PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Disaggregated Commitments of Traders - Options and Futures Combined, November 28, 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 : 36,763: 1,296 17,149 1,888 11,002 1,262 26,234 1,214 784 2,894 3,277 446: 1,958 1,629 Old : 36,763: 1,296 17,149 1,888 11,002 1,262 26,234 1,214 784 2,894 3,277 446: 1,958 1,629 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 1,011: 51 1,033 -203 499 -135 1,707 104 -815 440 44 6: -40 275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 46.6 5.1 29.9 3.4 71.4 3.3 2.1 7.9 8.9 1.2: 5.3 4.4 Old : 100.0: 3.5 46.6 5.1 29.9 3.4 71.4 3.3 2.1 7.9 8.9 1.2: 5.3 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 193: 14 24 8 13 8 72 12 10 32 26 5: Old : 193: 14 24 8 13 8 72 12 10 32 26 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 : 26.2 42.0 43.2 54.5 26.2 40.7 43.2 52.4 Old : 26.2 42.0 43.2 54.5 26.2 40.7 43.2 52.4 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, November 28, 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 : 80,002: 5,950 33,990 5,051 15,614 1,562 29,247 17,522 4,098 24,901 3,781 856: 8,338 2,578 Old : 80,002: 5,950 33,990 5,051 15,614 1,562 29,247 17,522 4,098 24,901 3,781 856: 8,338 2,578 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 791: 310 1,498 -1,488 3,392 107 2,044 -5,019 442 -446 752 363: -543 -745 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 42.5 6.3 19.5 2.0 36.6 21.9 5.1 31.1 4.7 1.1: 10.4 3.2 Old : 100.0: 7.4 42.5 6.3 19.5 2.0 36.6 21.9 5.1 31.1 4.7 1.1: 10.4 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 276: 19 21 9 14 6 70 28 19 98 19 11: Old : 276: 19 21 9 14 6 70 28 19 98 19 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 : 13.4 32.0 22.2 47.0 13.4 32.0 21.5 46.7 Old : 13.4 32.0 22.2 47.0 13.4 32.0 21.5 46.7 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, November 28, 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 : 196,994: 14,461 71,763 32,219 47,754 10,074 69,912 13,407 7,253 19,824 18,298 15,162: 28,089 13,283 Old : 196,994: 14,461 71,763 32,219 47,754 10,074 69,912 13,407 7,253 19,824 18,298 15,162: 28,089 13,283 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -20,101: -605 -6,056 619 -695 -4,395 -7,207 708 -2,961 73 343 -6,915: 1,291 -129 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 36.4 16.4 24.2 5.1 35.5 6.8 3.7 10.1 9.3 7.7: 14.3 6.7 Old : 100.0: 7.3 36.4 16.4 24.2 5.1 35.5 6.8 3.7 10.1 9.3 7.7: 14.3 6.7 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 : 199: 19 18 12 14 17 41 25 21 51 26 33: Old : 199: 19 18 12 14 17 41 25 21 51 26 33: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.9 35.9 31.9 51.7 20.9 34.6 31.3 50.4 Old : 20.9 35.9 31.9 51.7 20.9 34.6 31.3 50.4 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 - Options and Futures Combined, November 28, 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 : 667,490: 32,074 215,367 73,812 148,005 79,995 214,195 9,991 53,985 80,781 49,775 82,264: 50,386 28,109 Old : 667,490: 32,074 215,367 73,812 148,005 79,995 214,195 9,991 53,985 80,781 49,775 82,264: 50,386 28,109 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -67,826: -7,442 -4,162 -2,968 21,926 -18,509 22,751 -4,386 -27,280 -2,494 -4,818 -28,842: -3,043 -1,754 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 32.3 11.1 22.2 12.0 32.1 1.5 8.1 12.1 7.5 12.3: 7.5 4.2 Old : 100.0: 4.8 32.3 11.1 22.2 12.0 32.1 1.5 8.1 12.1 7.5 12.3: 7.5 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 : 375: 22 29 13 19 22 102 23 53 105 65 79: Old : 375: 22 29 13 19 22 102 23 53 105 65 79: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.6 32.7 25.6 46.8 12.9 27.8 20.0 40.3 Old : 16.6 32.7 25.6 46.8 12.9 27.8 20.0 40.3 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 - Options and Futures Combined, November 28, 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 : 275,113: 38,522 120,855 37,997 6,109 5,542 114,546 32,795 15,993 17,896 56,131 25,683: 18,934 12,004 Old : 275,113: 38,522 120,855 37,997 6,109 5,542 114,546 32,795 15,993 17,896 56,131 25,683: 18,934 12,004 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -6,930: -3,361 1,821 -21 -160 -1,269 2,440 1,760 -3,352 -551 -3,263 -1,716: 900 -751 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.0 43.9 13.8 2.2 2.0 41.6 11.9 5.8 6.5 20.4 9.3: 6.9 4.4 Old : 100.0: 14.0 43.9 13.8 2.2 2.0 41.6 11.9 5.8 6.5 20.4 9.3: 6.9 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 327: 35 46 15 7 11 83 29 36 47 77 61: Old : 327: 35 46 15 7 11 83 29 36 47 77 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 : 18.1 26.3 28.8 39.7 17.3 22.2 27.1 33.6 Old : 18.1 26.3 28.8 39.7 17.3 22.2 27.1 33.6 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, November 28, 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 : 26,645: 9,693 22,813 7,021 240 0 1,250 380 0 7,770 2,136 595: 316 481 Old : 26,645: 9,693 22,813 7,021 240 0 1,250 380 0 7,770 2,136 595: 316 481 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 879: -26 704 163 0 0 0 0 0 740 175 0: 2 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.4 85.6 26.4 0.9 0.0 4.7 1.4 0.0 29.2 8.0 2.2: 1.2 1.8 Old : 100.0: 36.4 85.6 26.4 0.9 0.0 4.7 1.4 0.0 29.2 8.0 2.2: 1.2 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 9 13 . . 0 . . 0 5 4 4: Old : 33: 9 13 . . 0 . . 0 5 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.2 61.8 84.8 79.4 62.5 61.0 80.8 77.3 Old : 63.2 61.8 84.8 79.4 62.5 61.0 80.8 77.3 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, November 28, 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 : 14,931: 3,059 3,823 2,098 0 0 3,107 0 438 5,546 10,073 510: 173 87 Old : 14,931: 3,059 3,823 2,098 0 0 3,107 0 438 5,546 10,073 510: 173 87 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 41: 45 11 30 0 0 -5 0 -75 0 130 0: 46 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.5 25.6 14.1 0.0 0.0 20.8 0.0 2.9 37.1 67.5 3.4: 1.2 0.6 Old : 100.0: 20.5 25.6 14.1 0.0 0.0 20.8 0.0 2.9 37.1 67.5 3.4: 1.2 0.6 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 : 22: 8 5 . 0 0 . 0 . 7 . .: Old : 22: 8 5 . 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 : 60.0 88.5 79.7 99.3 57.1 85.1 76.7 89.6 Old : 60.0 88.5 79.7 99.3 57.1 85.1 76.7 89.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 IRON ORE 62% FE-CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 Disaggregated Commitments of Traders - Options and Futures Combined, November 28, 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 : 12,884: 3,599 4,129 0 124 25 518 2,790 1,494 4,714 1,658 1,923: 611 741 Old : 12,884: 3,599 4,129 0 124 25 518 2,790 1,494 4,714 1,658 1,923: 611 741 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 634: 253 253 0 0 0 30 0 27 -50 -9 363: 11 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.9 32.0 0.0 1.0 0.2 4.0 21.7 11.6 36.6 12.9 14.9: 4.7 5.8 Old : 100.0: 27.9 32.0 0.0 1.0 0.2 4.0 21.7 11.6 36.6 12.9 14.9: 4.7 5.8 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 : 37: 7 10 0 . . . 4 . 11 7 10: Old : 37: 7 10 0 . . . 4 . 11 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 : 41.0 52.5 64.6 67.5 29.7 31.1 40.4 40.8 Old : 41.0 52.5 64.6 67.5 29.7 31.1 40.4 40.8 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, November 28, 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 : 7,224: 918 3,513 103 0 0 1,960 478 8 1,438 928 1,100: 1,697 1,196 Old : 7,224: 918 3,513 103 0 0 1,960 478 8 1,438 928 1,100: 1,697 1,196 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -392: -46 -311 0 0 0 -379 0 -1 15 -116 -22: 40 58 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 48.6 1.4 0.0 0.0 27.1 6.6 0.1 19.9 12.8 15.2: 23.5 16.6 Old : 100.0: 12.7 48.6 1.4 0.0 0.0 27.1 6.6 0.1 19.9 12.8 15.2: 23.5 16.6 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 : 78: 14 26 . 0 0 20 . . 12 14 12: Old : 78: 14 26 . 0 0 20 . . 12 14 12: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.3 31.5 38.0 48.3 25.0 31.3 35.0 45.3 Old : 26.3 31.5 38.0 48.3 25.0 31.3 35.0 45.3 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, November 28, 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 : 47,734: 34,049 25,161 0 0 0 0 0 0 13,665 22,553 20: 0 0 Old : 47,734: 34,049 25,161 0 0 0 0 0 0 13,665 22,553 20: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 50: -100 150 0 0 0 0 0 0 150 -100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.3 52.7 0.0 0.0 0.0 0.0 0.0 0.0 28.6 47.2 0.0: 0.0 0.0 Old : 100.0: 71.3 52.7 0.0 0.0 0.0 0.0 0.0 0.0 28.6 47.2 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 : 63.1 61.0 90.9 85.8 63.1 60.1 90.9 83.3 Old : 63.1 61.0 90.9 85.8 63.1 60.1 90.9 83.3 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, November 28, 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 : 77,603: 48,557 39,101 5,565 14,561 8,455 0 0 0 5,730 6,222 9,265: 31 0 Old : 77,603: 48,557 39,101 5,565 14,561 8,455 0 0 0 5,730 6,222 9,265: 31 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -608: -19 465 45 -28 -1,257 0 0 0 141 -270 483: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.6 50.4 7.2 18.8 10.9 0.0 0.0 0.0 7.4 8.0 11.9: 0.0 0.0 Old : 100.0: 62.6 50.4 7.2 18.8 10.9 0.0 0.0 0.0 7.4 8.0 11.9: 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 : 37: 12 10 . . 4 0 0 0 7 10 10: Old : 37: 12 10 . . 4 0 0 0 7 10 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 : 58.1 43.7 77.0 70.9 38.1 31.3 47.7 43.2 Old : 58.1 43.7 77.0 70.9 38.1 31.3 47.7 43.2 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, November 28, 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 : 34,249: 25,970 7,395 5,635 25,968 0 0 0 0 2,639 886 0: 5 0 Old : 34,249: 25,970 7,395 5,635 25,968 0 0 0 0 2,639 886 0: 5 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 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: 75.8 21.6 16.5 75.8 0.0 0.0 0.0 0.0 7.7 2.6 0.0: 0.0 0.0 Old : 100.0: 75.8 21.6 16.5 75.8 0.0 0.0 0.0 0.0 7.7 2.6 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 : 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 : 76.1 85.5 97.7 97.3 73.3 85.5 92.0 92.9 Old : 76.1 85.5 97.7 97.3 73.3 85.5 92.0 92.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 Disaggregated Commitments of Traders - Options and Futures Combined, November 28, 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 : 35,149: 30,907 7,825 0 25,217 428 0 0 0 2,386 251 1,429: 0 0 Old : 35,149: 30,907 7,825 0 25,217 428 0 0 0 2,386 251 1,429: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 131: -4 150 0 15 -115 0 0 0 165 -4 85: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.9 22.3 0.0 71.7 1.2 0.0 0.0 0.0 6.8 0.7 4.1: 0.0 0.0 Old : 100.0: 87.9 22.3 0.0 71.7 1.2 0.0 0.0 0.0 6.8 0.7 4.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 8 5 0 4 . 0 0 0 7 . .: Old : 24: 8 5 0 4 . 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 : 85.5 78.5 94.0 97.1 84.5 78.3 88.0 89.0 Old : 85.5 78.5 94.0 97.1 84.5 78.3 88.0 89.0 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, November 28, 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 : 38,092: 31,992 16,022 0 0 0 0 0 0 5,713 21,683 387: 0 0 Old : 38,092: 31,992 16,022 0 0 0 0 0 0 5,713 21,683 387: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 650: 650 200 0 0 0 0 0 0 0 450 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.0 42.1 0.0 0.0 0.0 0.0 0.0 0.0 15.0 56.9 1.0: 0.0 0.0 Old : 100.0: 84.0 42.1 0.0 0.0 0.0 0.0 0.0 0.0 15.0 56.9 1.0: 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 : 26: 8 6 0 0 0 0 0 0 5 9 .: Old : 26: 8 6 0 0 0 0 0 0 5 9 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.9 67.4 94.1 90.5 77.9 65.7 94.1 88.5 Old : 77.9 67.4 94.1 90.5 77.9 65.7 94.1 88.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 Disaggregated Commitments of Traders - Options and Futures Combined, November 28, 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 : 26,552: 21,360 14,132 0 0 0 0 0 0 5,192 12,420 0: 0 0 Old : 26,552: 21,360 14,132 0 0 0 0 0 0 5,192 12,420 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 100: 100 -100 0 0 0 0 0 0 0 200 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.4 53.2 0.0 0.0 0.0 0.0 0.0 0.0 19.6 46.8 0.0: 0.0 0.0 Old : 100.0: 80.4 53.2 0.0 0.0 0.0 0.0 0.0 0.0 19.6 46.8 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: 7 5 0 0 0 0 0 0 4 9 0: Old : 25: 7 5 0 0 0 0 0 0 4 9 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 : 78.0 70.8 97.5 90.8 78.0 70.8 97.5 90.8 Old : 78.0 70.8 97.5 90.8 78.0 70.8 97.5 90.8 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, November 28, 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 : 28,345: 15,035 16,995 0 0 0 310 0 0 12,800 11,150 200: 0 0 Old : 28,345: 15,035 16,995 0 0 0 310 0 0 12,800 11,150 200: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -135: 14 -135 0 0 0 -99 0 0 -50 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.0 60.0 0.0 0.0 0.0 1.1 0.0 0.0 45.2 39.3 0.7: 0.0 0.0 Old : 100.0: 53.0 60.0 0.0 0.0 0.0 1.1 0.0 0.0 45.2 39.3 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: 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 : 64.3 64.4 84.4 95.0 63.6 63.0 82.6 90.3 Old : 64.3 64.4 84.4 95.0 63.6 63.0 82.6 90.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD Disaggregated Commitments of Traders - Options and Futures Combined, November 28, 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: 10,643 14,788 0 100 0 0 0 0 9,845 5,600 100: 0 0 Old : 20,588: 10,643 14,788 0 100 0 0 0 0 9,845 5,600 100: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 150: 150 150 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.7 71.8 0.0 0.5 0.0 0.0 0.0 0.0 47.8 27.2 0.5: 0.0 0.0 Old : 100.0: 51.7 71.8 0.0 0.5 0.0 0.0 0.0 0.0 47.8 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 : 22: 7 5 0 . 0 0 0 0 6 . .: Old : 22: 7 5 0 . 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 : 60.7 67.5 88.9 99.5 60.7 67.5 88.9 99.0 Old : 60.7 67.5 88.9 99.5 60.7 67.5 88.9 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, November 28, 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 : 52,873: 41,061 35,692 1,350 8,260 4,497 0 0 0 5,005 3,464 959: 0 0 Old : 52,873: 41,061 35,692 1,350 8,260 4,497 0 0 0 5,005 3,464 959: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -1,310: -4 8 0 -6 -2,006 0 0 0 -4 -11 704: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.7 67.5 2.6 15.6 8.5 0.0 0.0 0.0 9.5 6.6 1.8: 0.0 0.0 Old : 100.0: 77.7 67.5 2.6 15.6 8.5 0.0 0.0 0.0 9.5 6.6 1.8: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 13 10 . . . 0 0 0 . 7 4: Old : 28: 13 10 . . . 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 : 58.7 59.3 87.0 85.6 46.8 32.6 53.9 45.8 Old : 58.7 59.3 87.0 85.6 46.8 32.6 53.9 45.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 1, 2017