PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Disaggregated Commitments of Traders - Futures Only, September 27, 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 : 26,048: 2,343 12,439 1,022 5,701 304 16,413 2,644 139 3,086 3,228 384: 2,357 1,209 Old : 26,048: 2,343 12,439 1,022 5,701 304 16,413 2,644 139 3,086 3,228 384: 2,357 1,209 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 1,374: 342 809 -43 347 -63 892 -153 82 118 56 40: 6 256 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 47.8 3.9 21.9 1.2 63.0 10.2 0.5 11.8 12.4 1.5: 9.0 4.6 Old : 100.0: 9.0 47.8 3.9 21.9 1.2 63.0 10.2 0.5 11.8 12.4 1.5: 9.0 4.6 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 : 167: 10 19 8 16 . 48 12 5 33 22 .: Old : 167: 10 19 8 16 . 48 12 5 33 22 .: 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 : 25.2 32.4 40.0 49.3 25.2 32.4 40.0 49.3 Old : 25.2 32.4 40.0 49.3 25.2 32.4 40.0 49.3 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, September 27, 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 : 70,394: 5,231 33,405 2,621 16,573 773 31,325 10,146 1,752 19,829 3,751 1,017: 7,846 2,977 Old : 70,394: 5,231 33,405 2,621 16,573 773 31,325 10,146 1,752 19,829 3,751 1,017: 7,846 2,977 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : -4,277: 341 1,550 527 -1,191 -2,986 -1,053 254 -1,230 -123 -385 -136: 383 -153 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 47.5 3.7 23.5 1.1 44.5 14.4 2.5 28.2 5.3 1.4: 11.1 4.2 Old : 100.0: 7.4 47.5 3.7 23.5 1.1 44.5 14.4 2.5 28.2 5.3 1.4: 11.1 4.2 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 : 240: 15 20 8 17 6 56 27 20 81 17 9: Old : 240: 15 20 8 17 6 56 27 20 81 17 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 : 14.9 33.9 26.3 48.3 14.7 33.5 26.1 47.4 Old : 14.9 33.9 26.3 48.3 14.7 33.5 26.1 47.4 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, September 27, 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 : 201,486: 12,925 75,989 26,957 64,711 8,279 97,185 20,494 5,103 19,763 11,592 3,469: 27,805 11,849 Old : 201,486: 12,925 75,989 26,957 64,711 8,279 97,185 20,494 5,103 19,763 11,592 3,469: 27,805 11,849 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 7,985: -993 3,088 35 -173 3,210 3,745 -1,826 -115 -364 2,980 348: 2,119 473 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 37.7 13.4 32.1 4.1 48.2 10.2 2.5 9.8 5.8 1.7: 13.8 5.9 Old : 100.0: 6.4 37.7 13.4 32.1 4.1 48.2 10.2 2.5 9.8 5.8 1.7: 13.8 5.9 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 : 228: 14 26 12 12 9 66 20 20 51 30 16: Old : 228: 14 26 12 12 9 66 20 20 51 30 16: 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 : 23.2 39.3 32.6 55.8 23.2 37.1 32.5 53.0 Old : 23.2 39.3 32.6 55.8 23.2 37.1 32.5 53.0 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, September 27, 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 : 583,161: 26,681 176,013 32,038 197,300 64,437 282,151 26,974 24,127 76,821 40,094 23,798: 53,108 30,418 Old : 583,161: 26,681 176,013 32,038 197,300 64,437 282,151 26,974 24,127 76,821 40,094 23,798: 53,108 30,418 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 24,370: 1,641 12,950 -1,755 10,915 2,956 36,032 -5,998 -1,561 -3,386 2,919 -1,509: -8,048 3,698 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 30.2 5.5 33.8 11.0 48.4 4.6 4.1 13.2 6.9 4.1: 9.1 5.2 Old : 100.0: 4.6 30.2 5.5 33.8 11.0 48.4 4.6 4.1 13.2 6.9 4.1: 9.1 5.2 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 : 365: 22 35 13 22 21 109 21 36 84 65 46: Old : 365: 22 35 13 22 21 109 21 36 84 65 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 : 24.7 41.4 33.7 54.4 23.6 36.7 30.4 48.1 Old : 24.7 41.4 33.7 54.4 23.6 36.7 30.4 48.1 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, September 27, 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 : 179,904: 28,919 62,681 43,201 7,468 192 53,244 50,288 8,121 21,525 26,571 8,156: 16,546 16,427 Old : 179,904: 28,919 62,681 43,201 7,468 192 53,244 50,288 8,121 21,525 26,571 8,156: 16,546 16,427 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : -10,670: -1,639 7,349 -619 1,936 -167 3,610 -18,905 1,956 -11,115 339 -3,107: 411 -71 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.1 34.8 24.0 4.2 0.1 29.6 28.0 4.5 12.0 14.8 4.5: 9.2 9.1 Old : 100.0: 16.1 34.8 24.0 4.2 0.1 29.6 28.0 4.5 12.0 14.8 4.5: 9.2 9.1 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 : 263: 31 44 15 7 4 50 43 26 41 54 26: Old : 263: 31 44 15 7 4 50 43 26 41 54 26: 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 : 21.9 27.9 35.6 38.7 21.8 26.7 34.7 36.7 Old : 21.9 27.9 35.6 38.7 21.8 26.7 34.7 36.7 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, September 27, 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 : 30,342: 6,542 29,392 6,888 0 34 2,260 0 0 14,413 372 24: 181 520 Old : 30,342: 6,542 29,392 6,888 0 34 2,260 0 0 14,413 372 24: 181 520 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 699: 219 699 0 0 0 0 0 0 480 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 96.9 22.7 0.0 0.1 7.4 0.0 0.0 47.5 1.2 0.1: 0.6 1.7 Old : 100.0: 21.6 96.9 22.7 0.0 0.1 7.4 0.0 0.0 47.5 1.2 0.1: 0.6 1.7 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 : 27: 8 18 . 0 . . 0 0 . . .: Old : 27: 8 18 . 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 : 76.8 58.5 91.9 83.5 76.6 58.5 88.4 80.2 Old : 76.8 58.5 91.9 83.5 76.6 58.5 88.4 80.2 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, September 27, 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 : 18,952: 2,420 763 8,309 0 0 752 3,031 163 6,611 14,198 641: 56 156 Old : 18,952: 2,420 763 8,309 0 0 752 3,031 163 6,611 14,198 641: 56 156 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : -60: -5 50 0 0 0 0 0 0 45 -5 -100: 0 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.8 4.0 43.8 0.0 0.0 4.0 16.0 0.9 34.9 74.9 3.4: 0.3 0.8 Old : 100.0: 12.8 4.0 43.8 0.0 0.0 4.0 16.0 0.9 34.9 74.9 3.4: 0.3 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 : 25: 7 6 . 0 0 . . . 6 . .: Old : 25: 7 6 . 0 0 . . . 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 : 74.9 89.3 89.4 97.0 74.9 88.5 88.1 93.6 Old : 74.9 89.3 89.4 97.0 74.9 88.5 88.1 93.6 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, September 27, 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 : 21,517: 6,666 5,247 0 0 0 1,472 6,247 977 6,858 3,487 5,084: 460 475 Old : 21,517: 6,666 5,247 0 0 0 1,472 6,247 977 6,858 3,487 5,084: 460 475 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 432: 130 280 0 0 0 270 126 -106 -20 74 112: 46 -54 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.0 24.4 0.0 0.0 0.0 6.8 29.0 4.5 31.9 16.2 23.6: 2.1 2.2 Old : 100.0: 31.0 24.4 0.0 0.0 0.0 6.8 29.0 4.5 31.9 16.2 23.6: 2.1 2.2 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 : 54: 14 14 0 0 0 5 4 4 16 14 22: Old : 54: 14 14 0 0 0 5 4 4 16 14 22: 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 : 25.3 39.2 40.4 55.2 21.1 32.8 32.3 41.1 Old : 25.3 39.2 40.4 55.2 21.1 32.8 32.3 41.1 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, September 27, 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 : 3,654: 443 1,384 82 0 0 887 492 0 967 541 245: 1,030 992 Old : 3,654: 443 1,384 82 0 0 887 492 0 967 541 245: 1,030 992 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 172: -100 268 -2 0 0 80 -179 -24 -66 -107 193: 91 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.1 37.9 2.2 0.0 0.0 24.3 13.5 0.0 26.5 14.8 6.7: 28.2 27.1 Old : 100.0: 12.1 37.9 2.2 0.0 0.0 24.3 13.5 0.0 26.5 14.8 6.7: 28.2 27.1 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 : 54: 8 16 . 0 0 10 . 0 13 6 6: Old : 54: 8 16 . 0 0 10 . 0 13 6 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 : 26.8 30.3 38.9 44.9 26.8 30.3 38.6 44.7 Old : 26.8 30.3 38.9 44.9 26.8 30.3 38.6 44.7 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, September 27, 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 : 29,756: 7,664 12,685 1,905 7,515 1,317 0 0 0 17,975 7,419 820: 75 0 Old : 29,756: 7,664 12,685 1,905 7,515 1,317 0 0 0 17,975 7,419 820: 75 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 1,020: 357 538 -294 0 292 0 0 0 364 -111 301: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.8 42.6 6.4 25.3 4.4 0.0 0.0 0.0 60.4 24.9 2.8: 0.3 0.0 Old : 100.0: 25.8 42.6 6.4 25.3 4.4 0.0 0.0 0.0 60.4 24.9 2.8: 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: 7 8 . . . 0 0 0 11 9 .: Old : 34: 7 8 . . . 0 0 0 11 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 : 65.5 48.9 87.9 71.8 60.3 48.2 71.1 65.1 Old : 65.5 48.9 87.9 71.8 60.3 48.2 71.1 65.1 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, September 27, 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 : 34,935: 16,075 4,796 0 0 0 0 0 0 17,910 29,189 950: 0 0 Old : 34,935: 16,075 4,796 0 0 0 0 0 0 17,910 29,189 950: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 135: 475 -184 0 0 0 0 0 0 -640 19 300: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.0 13.7 0.0 0.0 0.0 0.0 0.0 0.0 51.3 83.6 2.7: 0.0 0.0 Old : 100.0: 46.0 13.7 0.0 0.0 0.0 0.0 0.0 0.0 51.3 83.6 2.7: 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: 10 4 0 0 0 0 0 0 6 8 .: Old : 25: 10 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 : 67.6 76.2 86.3 94.6 67.0 74.0 85.7 92.0 Old : 67.6 76.2 86.3 94.6 67.0 74.0 85.7 92.0 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, September 27, 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 : 24,445: 17,315 3,950 0 0 0 0 0 0 5,390 18,735 1,720: 20 40 Old : 24,445: 17,315 3,950 0 0 0 0 0 0 5,390 18,735 1,720: 20 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 150: 150 0 0 0 0 0 0 0 0 150 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.8 16.2 0.0 0.0 0.0 0.0 0.0 0.0 22.0 76.6 7.0: 0.1 0.2 Old : 100.0: 70.8 16.2 0.0 0.0 0.0 0.0 0.0 0.0 22.0 76.6 7.0: 0.1 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 : 25: 9 . 0 0 0 0 0 0 5 10 4: Old : 25: 9 . 0 0 0 0 0 0 5 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 : 61.8 69.1 83.3 91.6 61.8 64.1 81.4 80.6 Old : 61.8 69.1 83.3 91.6 61.8 64.1 81.4 80.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y Disaggregated Commitments of Traders - Futures Only, September 27, 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 : 22,984: 18,691 8,754 615 12,900 65 0 0 0 3,333 985 280: 0 0 Old : 22,984: 18,691 8,754 615 12,900 65 0 0 0 3,333 985 280: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 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: 81.3 38.1 2.7 56.1 0.3 0.0 0.0 0.0 14.5 4.3 1.2: 0.0 0.0 Old : 100.0: 81.3 38.1 2.7 56.1 0.3 0.0 0.0 0.0 14.5 4.3 1.2: 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 : 21: 8 . . . . 0 0 0 7 . .: Old : 21: 8 . . . . 0 0 0 7 . .: 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 : 76.1 90.2 89.0 99.7 63.0 75.8 73.3 80.1 Old : 76.1 90.2 89.0 99.7 63.0 75.8 73.3 80.1 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, September 27, 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 : 46,628: 29,452 17,054 500 14,280 7,050 0 0 0 6,256 4,854 3,350: 20 40 Old : 46,628: 29,452 17,054 500 14,280 7,050 0 0 0 6,256 4,854 3,350: 20 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 605: 5 0 0 0 0 0 0 0 0 5 600: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.2 36.6 1.1 30.6 15.1 0.0 0.0 0.0 13.4 10.4 7.2: 0.0 0.1 Old : 100.0: 63.2 36.6 1.1 30.6 15.1 0.0 0.0 0.0 13.4 10.4 7.2: 0.0 0.1 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 0 4 9 .: Old : 31: 10 8 . . . 0 0 0 4 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 : 52.8 61.2 79.9 83.6 49.3 55.5 70.1 67.1 Old : 52.8 61.2 79.9 83.6 49.3 55.5 70.1 67.1 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, September 27, 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 : 16,110: 9,075 7,900 0 0 0 0 0 0 6,625 7,810 400: 10 0 Old : 16,110: 9,075 7,900 0 0 0 0 0 0 6,625 7,810 400: 10 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 0: 0 800 0 0 0 0 0 0 0 -800 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.3 49.0 0.0 0.0 0.0 0.0 0.0 0.0 41.1 48.5 2.5: 0.1 0.0 Old : 100.0: 56.3 49.0 0.0 0.0 0.0 0.0 0.0 0.0 41.1 48.5 2.5: 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 : 24: 6 5 0 0 0 0 0 0 9 5 .: Old : 24: 6 5 0 0 0 0 0 0 9 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 : 69.1 69.6 87.8 97.7 69.1 67.1 87.8 95.2 Old : 69.1 69.6 87.8 97.7 69.1 67.1 87.8 95.2 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, September 27, 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 : 15,400: 7,185 8,910 0 0 0 1,450 0 0 6,575 6,320 170: 20 0 Old : 15,400: 7,185 8,910 0 0 0 1,450 0 0 6,575 6,320 170: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 350: -1,250 -450 0 0 0 0 0 0 1,750 950 -150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.7 57.9 0.0 0.0 0.0 9.4 0.0 0.0 42.7 41.0 1.1: 0.1 0.0 Old : 100.0: 46.7 57.9 0.0 0.0 0.0 9.4 0.0 0.0 42.7 41.0 1.1: 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 : 24: 8 8 0 0 0 . 0 0 7 . .: Old : 24: 8 8 0 0 0 . 0 0 7 . .: 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 : 61.9 72.3 87.2 93.7 58.7 72.3 80.6 89.2 Old : 61.9 72.3 87.2 93.7 58.7 72.3 80.6 89.2 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, September 27, 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 : 16,885: 9,450 9,465 0 0 0 2,550 0 0 4,285 6,820 600: 0 0 Old : 16,885: 9,450 9,465 0 0 0 2,550 0 0 4,285 6,820 600: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 50: -100 100 0 0 0 0 0 0 150 -50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.0 56.1 0.0 0.0 0.0 15.1 0.0 0.0 25.4 40.4 3.6: 0.0 0.0 Old : 100.0: 56.0 56.1 0.0 0.0 0.0 15.1 0.0 0.0 25.4 40.4 3.6: 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 : 24: 9 5 0 0 0 . 0 0 6 5 .: Old : 24: 9 5 0 0 0 . 0 0 6 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 : 52.1 72.2 81.4 94.4 50.9 67.5 79.0 87.3 Old : 52.1 72.2 81.4 94.4 50.9 67.5 79.0 87.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2016