Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2019 : 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 24,135 : : Positions : : 755 9,080 2,674 5,646 292 14,385 1,916 2,305 1,293 2,747 164 : : : : Changes from: December 17, 2019 : : 58 -403 411 -706 -389 -2,066 -596 146 -571 12 54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.1 37.6 11.1 23.4 1.2 59.6 7.9 9.5 5.4 11.4 0.7 : : : : Number of Traders in Each Category Total Traders: 170 : : 10 21 8 15 8 55 11 11 17 39 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2019 : 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 100,031 : : Positions : : 6,251 44,399 9,214 36,355 1,733 47,612 5,787 4,524 19,742 4,136 818 : : : : Changes from: December 17, 2019 : : -304 1,922 276 170 -529 2,093 -562 -185 -399 -179 -1,527 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.2 44.4 9.2 36.3 1.7 47.6 5.8 4.5 19.7 4.1 0.8 : : : : Number of Traders in Each Category Total Traders: 260 : : 18 24 16 16 11 85 16 20 71 16 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2019 : 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 260,191 : : Positions : : 12,554 65,368 55,033 91,151 11,030 82,462 27,892 12,426 19,427 8,750 34,346 : : : : Changes from: December 17, 2019 : : -146 4,336 1,017 13,465 535 14,115 -3,881 1,670 748 -490 5,161 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.8 25.1 21.2 35.0 4.2 31.7 10.7 4.8 7.5 3.4 13.2 : : : : Number of Traders in Each Category Total Traders: 239 : : 11 19 17 17 20 68 19 34 66 22 46 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2019 : 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 1,072,332 : : Positions : : 63,995 200,887 120,605 342,816 143,141 266,196 23,277 125,333 110,593 31,379 175,996 : : : : Changes from: December 17, 2019 : : 6,981 11,920 -2,079 26,462 3,516 22,727 -924 14,369 7,297 341 11,042 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.0 18.7 11.2 32.0 13.3 24.8 2.2 11.7 10.3 2.9 16.4 : : : : Number of Traders in Each Category Total Traders: 404 : : 23 28 19 26 35 115 23 66 138 44 93 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2019 : 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 280,142 : : Positions : : 36,805 86,112 47,155 5,147 10,941 78,291 68,804 39,497 19,690 25,621 29,741 : : : : Changes from: December 17, 2019 : : -2,284 1,250 1,438 -60 -12 2,688 310 5,079 -1,131 -1,205 -509 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.1 30.7 16.8 1.8 3.9 27.9 24.6 14.1 7.0 9.1 10.6 : : : : Number of Traders in Each Category Total Traders: 305 : : 31 46 22 5 15 87 38 48 41 46 51 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2019 : 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 - COMMODITY EXCHANGE INC. (55,116 US Pounds-25 MT) : CFTC Code #191693 Open Interest is 27,779 : : Positions : : 14,392 23,154 11,223 1,022 461 0 300 0 1,414 2,730 0 : : : : Changes from: December 17, 2019 : : 439 764 355 30 -2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 83.4 40.4 3.7 1.7 0.0 1.1 0.0 5.1 9.8 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 13 17 8 . 7 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2019 : 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 17,164 : : Positions : : 7,532 12,001 1,307 420 1,402 1,636 1,839 666 3,870 176 546 : : : : Changes from: December 17, 2019 : : 707 -161 0 0 0 -52 822 8 84 2 -37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 69.9 7.6 2.4 8.2 9.5 10.7 3.9 22.5 1.0 3.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 11 . . . . . . 8 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2019 : 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 3,647 : : Positions : : 563 1,836 117 0 0 1,256 309 4 255 234 469 : : : : Changes from: December 17, 2019 : : -1 -71 0 0 0 107 0 3 -10 21 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.4 50.4 3.2 0.0 0.0 34.4 8.5 0.1 7.0 6.4 12.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 11 17 . 0 0 13 . . . 10 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2019 : 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 33,977 : : Positions : : 19,850 7,699 3,220 16,500 346 4,917 0 0 4,922 8,732 700 : : : : Changes from: December 17, 2019 : : -607 23 40 -50 0 2,340 0 0 0 1,800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 22.7 9.5 48.6 1.0 14.5 0.0 0.0 14.5 25.7 2.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 15 9 4 . . 4 0 0 9 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2019 : 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 2019 - ICE FUTURES ENERGY DIV 1,000 California carbon allowances : CFTC Code #0063AS Open Interest is 95,994 : : Positions : : 28,905 32,976 993 19,424 12,557 36,678 980 3,250 9,763 22,981 2,351 : : : : Changes from: December 17, 2019 : : -4,494 -1,253 3 -883 -522 -995 840 900 2,075 -2,104 -568 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 34.4 1.0 20.2 13.1 38.2 1.0 3.4 10.2 23.9 2.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 19 14 . 5 6 7 . . 13 8 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2019 : 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 VINTAGE 2020 - ICE FUTURES ENERGY DIV 1,000 California carbon allowances : CFTC Code #0063CA Open Interest is 71,895 : : Positions : : 28,140 32,277 550 7,555 5,054 17,761 500 3,488 11,353 17,514 5,432 : : : : Changes from: December 17, 2019 : : 2,009 -595 0 97 -152 387 111 292 -423 2,361 380 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 44.9 0.8 10.5 7.0 24.7 0.7 4.9 15.8 24.4 7.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 17 13 . 6 . 8 . 6 14 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2019 : 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 - ICE FUTURES ENERGY DIV (10 SRECs) : CFTC Code #0063CC Open Interest is 154,133 : : Positions : : 102,406 119,586 0 354 5,808 15,140 0 259 26,795 24,401 3,725 : : : : Changes from: December 17, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 77.6 0.0 0.2 3.8 9.8 0.0 0.2 17.4 15.8 2.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 12 0 . . . 0 . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2019 : 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 - ICE FUTURES ENERGY DIV 100 MWh of renewable energy certificates : CFTC Code #0063CH Open Interest is 123,821 : : Positions : : 94,972 101,833 6,050 1,938 1,065 3,506 0 0 14,541 15,298 3,687 : : : : Changes from: December 17, 2019 : : 603 39,356 0 0 0 0 0 0 -147 -38,900 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 82.2 4.9 1.6 0.9 2.8 0.0 0.0 11.7 12.4 3.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 9 . . . . 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2019 : 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 VINTAGE 2021 - ICE FUTURES ENERGY DIV 1,000 California carbon allowances : CFTC Code #0063CJ Open Interest is 35,174 : : Positions : : 17,105 18,609 350 5,799 1,981 5,548 0 167 6,742 5,337 3,281 : : : : Changes from: December 17, 2019 : : 92 -304 0 1,030 0 99 0 0 477 -100 -210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 52.9 1.0 16.5 5.6 15.8 0.0 0.5 19.2 15.2 9.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 9 9 . 4 . . 0 . 7 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2019 : 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 2019 - ICE FUTURES ENERGY DIV 1,000 RGGI CO2 Allowances : CFTC Code #0063CL Open Interest is 53,232 : : Positions : : 30,593 19,435 1,764 17,092 12,715 3,990 0 0 3,665 3,485 505 : : : : Changes from: December 17, 2019 : : 3,131 -4,044 -2,000 4,900 -3,571 0 0 0 225 500 -210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 36.5 3.3 32.1 23.9 7.5 0.0 0.0 6.9 6.5 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 9 . . . . 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2019 : 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 ALLOWANCE V2022 - ICE FUTURES ENERGY DIV 1,000 California carbon allowances : CFTC Code #0063D9 Open Interest is 18,973 : : Positions : : 5,723 11,366 750 4,468 0 8,419 0 0 2,175 1,233 1,906 : : : : Changes from: December 17, 2019 : : -1,325 1,150 0 250 0 2,725 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 59.9 4.0 23.5 0.0 44.4 0.0 0.0 11.5 6.5 10.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 6 9 . . 0 5 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2019 : 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 2020 - ICE FUTURES ENERGY DIV 1,000 RGGI CO2 Allowances : CFTC Code #0063DJ Open Interest is 13,465 : : Positions : : 12,349 12,790 100 175 0 250 0 0 766 500 0 : : : : Changes from: December 17, 2019 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 95.0 0.7 1.3 0.0 1.9 0.0 0.0 5.7 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CT RECs CLASS 1 - ICE FUTURES ENERGY DIV 100 MWh of Class 1 Renewable Energy Certificates : CFTC Code #0063DK Open Interest is 12,195 : : Positions : : 9,900 9,430 1,199 50 1 81 0 64 800 2,500 150 : : : : Changes from: December 17, 2019 : : 0 300 0 0 0 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 77.3 9.8 0.4 0.0 0.7 0.0 0.5 6.6 20.5 1.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV 100 MWh of Class 1 Renewable Energy Certifi : CFTC Code #0063DL Open Interest is 19,809 : : Positions : : 15,473 13,186 1,013 0 148 209 0 350 2,089 5,625 500 : : : : Changes from: December 17, 2019 : : 0 798 -2 0 0 0 0 0 0 -800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 66.6 5.1 0.0 0.7 1.1 0.0 1.8 10.5 28.4 2.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 8 . 0 . . 0 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV (10 SRECs) : CFTC Code #0063DN Open Interest is 44,335 : : Positions : : 20,381 30,924 0 602 372 730 0 500 20,615 10,200 1,737 : : : : Changes from: December 17, 2019 : : 250 0 0 0 0 0 0 0 -250 0 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 69.8 0.0 1.4 0.8 1.6 0.0 1.1 46.5 23.0 3.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 8 0 . . . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2019 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MASS SREC CARVE OUT 1 - ICE FUTURES ENERGY DIV (10 SRECs) : CFTC Code #0063DP Open Interest is 14,435 : : Positions : : 11,827 5,485 608 100 0 50 0 0 500 7,400 1,450 : : : : Changes from: December 17, 2019 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 38.0 4.2 0.7 0.0 0.3 0.0 0.0 3.5 51.3 10.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 6 . . 0 . 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated December 30, 2019