PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Disaggregated Commitments of Traders - Futures Only, October 31, 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 : 34,052: 628 14,658 2,192 10,257 806 24,002 1,304 1,959 2,230 3,581 119: 2,116 1,368 Old : 34,052: 628 14,658 2,192 10,257 806 24,002 1,304 1,959 2,230 3,581 119: 2,116 1,368 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 24, 2017 : : 641: 75 -101 -183 -220 40 96 145 303 136 355 36: 138 83 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 43.0 6.4 30.1 2.4 70.5 3.8 5.8 6.5 10.5 0.3: 6.2 4.0 Old : 100.0: 1.8 43.0 6.4 30.1 2.4 70.5 3.8 5.8 6.5 10.5 0.3: 6.2 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 : 178: 8 23 7 13 5 67 13 7 26 25 6: Old : 178: 8 23 7 13 5 67 13 7 26 25 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 : 27.4 38.5 45.6 53.3 27.0 37.3 44.0 50.3 Old : 27.4 38.5 45.6 53.3 27.0 37.3 44.0 50.3 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 31, 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 : 77,828: 6,148 30,290 8,692 9,998 1,411 24,247 26,246 2,023 25,335 3,724 613: 9,359 3,523 Old : 77,828: 6,148 30,290 8,692 9,998 1,411 24,247 26,246 2,023 25,335 3,724 613: 9,359 3,523 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 24, 2017 : : 2,136: 312 -659 389 -275 81 1,049 881 255 38 1,542 43: -31 268 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 38.9 11.2 12.8 1.8 31.2 33.7 2.6 32.6 4.8 0.8: 12.0 4.5 Old : 100.0: 7.9 38.9 11.2 12.8 1.8 31.2 33.7 2.6 32.6 4.8 0.8: 12.0 4.5 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 : 268: 18 19 14 10 . 57 38 15 97 15 5: Old : 268: 18 19 14 10 . 57 38 15 97 15 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 : 13.7 29.0 21.9 43.9 13.7 29.0 21.6 43.9 Old : 13.7 29.0 21.9 43.9 13.7 29.0 21.6 43.9 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 31, 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 : 198,853: 10,258 69,113 32,721 44,894 8,653 73,090 15,357 14,972 22,292 19,873 12,009: 24,858 13,982 Old : 198,853: 10,258 69,113 32,721 44,894 8,653 73,090 15,357 14,972 22,292 19,873 12,009: 24,858 13,982 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 24, 2017 : : 4,954: 2,211 -2,000 -1,580 -2,846 1,692 -1,808 4,797 1,161 1,777 140 440: 1,061 1,570 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.2 34.8 16.5 22.6 4.4 36.8 7.7 7.5 11.2 10.0 6.0: 12.5 7.0 Old : 100.0: 5.2 34.8 16.5 22.6 4.4 36.8 7.7 7.5 11.2 10.0 6.0: 12.5 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 : 209: 14 16 15 13 12 41 28 22 54 26 26: Old : 209: 14 16 15 13 12 41 28 22 54 26 26: 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 : 22.7 35.0 34.7 51.6 21.7 34.7 32.7 49.7 Old : 22.7 35.0 34.7 51.6 21.7 34.7 32.7 49.7 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 31, 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 : 531,918: 17,081 200,789 86,265 113,205 25,025 182,652 16,687 69,029 86,058 58,928 20,325: 45,483 27,930 Old : 531,918: 17,081 200,789 86,265 113,205 25,025 182,652 16,687 69,029 86,058 58,928 20,325: 45,483 27,930 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 24, 2017 : : 5,244: -1,279 -234 1,889 839 2,293 -10,049 -7,646 8,839 3,238 -875 -55: 368 2,083 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 37.7 16.2 21.3 4.7 34.3 3.1 13.0 16.2 11.1 3.8: 8.6 5.3 Old : 100.0: 3.2 37.7 16.2 21.3 4.7 34.3 3.1 13.0 16.2 11.1 3.8: 8.6 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 : 343: 19 24 14 21 19 79 33 36 97 61 48: Old : 343: 19 24 14 21 19 79 33 36 97 61 48: 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 : 22.5 37.3 33.8 53.6 17.3 34.3 26.5 47.3 Old : 22.5 37.3 33.8 53.6 17.3 34.3 26.5 47.3 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 31, 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 : 299,573: 40,430 122,735 37,809 7,947 9,356 131,251 26,128 19,777 14,262 71,792 29,138: 17,550 12,700 Old : 299,573: 40,430 122,735 37,809 7,947 9,356 131,251 26,128 19,777 14,262 71,792 29,138: 17,550 12,700 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 24, 2017 : : -9,423: -907 -3,656 387 -1,228 658 -2,478 1,302 823 -7,765 -5,886 578: -719 -2,014 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.5 41.0 12.6 2.7 3.1 43.8 8.7 6.6 4.8 24.0 9.7: 5.9 4.2 Old : 100.0: 13.5 41.0 12.6 2.7 3.1 43.8 8.7 6.6 4.8 24.0 9.7: 5.9 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 : 350: 32 48 14 8 14 95 24 37 53 84 61: Old : 350: 32 48 14 8 14 95 24 37 53 84 61: 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 : 18.5 23.7 28.7 35.9 17.4 21.6 26.6 32.7 Old : 18.5 23.7 28.7 35.9 17.4 21.6 26.6 32.7 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 31, 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 : 26,811: 10,098 23,109 8,129 293 0 1,455 570 0 6,125 1,913 626: 378 300 Old : 26,811: 10,098 23,109 8,129 293 0 1,455 570 0 6,125 1,913 626: 378 300 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 24, 2017 : : 1,599: -470 1,115 967 0 0 0 0 0 1,290 672 -188: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.7 86.2 30.3 1.1 0.0 5.4 2.1 0.0 22.8 7.1 2.3: 1.4 1.1 Old : 100.0: 37.7 86.2 30.3 1.1 0.0 5.4 2.1 0.0 22.8 7.1 2.3: 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 : 30: 9 13 . . 0 . . 0 4 . .: Old : 30: 9 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 : 63.3 61.4 84.1 80.5 62.6 60.5 79.3 77.5 Old : 63.3 61.4 84.1 80.5 62.6 60.5 79.3 77.5 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 31, 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 : 13,110: 2,841 2,840 1,690 0 0 2,175 0 797 4,779 8,752 510: 318 211 Old : 13,110: 2,841 2,840 1,690 0 0 2,175 0 797 4,779 8,752 510: 318 211 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 24, 2017 : : -2,991: -1,188 -1,413 -318 0 0 -839 0 -13 -775 -1,653 0: 142 88 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.7 21.7 12.9 0.0 0.0 16.6 0.0 6.1 36.5 66.8 3.9: 2.4 1.6 Old : 100.0: 21.7 21.7 12.9 0.0 0.0 16.6 0.0 6.1 36.5 66.8 3.9: 2.4 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 : 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 : 58.0 83.7 78.6 98.4 52.0 79.8 69.2 81.8 Old : 58.0 83.7 78.6 98.4 52.0 79.8 69.2 81.8 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 31, 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 : 12,789: 3,858 4,819 0 170 25 314 2,952 1,343 5,249 1,451 1,273: 727 756 Old : 12,789: 3,858 4,819 0 170 25 314 2,952 1,343 5,249 1,451 1,273: 727 756 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 24, 2017 : : 13: 0 0 0 -4 19 0 0 0 0 4 0: -6 -6 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.2 37.7 0.0 1.3 0.2 2.5 23.1 10.5 41.0 11.3 10.0: 5.7 5.9 Old : 100.0: 30.2 37.7 0.0 1.3 0.2 2.5 23.1 10.5 41.0 11.3 10.0: 5.7 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 : 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 : 42.2 54.4 67.0 69.1 36.6 36.6 48.1 46.4 Old : 42.2 54.4 67.0 69.1 36.6 36.6 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 31, 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 : 6,775: 772 3,412 113 0 0 2,458 388 0 1,149 1,383 342: 1,941 1,250 Old : 6,775: 772 3,412 113 0 0 2,458 388 0 1,149 1,383 342: 1,941 1,250 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 24, 2017 : : -61: -294 11 -4 0 0 10 0 0 81 -227 29: 117 126 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 50.4 1.7 0.0 0.0 36.3 5.7 0.0 17.0 20.4 5.0: 28.6 18.5 Old : 100.0: 11.4 50.4 1.7 0.0 0.0 36.3 5.7 0.0 17.0 20.4 5.0: 28.6 18.5 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 : 78: 13 24 . 0 0 23 . 0 12 12 9: Old : 78: 13 24 . 0 0 23 . 0 12 12 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 : 28.3 37.3 37.8 53.1 28.3 37.0 37.8 52.6 Old : 28.3 37.3 37.8 53.1 28.3 37.0 37.8 52.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H Disaggregated Commitments of Traders - Futures Only, October 31, 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 : 6,599: 6,134 2,214 70 4,254 0 0 0 0 390 125 0: 5 6 Old : 6,599: 6,134 2,214 70 4,254 0 0 0 0 390 125 0: 5 6 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 24, 2017 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.0 33.6 1.1 64.5 0.0 0.0 0.0 0.0 5.9 1.9 0.0: 0.1 0.1 Old : 100.0: 93.0 33.6 1.1 64.5 0.0 0.0 0.0 0.0 5.9 1.9 0.0: 0.1 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 : 20: 5 5 . . 0 0 0 0 5 . 0: Old : 20: 5 5 . . 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 : 90.0 90.5 97.3 99.2 90.0 87.5 95.4 96.2 Old : 90.0 90.5 97.3 99.2 90.0 87.5 95.4 96.2 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 31, 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 : 47,434: 34,049 24,461 0 0 0 0 0 0 13,365 22,953 20: 0 0 Old : 47,434: 34,049 24,461 0 0 0 0 0 0 13,365 22,953 20: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 24, 2017 : : -50: -70 0 0 0 0 0 0 0 20 -50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.8 51.6 0.0 0.0 0.0 0.0 0.0 0.0 28.2 48.4 0.0: 0.0 0.0 Old : 100.0: 71.8 51.6 0.0 0.0 0.0 0.0 0.0 0.0 28.2 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 : 27: 10 6 0 0 0 0 0 0 4 10 .: Old : 27: 10 6 0 0 0 0 0 0 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 : 63.9 61.0 90.7 85.3 63.9 59.8 90.7 83.7 Old : 63.9 61.0 90.7 85.3 63.9 59.8 90.7 83.7 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 31, 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 : 53,928: 38,609 26,023 3,694 15,526 5,450 0 0 0 5,467 6,247 682: 26 0 Old : 53,928: 38,609 26,023 3,694 15,526 5,450 0 0 0 5,467 6,247 682: 26 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 24, 2017 : : 3,863: 2,453 2,341 150 -604 1,950 0 0 0 -505 351 -175: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.6 48.3 6.8 28.8 10.1 0.0 0.0 0.0 10.1 11.6 1.3: 0.0 0.0 Old : 100.0: 71.6 48.3 6.8 28.8 10.1 0.0 0.0 0.0 10.1 11.6 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 : 35: 10 10 . . . 0 0 0 8 9 5: Old : 35: 10 10 . . . 0 0 0 8 9 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 : 62.1 57.6 87.8 85.6 54.5 44.2 68.7 63.8 Old : 62.1 57.6 87.8 85.6 54.5 44.2 68.7 63.8 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 31, 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 : 34,749: 25,970 7,895 5,635 25,968 0 0 0 0 3,139 886 0: 5 0 Old : 34,749: 25,970 7,895 5,635 25,968 0 0 0 0 3,139 886 0: 5 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 24, 2017 : : -500: -5,635 0 5,635 -500 0 0 0 0 -500 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.7 22.7 16.2 74.7 0.0 0.0 0.0 0.0 9.0 2.5 0.0: 0.0 0.0 Old : 100.0: 74.7 22.7 16.2 74.7 0.0 0.0 0.0 0.0 9.0 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 : 22: 8 5 . 4 0 0 0 0 . 4 0: Old : 22: 8 5 . 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 : 75.0 84.2 97.7 97.4 72.2 84.2 90.6 91.6 Old : 75.0 84.2 97.7 97.4 72.2 84.2 90.6 91.6 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 31, 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 : 33,720: 30,731 7,650 0 25,396 374 0 0 0 2,315 0 300: 0 0 Old : 33,720: 30,731 7,650 0 25,396 374 0 0 0 2,315 0 300: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 24, 2017 : : 550: 551 550 0 -24 24 0 0 0 -25 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.1 22.7 0.0 75.3 1.1 0.0 0.0 0.0 6.9 0.0 0.9: 0.0 0.0 Old : 100.0: 91.1 22.7 0.0 75.3 1.1 0.0 0.0 0.0 6.9 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 : 22: 8 5 0 4 . 0 0 0 7 0 .: Old : 22: 8 5 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 : 88.5 83.1 94.6 98.5 88.5 82.1 92.1 93.6 Old : 88.5 83.1 94.6 98.5 88.5 82.1 92.1 93.6 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 31, 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 : 37,030: 31,542 17,572 0 0 0 0 0 0 5,263 19,233 225: 0 0 Old : 37,030: 31,542 17,572 0 0 0 0 0 0 5,263 19,233 225: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 24, 2017 : : -500: -450 -1,200 0 0 0 0 0 0 -250 500 200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.2 47.5 0.0 0.0 0.0 0.0 0.0 0.0 14.2 51.9 0.6: 0.0 0.0 Old : 100.0: 85.2 47.5 0.0 0.0 0.0 0.0 0.0 0.0 14.2 51.9 0.6: 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 : 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 : 79.6 68.1 94.7 91.1 79.6 66.3 94.7 88.8 Old : 79.6 68.1 94.7 91.1 79.6 66.3 94.7 88.8 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 31, 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 : 27,017: 22,465 17,937 0 0 0 0 0 0 4,552 9,080 0: 0 0 Old : 27,017: 22,465 17,937 0 0 0 0 0 0 4,552 9,080 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 24, 2017 : : 450: 450 100 0 0 0 0 0 0 0 350 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.2 66.4 0.0 0.0 0.0 0.0 0.0 0.0 16.8 33.6 0.0: 0.0 0.0 Old : 100.0: 83.2 66.4 0.0 0.0 0.0 0.0 0.0 0.0 16.8 33.6 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 : 76.3 74.7 95.4 93.9 76.3 74.7 95.4 93.9 Old : 76.3 74.7 95.4 93.9 76.3 74.7 95.4 93.9 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 31, 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 : 28,681: 14,381 16,331 0 0 0 1,100 0 0 13,000 12,150 200: 0 0 Old : 28,681: 14,381 16,331 0 0 0 1,100 0 0 13,000 12,150 200: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 24, 2017 : : 150: -300 350 0 0 0 -100 0 0 550 -200 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.1 56.9 0.0 0.0 0.0 3.8 0.0 0.0 45.3 42.4 0.7: 0.0 0.0 Old : 100.0: 50.1 56.9 0.0 0.0 0.0 3.8 0.0 0.0 45.3 42.4 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 6 0 0 0 . 0 0 5 4 .: Old : 23: 9 6 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 : 63.6 66.2 84.2 96.2 62.9 64.9 83.5 92.0 Old : 63.6 66.2 84.2 96.2 62.9 64.9 83.5 92.0 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 31, 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 : 19,788: 9,093 13,988 0 100 0 250 0 0 10,345 5,600 100: 0 0 Old : 19,788: 9,093 13,988 0 100 0 250 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 24, 2017 : : -800: -600 -800 0 0 0 -200 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.0 70.7 0.0 0.5 0.0 1.3 0.0 0.0 52.3 28.3 0.5: 0.0 0.0 Old : 100.0: 46.0 70.7 0.0 0.5 0.0 1.3 0.0 0.0 52.3 28.3 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 : 64.4 66.1 86.2 99.5 64.4 66.1 86.2 99.0 Old : 64.4 66.1 86.2 99.5 64.4 66.1 86.2 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 31, 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 : 49,244: 35,095 29,358 1,350 8,071 8,069 0 0 0 4,530 3,546 200: 0 0 Old : 49,244: 35,095 29,358 1,350 8,071 8,069 0 0 0 4,530 3,546 200: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 24, 2017 : : 1,075: 175 624 1,350 1,000 -500 0 0 0 500 401 -450: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.3 59.6 2.7 16.4 16.4 0.0 0.0 0.0 9.2 7.2 0.4: 0.0 0.0 Old : 100.0: 71.3 59.6 2.7 16.4 16.4 0.0 0.0 0.0 9.2 7.2 0.4: 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: 9 10 . . . 0 0 0 . 7 .: Old : 28: 9 10 . . . 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 : 58.4 58.0 89.0 86.6 46.1 32.7 53.7 46.3 Old : 58.4 58.0 89.0 86.6 46.1 32.7 53.7 46.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 3, 2017