PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Disaggregated Commitments of Traders - Futures Only, November 29, 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 : 26,153: 1,790 14,595 2,234 4,401 503 15,098 1,351 220 4,292 3,780 0: 2,016 1,303 Old : 26,153: 1,790 14,595 2,234 4,401 503 15,098 1,351 220 4,292 3,780 0: 2,016 1,303 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -1,365: -225 880 13 663 -1,345 1,606 325 -1,678 572 -39 -81: -227 -90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.8 55.8 8.5 16.8 1.9 57.7 5.2 0.8 16.4 14.5 0.0: 7.7 5.0 Old : 100.0: 6.8 55.8 8.5 16.8 1.9 57.7 5.2 0.8 16.4 14.5 0.0: 7.7 5.0 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 : 164: 11 20 11 11 . 48 8 8 33 25 0: Old : 164: 11 20 11 11 . 48 8 8 33 25 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 : 25.5 32.2 40.3 48.3 25.5 32.1 40.3 47.9 Old : 25.5 32.2 40.3 48.3 25.5 32.1 40.3 47.9 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 29, 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 : 69,551: 5,123 28,936 4,900 8,279 1,189 27,286 20,607 1,292 21,201 3,712 195: 8,365 5,341 Old : 69,551: 5,123 28,936 4,900 8,279 1,189 27,286 20,607 1,292 21,201 3,712 195: 8,365 5,341 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 4,148: 538 142 154 178 -192 360 2,454 -13 1,655 202 -70: 1,716 1,447 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 41.6 7.0 11.9 1.7 39.2 29.6 1.9 30.5 5.3 0.3: 12.0 7.7 Old : 100.0: 7.4 41.6 7.0 11.9 1.7 39.2 29.6 1.9 30.5 5.3 0.3: 12.0 7.7 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 : 231: 17 20 10 15 6 48 31 14 77 14 4: Old : 231: 17 20 10 15 6 48 31 14 77 14 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 : 17.1 33.1 27.8 45.9 16.9 33.1 27.4 45.9 Old : 17.1 33.1 27.8 45.9 16.9 33.1 27.4 45.9 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 29, 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 : 156,626: 11,371 59,897 24,136 51,055 6,399 56,969 14,327 5,254 22,516 6,118 3,790: 26,191 9,786 Old : 156,626: 11,371 59,897 24,136 51,055 6,399 56,969 14,327 5,254 22,516 6,118 3,790: 26,191 9,786 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -13,035: -580 -2,580 770 -17 -5,088 -962 -1,085 -640 -1,388 -138 -1,809: -3,338 -1,678 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 38.2 15.4 32.6 4.1 36.4 9.1 3.4 14.4 3.9 2.4: 16.7 6.2 Old : 100.0: 7.3 38.2 15.4 32.6 4.1 36.4 9.1 3.4 14.4 3.9 2.4: 16.7 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 : 190: 17 22 12 12 10 41 25 19 47 19 18: Old : 190: 17 22 12 12 10 41 25 19 47 19 18: 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 : 22.8 40.8 33.0 56.7 22.8 39.0 32.7 54.1 Old : 22.8 40.8 33.0 56.7 22.8 39.0 32.7 54.1 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 29, 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 : 405,661: 24,102 114,690 25,014 102,249 43,512 162,086 55,145 14,452 67,645 23,016 23,283: 45,567 29,314 Old : 405,661: 24,102 114,690 25,014 102,249 43,512 162,086 55,145 14,452 67,645 23,016 23,283: 45,567 29,314 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -55,401: 3,297 -4,310 1,625 -15,117 -10,269 -9,778 7,670 -32,161 -2,137 -4,070 1,150: -7,128 1,706 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 28.3 6.2 25.2 10.7 40.0 13.6 3.6 16.7 5.7 5.7: 11.2 7.2 Old : 100.0: 5.9 28.3 6.2 25.2 10.7 40.0 13.6 3.6 16.7 5.7 5.7: 11.2 7.2 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 : 293: 22 27 14 16 16 66 37 37 78 41 36: Old : 293: 22 27 14 16 16 66 37 37 78 41 36: 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 : 24.1 33.9 33.2 48.6 22.5 31.1 29.1 42.5 Old : 24.1 33.9 33.2 48.6 22.5 31.1 29.1 42.5 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 29, 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 : 230,420: 25,093 108,367 41,168 10,494 594 104,367 23,399 6,650 16,700 44,307 19,930: 15,918 16,679 Old : 230,420: 25,093 108,367 41,168 10,494 594 104,367 23,399 6,650 16,700 44,307 19,930: 15,918 16,679 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -5,873: -45 3,988 -607 -88 -429 3,907 -682 -6,796 -929 -3,389 1,444: -2,418 79 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.9 47.0 17.9 4.6 0.3 45.3 10.2 2.9 7.2 19.2 8.6: 6.9 7.2 Old : 100.0: 10.9 47.0 17.9 4.6 0.3 45.3 10.2 2.9 7.2 19.2 8.6: 6.9 7.2 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 : 315: 28 48 17 6 6 100 24 27 37 65 37: Old : 315: 28 48 17 6 6 100 24 27 37 65 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 : 22.0 28.2 32.5 44.1 22.0 27.0 32.4 41.5 Old : 22.0 28.2 32.5 44.1 22.0 27.0 32.4 41.5 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, November 29, 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 : 34,428: 12,530 32,818 6,303 525 45 2,690 0 0 12,568 452 0: 292 588 Old : 34,428: 12,530 32,818 6,303 525 45 2,690 0 0 12,568 452 0: 292 588 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 849: 771 879 67 0 0 0 0 0 11 0 0: 0 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.4 95.3 18.3 1.5 0.1 7.8 0.0 0.0 36.5 1.3 0.0: 0.8 1.7 Old : 100.0: 36.4 95.3 18.3 1.5 0.1 7.8 0.0 0.0 36.5 1.3 0.0: 0.8 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 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 : 72.5 59.2 90.0 84.4 72.5 59.2 85.4 80.3 Old : 72.5 59.2 90.0 84.4 72.5 59.2 85.4 80.3 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 29, 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 : 17,151: 2,468 572 7,345 0 0 344 2,322 149 5,804 13,227 751: 290 130 Old : 17,151: 2,468 572 7,345 0 0 344 2,322 149 5,804 13,227 751: 290 130 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -63: -33 0 0 0 0 -110 0 110 0 -161 -30: 0 18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.4 3.3 42.8 0.0 0.0 2.0 13.5 0.9 33.8 77.1 4.4: 1.7 0.8 Old : 100.0: 14.4 3.3 42.8 0.0 0.0 2.0 13.5 0.9 33.8 77.1 4.4: 1.7 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 : 24: 8 4 . 0 0 . . . 6 . 4: Old : 24: 8 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 : 74.2 90.7 86.2 98.6 74.2 90.1 83.9 92.5 Old : 74.2 90.7 86.2 98.6 74.2 90.1 83.9 92.5 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 29, 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 : 20,049: 5,634 6,269 0 0 0 1,353 5,340 410 7,266 2,813 4,869: 517 348 Old : 20,049: 5,634 6,269 0 0 0 1,353 5,340 410 7,266 2,813 4,869: 517 348 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 1,072: 254 491 0 0 0 -151 288 0 470 -182 470: 29 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.1 31.3 0.0 0.0 0.0 6.7 26.6 2.0 36.2 14.0 24.3: 2.6 1.7 Old : 100.0: 28.1 31.3 0.0 0.0 0.0 6.7 26.6 2.0 36.2 14.0 24.3: 2.6 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 : 60: 15 14 0 0 0 6 7 . 22 9 23: Old : 60: 15 14 0 0 0 6 7 . 22 9 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 44.2 39.5 58.3 23.2 36.3 33.8 44.9 Old : 24.4 44.2 39.5 58.3 23.2 36.3 33.8 44.9 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 29, 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 : 3,786: 700 1,615 89 0 0 650 573 38 925 437 180: 1,204 943 Old : 3,786: 700 1,615 89 0 0 650 573 38 925 437 180: 1,204 943 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 14: -170 170 -1 0 0 -27 -249 16 44 -104 67: 85 114 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 42.7 2.4 0.0 0.0 17.2 15.1 1.0 24.4 11.5 4.8: 31.8 24.9 Old : 100.0: 18.5 42.7 2.4 0.0 0.0 17.2 15.1 1.0 24.4 11.5 4.8: 31.8 24.9 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 : 52: 8 18 . 0 0 8 5 . 8 7 5: Old : 52: 8 18 . 0 0 8 5 . 8 7 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 : 34.0 30.5 44.6 47.2 34.0 30.5 44.1 46.0 Old : 34.0 30.5 44.6 47.2 34.0 30.5 44.1 46.0 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, November 29, 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 : 30,171: 16,116 13,585 2,280 7,515 1,540 0 0 0 9,615 6,980 540: 80 11 Old : 30,171: 16,116 13,585 2,280 7,515 1,540 0 0 0 9,615 6,980 540: 80 11 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -1,199: -99 -200 91 0 0 0 0 0 -1,201 -999 0: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.4 45.0 7.6 24.9 5.1 0.0 0.0 0.0 31.9 23.1 1.8: 0.3 0.0 Old : 100.0: 53.4 45.0 7.6 24.9 5.1 0.0 0.0 0.0 31.9 23.1 1.8: 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 : 32: 8 7 . . . 0 0 0 8 9 .: Old : 32: 8 7 . . . 0 0 0 8 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 : 70.9 54.0 91.2 77.6 67.2 50.8 78.2 67.7 Old : 70.9 54.0 91.2 77.6 67.2 50.8 78.2 67.7 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 29, 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 22, 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: 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 29, 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 : 30,110: 23,195 11,294 0 0 0 0 0 0 6,824 18,745 71: 20 0 Old : 30,110: 23,195 11,294 0 0 0 0 0 0 6,824 18,745 71: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -120: -120 100 0 0 0 0 0 0 100 -120 -100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.0 37.5 0.0 0.0 0.0 0.0 0.0 0.0 22.7 62.3 0.2: 0.1 0.0 Old : 100.0: 77.0 37.5 0.0 0.0 0.0 0.0 0.0 0.0 22.7 62.3 0.2: 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 : 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 : 66.8 66.8 87.5 93.1 66.8 61.5 85.7 84.9 Old : 66.8 66.8 87.5 93.1 66.8 61.5 85.7 84.9 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 29, 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 : 22,430: 19,200 8,149 145 12,986 184 0 0 0 2,529 739 372: 0 0 Old : 22,430: 19,200 8,149 145 12,986 184 0 0 0 2,529 739 372: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 371: 1,350 225 -400 56 94 0 0 0 -679 -10 6: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.6 36.3 0.6 57.9 0.8 0.0 0.0 0.0 11.3 3.3 1.7: 0.0 0.0 Old : 100.0: 85.6 36.3 0.6 57.9 0.8 0.0 0.0 0.0 11.3 3.3 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 . 4: Old : 24: 9 4 . . . 0 0 0 7 . 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 : 76.8 92.7 90.4 97.7 67.2 76.8 76.9 80.6 Old : 76.8 92.7 90.4 97.7 67.2 76.8 76.9 80.6 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 29, 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 : 60,565: 35,611 18,305 0 18,480 17,950 0 0 0 5,244 4,039 1,760: 0 31 Old : 60,565: 35,611 18,305 0 18,480 17,950 0 0 0 5,244 4,039 1,760: 0 31 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 640: 400 -70 0 500 250 0 0 0 0 -30 -10: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.8 30.2 0.0 30.5 29.6 0.0 0.0 0.0 8.7 6.7 2.9: 0.0 0.1 Old : 100.0: 58.8 30.2 0.0 30.5 29.6 0.0 0.0 0.0 8.7 6.7 2.9: 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 . 10 4: Old : 31: 11 7 0 . . 0 0 0 . 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 : 57.6 69.4 82.8 87.9 42.1 43.6 57.1 54.4 Old : 57.6 69.4 82.8 87.9 42.1 43.6 57.1 54.4 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 29, 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 8,730 0 0 0 0 0 0 3,425 9,155 550: 60 0 Old : 18,435: 14,400 8,730 0 0 0 0 0 0 3,425 9,155 550: 60 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 0: 0 -120 0 0 0 0 0 0 0 120 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.1 47.4 0.0 0.0 0.0 0.0 0.0 0.0 18.6 49.7 3.0: 0.3 0.0 Old : 100.0: 78.1 47.4 0.0 0.0 0.0 0.0 0.0 0.0 18.6 49.7 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 69.4 91.9 93.6 71.3 67.3 91.4 91.4 Old : 71.3 69.4 91.9 93.6 71.3 67.3 91.4 91.4 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 29, 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 : 7,197: 2,800 3,455 0 0 0 0 0 0 4,397 3,737 0: 0 5 Old : 7,197: 2,800 3,455 0 0 0 0 0 0 4,397 3,737 0: 0 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 150: 0 0 0 0 0 0 0 0 150 150 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.9 48.0 0.0 0.0 0.0 0.0 0.0 0.0 61.1 51.9 0.0: 0.0 0.1 Old : 100.0: 38.9 48.0 0.0 0.0 0.0 0.0 0.0 0.0 61.1 51.9 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 : 75.1 84.0 94.8 99.9 75.1 84.0 94.8 99.9 Old : 75.1 84.0 94.8 99.9 75.1 84.0 94.8 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 29, 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 : 16,150: 8,430 8,035 0 0 0 1,000 0 0 6,500 7,915 200: 20 0 Old : 16,150: 8,430 8,035 0 0 0 1,000 0 0 6,500 7,915 200: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : -400: -100 -350 0 0 0 0 0 0 -300 -50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.2 49.8 0.0 0.0 0.0 6.2 0.0 0.0 40.2 49.0 1.2: 0.1 0.0 Old : 100.0: 52.2 49.8 0.0 0.0 0.0 6.2 0.0 0.0 40.2 49.0 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 : 62.7 79.3 86.4 95.7 60.4 78.0 82.7 94.1 Old : 62.7 79.3 86.4 95.7 60.4 78.0 82.7 94.1 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 29, 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 22, 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: 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 29, 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 22, 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: 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 December 2, 2016