PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 35,340: 768 15,123 2,421 10,382 1,547 24,055 1,159 2,015 2,084 3,345 470: 1,978 1,298 Old : 35,340: 768 15,123 2,421 10,382 1,547 24,055 1,159 2,015 2,084 3,345 470: 1,978 1,298 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : -2,230: -928 -790 562 -577 -233 -1,002 -38 -39 -384 -276 -109: -97 -169 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 42.8 6.9 29.4 4.4 68.1 3.3 5.7 5.9 9.5 1.3: 5.6 3.7 Old : 100.0: 2.2 42.8 6.9 29.4 4.4 68.1 3.3 5.7 5.9 9.5 1.3: 5.6 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 : 184: 8 23 7 16 9 70 11 10 29 25 6: Old : 184: 8 23 7 16 9 70 11 10 29 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 : 25.6 37.1 43.1 52.5 25.6 36.7 42.5 50.2 Old : 25.6 37.1 43.1 52.5 25.6 36.7 42.5 50.2 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 - Options and Futures Combined, 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 : 76,531: 5,848 30,960 8,477 10,480 1,498 23,293 25,387 2,017 25,183 2,186 732: 9,482 3,271 Old : 76,531: 5,848 30,960 8,477 10,480 1,498 23,293 25,387 2,017 25,183 2,186 732: 9,482 3,271 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : 94: -656 -546 2,875 -636 -189 -1,947 726 440 -354 258 -16: -59 57 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.6 40.5 11.1 13.7 2.0 30.4 33.2 2.6 32.9 2.9 1.0: 12.4 4.3 Old : 100.0: 7.6 40.5 11.1 13.7 2.0 30.4 33.2 2.6 32.9 2.9 1.0: 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 : 260: 20 20 14 10 6 51 38 17 97 15 6: Old : 260: 20 20 14 10 6 51 38 17 97 15 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 : 13.7 29.9 21.9 45.5 13.6 29.9 21.4 45.5 Old : 13.7 29.9 21.9 45.5 13.6 29.9 21.4 45.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SILVER - COMMODITY EXCHANGE INC. Code-084691 Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 213,656: 10,473 72,870 34,088 47,941 13,383 75,196 10,341 16,238 18,838 19,659 19,830: 25,611 13,395 Old : 213,656: 10,473 72,870 34,088 47,941 13,383 75,196 10,341 16,238 18,838 19,659 19,830: 25,611 13,395 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : 1,763: -1,307 1,332 999 -46 2,470 1,220 -129 -810 -419 -176 -444: 54 -435 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 34.1 16.0 22.4 6.3 35.2 4.8 7.6 8.8 9.2 9.3: 12.0 6.3 Old : 100.0: 4.9 34.1 16.0 22.4 6.3 35.2 4.8 7.6 8.8 9.2 9.3: 12.0 6.3 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 : 219: 15 20 14 14 19 43 27 34 54 36 42: Old : 219: 15 20 14 14 19 43 27 34 54 36 42: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.4 33.3 33.1 49.5 20.2 32.1 31.0 46.3 Old : 21.4 33.3 33.1 49.5 20.2 32.1 31.0 46.3 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 - Options and Futures Combined, 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 : 742,440: 36,014 215,014 83,314 122,916 94,100 195,159 22,116 89,901 83,033 57,480 111,214: 49,705 29,699 Old : 742,440: 36,014 215,014 83,314 122,916 94,100 195,159 22,116 89,901 83,033 57,480 111,214: 49,705 29,699 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : -4,321: -622 -5,335 1,964 -6,800 -3,224 -6,182 -4,213 9,732 -4,394 4,689 1,312: -2,907 -482 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 29.0 11.2 16.6 12.7 26.3 3.0 12.1 11.2 7.7 15.0: 6.7 4.0 Old : 100.0: 4.9 29.0 11.2 16.6 12.7 26.3 3.0 12.1 11.2 7.7 15.0: 6.7 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 : 408: 28 31 15 20 26 88 41 60 117 81 109: Old : 408: 28 31 15 20 26 88 41 60 117 81 109: 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 : 18.1 30.5 27.5 44.6 13.3 24.5 20.1 34.0 Old : 18.1 30.5 27.5 44.6 13.3 24.5 20.1 34.0 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 - Options and Futures Combined, 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 : 314,981: 42,570 126,564 37,806 9,174 9,128 133,649 24,910 19,317 21,323 77,948 32,725: 18,462 15,214 Old : 314,981: 42,570 126,564 37,806 9,174 9,128 133,649 24,910 19,317 21,323 77,948 32,725: 18,462 15,214 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : 3,455: -1,723 -383 -429 203 3,319 -1,416 -2,442 456 1,063 463 1,992: 194 -152 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.5 40.2 12.0 2.9 2.9 42.4 7.9 6.1 6.8 24.7 10.4: 5.9 4.8 Old : 100.0: 13.5 40.2 12.0 2.9 2.9 42.4 7.9 6.1 6.8 24.7 10.4: 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 : 359: 32 49 15 7 16 100 20 35 54 91 67: Old : 359: 32 49 15 7 16 100 20 35 54 91 67: 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 23.6 27.9 35.5 16.5 21.2 26.0 32.0 Old : 17.7 23.6 27.9 35.5 16.5 21.2 26.0 32.0 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 : 7,564: 1,154 3,851 117 0 0 2,424 388 24 1,069 1,143 915: 1,861 1,244 Old : 7,564: 1,154 3,851 117 0 0 2,424 388 24 1,069 1,143 915: 1,861 1,244 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : 248: 77 41 -2 0 0 -51 0 7 32 -41 106: 79 135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.3 50.9 1.5 0.0 0.0 32.1 5.1 0.3 14.1 15.1 12.1: 24.6 16.4 Old : 100.0: 15.3 50.9 1.5 0.0 0.0 32.1 5.1 0.3 14.1 15.1 12.1: 24.6 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 : 77: 13 22 . 0 0 23 . . 15 12 13: Old : 77: 13 22 . 0 0 23 . . 15 12 13: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.0 34.7 34.2 50.9 23.0 34.5 31.6 49.5 Old : 23.0 34.7 34.2 50.9 23.0 34.5 31.6 49.5 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 : 69,609: 47,494 37,006 4,776 15,331 5,117 0 0 0 5,885 5,854 6,301: 36 0 Old : 69,609: 47,494 37,006 4,776 15,331 5,117 0 0 0 5,885 5,854 6,301: 36 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : 916: -2,643 -765 -66 181 2,754 0 0 0 899 -1,211 -43: 15 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.2 53.2 6.9 22.0 7.4 0.0 0.0 0.0 8.5 8.4 9.1: 0.1 0.0 Old : 100.0: 68.2 53.2 6.9 22.0 7.4 0.0 0.0 0.0 8.5 8.4 9.1: 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: 11 11 . . . 0 0 0 8 9 9: Old : 35: 11 11 . . . 0 0 0 8 9 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 : 59.9 43.5 80.2 73.2 41.5 33.3 52.8 48.5 Old : 59.9 43.5 80.2 73.2 41.5 33.3 52.8 48.5 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 : 33,234: 30,180 7,100 0 25,356 414 0 0 0 2,276 0 364: 0 0 Old : 33,234: 30,180 7,100 0 25,356 414 0 0 0 2,276 0 364: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : -24: 0 0 0 24 -24 0 0 0 24 0 -24: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.8 21.4 0.0 76.3 1.2 0.0 0.0 0.0 6.8 0.0 1.1: 0.0 0.0 Old : 100.0: 90.8 21.4 0.0 76.3 1.2 0.0 0.0 0.0 6.8 0.0 1.1: 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 : 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 : 88.9 84.3 95.3 99.4 88.9 83.3 92.7 94.1 Old : 88.9 84.3 95.3 99.4 88.9 83.3 92.7 94.1 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 : 28,635: 14,782 16,085 0 0 0 1,204 0 0 12,450 12,350 200: 0 0 Old : 28,635: 14,782 16,085 0 0 0 1,204 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 : : 85: 485 1,530 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: 51.6 56.2 0.0 0.0 0.0 4.2 0.0 0.0 43.5 43.1 0.7: 0.0 0.0 Old : 100.0: 51.6 56.2 0.0 0.0 0.0 4.2 0.0 0.0 43.5 43.1 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: 11 7 0 0 0 . 0 0 5 4 .: Old : 23: 11 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 : 60.0 66.4 83.4 95.5 59.3 65.0 82.7 90.7 Old : 60.0 66.4 83.4 95.5 59.3 65.0 82.7 90.7 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 : 48,742: 35,432 29,184 0 7,165 8,583 0 0 0 4,030 3,112 697: 0 0 Old : 48,742: 35,432 29,184 0 7,165 8,583 0 0 0 4,030 3,112 697: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 17, 2017 : : 1,105: 217 351 0 722 41 0 0 0 875 20 -28: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.7 59.9 0.0 14.7 17.6 0.0 0.0 0.0 8.3 6.4 1.4: 0.0 0.0 Old : 100.0: 72.7 59.9 0.0 14.7 17.6 0.0 0.0 0.0 8.3 6.4 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: 13 11 0 . . 0 0 0 . 7 4: Old : 28: 13 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 : 58.8 57.4 86.5 84.1 45.9 33.6 51.5 45.3 Old : 58.8 57.4 86.5 84.1 45.9 33.6 51.5 45.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 27, 2017