PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 27,518: 2,015 13,715 2,221 3,738 1,848 13,492 1,026 1,898 3,720 3,819 81: 2,243 1,393 Old : 27,518: 2,015 13,715 2,221 3,738 1,848 13,492 1,026 1,898 3,720 3,819 81: 2,243 1,393 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 4,341: -370 1,806 -382 708 17 2,139 -1,105 1,487 1,136 1,143 -34: 348 319 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 49.8 8.1 13.6 6.7 49.0 3.7 6.9 13.5 13.9 0.3: 8.2 5.1 Old : 100.0: 7.3 49.8 8.1 13.6 6.7 49.0 3.7 6.9 13.5 13.9 0.3: 8.2 5.1 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 : 163: 9 24 11 14 12 47 11 10 27 24 .: Old : 163: 9 24 11 14 12 47 11 10 27 24 .: 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 : 21.3 29.9 36.4 45.0 20.6 28.6 35.0 40.2 Old : 21.3 29.9 36.4 45.0 20.6 28.6 35.0 40.2 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, November 22, 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 : 65,403: 4,585 28,794 4,746 8,101 1,381 26,926 18,153 1,305 19,546 3,510 265: 6,649 3,894 Old : 65,403: 4,585 28,794 4,746 8,101 1,381 26,926 18,153 1,305 19,546 3,510 265: 6,649 3,894 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 2,148: -19 1,071 601 36 30 825 2,632 95 562 -1,363 -59: 113 -294 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 44.0 7.3 12.4 2.1 41.2 27.8 2.0 29.9 5.4 0.4: 10.2 6.0 Old : 100.0: 7.0 44.0 7.3 12.4 2.1 41.2 27.8 2.0 29.9 5.4 0.4: 10.2 6.0 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 : 231: 19 21 12 14 6 47 33 15 74 16 .: Old : 231: 19 21 12 14 6 47 33 15 74 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 : 17.5 35.1 28.9 48.9 17.3 35.0 28.5 48.7 Old : 17.5 35.1 28.9 48.9 17.3 35.0 28.5 48.7 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, November 22, 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 : 169,661: 11,951 62,477 23,366 51,072 11,487 57,931 15,412 5,894 23,904 6,256 5,599: 29,529 11,464 Old : 169,661: 11,951 62,477 23,366 51,072 11,487 57,931 15,412 5,894 23,904 6,256 5,599: 29,529 11,464 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : -5,170: -386 328 -474 -1,477 -3,695 -6,085 -765 103 2,345 -536 778: 2,244 94 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 36.8 13.8 30.1 6.8 34.1 9.1 3.5 14.1 3.7 3.3: 17.4 6.8 Old : 100.0: 7.0 36.8 13.8 30.1 6.8 34.1 9.1 3.5 14.1 3.7 3.3: 17.4 6.8 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 : 194: 20 21 12 12 14 40 25 21 50 20 24: Old : 194: 20 21 12 12 14 40 25 21 50 20 24: 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 : 21.3 38.7 30.6 53.8 21.3 37.5 30.2 51.7 Old : 21.3 38.7 30.6 53.8 21.3 37.5 30.2 51.7 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, November 22, 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 : 461,062: 20,805 119,000 23,389 117,366 53,781 171,864 47,475 46,613 69,782 27,086 22,133: 52,695 27,608 Old : 461,062: 20,805 119,000 23,389 117,366 53,781 171,864 47,475 46,613 69,782 27,086 22,133: 52,695 27,608 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : -18,175: -6,478 -15,182 -5,489 -4,579 -5,249 -6,268 4,023 5,090 2,164 2,448 -5,400: 3,455 674 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 25.8 5.1 25.5 11.7 37.3 10.3 10.1 15.1 5.9 4.8: 11.4 6.0 Old : 100.0: 4.5 25.8 5.1 25.5 11.7 37.3 10.3 10.1 15.1 5.9 4.8: 11.4 6.0 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 : 311: 25 28 15 16 22 60 45 36 83 50 37: Old : 311: 25 28 15 16 22 60 45 36 83 50 37: 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 33.9 36.7 51.4 20.9 29.2 26.9 39.6 Old : 26.8 33.9 36.7 51.4 20.9 29.2 26.9 39.6 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, November 22, 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 : 236,293: 25,138 104,379 41,775 10,582 1,023 100,460 24,081 13,446 17,629 47,696 18,486: 18,336 16,600 Old : 236,293: 25,138 104,379 41,775 10,582 1,023 100,460 24,081 13,446 17,629 47,696 18,486: 18,336 16,600 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : -2,322: -1,632 3,563 -265 -676 -776 3,461 -2,316 1,155 -3,288 1,172 -690: -287 -3,754 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.6 44.2 17.7 4.5 0.4 42.5 10.2 5.7 7.5 20.2 7.8: 7.8 7.0 Old : 100.0: 10.6 44.2 17.7 4.5 0.4 42.5 10.2 5.7 7.5 20.2 7.8: 7.8 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 : 328: 29 52 17 6 8 93 30 34 42 71 49: Old : 328: 29 52 17 6 8 93 30 34 42 71 49: 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 : 21.0 25.6 31.5 40.0 21.0 25.1 31.2 39.1 Old : 21.0 25.6 31.5 40.0 21.0 25.1 31.2 39.1 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, November 22, 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 : 33,579: 11,759 31,939 6,236 525 45 2,690 0 0 12,557 452 0: 292 618 Old : 33,579: 11,759 31,939 6,236 525 45 2,690 0 0 12,557 452 0: 292 618 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 2,559: 1,969 2,311 72 0 2 540 0 0 60 240 -24: -60 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.0 95.1 18.6 1.6 0.1 8.0 0.0 0.0 37.4 1.3 0.0: 0.9 1.8 Old : 100.0: 35.0 95.1 18.6 1.6 0.1 8.0 0.0 0.0 37.4 1.3 0.0: 0.9 1.8 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 : 27: 8 17 . . . . 0 0 . . 0: Old : 27: 8 17 . . . . 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 : 73.2 59.1 90.8 83.8 73.2 59.1 86.2 79.6 Old : 73.2 59.1 90.8 83.8 73.2 59.1 86.2 79.6 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, November 22, 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 : 17,214: 2,501 572 7,345 0 0 454 2,322 39 5,804 13,388 781: 290 112 Old : 17,214: 2,501 572 7,345 0 0 454 2,322 39 5,804 13,388 781: 290 112 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 44: -24 97 268 0 0 -234 -204 -91 -38 305 -97: 260 34 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.5 3.3 42.7 0.0 0.0 2.6 13.5 0.2 33.7 77.8 4.5: 1.7 0.7 Old : 100.0: 14.5 3.3 42.7 0.0 0.0 2.6 13.5 0.2 33.7 77.8 4.5: 1.7 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: 7 4 . 0 0 . . . 6 . 4: Old : 23: 7 4 . 0 0 . . . 6 . 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 : 73.9 91.5 85.8 99.0 73.9 90.3 83.9 93.1 Old : 73.9 91.5 85.8 99.0 73.9 90.3 83.9 93.1 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, November 22, 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 : 18,977: 5,380 5,778 0 0 0 1,504 5,052 410 6,796 2,995 4,399: 488 343 Old : 18,977: 5,380 5,778 0 0 0 1,504 5,052 410 6,796 2,995 4,399: 488 343 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 473: 28 370 0 0 0 90 75 40 22 -178 353: -60 -187 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.4 30.4 0.0 0.0 0.0 7.9 26.6 2.2 35.8 15.8 23.2: 2.6 1.8 Old : 100.0: 28.4 30.4 0.0 0.0 0.0 7.9 26.6 2.2 35.8 15.8 23.2: 2.6 1.8 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 : 63: 15 14 0 0 0 6 7 . 21 12 23: Old : 63: 15 14 0 0 0 6 7 . 21 12 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 : 24.4 43.5 40.0 57.9 23.6 35.4 35.2 43.9 Old : 24.4 43.5 40.0 57.9 23.6 35.4 35.2 43.9 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, November 22, 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 : 3,772: 870 1,445 90 0 0 677 822 22 881 541 113: 1,119 829 Old : 3,772: 870 1,445 90 0 0 677 822 22 881 541 113: 1,119 829 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : -101: -166 -44 -1 0 0 77 -177 5 -102 -34 65: 21 84 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.1 38.3 2.4 0.0 0.0 17.9 21.8 0.6 23.4 14.3 3.0: 29.7 22.0 Old : 100.0: 23.1 38.3 2.4 0.0 0.0 17.9 21.8 0.6 23.4 14.3 3.0: 29.7 22.0 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 : 50: 9 15 . 0 0 8 7 . 9 . 4: Old : 50: 9 15 . 0 0 8 7 . 9 . 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 : 38.4 33.2 48.7 49.7 38.4 33.2 48.7 49.2 Old : 38.4 33.2 48.7 49.7 38.4 33.2 48.7 49.2 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, November 22, 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 : 31,370: 16,215 13,785 2,189 7,515 1,540 0 0 0 10,816 7,979 540: 70 11 Old : 31,370: 16,215 13,785 2,189 7,515 1,540 0 0 0 10,816 7,979 540: 70 11 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 1,570: 651 1,139 -151 0 315 0 0 0 715 76 40: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.7 43.9 7.0 24.0 4.9 0.0 0.0 0.0 34.5 25.4 1.7: 0.2 0.0 Old : 100.0: 51.7 43.9 7.0 24.0 4.9 0.0 0.0 0.0 34.5 25.4 1.7: 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 : 34: 9 8 . . . 0 0 0 10 9 .: Old : 34: 9 8 . . . 0 0 0 10 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 : 71.6 52.3 90.8 75.4 67.3 51.8 76.6 70.2 Old : 71.6 52.3 90.8 75.4 67.3 51.8 76.6 70.2 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, November 22, 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 : 34,110: 14,600 21,600 0 0 0 0 0 0 18,910 11,910 600: 0 0 Old : 34,110: 14,600 21,600 0 0 0 0 0 0 18,910 11,910 600: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : -350: -600 -350 0 0 0 0 0 0 250 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.8 63.3 0.0 0.0 0.0 0.0 0.0 0.0 55.4 34.9 1.8: 0.0 0.0 Old : 100.0: 42.8 63.3 0.0 0.0 0.0 0.0 0.0 0.0 55.4 34.9 1.8: 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: 8 5 0 0 0 0 0 0 7 6 .: Old : 25: 8 5 0 0 0 0 0 0 7 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 : 68.0 74.9 88.1 95.3 68.0 73.2 88.1 93.2 Old : 68.0 74.9 88.1 95.3 68.0 73.2 88.1 93.2 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, November 22, 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 : 30,230: 23,315 11,194 0 0 0 0 0 0 6,724 18,865 171: 20 0 Old : 30,230: 23,315 11,194 0 0 0 0 0 0 6,724 18,865 171: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 100: 500 0 0 0 0 0 0 0 -400 100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.1 37.0 0.0 0.0 0.0 0.0 0.0 0.0 22.2 62.4 0.6: 0.1 0.0 Old : 100.0: 77.1 37.0 0.0 0.0 0.0 0.0 0.0 0.0 22.2 62.4 0.6: 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 : 27: 9 5 0 0 0 0 0 0 7 9 .: Old : 27: 9 5 0 0 0 0 0 0 7 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 : 66.9 66.2 87.5 92.4 66.9 60.9 85.7 84.2 Old : 66.9 66.2 87.5 92.4 66.9 60.9 85.7 84.2 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, November 22, 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 : 22,059: 17,850 7,924 545 12,930 90 0 0 0 3,208 749 366: 0 0 Old : 22,059: 17,850 7,924 545 12,930 90 0 0 0 3,208 749 366: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : -265: -586 100 -70 30 25 0 0 0 750 -36 -384: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.9 35.9 2.5 58.6 0.4 0.0 0.0 0.0 14.5 3.4 1.7: 0.0 0.0 Old : 100.0: 80.9 35.9 2.5 58.6 0.4 0.0 0.0 0.0 14.5 3.4 1.7: 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 : 24: 9 4 . . . 0 0 0 7 . .: Old : 24: 9 4 . . . 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 : 74.0 93.3 86.5 98.3 62.9 77.1 73.6 81.0 Old : 74.0 93.3 86.5 98.3 62.9 77.1 73.6 81.0 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, November 22, 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 : 59,925: 35,211 18,375 0 17,980 17,700 0 0 0 5,244 4,069 1,770: 0 31 Old : 59,925: 35,211 18,375 0 17,980 17,700 0 0 0 5,244 4,069 1,770: 0 31 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 4,038: 619 468 0 25 2,015 0 0 0 -96 30 1,500: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.8 30.7 0.0 30.0 29.5 0.0 0.0 0.0 8.8 6.8 3.0: 0.0 0.1 Old : 100.0: 58.8 30.7 0.0 30.0 29.5 0.0 0.0 0.0 8.8 6.8 3.0: 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: 11 7 0 . . 0 0 0 . 9 4: Old : 31: 11 7 0 . . 0 0 0 . 9 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 : 57.8 69.8 82.6 87.8 41.8 44.1 57.0 54.3 Old : 57.8 69.8 82.6 87.8 41.8 44.1 57.0 54.3 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, November 22, 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 : 18,435: 14,400 8,850 0 0 0 0 0 0 3,425 9,035 550: 60 0 Old : 18,435: 14,400 8,850 0 0 0 0 0 0 3,425 9,035 550: 60 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 350: 400 300 0 0 0 0 0 0 -200 -100 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.1 48.0 0.0 0.0 0.0 0.0 0.0 0.0 18.6 49.0 3.0: 0.3 0.0 Old : 100.0: 78.1 48.0 0.0 0.0 0.0 0.0 0.0 0.0 18.6 49.0 3.0: 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 : 25: 7 5 0 0 0 0 0 0 7 7 .: Old : 25: 7 5 0 0 0 0 0 0 7 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 : 71.3 68.9 91.9 93.7 71.3 66.7 91.4 91.6 Old : 71.3 68.9 91.9 93.7 71.3 66.7 91.4 91.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 7,047: 2,800 3,455 0 0 0 0 0 0 4,247 3,587 0: 0 5 Old : 7,047: 2,800 3,455 0 0 0 0 0 0 4,247 3,587 0: 0 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 425: 100 445 0 0 0 0 0 0 325 -25 0: 0 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.7 49.0 0.0 0.0 0.0 0.0 0.0 0.0 60.3 50.9 0.0: 0.0 0.1 Old : 100.0: 39.7 49.0 0.0 0.0 0.0 0.0 0.0 0.0 60.3 50.9 0.0: 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 : 20: 5 . 0 0 0 0 0 0 7 5 0: Old : 20: 5 . 0 0 0 0 0 0 7 5 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 : 74.6 85.1 94.7 99.9 74.6 85.1 94.7 99.9 Old : 74.6 85.1 94.7 99.9 74.6 85.1 94.7 99.9 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, November 22, 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 : 16,550: 8,530 8,385 0 0 0 1,000 0 0 6,800 7,965 200: 20 0 Old : 16,550: 8,530 8,385 0 0 0 1,000 0 0 6,800 7,965 200: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : -155: -205 -200 0 0 0 0 0 0 50 45 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.5 50.7 0.0 0.0 0.0 6.0 0.0 0.0 41.1 48.1 1.2: 0.1 0.0 Old : 100.0: 51.5 50.7 0.0 0.0 0.0 6.0 0.0 0.0 41.1 48.1 1.2: 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 : 22: 8 8 0 0 0 . 0 0 5 . .: Old : 22: 8 8 0 0 0 . 0 0 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 : 63.3 79.8 86.8 95.8 60.9 78.5 83.1 94.3 Old : 63.3 79.8 86.8 95.8 60.9 78.5 83.1 94.3 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, November 22, 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 : 20,116: 10,306 11,766 0 0 0 3,000 0 0 5,410 6,950 1,400: 0 0 Old : 20,116: 10,306 11,766 0 0 0 3,000 0 0 5,410 6,950 1,400: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : -100: -300 0 0 0 0 0 0 0 200 -100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.2 58.5 0.0 0.0 0.0 14.9 0.0 0.0 26.9 34.5 7.0: 0.0 0.0 Old : 100.0: 51.2 58.5 0.0 0.0 0.0 14.9 0.0 0.0 26.9 34.5 7.0: 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 : 24: 9 4 0 0 0 . 0 0 6 5 .: Old : 24: 9 4 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 : 52.8 76.1 81.8 97.8 51.8 72.2 79.3 88.6 Old : 52.8 76.1 81.8 97.8 51.8 72.2 79.3 88.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD Disaggregated Commitments of Traders - Futures Only, November 22, 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 : 13,445: 5,075 6,595 0 0 0 1,300 0 0 6,970 6,750 100: 0 0 Old : 13,445: 5,075 6,595 0 0 0 1,300 0 0 6,970 6,750 100: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : 950: 200 445 0 0 0 0 0 0 750 505 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.7 49.1 0.0 0.0 0.0 9.7 0.0 0.0 51.8 50.2 0.7: 0.0 0.0 Old : 100.0: 37.7 49.1 0.0 0.0 0.0 9.7 0.0 0.0 51.8 50.2 0.7: 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 : 20: 8 . 0 0 0 . 0 0 4 4 .: Old : 20: 8 . 0 0 0 . 0 0 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 : 60.1 78.4 87.6 100.0 60.1 78.4 87.6 99.3 Old : 60.1 78.4 87.6 100.0 60.1 78.4 87.6 99.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 25, 2016