PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Disaggregated Commitments of Traders - Futures Only, May 31, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 22,341: 3,388 6,971 3,311 3,189 191 11,042 5,437 180 2,828 4,482 41: 1,360 1,850 Old : 22,341: 3,388 6,971 3,311 3,189 191 11,042 5,437 180 2,828 4,482 41: 1,360 1,850 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2016 : : -812: 15 -934 -177 250 -475 1,025 1,004 -804 21 233 -309: -108 223 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 31.2 14.8 14.3 0.9 49.4 24.3 0.8 12.7 20.1 0.2: 6.1 8.3 Old : 100.0: 15.2 31.2 14.8 14.3 0.9 49.4 24.3 0.8 12.7 20.1 0.2: 6.1 8.3 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 : 161: 14 19 14 9 . 27 28 7 26 27 .: Old : 161: 14 19 14 9 . 27 28 7 26 27 .: 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 : 33.2 25.0 45.6 43.5 33.2 24.5 45.6 43.0 Old : 33.2 25.0 45.6 43.5 33.2 24.5 45.6 43.0 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 - Futures Only, May 31, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 61,795: 5,766 31,431 1,506 11,852 823 27,311 9,264 735 17,955 3,742 951: 6,748 2,997 Old : 61,795: 5,766 31,431 1,506 11,852 823 27,311 9,264 735 17,955 3,742 951: 6,748 2,997 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2016 : : -2,391: 245 -1,909 304 -2,490 -54 -3,491 1,548 58 302 -501 245: 0 712 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.3 50.9 2.4 19.2 1.3 44.2 15.0 1.2 29.1 6.1 1.5: 10.9 4.8 Old : 100.0: 9.3 50.9 2.4 19.2 1.3 44.2 15.0 1.2 29.1 6.1 1.5: 10.9 4.8 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 : 227: 15 23 7 16 . 55 20 9 73 19 9: Old : 227: 15 23 7 16 . 55 20 9 73 19 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 : 19.9 36.7 28.3 53.6 19.9 36.7 28.3 53.6 Old : 19.9 36.7 28.3 53.6 19.9 36.7 28.3 53.6 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 - Futures Only, May 31, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 198,118: 23,919 67,729 25,529 57,684 10,522 70,677 16,761 10,684 19,138 11,423 9,458: 28,191 13,857 Old : 198,118: 23,919 67,729 25,529 57,684 10,522 70,677 16,761 10,684 19,138 11,423 9,458: 28,191 13,857 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2016 : : -5,564: -504 -481 -720 -3,071 2,097 -6,264 -2,185 -1,846 -1,163 -989 1,531: 1,305 -620 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.1 34.2 12.9 29.1 5.3 35.7 8.5 5.4 9.7 5.8 4.8: 14.2 7.0 Old : 100.0: 12.1 34.2 12.9 29.1 5.3 35.7 8.5 5.4 9.7 5.8 4.8: 14.2 7.0 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 : 215: 17 25 13 12 14 49 18 17 45 42 23: Old : 215: 17 25 13 12 14 49 18 17 45 42 23: 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 : 20.1 32.4 31.4 53.2 16.9 31.1 26.7 46.7 Old : 20.1 32.4 31.4 53.2 16.9 31.1 26.7 46.7 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 - Futures Only, May 31, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 494,321: 47,227 142,196 47,595 166,664 38,802 192,160 43,549 21,902 82,429 33,905 16,859: 47,347 30,444 Old : 494,321: 47,227 142,196 47,595 166,664 38,802 192,160 43,549 21,902 82,429 33,905 16,859: 47,347 30,444 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2016 : : -48,637: -12,330 -14,239 265 -9,001 -516 -13,020 -5,170 -8,154 -3,657 -2,010 -5,858: -5,367 -3,689 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 28.8 9.6 33.7 7.8 38.9 8.8 4.4 16.7 6.9 3.4: 9.6 6.2 Old : 100.0: 9.6 28.8 9.6 33.7 7.8 38.9 8.8 4.4 16.7 6.9 3.4: 9.6 6.2 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 : 346: 23 39 13 16 19 82 35 37 80 62 46: Old : 346: 23 39 13 16 19 82 35 37 80 62 46: 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 : 20.8 34.5 33.8 50.9 18.4 28.6 29.7 43.6 Old : 20.8 34.5 33.8 50.9 18.4 28.6 29.7 43.6 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 - Futures Only, May 31, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 217,128: 50,882 55,776 48,530 2,280 3,061 31,668 63,027 8,230 39,648 47,116 21,164: 13,945 16,474 Old : 217,128: 50,882 55,776 48,530 2,280 3,061 31,668 63,027 8,230 39,648 47,116 21,164: 13,945 16,474 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2016 : : 6,864: -158 353 281 199 1,168 -930 -3,101 1,647 86 31 5,952: -1,182 615 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.4 25.7 22.4 1.1 1.4 14.6 29.0 3.8 18.3 21.7 9.7: 6.4 7.6 Old : 100.0: 23.4 25.7 22.4 1.1 1.4 14.6 29.0 3.8 18.3 21.7 9.7: 6.4 7.6 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 : 315: 37 34 18 4 12 34 62 31 60 72 40: Old : 315: 37 34 18 4 12 34 62 31 60 72 40: 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 : 16.7 20.8 29.2 32.3 15.2 18.7 26.4 27.5 Old : 16.7 20.8 29.2 32.3 15.2 18.7 26.4 27.5 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 - Futures Only, May 31, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 27,890: 7,170 27,169 4,099 0 70 2,900 0 0 13,289 460 0: 362 191 Old : 27,890: 7,170 27,169 4,099 0 70 2,900 0 0 13,289 460 0: 362 191 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2016 : : 521: 470 528 58 0 -7 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.7 97.4 14.7 0.0 0.3 10.4 0.0 0.0 47.6 1.6 0.0: 1.3 0.7 Old : 100.0: 25.7 97.4 14.7 0.0 0.3 10.4 0.0 0.0 47.6 1.6 0.0: 1.3 0.7 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 : 23: 8 15 . 0 . . 0 0 . . 0: Old : 23: 8 15 . 0 . . 0 0 . . 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 : 79.6 81.5 94.8 92.2 78.4 80.5 91.7 91.0 Old : 79.6 81.5 94.8 92.2 78.4 80.5 91.7 91.0 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 - Futures Only, May 31, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 19,853: 2,439 1,514 7,888 0 0 1,562 3,472 10 6,618 13,359 1,336: 0 162 Old : 19,853: 2,439 1,514 7,888 0 0 1,562 3,472 10 6,618 13,359 1,336: 0 162 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2016 : : -2,461: -369 -597 -879 0 0 60 8 -75 -586 -1,180 -612: 0 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 7.6 39.7 0.0 0.0 7.9 17.5 0.1 33.3 67.3 6.7: 0.0 0.8 Old : 100.0: 12.3 7.6 39.7 0.0 0.0 7.9 17.5 0.1 33.3 67.3 6.7: 0.0 0.8 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 : 31: 10 8 . 0 0 . 4 . 6 4 4: Old : 31: 10 8 . 0 0 . 4 . 6 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 : 76.7 82.1 90.8 91.7 74.7 81.6 85.4 87.8 Old : 76.7 82.1 90.8 91.7 74.7 81.6 85.4 87.8 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 - Futures Only, May 31, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 23,938: 5,952 7,197 0 0 0 2,656 4,410 1,978 5,749 2,942 7,092: 511 319 Old : 23,938: 5,952 7,197 0 0 0 2,656 4,410 1,978 5,749 2,942 7,092: 511 319 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2016 : : 951: -104 106 0 0 0 0 -150 150 400 414 393: 112 38 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.9 30.1 0.0 0.0 0.0 11.1 18.4 8.3 24.0 12.3 29.6: 2.1 1.3 Old : 100.0: 24.9 30.1 0.0 0.0 0.0 11.1 18.4 8.3 24.0 12.3 29.6: 2.1 1.3 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 : 49: 11 11 0 0 0 6 . 6 16 11 23: Old : 49: 11 11 0 0 0 6 . 6 16 11 23: 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 : 26.7 40.7 42.1 58.9 21.8 31.0 32.7 42.1 Old : 26.7 40.7 42.1 58.9 21.8 31.0 32.7 42.1 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 - Futures Only, May 31, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 5,379: 640 2,786 165 0 0 1,425 388 0 1,294 641 457: 1,398 1,107 Old : 5,379: 640 2,786 165 0 0 1,425 388 0 1,294 641 457: 1,398 1,107 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2016 : : 62: 204 -80 -1 0 0 -111 0 0 -29 -29 63: -64 108 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.9 51.8 3.1 0.0 0.0 26.5 7.2 0.0 24.1 11.9 8.5: 26.0 20.6 Old : 100.0: 11.9 51.8 3.1 0.0 0.0 26.5 7.2 0.0 24.1 11.9 8.5: 26.0 20.6 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 : 76: 10 21 . 0 0 19 . 0 18 9 8: Old : 76: 10 21 . 0 0 19 . 0 18 9 8: 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 : 22.0 39.0 32.3 56.8 19.8 39.0 29.4 52.3 Old : 22.0 39.0 32.3 56.8 19.8 39.0 29.4 52.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 Disaggregated Commitments of Traders - Futures Only, May 31, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 8,667: 4,586 2,678 0 5,582 50 0 0 0 3,796 131 225: 10 1 Old : 8,667: 4,586 2,678 0 5,582 50 0 0 0 3,796 131 225: 10 1 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2016 : : -770: -275 0 0 -720 0 0 0 0 -495 -50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.9 30.9 0.0 64.4 0.6 0.0 0.0 0.0 43.8 1.5 2.6: 0.1 0.0 Old : 100.0: 52.9 30.9 0.0 64.4 0.6 0.0 0.0 0.0 43.8 1.5 2.6: 0.1 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 : 21: 6 4 0 . . 0 0 0 9 . .: Old : 21: 6 4 0 . . 0 0 0 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 : 70.6 87.5 93.0 97.7 64.5 86.0 86.9 91.0 Old : 70.6 87.5 93.0 97.7 64.5 86.0 86.9 91.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H Disaggregated Commitments of Traders - Futures Only, May 31, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 32,255: 8,968 9,010 432 9,212 1,560 0 0 0 19,526 10,793 1,680: 89 0 Old : 32,255: 8,968 9,010 432 9,212 1,560 0 0 0 19,526 10,793 1,680: 89 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2016 : : -5,044: -700 -2,510 244 -1,466 -219 0 0 0 -3,041 466 -1,315: -13 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.8 27.9 1.3 28.6 4.8 0.0 0.0 0.0 60.5 33.5 5.2: 0.3 0.0 Old : 100.0: 27.8 27.9 1.3 28.6 4.8 0.0 0.0 0.0 60.5 33.5 5.2: 0.3 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 : 34: 4 6 . . . 0 0 0 12 9 6: Old : 34: 4 6 . . . 0 0 0 12 9 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 : 72.7 52.2 86.1 79.7 70.2 52.2 79.7 75.4 Old : 72.7 52.2 86.1 79.7 70.2 52.2 79.7 75.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NJ SRECS VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639V Disaggregated Commitments of Traders - Futures Only, May 31, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 8,745: 5,660 1,081 1,300 0 0 0 0 0 1,585 7,464 200: 0 0 Old : 8,745: 5,660 1,081 1,300 0 0 0 0 0 1,585 7,464 200: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2016 : : 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: 64.7 12.4 14.9 0.0 0.0 0.0 0.0 0.0 18.1 85.4 2.3: 0.0 0.0 Old : 100.0: 64.7 12.4 14.9 0.0 0.0 0.0 0.0 0.0 18.1 85.4 2.3: 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 : 20: 6 . . 0 0 0 0 0 4 8 .: Old : 20: 6 . . 0 0 0 0 0 4 8 .: 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 : 71.6 83.4 92.6 96.7 71.0 83.4 88.0 91.4 Old : 71.6 83.4 92.6 96.7 71.0 83.4 88.0 91.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W Disaggregated Commitments of Traders - Futures Only, May 31, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 30,425: 13,325 3,180 0 0 0 0 0 0 16,250 26,395 850: 0 0 Old : 30,425: 13,325 3,180 0 0 0 0 0 0 16,250 26,395 850: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2016 : : 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: 43.8 10.5 0.0 0.0 0.0 0.0 0.0 0.0 53.4 86.8 2.8: 0.0 0.0 Old : 100.0: 43.8 10.5 0.0 0.0 0.0 0.0 0.0 0.0 53.4 86.8 2.8: 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 : 25: 7 . 0 0 0 0 0 0 8 8 4: Old : 25: 7 . 0 0 0 0 0 0 8 8 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 : 71.0 84.1 86.3 97.0 71.0 84.0 85.5 95.2 Old : 71.0 84.1 86.3 97.0 71.0 84.0 85.5 95.2 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 - Futures Only, May 31, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 16,520: 10,115 1,000 0 0 0 0 0 0 4,810 13,885 1,595: 0 40 Old : 16,520: 10,115 1,000 0 0 0 0 0 0 4,810 13,885 1,595: 0 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2016 : : 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: 61.2 6.1 0.0 0.0 0.0 0.0 0.0 0.0 29.1 84.0 9.7: 0.0 0.2 Old : 100.0: 61.2 6.1 0.0 0.0 0.0 0.0 0.0 0.0 29.1 84.0 9.7: 0.0 0.2 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 : 24: 6 . 0 0 0 0 0 0 7 10 4: Old : 24: 6 . 0 0 0 0 0 0 7 10 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 : 62.6 76.9 86.7 93.3 58.8 73.8 78.5 84.7 Old : 62.6 76.9 86.7 93.3 58.8 73.8 78.5 84.7 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 - Futures Only, May 31, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 43,086: 31,840 14,450 1,581 13,485 2,805 0 0 0 4,685 10,171 2,155: 20 20 Old : 43,086: 31,840 14,450 1,581 13,485 2,805 0 0 0 4,685 10,171 2,155: 20 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2016 : : -2,639: -2,684 -330 1,390 5 -1,395 0 -754 0 0 -215 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.9 33.5 3.7 31.3 6.5 0.0 0.0 0.0 10.9 23.6 5.0: 0.0 0.0 Old : 100.0: 73.9 33.5 3.7 31.3 6.5 0.0 0.0 0.0 10.9 23.6 5.0: 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 : 31: 9 7 . . . 0 0 0 5 10 5: Old : 31: 9 7 . . . 0 0 0 5 10 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 : 56.6 61.3 79.1 81.3 51.9 56.9 70.2 72.5 Old : 56.6 61.3 79.1 81.3 51.9 56.9 70.2 72.5 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 - Futures Only, May 31, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 11,860: 4,775 2,550 0 0 0 0 0 0 6,875 9,110 200: 10 0 Old : 11,860: 4,775 2,550 0 0 0 0 0 0 6,875 9,110 200: 10 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2016 : : 0: 0 250 0 0 0 0 0 0 0 -250 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.3 21.5 0.0 0.0 0.0 0.0 0.0 0.0 58.0 76.8 1.7: 0.1 0.0 Old : 100.0: 40.3 21.5 0.0 0.0 0.0 0.0 0.0 0.0 58.0 76.8 1.7: 0.1 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 : 21: 4 4 0 0 0 0 0 0 6 8 .: Old : 21: 4 4 0 0 0 0 0 0 6 8 .: 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 : 73.6 76.8 96.1 93.1 73.6 76.0 96.1 92.2 Old : 73.6 76.8 96.1 93.1 73.6 76.0 96.1 92.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA Disaggregated Commitments of Traders - Futures Only, May 31, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 9,400: 4,735 4,010 0 0 0 0 0 0 4,325 5,070 320: 20 0 Old : 9,400: 4,735 4,010 0 0 0 0 0 0 4,325 5,070 320: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2016 : : 100: 100 0 0 0 0 0 0 0 0 100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.4 42.7 0.0 0.0 0.0 0.0 0.0 0.0 46.0 53.9 3.4: 0.2 0.0 Old : 100.0: 50.4 42.7 0.0 0.0 0.0 0.0 0.0 0.0 46.0 53.9 3.4: 0.2 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 : 21: 6 5 0 0 0 0 0 0 8 4 .: Old : 21: 6 5 0 0 0 0 0 0 8 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 : 65.8 63.8 86.2 94.5 63.1 61.8 77.5 85.4 Old : 65.8 63.8 86.2 94.5 63.1 61.8 77.5 85.4 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 - Futures Only, May 31, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 12,195: 7,375 4,275 0 0 0 0 0 0 3,820 6,920 1,000: 0 0 Old : 12,195: 7,375 4,275 0 0 0 0 0 0 3,820 6,920 1,000: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2016 : : 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: 60.5 35.1 0.0 0.0 0.0 0.0 0.0 0.0 31.3 56.7 8.2: 0.0 0.0 Old : 100.0: 60.5 35.1 0.0 0.0 0.0 0.0 0.0 0.0 31.3 56.7 8.2: 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: 6 . 0 0 0 0 0 0 10 5 .: Old : 23: 6 . 0 0 0 0 0 0 10 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 : 52.3 72.4 80.0 95.9 52.3 65.0 74.6 85.2 Old : 52.3 72.4 80.0 95.9 52.3 65.0 74.6 85.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2016