Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 35,340 : : Positions : : 768 15,123 2,421 10,382 1,547 24,055 1,159 2,015 2,084 3,345 470 : : : : Changes from: October 17, 2017 : : -928 -790 562 -577 -233 -1,002 -38 -39 -384 -276 -109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.2 42.8 6.9 29.4 4.4 68.1 3.3 5.7 5.9 9.5 1.3 : : : : Number of Traders in Each Category Total Traders: 184 : : 8 23 7 16 9 70 11 10 29 25 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 76,531 : : Positions : : 5,848 30,960 8,477 10,480 1,498 23,293 25,387 2,017 25,183 2,186 732 : : : : Changes from: October 17, 2017 : : -656 -546 2,875 -636 -189 -1,947 726 440 -354 258 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.6 40.5 11.1 13.7 2.0 30.4 33.2 2.6 32.9 2.9 1.0 : : : : Number of Traders in Each Category Total Traders: 260 : : 20 20 14 10 6 51 38 17 97 15 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 213,656 : : Positions : : 10,473 72,870 34,088 47,941 13,383 75,196 10,341 16,238 18,838 19,659 19,830 : : : : Changes from: October 17, 2017 : : -1,307 1,332 999 -46 2,470 1,220 -129 -810 -419 -176 -444 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.9 34.1 16.0 22.4 6.3 35.2 4.8 7.6 8.8 9.2 9.3 : : : : Number of Traders in Each Category Total Traders: 219 : : 15 20 14 14 19 43 27 34 54 36 42 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 742,440 : : Positions : : 36,014 215,014 83,314 122,916 94,100 195,159 22,116 89,901 83,033 57,480 111,214 : : : : Changes from: October 17, 2017 : : -622 -5,335 1,964 -6,800 -3,224 -6,182 -4,213 9,732 -4,394 4,689 1,312 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.9 29.0 11.2 16.6 12.7 26.3 3.0 12.1 11.2 7.7 15.0 : : : : Number of Traders in Each Category Total Traders: 408 : : 28 31 15 20 26 88 41 60 117 81 109 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 314,981 : : Positions : : 42,570 126,564 37,806 9,174 9,128 133,649 24,910 19,317 21,323 77,948 32,725 : : : : Changes from: October 17, 2017 : : -1,723 -383 -429 203 3,319 -1,416 -2,442 456 1,063 463 1,992 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 40.2 12.0 2.9 2.9 42.4 7.9 6.1 6.8 24.7 10.4 : : : : Number of Traders in Each Category Total Traders: 359 : : 32 49 15 7 16 100 20 35 54 91 67 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 25,212 : : Positions : : 10,568 21,994 7,162 293 0 1,455 570 0 4,835 1,241 814 : : : : Changes from: October 17, 2017 : : -460 10 500 0 0 0 0 0 240 240 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 87.2 28.4 1.2 0.0 5.8 2.3 0.0 19.2 4.9 3.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 10 13 . . 0 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 16,101 : : Positions : : 4,029 4,253 2,008 0 0 3,014 0 810 5,554 10,405 510 : : : : Changes from: October 17, 2017 : : 752 520 30 0 0 -170 0 349 92 220 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.0 26.4 12.5 0.0 0.0 18.7 0.0 5.0 34.5 64.6 3.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 4 . 0 0 . 0 . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 12,776 : : Positions : : 3,858 4,819 0 174 6 314 2,952 1,343 5,249 1,447 1,273 : : : : Changes from: October 17, 2017 : : 0 0 0 0 0 0 0 0 50 40 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 37.7 0.0 1.4 0.0 2.5 23.1 10.5 41.1 11.3 10.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 7 10 0 . . . 4 . 10 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 7,564 : : Positions : : 1,154 3,851 117 0 0 2,424 388 24 1,069 1,143 915 : : : : Changes from: October 17, 2017 : : 77 41 -2 0 0 -51 0 7 32 -41 106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 50.9 1.5 0.0 0.0 32.1 5.1 0.3 14.1 15.1 12.1 : : : : Number of Traders in Each Category Total Traders: 77 : : 13 22 . 0 0 23 . . 15 12 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 47,484 : : Positions : : 34,119 24,461 0 0 0 0 0 0 13,345 23,003 20 : : : : Changes from: October 17, 2017 : : 3,119 -650 0 0 0 0 0 0 -3,469 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 51.5 0.0 0.0 0.0 0.0 0.0 0.0 28.1 48.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 10 6 0 0 0 0 0 0 4 11 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 69,609 : : Positions : : 47,494 37,006 4,776 15,331 5,117 0 0 0 5,885 5,854 6,301 : : : : Changes from: October 17, 2017 : : -2,643 -765 -66 181 2,754 0 0 0 899 -1,211 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 53.2 6.9 22.0 7.4 0.0 0.0 0.0 8.5 8.4 9.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 11 11 . . . 0 0 0 8 9 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 35,249 : : Positions : : 31,605 7,895 0 26,468 0 0 0 0 3,639 886 0 : : : : Changes from: October 17, 2017 : : 0 0 0 -750 0 0 0 0 -750 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 22.4 0.0 75.1 0.0 0.0 0.0 0.0 10.3 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 5 0 4 0 0 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 33,234 : : Positions : : 30,180 7,100 0 25,356 414 0 0 0 2,276 0 364 : : : : Changes from: October 17, 2017 : : 0 0 0 24 -24 0 0 0 24 0 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 21.4 0.0 76.3 1.2 0.0 0.0 0.0 6.8 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 4 0 4 . 0 0 0 6 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 37,530 : : Positions : : 31,992 18,772 0 0 0 0 0 0 5,513 18,733 25 : : : : Changes from: October 17, 2017 : : 1,412 -900 0 0 0 0 0 0 -1,312 1,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 50.0 0.0 0.0 0.0 0.0 0.0 0.0 14.7 49.9 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 6 0 0 0 0 0 0 6 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 26,567 : : Positions : : 22,015 17,837 0 0 0 0 0 0 4,552 8,730 0 : : : : Changes from: October 17, 2017 : : 705 -300 0 0 0 0 0 0 -205 800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 67.1 0.0 0.0 0.0 0.0 0.0 0.0 17.1 32.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 4 0 0 0 0 0 0 5 8 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 28,635 : : Positions : : 14,782 16,085 0 0 0 1,204 0 0 12,450 12,350 200 : : : : Changes from: October 17, 2017 : : 485 1,530 0 0 0 0 0 0 0 -1,045 -400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 56.2 0.0 0.0 0.0 4.2 0.0 0.0 43.5 43.1 0.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 7 0 0 0 . 0 0 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 20,588 : : Positions : : 9,693 14,788 0 100 0 450 0 0 10,345 5,600 100 : : : : Changes from: October 17, 2017 : : -1,307 500 0 0 0 0 0 0 1,000 -807 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 71.8 0.0 0.5 0.0 2.2 0.0 0.0 50.2 27.2 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 5 0 . 0 . 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 24, 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 48,742 : : Positions : : 35,432 29,184 0 7,165 8,583 0 0 0 4,030 3,112 697 : : : : Changes from: October 17, 2017 : : 217 351 0 722 41 0 0 0 875 20 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 59.9 0.0 14.7 17.6 0.0 0.0 0.0 8.3 6.4 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 11 0 . . 0 0 0 . 7 4 : ----------------------------------------------------------------------------------------------------------------
Updated October 27, 2017