PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Disaggregated Commitments of Traders - Futures Only, October 10, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 31,198: 1,192 15,401 2,081 9,293 655 22,712 905 546 2,028 3,046 185: 1,799 1,167 Old : 31,198: 1,192 15,401 2,081 9,293 655 22,712 905 546 2,028 3,046 185: 1,799 1,167 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 3, 2017 : : 608: 154 -237 -85 623 0 434 41 138 -156 -34 95: 28 -18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 49.4 6.7 29.8 2.1 72.8 2.9 1.8 6.5 9.8 0.6: 5.8 3.7 Old : 100.0: 3.8 49.4 6.7 29.8 2.1 72.8 2.9 1.8 6.5 9.8 0.6: 5.8 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 : 179: 8 23 7 14 4 67 9 5 28 26 4: Old : 179: 8 23 7 14 4 67 9 5 28 26 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 : 29.9 41.6 47.4 57.1 29.9 41.6 47.4 57.1 Old : 29.9 41.6 47.4 57.1 29.9 41.6 47.4 57.1 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, October 10, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 75,931: 6,330 30,418 5,775 10,535 1,478 24,708 26,241 1,387 25,687 2,139 774: 9,792 2,959 Old : 75,931: 6,330 30,418 5,775 10,535 1,478 24,708 26,241 1,387 25,687 2,139 774: 9,792 2,959 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 3, 2017 : : 4,071: -97 267 -1,031 -468 295 2,475 6,079 -134 1,854 -1,836 96: 613 -228 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 40.1 7.6 13.9 1.9 32.5 34.6 1.8 33.8 2.8 1.0: 12.9 3.9 Old : 100.0: 8.3 40.1 7.6 13.9 1.9 32.5 34.6 1.8 33.8 2.8 1.0: 12.9 3.9 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 : 271: 17 20 11 12 6 51 42 14 105 13 6: Old : 271: 17 20 11 12 6 51 42 14 105 13 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 : 14.8 28.5 22.0 43.4 14.8 28.5 21.7 43.4 Old : 14.8 28.5 22.0 43.4 14.8 28.5 21.7 43.4 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, October 10, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 188,258: 9,069 66,425 32,917 46,169 4,458 70,384 14,110 13,633 21,811 18,977 12,729: 23,257 11,757 Old : 188,258: 9,069 66,425 32,917 46,169 4,458 70,384 14,110 13,633 21,811 18,977 12,729: 23,257 11,757 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 3, 2017 : : 4,764: -333 379 -211 968 442 2,002 1,175 1,368 -904 -6 974: 1,426 -536 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 35.3 17.5 24.5 2.4 37.4 7.5 7.2 11.6 10.1 6.8: 12.4 6.2 Old : 100.0: 4.8 35.3 17.5 24.5 2.4 37.4 7.5 7.2 11.6 10.1 6.8: 12.4 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 : 200: 15 15 13 14 7 38 29 25 49 26 24: Old : 200: 15 15 13 14 7 38 29 25 49 26 24: 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 : 24.9 35.5 37.2 52.3 23.1 35.1 34.7 50.3 Old : 24.9 35.5 37.2 52.3 23.1 35.1 34.7 50.3 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, October 10, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 520,005: 18,662 201,414 80,325 120,570 25,191 193,154 21,824 51,098 86,073 57,291 17,416: 48,086 25,201 Old : 520,005: 18,662 201,414 80,325 120,570 25,191 193,154 21,824 51,098 86,073 57,291 17,416: 48,086 25,201 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 3, 2017 : : -5,122: 952 -2,234 -4,581 -2,821 1,058 -11,207 -3,093 5,678 3,138 -1,233 -1,675: 1,515 -802 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 38.7 15.4 23.2 4.8 37.1 4.2 9.8 16.6 11.0 3.3: 9.2 4.8 Old : 100.0: 3.6 38.7 15.4 23.2 4.8 37.1 4.2 9.8 16.6 11.0 3.3: 9.2 4.8 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 : 350: 19 25 14 20 19 89 34 34 100 56 43: Old : 350: 19 25 14 20 19 89 34 34 100 56 43: 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 : 21.8 35.2 32.3 52.1 19.0 34.4 28.0 48.4 Old : 21.8 35.2 32.3 52.1 19.0 34.4 28.0 48.4 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, October 10, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 289,779: 39,096 113,994 37,070 8,768 5,492 127,076 32,779 17,605 20,943 74,502 23,973: 18,524 12,666 Old : 289,779: 39,096 113,994 37,070 8,768 5,492 127,076 32,779 17,605 20,943 74,502 23,973: 18,524 12,666 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 3, 2017 : : 16,282: 1,495 7,334 -752 216 420 4,278 -18 3,716 3,491 878 2,639: 995 1,097 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.5 39.3 12.8 3.0 1.9 43.9 11.3 6.1 7.2 25.7 8.3: 6.4 4.4 Old : 100.0: 13.5 39.3 12.8 3.0 1.9 43.9 11.3 6.1 7.2 25.7 8.3: 6.4 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 : 332: 32 48 15 7 11 93 26 33 51 76 46: Old : 332: 32 48 15 7 11 93 26 33 51 76 46: 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 : 17.6 22.9 28.6 36.4 17.6 22.0 28.5 33.5 Old : 17.6 22.9 28.6 36.4 17.6 22.0 28.5 33.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. Code-191693 Disaggregated Commitments of Traders - Futures Only, October 10, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(25 METRIC TONS) : : : Positions : All : 24,906: 11,058 21,827 6,290 293 0 1,455 150 420 4,370 1,001 908: 405 307 Old : 24,906: 11,058 21,827 6,290 293 0 1,455 150 420 4,370 1,001 908: 405 307 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 3, 2017 : : 1,447: -338 1,468 200 0 -84 -150 150 -150 1,666 -240 303: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.4 87.6 25.3 1.2 0.0 5.8 0.6 1.7 17.5 4.0 3.6: 1.6 1.2 Old : 100.0: 44.4 87.6 25.3 1.2 0.0 5.8 0.6 1.7 17.5 4.0 3.6: 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 : 30: 10 13 . . 0 . . . 4 . .: Old : 30: 10 13 . . 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 : 57.0 62.1 79.5 80.4 55.1 61.0 72.0 73.9 Old : 57.0 62.1 79.5 80.4 55.1 61.0 72.0 73.9 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, October 10, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 13,943: 2,813 4,300 1,978 0 0 2,840 0 464 5,142 8,495 574: 132 110 Old : 13,943: 2,813 4,300 1,978 0 0 2,840 0 464 5,142 8,495 574: 132 110 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 3, 2017 : : 449: 95 -385 46 0 0 -27 0 74 381 872 -77: -43 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.2 30.8 14.2 0.0 0.0 20.4 0.0 3.3 36.9 60.9 4.1: 0.9 0.8 Old : 100.0: 20.2 30.8 14.2 0.0 0.0 20.4 0.0 3.3 36.9 60.9 4.1: 0.9 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 : 22: 9 5 . 0 0 . 0 . 6 . .: Old : 22: 9 5 . 0 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 : 58.8 86.5 77.7 99.0 55.6 80.5 74.2 87.6 Old : 58.8 86.5 77.7 99.0 55.6 80.5 74.2 87.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 IRON ORE 62% FE-CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 Disaggregated Commitments of Traders - Futures Only, October 10, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 500 DRY METRIC TONS) : : : Positions : All : 12,548: 3,858 4,657 0 180 6 314 3,058 1,163 5,220 1,492 1,241: 746 751 Old : 12,548: 3,858 4,657 0 180 6 314 3,058 1,163 5,220 1,492 1,241: 746 751 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 3, 2017 : : -8: 0 0 0 4 0 -30 0 0 0 -42 14: 8 16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.7 37.1 0.0 1.4 0.0 2.5 24.4 9.3 41.6 11.9 9.9: 5.9 6.0 Old : 100.0: 30.7 37.1 0.0 1.4 0.0 2.5 24.4 9.3 41.6 11.9 9.9: 5.9 6.0 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 : 35: 7 10 0 . . . 4 . 11 6 11: Old : 35: 7 10 0 . . . 4 . 11 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 : 41.7 53.5 66.2 66.8 36.9 36.1 48.6 46.6 Old : 41.7 53.5 66.2 66.8 36.9 36.1 48.6 46.6 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, October 10, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 6,162: 757 3,224 119 0 0 2,367 388 0 918 1,350 225: 1,776 975 Old : 6,162: 757 3,224 119 0 0 2,367 388 0 918 1,350 225: 1,776 975 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 3, 2017 : : 489: 254 341 1 0 0 -16 0 0 129 133 1: 120 14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 52.3 1.9 0.0 0.0 38.4 6.3 0.0 14.9 21.9 3.7: 28.8 15.8 Old : 100.0: 12.3 52.3 1.9 0.0 0.0 38.4 6.3 0.0 14.9 21.9 3.7: 28.8 15.8 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 : 71: 14 19 . 0 0 20 . 0 11 13 8: Old : 71: 14 19 . 0 0 20 . 0 11 13 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 : 23.8 43.3 33.8 57.9 23.8 42.8 32.9 55.8 Old : 23.8 43.3 33.8 57.9 23.8 42.8 32.9 55.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X Disaggregated Commitments of Traders - Futures Only, October 10, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 47,834: 31,000 25,111 0 0 0 0 0 0 16,814 22,703 20: 0 0 Old : 47,834: 31,000 25,111 0 0 0 0 0 0 16,814 22,703 20: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 3, 2017 : : 180: 280 -200 0 0 0 0 0 0 -100 380 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.8 52.5 0.0 0.0 0.0 0.0 0.0 0.0 35.2 47.5 0.0: 0.0 0.0 Old : 100.0: 64.8 52.5 0.0 0.0 0.0 0.0 0.0 0.0 35.2 47.5 0.0: 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 : 27: 9 7 0 0 0 0 0 0 5 9 .: Old : 27: 9 7 0 0 0 0 0 0 5 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 : 63.4 60.5 91.0 85.7 63.4 59.2 91.0 83.9 Old : 63.4 60.5 91.0 85.7 63.4 59.2 91.0 83.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y Disaggregated Commitments of Traders - Futures Only, October 10, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 48,059: 37,981 23,910 3,319 16,166 685 0 0 0 5,317 6,557 741: 16 0 Old : 48,059: 37,981 23,910 3,319 16,166 685 0 0 0 5,317 6,557 741: 16 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 3, 2017 : : 1,750: 1,274 1,550 50 52 0 0 0 0 425 147 1: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.0 49.8 6.9 33.6 1.4 0.0 0.0 0.0 11.1 13.6 1.5: 0.0 0.0 Old : 100.0: 79.0 49.8 6.9 33.6 1.4 0.0 0.0 0.0 11.1 13.6 1.5: 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 : 35: 9 11 . . . 0 0 0 8 8 5: Old : 35: 9 11 . . . 0 0 0 8 8 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 : 68.1 57.7 90.9 81.5 59.4 47.3 74.5 67.7 Old : 68.1 57.7 90.9 81.5 59.4 47.3 74.5 67.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 Disaggregated Commitments of Traders - Futures Only, October 10, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 36,099: 31,605 7,895 0 27,318 0 0 0 0 4,489 886 0: 5 0 Old : 36,099: 31,605 7,895 0 27,318 0 0 0 0 4,489 886 0: 5 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 3, 2017 : : 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: 87.6 21.9 0.0 75.7 0.0 0.0 0.0 0.0 12.4 2.5 0.0: 0.0 0.0 Old : 100.0: 87.6 21.9 0.0 75.7 0.0 0.0 0.0 0.0 12.4 2.5 0.0: 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 : 21: 8 5 0 4 0 0 0 0 . 4 0: Old : 21: 8 5 0 4 0 0 0 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 : 84.3 84.8 99.5 97.5 81.5 84.8 92.7 91.9 Old : 84.3 84.8 99.5 97.5 81.5 84.8 92.7 91.9 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, October 10, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 33,135: 30,095 7,065 0 25,420 350 0 0 0 2,390 0 300: 0 0 Old : 33,135: 30,095 7,065 0 25,420 350 0 0 0 2,390 0 300: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 3, 2017 : : 0: 0 50 0 0 0 0 0 0 50 0 -50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.8 21.3 0.0 76.7 1.1 0.0 0.0 0.0 7.2 0.0 0.9: 0.0 0.0 Old : 100.0: 90.8 21.3 0.0 76.7 1.1 0.0 0.0 0.0 7.2 0.0 0.9: 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: 8 4 0 4 . 0 0 0 7 0 .: Old : 21: 8 4 0 4 . 0 0 0 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 : 88.9 84.6 95.1 99.5 88.9 83.6 92.7 94.4 Old : 88.9 84.6 95.1 99.5 88.9 83.6 92.7 94.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 Disaggregated Commitments of Traders - Futures Only, October 10, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 37,430: 30,580 19,672 0 0 0 0 0 0 6,825 17,733 25: 0 0 Old : 37,430: 30,580 19,672 0 0 0 0 0 0 6,825 17,733 25: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 3, 2017 : : -100: 200 -150 0 0 0 0 0 0 -300 50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.7 52.6 0.0 0.0 0.0 0.0 0.0 0.0 18.2 47.4 0.1: 0.0 0.0 Old : 100.0: 81.7 52.6 0.0 0.0 0.0 0.0 0.0 0.0 18.2 47.4 0.1: 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 : 24: 8 6 0 0 0 0 0 0 7 6 .: Old : 24: 8 6 0 0 0 0 0 0 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 : 80.0 67.6 94.7 90.8 80.0 65.9 94.6 88.5 Old : 80.0 67.6 94.7 90.8 80.0 65.9 94.6 88.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 Disaggregated Commitments of Traders - Futures Only, October 10, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 26,067: 21,310 18,137 0 0 0 0 0 0 4,757 7,930 0: 0 0 Old : 26,067: 21,310 18,137 0 0 0 0 0 0 4,757 7,930 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 3, 2017 : : 100: 0 200 0 0 0 0 0 0 100 -100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.8 69.6 0.0 0.0 0.0 0.0 0.0 0.0 18.2 30.4 0.0: 0.0 0.0 Old : 100.0: 81.8 69.6 0.0 0.0 0.0 0.0 0.0 0.0 18.2 30.4 0.0: 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 : 23: 7 4 0 0 0 0 0 0 6 6 0: Old : 23: 7 4 0 0 0 0 0 0 6 6 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 : 76.4 73.9 96.0 95.2 76.4 73.9 96.0 95.2 Old : 76.4 73.9 96.0 95.2 76.4 73.9 96.0 95.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB Disaggregated Commitments of Traders - Futures Only, October 10, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 28,456: 14,206 14,461 0 0 0 1,200 0 0 12,450 13,395 600: 0 0 Old : 28,456: 14,206 14,461 0 0 0 1,200 0 0 12,450 13,395 600: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 3, 2017 : : -200: 450 -100 0 0 0 -100 0 0 -550 -100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.9 50.8 0.0 0.0 0.0 4.2 0.0 0.0 43.8 47.1 2.1: 0.0 0.0 Old : 100.0: 49.9 50.8 0.0 0.0 0.0 4.2 0.0 0.0 43.8 47.1 2.1: 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 : 24: 7 7 0 0 0 . 0 0 5 5 .: Old : 24: 7 7 0 0 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 : 60.4 62.0 83.9 91.8 59.7 62.0 83.2 87.3 Old : 60.4 62.0 83.9 91.8 59.7 62.0 83.2 87.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD Disaggregated Commitments of Traders - Futures Only, October 10, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 20,895: 11,000 14,288 0 100 0 450 0 0 9,345 6,407 100: 0 0 Old : 20,895: 11,000 14,288 0 100 0 450 0 0 9,345 6,407 100: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 3, 2017 : : 1,150: 400 1,050 0 100 0 0 0 0 750 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.6 68.4 0.0 0.5 0.0 2.2 0.0 0.0 44.7 30.7 0.5: 0.0 0.0 Old : 100.0: 52.6 68.4 0.0 0.5 0.0 2.2 0.0 0.0 44.7 30.7 0.5: 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 : 24: 7 5 0 . 0 . 0 0 6 4 .: Old : 24: 7 5 0 . 0 . 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 : 58.4 64.1 85.5 95.7 58.4 64.1 85.5 95.2 Old : 58.4 64.1 85.5 95.7 58.4 64.1 85.5 95.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR Disaggregated Commitments of Traders - Futures Only, October 10, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 40,594: 31,145 24,759 0 6,296 5,844 0 0 0 3,055 3,145 550: 0 0 Old : 40,594: 31,145 24,759 0 6,296 5,844 0 0 0 3,055 3,145 550: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 3, 2017 : : 1,525: 775 775 0 0 500 0 0 0 0 0 250: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.7 61.0 0.0 15.5 14.4 0.0 0.0 0.0 7.5 7.7 1.4: 0.0 0.0 Old : 100.0: 76.7 61.0 0.0 15.5 14.4 0.0 0.0 0.0 7.5 7.7 1.4: 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 : 28: 10 11 0 . . 0 0 0 . 7 4: Old : 28: 10 11 0 . . 0 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 : 61.2 56.8 87.3 81.9 52.2 35.1 58.5 49.3 Old : 61.2 56.8 87.3 81.9 52.2 35.1 58.5 49.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 13, 2017