Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALLADIUM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 TROY OUNCES) : CFTC Code #075651 Open Interest is 31,724 : : Positions : : 1,240 16,171 2,162 8,565 1,064 22,437 765 556 2,236 3,352 217 : : : : Changes from: September 19, 2017 : : -701 -812 -157 148 -764 -722 -33 8 -447 -1,082 -704 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.9 51.0 6.8 27.0 3.4 70.7 2.4 1.8 7.0 10.6 0.7 : : : : Number of Traders in Each Category Total Traders: 174 : : 10 24 8 13 7 60 7 6 30 28 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PLATINUM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 50 TROY OUNCES) : CFTC Code #076651 Open Interest is 71,501 : : Positions : : 6,391 31,754 6,261 13,037 1,391 22,137 14,556 2,496 22,202 4,495 969 : : : : Changes from: September 19, 2017 : : 313 -4,267 1,367 -807 -798 -8,210 2,971 153 1,899 -2,715 -1,202 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.9 44.4 8.8 18.2 1.9 31.0 20.4 3.5 31.1 6.3 1.4 : : : : Number of Traders in Each Category Total Traders: 246 : : 17 19 11 11 6 46 30 18 90 22 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SILVER - COMMODITY EXCHANGE INC. (CONTRACTS OF 5,000 TROY OUNCES) : CFTC Code #084691 Open Interest is 204,363 : : Positions : : 11,908 71,539 34,964 47,636 9,671 69,804 11,267 12,899 20,904 19,832 18,230 : : : : Changes from: September 19, 2017 : : 636 -3,016 1,188 -1,895 -1,603 -8,370 435 -713 798 -544 -3,443 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.8 35.0 17.1 23.3 4.7 34.2 5.5 6.3 10.2 9.7 8.9 : : : : Number of Traders in Each Category Total Traders: 218 : : 17 21 15 13 17 42 27 29 51 36 40 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GOLD - COMMODITY EXCHANGE INC. (CONTRACTS OF 100 TROY OUNCES) : CFTC Code #088691 Open Interest is 764,017 : : Positions : : 35,628 224,631 88,401 144,927 102,029 227,673 22,942 72,174 84,949 61,663 105,744 : : : : Changes from: September 19, 2017 : : -96 -3,659 5,689 -15,686 -8,990 -30,415 7,505 -5,185 6,075 -7,087 -22,810 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.7 29.4 11.6 19.0 13.4 29.8 3.0 9.4 11.1 8.1 13.8 : : : : Number of Traders in Each Category Total Traders: 397 : : 26 36 16 18 26 107 29 54 114 67 75 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COPPER-GRADE #1 - COMMODITY EXCHANGE INC. (CONTRACTS OF 25,000 POUNDS) : CFTC Code #085692 Open Interest is 277,914 : : Positions : : 37,776 108,787 43,178 8,300 5,546 122,832 31,930 14,940 13,357 74,301 21,827 : : : : Changes from: September 19, 2017 : : -2,083 -6,739 -2,144 -163 91 -7,891 936 -2,314 1,308 -4,942 -1,139 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.6 39.1 15.5 3.0 2.0 44.2 11.5 5.4 4.8 26.7 7.9 : : : : Number of Traders in Each Category Total Traders: 327 : : 33 45 16 6 10 85 24 28 51 80 49 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. (25 METRIC TONS) : CFTC Code #191693 Open Interest is 26,306 : : Positions : : 12,388 22,752 7,074 341 0 1,660 40 720 3,191 1,274 834 : : : : Changes from: September 19, 2017 : : 1,020 960 -54 0 0 0 0 0 0 1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 86.5 26.9 1.3 0.0 6.3 0.2 2.7 12.1 4.8 3.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 11 13 . . 0 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 20 SHORT TONS) : CFTC Code #192651 Open Interest is 15,686 : : Positions : : 2,657 5,678 2,518 0 0 3,495 0 415 5,156 8,186 1,258 : : : : Changes from: September 19, 2017 : : -37 309 180 0 0 -138 0 -14 445 170 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 36.2 16.1 0.0 0.0 22.3 0.0 2.6 32.9 52.2 8.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 5 . 0 0 . 0 . 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 500 DRY METRIC TONS) : CFTC Code #195651 Open Interest is 13,674 : : Positions : : 4,178 5,088 0 159 21 401 3,294 1,187 5,146 1,536 1,940 : : : : Changes from: September 19, 2017 : : 20 0 0 0 0 -50 10 351 -173 36 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 37.2 0.0 1.2 0.2 2.9 24.1 8.7 37.6 11.2 14.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 9 10 0 . . . 5 . 13 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 110,000 BOARD FEET) : CFTC Code #058643 Open Interest is 6,161 : : Positions : : 753 3,181 124 0 0 2,094 388 54 785 937 721 : : : : Changes from: September 19, 2017 : : 83 267 -1 0 0 190 -11 19 49 7 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.2 51.6 2.0 0.0 0.0 34.0 6.3 0.9 12.7 15.2 11.7 : : : : Number of Traders in Each Category Total Traders: 69 : : 18 24 . 0 0 20 . . 12 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV 1,000 california carbon allowances : CFTC Code #00639H Open Interest is 7,135 : : Positions : : 6,569 2,464 70 4,415 25 0 0 0 446 225 0 : : : : Changes from: September 19, 2017 : : 195 0 0 135 25 0 0 0 40 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 34.5 1.0 61.9 0.4 0.0 0.0 0.0 6.3 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 5 . . . 0 0 0 5 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV (10 SRECs) : CFTC Code #00639X Open Interest is 50,696 : : Positions : : 33,620 25,553 0 0 0 0 0 0 17,056 25,123 20 : : : : Changes from: September 19, 2017 : : 0 -100 0 0 0 0 0 0 -250 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 50.4 0.0 0.0 0.0 0.0 0.0 0.0 33.6 49.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 7 0 0 0 0 0 0 6 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV 1,000 california carbon allowances : CFTC Code #00639Y Open Interest is 69,659 : : Positions : : 49,568 37,512 4,850 16,292 1,394 0 0 0 7,084 7,725 6,736 : : : : Changes from: September 19, 2017 : : -238 -30 -16 325 -34 0 0 0 567 -2 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 53.9 7.0 23.4 2.0 0.0 0.0 0.0 10.2 11.1 9.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 12 11 . . . 0 0 0 8 11 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV 1,000 RGGI CO2 Allowances : CFTC Code #0063A1 Open Interest is 36,599 : : Positions : : 32,110 8,395 0 27,318 0 0 0 0 4,489 886 0 : : : : Changes from: September 19, 2017 : : -35 -25 0 0 0 0 0 0 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 22.9 0.0 74.6 0.0 0.0 0.0 0.0 12.3 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 6 0 4 0 0 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV 1,000 California carbon allowances : CFTC Code #0063A2 Open Interest is 32,795 : : Positions : : 30,095 7,015 0 25,430 0 0 0 0 2,340 0 350 : : : : Changes from: September 19, 2017 : : 415 15 0 300 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 21.4 0.0 77.5 0.0 0.0 0.0 0.0 7.1 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 4 0 4 0 0 0 0 6 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV (10 SRECs) : CFTC Code #0063A3 Open Interest is 37,430 : : Positions : : 30,380 19,722 0 0 0 0 0 0 7,025 17,683 25 : : : : Changes from: September 19, 2017 : : 0 300 0 0 0 0 0 0 400 100 -112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 52.7 0.0 0.0 0.0 0.0 0.0 0.0 18.8 47.2 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 6 0 0 0 0 0 0 6 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV (10 SRECs) : CFTC Code #0063A4 Open Interest is 25,967 : : Positions : : 21,310 17,937 0 0 0 0 0 0 4,657 8,030 0 : : : : Changes from: September 19, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 69.1 0.0 0.0 0.0 0.0 0.0 0.0 17.9 30.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 4 0 0 0 0 0 0 5 6 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV 100 MWh of renewable energy certificates : CFTC Code #0063AB Open Interest is 28,946 : : Positions : : 13,842 14,851 0 0 0 1,703 0 0 12,800 13,495 600 : : : : Changes from: September 19, 2017 : : -22 627 0 0 0 -1 0 0 650 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 51.3 0.0 0.0 0.0 5.9 0.0 0.0 44.2 46.6 2.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 7 0 0 0 . 0 0 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV 100 MWh of renewable energy certificates : CFTC Code #0063AD Open Interest is 19,845 : : Positions : : 10,600 13,338 0 0 0 550 0 0 8,595 6,407 100 : : : : Changes from: September 19, 2017 : : 100 0 0 0 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 67.2 0.0 0.0 0.0 2.8 0.0 0.0 43.3 32.3 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 5 0 0 0 . 0 0 6 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 26, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV 1,000 RGGI CO2 Allowances : CFTC Code #0063AR Open Interest is 40,729 : : Positions : : 31,616 25,176 0 5,988 5,732 0 0 0 2,805 3,219 576 : : : : Changes from: September 19, 2017 : : 80 93 0 -19 -86 0 0 0 0 -31 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 61.8 0.0 14.7 14.1 0.0 0.0 0.0 6.9 7.9 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 11 0 . . 0 0 0 . 8 . : ----------------------------------------------------------------------------------------------------------------
Updated September 29, 2017