Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALLADIUM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 TROY OUNCES) : CFTC Code #075651 Open Interest is 24,290 : : Positions : : 1,288 14,189 2,510 4,563 506 14,325 1,583 204 3,637 2,193 129 : : : : Changes from: December 20, 2016 : : 54 -382 203 -55 18 -1,399 10 2 218 -340 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.3 58.4 10.3 18.8 2.1 59.0 6.5 0.8 15.0 9.0 0.5 : : : : Number of Traders in Each Category Total Traders: 150 : : 7 19 14 10 . 40 13 6 25 21 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PLATINUM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 50 TROY OUNCES) : CFTC Code #076651 Open Interest is 63,714 : : Positions : : 6,308 29,182 3,925 9,915 1,169 22,963 13,775 1,722 19,075 2,849 1,321 : : : : Changes from: December 20, 2016 : : 407 500 -440 -1,446 166 -1,047 915 -1,274 648 -460 517 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.9 45.8 6.2 15.6 1.8 36.0 21.6 2.7 29.9 4.5 2.1 : : : : Number of Traders in Each Category Total Traders: 229 : : 19 19 9 15 7 47 28 14 78 16 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SILVER - COMMODITY EXCHANGE INC. (CONTRACTS OF 5,000 TROY OUNCES) : CFTC Code #084691 Open Interest is 163,097 : : Positions : : 10,496 58,612 25,696 51,587 5,782 58,183 18,967 6,385 26,147 6,452 4,924 : : : : Changes from: December 20, 2016 : : -363 -308 137 141 103 -1,032 2,828 620 1,833 -44 893 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.4 35.9 15.8 31.6 3.5 35.7 11.6 3.9 16.0 4.0 3.0 : : : : Number of Traders in Each Category Total Traders: 194 : : 12 21 12 14 7 45 24 23 55 16 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GOLD - COMMODITY EXCHANGE INC. (CONTRACTS OF 100 TROY OUNCES) : CFTC Code #088691 Open Interest is 401,513 : : Positions : : 23,547 97,994 41,038 87,558 25,390 130,595 87,229 31,876 75,943 20,966 23,960 : : : : Changes from: December 20, 2016 : : 1,417 -3,480 1,434 -6,724 -836 -6,993 3,446 10,386 -5,536 516 1,108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.9 24.4 10.2 21.8 6.3 32.5 21.7 7.9 18.9 5.2 6.0 : : : : Number of Traders in Each Category Total Traders: 312 : : 24 24 16 16 16 62 54 35 88 35 46 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COPPER-GRADE #1 - COMMODITY EXCHANGE INC. (CONTRACTS OF 25,000 POUNDS) : CFTC Code #085692 Open Interest is 227,733 : : Positions : : 29,951 107,467 39,532 10,398 908 96,708 24,556 8,082 15,797 42,186 20,460 : : : : Changes from: December 20, 2016 : : 2,008 -1,640 186 -336 86 -5,714 1,290 -1,070 -1,006 -1,747 -1,027 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 47.2 17.4 4.6 0.4 42.5 10.8 3.5 6.9 18.5 9.0 : : : : Number of Traders in Each Category Total Traders: 303 : : 30 53 18 7 10 85 29 25 43 58 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. (25 METRIC TONS) : CFTC Code #191693 Open Interest is 33,415 : : Positions : : 12,382 31,861 5,874 516 30 2,530 0 0 12,458 412 0 : : : : Changes from: December 20, 2016 : : 0 50 48 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 95.3 17.6 1.5 0.1 7.6 0.0 0.0 37.3 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 17 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 20 SHORT TONS) : CFTC Code #192651 Open Interest is 15,260 : : Positions : : 1,618 441 6,871 0 0 185 2,115 149 5,474 11,692 675 : : : : Changes from: December 20, 2016 : : -173 -148 45 0 0 0 0 0 75 65 106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 2.9 45.0 0.0 0.0 1.2 13.9 1.0 35.9 76.6 4.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 4 . 0 0 . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 500 DRY METRIC TONS) : CFTC Code #195651 Open Interest is 18,874 : : Positions : : 4,537 5,397 22 0 50 1,073 4,315 304 7,603 3,447 4,890 : : : : Changes from: December 20, 2016 : : 255 103 0 0 0 30 -98 -18 -216 -10 499 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.0 28.6 0.1 0.0 0.3 5.7 22.9 1.6 40.3 18.3 25.9 : : : : Number of Traders in Each Category Total Traders: 60 : : 13 14 . 0 . 5 5 . 20 11 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 110,000 BOARD FEET) : CFTC Code #058643 Open Interest is 4,376 : : Positions : : 1,430 1,263 81 0 0 364 837 6 976 845 306 : : : : Changes from: December 20, 2016 : : 251 -19 -1 0 0 -97 124 0 -2 128 -52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 28.9 1.9 0.0 0.0 8.3 19.1 0.1 22.3 19.3 7.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 16 15 . 0 0 4 6 . 12 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV 1,000 california carbon allowances : CFTC Code #00639H Open Interest is 9,952 : : Positions : : 7,923 2,989 0 5,633 70 0 0 0 1,740 1,035 219 : : : : Changes from: December 20, 2016 : : -6,291 -10,159 -2,398 -1,882 -1,905 0 0 0 -7,669 -4,379 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 30.0 0.0 56.6 0.7 0.0 0.0 0.0 17.5 10.4 2.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 5 . 0 4 . 0 0 0 6 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV (10 SRECs) : CFTC Code #00639W Open Interest is 33,210 : : Positions : : 14,650 21,300 0 0 0 0 0 0 17,960 11,310 600 : : : : Changes from: December 20, 2016 : : -250 -200 0 0 0 0 0 0 -50 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 64.1 0.0 0.0 0.0 0.0 0.0 0.0 54.1 34.1 1.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 5 0 0 0 0 0 0 5 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV (10 SRECs) : CFTC Code #00639X Open Interest is 31,860 : : Positions : : 25,585 12,144 0 0 0 0 0 0 6,184 19,645 71 : : : : Changes from: December 20, 2016 : : 200 450 0 0 0 0 0 0 250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 38.1 0.0 0.0 0.0 0.0 0.0 0.0 19.4 61.7 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 4 0 0 0 0 0 0 6 9 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV 1,000 california carbon allowances : CFTC Code #00639Y Open Interest is 14,711 : : Positions : : 11,069 7,316 0 6,393 2 0 0 0 3,540 900 100 : : : : Changes from: December 20, 2016 : : -10,162 -2,560 0 -6,945 -10 0 0 0 530 -127 -830 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 49.7 0.0 43.5 0.0 0.0 0.0 0.0 24.1 6.1 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 5 0 4 . 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV (10 SRECs) : CFTC Code #0063A3 Open Interest is 19,278 : : Positions : : 15,130 8,755 0 0 0 0 0 0 3,563 9,948 575 : : : : Changes from: December 20, 2016 : : 255 0 0 0 0 0 0 0 145 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 45.4 0.0 0.0 0.0 0.0 0.0 0.0 18.5 51.6 3.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 5 0 0 0 0 0 0 7 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV (10 SRECs) : CFTC Code #0063A4 Open Interest is 12,697 : : Positions : : 7,350 8,585 0 0 0 0 0 0 5,347 4,112 0 : : : : Changes from: December 20, 2016 : : 500 500 0 0 0 0 0 0 100 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 67.6 0.0 0.0 0.0 0.0 0.0 0.0 42.1 32.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 4 0 0 0 0 0 0 5 6 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV 100 MWh of renewable energy certificates : CFTC Code #0063AA Open Interest is 15,070 : : Positions : : 7,600 7,705 0 0 0 1,000 0 0 6,250 7,165 200 : : : : Changes from: December 20, 2016 : : -300 -300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 51.1 0.0 0.0 0.0 6.6 0.0 0.0 41.5 47.5 1.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 8 0 0 0 . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV 100 MWh of renewable energy certificates : CFTC Code #0063AB Open Interest is 20,766 : : Positions : : 11,006 12,566 0 0 0 3,000 0 0 5,360 6,800 1,400 : : : : Changes from: December 20, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 60.5 0.0 0.0 0.0 14.4 0.0 0.0 25.8 32.7 6.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 5 0 0 0 . 0 0 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV 100 MWh of renewable energy certificates : CFTC Code #0063AD Open Interest is 13,570 : : Positions : : 5,100 6,420 0 0 0 1,300 0 0 7,070 7,050 100 : : : : Changes from: December 20, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 47.3 0.0 0.0 0.0 9.6 0.0 0.0 52.1 52.0 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 . 0 0 0 . 0 0 4 4 . : ----------------------------------------------------------------------------------------------------------------
Updated December 30, 2016