,558 Changes from: November 5, 2019 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 22.5 49.0 0.3 62.9 0.0 0.0 3.8 7.7 0.0 0.0 0.0 0.0 10.4 43.0 Number of Traders in Each Category Total Traders: 20 . 6 . 6 0 0 . . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price) CFTC Code #13874F Open Interest is 10,399 Positions 3,678 8,718 0 4,241 783 0 1,013 0 0 0 0 0 1,467 898 Changes from: November 5, 2019 Total Change is: 494 100 275 0 -427 0 0 622 0 0 0 0 0 199 219 Percent of Open Interest Represented by Each Category of Trader 35.4 83.8 0.0 40.8 7.5 0.0 9.7 0.0 0.0 0.0 0.0 0.0 14.1 8.6 Number of Traders in Each Category Total Traders: 22 . 10 0 5 . 0 . 0 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price) CFTC Code #13874J Open Interest is 13,493 Positions 3,845 6,882 1,000 3,074 1,002 2,006 918 883 0 0 0 0 2,650 1,720 Changes from: November 5, 2019 Total Change is: 697 -799 561 1,000 -412 -783 835 451 -1,101 0 0 0 0 -378 185 Percent of Open Interest Represented by Each Category of Trader 28.5 51.0 7.4 22.8 7.4 14.9 6.8 6.5 0.0 0.0 0.0 0.0 19.6 12.7 Number of Traders in Each Category Total Traders: 22 5 6 . 4 . . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 73,471 Positions 6,170 19,987 330 49,437 34,847 3,014 3,426 2,634 575 0 7,630 0 10,519 4,454 Changes from: November 5, 2019 Total Change is: 1,433 -51 803 35 964 -274 353 138 -320 180 0 -58 0 -186 714 Percent of Open Interest Represented by Each Category of Trader 8.4 27.2 0.4 67.3 47.4 4.1 4.7 3.6 0.8 0.0 10.4 0.0 14.3 6.1 Number of Traders in Each Category Total Traders: 87 5 10 . 34 22 12 10 4 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 46,371 Positions 6,742 11,054 604 19,061 8,063 992 10,884 13,457 882 717 2,418 6 6,483 8,895 Changes from: November 5, 2019 Total Change is: 1,000 -186 -79 10 761 349 12 222 447 286 -57 69 1 -48 -95 Percent of Open Interest Represented by Each Category of Trader 14.5 23.8 1.3 41.1 17.4 2.1 23.5 29.0 1.9 1.5 5.2 0.0 14.0 19.2 Number of Traders in Each Category Total Traders: 249 23 23 7 54 31 30 42 47 19 9 20 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 12, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)