PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Disaggregated Commitments of Traders - Futures Only, October 24, 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 : 33,411: 553 14,759 2,375 10,477 766 23,906 1,159 1,656 2,094 3,226 83: 1,978 1,285 Old : 33,411: 553 14,759 2,375 10,477 766 23,906 1,159 1,656 2,094 3,226 83: 1,978 1,285 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : -1,824: -715 -805 543 -734 3 -1,235 -109 62 -366 -49 -20: -96 -172 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 44.2 7.1 31.4 2.3 71.6 3.5 5.0 6.3 9.7 0.2: 5.9 3.8 Old : 100.0: 1.7 44.2 7.1 31.4 2.3 71.6 3.5 5.0 6.3 9.7 0.2: 5.9 3.8 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 : 181: 6 23 7 16 5 68 11 7 29 24 .: Old : 181: 6 23 7 16 5 68 11 7 29 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 : 27.1 38.5 45.5 54.1 27.1 38.5 45.0 52.5 Old : 27.1 38.5 45.5 54.1 27.1 38.5 45.0 52.5 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 24, 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 : 75,692: 5,836 30,949 8,303 10,273 1,330 23,198 25,365 1,768 25,297 2,182 570: 9,390 3,255 Old : 75,692: 5,836 30,949 8,303 10,273 1,330 23,198 25,365 1,768 25,297 2,182 570: 9,390 3,255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : 244: -652 -543 2,789 -580 -128 -1,854 704 440 -348 231 55: -58 65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.7 40.9 11.0 13.6 1.8 30.6 33.5 2.3 33.4 2.9 0.8: 12.4 4.3 Old : 100.0: 7.7 40.9 11.0 13.6 1.8 30.6 33.5 2.3 33.4 2.9 0.8: 12.4 4.3 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 : 259: 19 20 14 10 . 52 37 15 97 14 4: Old : 259: 19 20 14 10 . 52 37 15 97 14 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 : 13.8 30.2 21.8 46.0 13.8 30.2 21.5 46.0 Old : 13.8 30.2 21.8 46.0 13.8 30.2 21.5 46.0 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 24, 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 : 193,899: 8,047 71,113 34,301 47,740 6,961 74,898 10,560 13,811 20,515 19,733 11,569: 23,797 12,412 Old : 193,899: 8,047 71,113 34,301 47,740 6,961 74,898 10,560 13,811 20,515 19,733 11,569: 23,797 12,412 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : 1,971: -1,269 1,339 1,367 351 2,251 1,024 -214 -676 -436 -403 -319: 29 -358 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 36.7 17.7 24.6 3.6 38.6 5.4 7.1 10.6 10.2 6.0: 12.3 6.4 Old : 100.0: 4.2 36.7 17.7 24.6 3.6 38.6 5.4 7.1 10.6 10.2 6.0: 12.3 6.4 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 : 203: 14 17 15 13 11 40 26 23 49 29 25: Old : 203: 14 17 15 13 11 40 26 23 49 29 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 : 23.5 36.1 35.7 53.2 22.2 35.8 34.2 51.4 Old : 23.5 36.1 35.7 53.2 22.2 35.8 34.2 51.4 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, October 24, 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 : 526,674: 18,360 201,023 84,376 112,366 22,732 192,701 24,333 60,190 82,820 59,803 20,380: 45,115 25,847 Old : 526,674: 18,360 201,023 84,376 112,366 22,732 192,701 24,333 60,190 82,820 59,803 20,380: 45,115 25,847 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : -2,126: -449 -5,012 1,114 -5,294 -1,875 -3,854 -2,707 8,490 -5,242 2,950 1,803: -2,113 -481 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 38.2 16.0 21.3 4.3 36.6 4.6 11.4 15.7 11.4 3.9: 8.6 4.9 Old : 100.0: 3.5 38.2 16.0 21.3 4.3 36.6 4.6 11.4 15.7 11.4 3.9: 8.6 4.9 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 : 357: 23 26 14 20 18 82 38 37 92 64 51: Old : 357: 23 26 14 20 18 82 38 37 92 64 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 : 23.3 36.6 34.0 52.9 18.9 34.5 28.3 47.8 Old : 23.3 36.6 34.0 52.9 18.9 34.5 28.3 47.8 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 24, 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 : 308,996: 41,337 126,391 37,422 9,175 8,698 133,729 24,826 18,954 22,027 77,678 28,560: 18,269 14,714 Old : 308,996: 41,337 126,391 37,422 9,175 8,698 133,729 24,826 18,954 22,027 77,678 28,560: 18,269 14,714 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : 2,378: -1,756 -379 -512 204 2,981 -1,376 -2,401 368 1,167 427 1,343: 163 -165 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.4 40.9 12.1 3.0 2.8 43.3 8.0 6.1 7.1 25.1 9.2: 5.9 4.8 Old : 100.0: 13.4 40.9 12.1 3.0 2.8 43.3 8.0 6.1 7.1 25.1 9.2: 5.9 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 : 355: 32 49 15 7 15 101 19 33 53 88 56: Old : 355: 32 49 15 7 15 101 19 33 53 88 56: 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 : 17.7 24.0 27.8 36.2 16.6 21.6 26.4 33.0 Old : 17.7 24.0 27.8 36.2 16.6 21.6 26.4 33.0 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 24, 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 : 25,212: 10,568 21,994 7,162 293 0 1,455 570 0 4,835 1,241 814: 378 300 Old : 25,212: 10,568 21,994 7,162 293 0 1,455 570 0 4,835 1,241 814: 378 300 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : 189: -460 10 500 0 0 0 0 0 240 240 -61: -30 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.9 87.2 28.4 1.2 0.0 5.8 2.3 0.0 19.2 4.9 3.2: 1.5 1.2 Old : 100.0: 41.9 87.2 28.4 1.2 0.0 5.8 2.3 0.0 19.2 4.9 3.2: 1.5 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 . . 0 4 . .: Old : 30: 10 13 . . 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 : 60.5 61.8 81.8 79.9 59.0 60.8 75.7 74.9 Old : 60.5 61.8 81.8 79.9 59.0 60.8 75.7 74.9 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 24, 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 : 16,101: 4,029 4,253 2,008 0 0 3,014 0 810 5,554 10,405 510: 176 123 Old : 16,101: 4,029 4,253 2,008 0 0 3,014 0 810 5,554 10,405 510: 176 123 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : 1,042: 752 520 30 0 0 -170 0 349 92 220 0: -11 -47 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.0 26.4 12.5 0.0 0.0 18.7 0.0 5.0 34.5 64.6 3.2: 1.1 0.8 Old : 100.0: 25.0 26.4 12.5 0.0 0.0 18.7 0.0 5.0 34.5 64.6 3.2: 1.1 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 : 20: 7 4 . 0 0 . 0 . 6 . .: Old : 20: 7 4 . 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 : 56.2 83.6 75.4 99.1 51.4 75.9 68.9 80.8 Old : 56.2 83.6 75.4 99.1 51.4 75.9 68.9 80.8 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 24, 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 : 12,776: 3,858 4,819 0 174 6 314 2,952 1,343 5,249 1,447 1,273: 733 762 Old : 12,776: 3,858 4,819 0 174 6 314 2,952 1,343 5,249 1,447 1,273: 733 762 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : -160: 0 0 0 0 0 0 0 0 50 40 2: -212 -202 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.2 37.7 0.0 1.4 0.0 2.5 23.1 10.5 41.1 11.3 10.0: 5.7 6.0 Old : 100.0: 30.2 37.7 0.0 1.4 0.0 2.5 23.1 10.5 41.1 11.3 10.0: 5.7 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 : 34: 7 10 0 . . . 4 . 10 7 10: Old : 34: 7 10 0 . . . 4 . 10 7 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 : 42.3 54.5 67.1 69.1 36.6 36.7 48.1 46.4 Old : 42.3 54.5 67.1 69.1 36.6 36.7 48.1 46.4 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 24, 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 : 6,836: 1,066 3,401 117 0 0 2,448 388 0 1,068 1,610 313: 1,824 1,124 Old : 6,836: 1,066 3,401 117 0 0 2,448 388 0 1,068 1,610 313: 1,824 1,124 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : 73: 47 -18 -2 0 0 -44 0 0 24 62 -27: 75 56 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.6 49.8 1.7 0.0 0.0 35.8 5.7 0.0 15.6 23.6 4.6: 26.7 16.4 Old : 100.0: 15.6 49.8 1.7 0.0 0.0 35.8 5.7 0.0 15.6 23.6 4.6: 26.7 16.4 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 : 75: 13 19 . 0 0 23 . 0 13 12 8: Old : 75: 13 19 . 0 0 23 . 0 13 12 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 : 25.5 38.1 36.7 54.5 25.5 37.8 35.5 53.4 Old : 25.5 38.1 36.7 54.5 25.5 37.8 35.5 53.4 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 24, 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 : 47,484: 34,119 24,461 0 0 0 0 0 0 13,345 23,003 20: 0 0 Old : 47,484: 34,119 24,461 0 0 0 0 0 0 13,345 23,003 20: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : -350: 3,119 -650 0 0 0 0 0 0 -3,469 300 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.9 51.5 0.0 0.0 0.0 0.0 0.0 0.0 28.1 48.4 0.0: 0.0 0.0 Old : 100.0: 71.9 51.5 0.0 0.0 0.0 0.0 0.0 0.0 28.1 48.4 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 : 28: 10 6 0 0 0 0 0 0 4 11 .: Old : 28: 10 6 0 0 0 0 0 0 4 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 : 63.9 60.9 90.6 85.2 63.9 59.7 90.6 83.5 Old : 63.9 60.9 90.6 85.2 63.9 59.7 90.6 83.5 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 24, 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 : 50,065: 36,156 23,682 3,544 16,130 3,500 0 0 0 5,972 5,896 857: 36 0 Old : 50,065: 36,156 23,682 3,544 16,130 3,500 0 0 0 5,972 5,896 857: 36 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : 1,535: -2,570 -257 225 6 2,900 0 0 0 965 -1,114 0: 15 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.2 47.3 7.1 32.2 7.0 0.0 0.0 0.0 11.9 11.8 1.7: 0.1 0.0 Old : 100.0: 72.2 47.3 7.1 32.2 7.0 0.0 0.0 0.0 11.9 11.8 1.7: 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 : 35: 9 11 . . . 0 0 0 9 8 5: Old : 35: 9 11 . . . 0 0 0 9 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 : 62.9 58.0 88.9 85.8 58.9 47.9 73.9 68.0 Old : 62.9 58.0 88.9 85.8 58.9 47.9 73.9 68.0 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 24, 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 : 35,249: 31,605 7,895 0 26,468 0 0 0 0 3,639 886 0: 5 0 Old : 35,249: 31,605 7,895 0 26,468 0 0 0 0 3,639 886 0: 5 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : -750: 0 0 0 -750 0 0 0 0 -750 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.7 22.4 0.0 75.1 0.0 0.0 0.0 0.0 10.3 2.5 0.0: 0.0 0.0 Old : 100.0: 89.7 22.4 0.0 75.1 0.0 0.0 0.0 0.0 10.3 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 : 83.9 84.5 99.5 97.4 81.1 84.5 92.5 91.7 Old : 83.9 84.5 99.5 97.4 81.1 84.5 92.5 91.7 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 24, 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 : 33,170: 30,180 7,100 0 25,420 350 0 0 0 2,340 0 300: 0 0 Old : 33,170: 30,180 7,100 0 25,420 350 0 0 0 2,340 0 300: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 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: 91.0 21.4 0.0 76.6 1.1 0.0 0.0 0.0 7.1 0.0 0.9: 0.0 0.0 Old : 100.0: 91.0 21.4 0.0 76.6 1.1 0.0 0.0 0.0 7.1 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 : 20: 8 4 0 4 . 0 0 0 6 0 .: Old : 20: 8 4 0 4 . 0 0 0 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 : 89.1 84.5 95.3 99.5 89.1 83.5 92.9 94.4 Old : 89.1 84.5 95.3 99.5 89.1 83.5 92.9 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 24, 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 : 37,530: 31,992 18,772 0 0 0 0 0 0 5,513 18,733 25: 0 0 Old : 37,530: 31,992 18,772 0 0 0 0 0 0 5,513 18,733 25: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : 100: 1,412 -900 0 0 0 0 0 0 -1,312 1,000 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.2 50.0 0.0 0.0 0.0 0.0 0.0 0.0 14.7 49.9 0.1: 0.0 0.0 Old : 100.0: 85.2 50.0 0.0 0.0 0.0 0.0 0.0 0.0 14.7 49.9 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 : 26: 9 6 0 0 0 0 0 0 6 8 .: Old : 26: 9 6 0 0 0 0 0 0 6 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 : 79.7 67.7 94.7 90.4 79.7 66.0 94.6 88.1 Old : 79.7 67.7 94.7 90.4 79.7 66.0 94.6 88.1 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 24, 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 : 26,567: 22,015 17,837 0 0 0 0 0 0 4,552 8,730 0: 0 0 Old : 26,567: 22,015 17,837 0 0 0 0 0 0 4,552 8,730 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : 500: 705 -300 0 0 0 0 0 0 -205 800 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.9 67.1 0.0 0.0 0.0 0.0 0.0 0.0 17.1 32.9 0.0: 0.0 0.0 Old : 100.0: 82.9 67.1 0.0 0.0 0.0 0.0 0.0 0.0 17.1 32.9 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 : 25: 8 4 0 0 0 0 0 0 5 8 0: Old : 25: 8 4 0 0 0 0 0 0 5 8 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 : 76.1 71.9 95.3 92.8 76.1 71.9 95.3 92.8 Old : 76.1 71.9 95.3 92.8 76.1 71.9 95.3 92.8 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 24, 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 : 28,531: 14,681 15,981 0 0 0 1,200 0 0 12,450 12,350 200: 0 0 Old : 28,531: 14,681 15,981 0 0 0 1,200 0 0 12,450 12,350 200: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : 75: 475 1,520 0 0 0 0 0 0 0 -1,045 -400: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.5 56.0 0.0 0.0 0.0 4.2 0.0 0.0 43.6 43.3 0.7: 0.0 0.0 Old : 100.0: 51.5 56.0 0.0 0.0 0.0 4.2 0.0 0.0 43.6 43.3 0.7: 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 : 23: 9 7 0 0 0 . 0 0 5 4 .: Old : 23: 9 7 0 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 : 60.2 66.6 83.7 95.4 59.5 65.2 83.0 90.9 Old : 60.2 66.6 83.7 95.4 59.5 65.2 83.0 90.9 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 24, 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 : 20,588: 9,693 14,788 0 100 0 450 0 0 10,345 5,600 100: 0 0 Old : 20,588: 9,693 14,788 0 100 0 450 0 0 10,345 5,600 100: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : -307: -1,307 500 0 0 0 0 0 0 1,000 -807 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.1 71.8 0.0 0.5 0.0 2.2 0.0 0.0 50.2 27.2 0.5: 0.0 0.0 Old : 100.0: 47.1 71.8 0.0 0.5 0.0 2.2 0.0 0.0 50.2 27.2 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 : 23: 7 5 0 . 0 . 0 0 6 . .: Old : 23: 7 5 0 . 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 : 61.9 67.5 86.3 99.5 61.9 67.5 86.3 99.0 Old : 61.9 67.5 86.3 99.5 61.9 67.5 86.3 99.0 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 24, 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 : 48,169: 34,920 28,734 0 7,071 8,569 0 0 0 4,030 3,145 650: 0 0 Old : 48,169: 34,920 28,734 0 7,071 8,569 0 0 0 4,030 3,145 650: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : 1,100: 175 350 0 700 50 0 0 0 875 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.5 59.7 0.0 14.7 17.8 0.0 0.0 0.0 8.4 6.5 1.3: 0.0 0.0 Old : 100.0: 72.5 59.7 0.0 14.7 17.8 0.0 0.0 0.0 8.4 6.5 1.3: 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: 12 11 0 . . 0 0 0 . 7 .: Old : 28: 12 11 0 . . 0 0 0 . 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 : 59.1 57.3 86.8 84.2 46.0 33.4 51.7 45.4 Old : 59.1 57.3 86.8 84.2 46.0 33.4 51.7 45.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 27, 2017