Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 34,052 : : Positions : : 628 14,658 2,192 10,257 806 24,002 1,304 1,959 2,230 3,581 119 : : : : Changes from: October 24, 2017 : : 75 -101 -183 -220 40 96 145 303 136 355 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 1.8 43.0 6.4 30.1 2.4 70.5 3.8 5.8 6.5 10.5 0.3 : : : : Number of Traders in Each Category Total Traders: 178 : : 8 23 7 13 5 67 13 7 26 25 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 77,828 : : Positions : : 6,148 30,290 8,692 9,998 1,411 24,247 26,246 2,023 25,335 3,724 613 : : : : Changes from: October 24, 2017 : : 312 -659 389 -275 81 1,049 881 255 38 1,542 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.9 38.9 11.2 12.8 1.8 31.2 33.7 2.6 32.6 4.8 0.8 : : : : Number of Traders in Each Category Total Traders: 268 : : 18 19 14 10 . 57 38 15 97 15 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 198,853 : : Positions : : 10,258 69,113 32,721 44,894 8,653 73,090 15,357 14,972 22,292 19,873 12,009 : : : : Changes from: October 24, 2017 : : 2,211 -2,000 -1,580 -2,846 1,692 -1,808 4,797 1,161 1,777 140 440 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.2 34.8 16.5 22.6 4.4 36.8 7.7 7.5 11.2 10.0 6.0 : : : : Number of Traders in Each Category Total Traders: 209 : : 14 16 15 13 12 41 28 22 54 26 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 531,918 : : Positions : : 17,081 200,789 86,265 113,205 25,025 182,652 16,687 69,029 86,058 58,928 20,325 : : : : Changes from: October 24, 2017 : : -1,279 -234 1,889 839 2,293 -10,049 -7,646 8,839 3,238 -875 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.2 37.7 16.2 21.3 4.7 34.3 3.1 13.0 16.2 11.1 3.8 : : : : Number of Traders in Each Category Total Traders: 343 : : 19 24 14 21 19 79 33 36 97 61 48 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 299,573 : : Positions : : 40,430 122,735 37,809 7,947 9,356 131,251 26,128 19,777 14,262 71,792 29,138 : : : : Changes from: October 24, 2017 : : -907 -3,656 387 -1,228 658 -2,478 1,302 823 -7,765 -5,886 578 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 41.0 12.6 2.7 3.1 43.8 8.7 6.6 4.8 24.0 9.7 : : : : Number of Traders in Each Category Total Traders: 350 : : 32 48 14 8 14 95 24 37 53 84 61 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 26,811 : : Positions : : 10,098 23,109 8,129 293 0 1,455 570 0 6,125 1,913 626 : : : : Changes from: October 24, 2017 : : -470 1,115 967 0 0 0 0 0 1,290 672 -188 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 86.2 30.3 1.1 0.0 5.4 2.1 0.0 22.8 7.1 2.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 9 13 . . 0 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 13,110 : : Positions : : 2,841 2,840 1,690 0 0 2,175 0 797 4,779 8,752 510 : : : : Changes from: October 24, 2017 : : -1,188 -1,413 -318 0 0 -839 0 -13 -775 -1,653 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.7 21.7 12.9 0.0 0.0 16.6 0.0 6.1 36.5 66.8 3.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 4 . 0 0 . 0 . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 12,789 : : Positions : : 3,858 4,819 0 170 25 314 2,952 1,343 5,249 1,451 1,273 : : : : Changes from: October 24, 2017 : : 0 0 0 -4 19 0 0 0 0 4 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 37.7 0.0 1.3 0.2 2.5 23.1 10.5 41.0 11.3 10.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 7 10 0 . . . 4 . 10 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 6,775 : : Positions : : 772 3,412 113 0 0 2,458 388 0 1,149 1,383 342 : : : : Changes from: October 24, 2017 : : -294 11 -4 0 0 10 0 0 81 -227 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.4 50.4 1.7 0.0 0.0 36.3 5.7 0.0 17.0 20.4 5.0 : : : : Number of Traders in Each Category Total Traders: 78 : : 13 24 . 0 0 23 . 0 12 12 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 6,599 : : Positions : : 6,134 2,214 70 4,254 0 0 0 0 390 125 0 : : : : Changes from: October 24, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 33.6 1.1 64.5 0.0 0.0 0.0 0.0 5.9 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 5 . . 0 0 0 0 5 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 47,434 : : Positions : : 34,049 24,461 0 0 0 0 0 0 13,365 22,953 20 : : : : Changes from: October 24, 2017 : : -70 0 0 0 0 0 0 0 20 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 51.6 0.0 0.0 0.0 0.0 0.0 0.0 28.2 48.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 6 0 0 0 0 0 0 4 10 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 53,928 : : Positions : : 38,609 26,023 3,694 15,526 5,450 0 0 0 5,467 6,247 682 : : : : Changes from: October 24, 2017 : : 2,453 2,341 150 -604 1,950 0 0 0 -505 351 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 48.3 6.8 28.8 10.1 0.0 0.0 0.0 10.1 11.6 1.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 10 10 . . . 0 0 0 8 9 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 34,749 : : Positions : : 25,970 7,895 5,635 25,968 0 0 0 0 3,139 886 0 : : : : Changes from: October 24, 2017 : : -5,635 0 5,635 -500 0 0 0 0 -500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 22.7 16.2 74.7 0.0 0.0 0.0 0.0 9.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 5 . 4 0 0 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 33,720 : : Positions : : 30,731 7,650 0 25,396 374 0 0 0 2,315 0 300 : : : : Changes from: October 24, 2017 : : 551 550 0 -24 24 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 22.7 0.0 75.3 1.1 0.0 0.0 0.0 6.9 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 5 0 4 . 0 0 0 7 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 37,030 : : Positions : : 31,542 17,572 0 0 0 0 0 0 5,263 19,233 225 : : : : Changes from: October 24, 2017 : : -450 -1,200 0 0 0 0 0 0 -250 500 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 47.5 0.0 0.0 0.0 0.0 0.0 0.0 14.2 51.9 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 6 0 0 0 0 0 0 6 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 27,017 : : Positions : : 22,465 17,937 0 0 0 0 0 0 4,552 9,080 0 : : : : Changes from: October 24, 2017 : : 450 100 0 0 0 0 0 0 0 350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 66.4 0.0 0.0 0.0 0.0 0.0 0.0 16.8 33.6 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-All Futures Combined Positions as of October 31, 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 28,681 : : Positions : : 14,381 16,331 0 0 0 1,100 0 0 13,000 12,150 200 : : : : Changes from: October 24, 2017 : : -300 350 0 0 0 -100 0 0 550 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 56.9 0.0 0.0 0.0 3.8 0.0 0.0 45.3 42.4 0.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 6 0 0 0 . 0 0 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 19,788 : : Positions : : 9,093 13,988 0 100 0 250 0 0 10,345 5,600 100 : : : : Changes from: October 24, 2017 : : -600 -800 0 0 0 -200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 70.7 0.0 0.5 0.0 1.3 0.0 0.0 52.3 28.3 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 5 0 . 0 . 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 31, 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 49,244 : : Positions : : 35,095 29,358 1,350 8,071 8,069 0 0 0 4,530 3,546 200 : : : : Changes from: October 24, 2017 : : 175 624 1,350 1,000 -500 0 0 0 500 401 -450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 59.6 2.7 16.4 16.4 0.0 0.0 0.0 9.2 7.2 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 10 . . . 0 0 0 . 7 . : ----------------------------------------------------------------------------------------------------------------
Updated November 3, 2017