Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 26,810 : : Positions : : 2,458 12,471 1,041 5,579 638 16,419 2,969 252 3,086 3,132 538 : : : : Changes from: September 20, 2016 : : 305 804 -42 319 -40 955 -62 11 116 38 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.2 46.5 3.9 20.8 2.4 61.2 11.1 0.9 11.5 11.7 2.0 : : : : Number of Traders in Each Category Total Traders: 169 : : 12 19 8 16 7 48 14 9 34 21 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 72,445 : : Positions : : 5,440 33,451 2,956 16,783 1,421 31,337 10,279 2,424 19,757 3,901 1,199 : : : : Changes from: September 20, 2016 : : 343 1,452 326 -718 -3,537 -645 176 -1,695 73 -297 -348 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.5 46.2 4.1 23.2 2.0 43.3 14.2 3.3 27.3 5.4 1.7 : : : : Number of Traders in Each Category Total Traders: 244 : : 16 20 8 17 9 56 29 22 81 19 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 224,215 : : Positions : : 13,942 77,336 26,806 67,931 12,518 97,846 19,952 8,870 20,880 10,827 14,032 : : : : Changes from: September 20, 2016 : : -1,274 3,031 -122 -525 2,672 2,770 -1,652 -937 654 3,093 -1,571 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.2 34.5 12.0 30.3 5.6 43.6 8.9 4.0 9.3 4.8 6.3 : : : : Number of Traders in Each Category Total Traders: 241 : : 18 27 12 12 15 69 22 29 53 36 42 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 792,666 : : Positions : : 44,192 196,901 29,065 210,846 127,255 286,710 24,818 57,820 82,059 32,829 108,995 : : : : Changes from: September 20, 2016 : : -274 11,755 -2,193 12,008 -2,619 38,621 -4,137 -9,495 -2,016 2,276 -13,261 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.6 24.8 3.7 26.6 16.1 36.2 3.1 7.3 10.4 4.1 13.8 : : : : Number of Traders in Each Category Total Traders: 394 : : 27 36 13 22 25 113 22 55 105 67 89 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 180,588 : : Positions : : 29,049 62,741 43,201 7,468 192 53,176 50,280 8,241 21,472 26,584 8,536 : : : : Changes from: September 20, 2016 : : -1,706 7,351 -619 1,936 -167 3,560 -18,904 1,888 -11,125 231 -3,619 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.1 34.7 23.9 4.1 0.1 29.4 27.8 4.6 11.9 14.7 4.7 : : : : Number of Traders in Each Category Total Traders: 264 : : 32 44 15 7 4 49 44 28 42 54 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 30,342 : : Positions : : 6,542 29,392 6,888 0 34 2,260 0 0 14,413 372 24 : : : : Changes from: September 20, 2016 : : 219 699 0 0 0 0 0 0 480 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.6 96.9 22.7 0.0 0.1 7.4 0.0 0.0 47.5 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 8 18 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 18,952 : : Positions : : 2,420 763 8,309 0 0 752 3,031 163 6,611 14,198 641 : : : : Changes from: September 20, 2016 : : -5 50 0 0 0 0 0 0 45 -5 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 4.0 43.8 0.0 0.0 4.0 16.0 0.9 34.9 74.9 3.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 7 6 . 0 0 . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 21,517 : : Positions : : 6,666 5,247 0 0 0 1,472 6,247 977 6,858 3,487 5,084 : : : : Changes from: September 20, 2016 : : 130 280 0 0 0 270 126 -106 -20 74 112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.0 24.4 0.0 0.0 0.0 6.8 29.0 4.5 31.9 16.2 23.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 14 14 0 0 0 5 4 4 16 14 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 N CHNA APO - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 500 DRY METRIC TONS) : CFTC Code #195653 Open Interest is 9,402 : : Positions : : 1,760 2,542 0 0 0 657 387 1,976 1,438 926 3,551 : : : : Changes from: September 20, 2016 : : -251 -160 0 0 0 163 9 -290 -29 34 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.7 27.0 0.0 0.0 0.0 7.0 4.1 21.0 15.3 9.8 37.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 7 0 0 0 . . . 5 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 3,961 : : Positions : : 520 1,494 82 0 0 882 492 5 1,001 552 403 : : : : Changes from: September 20, 2016 : : -141 272 -2 0 0 74 -179 -21 6 -116 168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.1 37.7 2.1 0.0 0.0 22.3 12.4 0.1 25.3 13.9 10.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 15 18 . 0 0 10 . . 14 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 : ---------------------------------------------------------------------------------------------------------------- CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV 1,000 california carbon allowanc : CFTC Code #006393 Open Interest is 6,553 : : Positions : : 4,324 820 198 4,816 75 0 0 0 1,701 606 225 : : : : Changes from: September 20, 2016 : : 75 -3 0 0 0 0 0 0 -78 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 12.5 3.0 73.5 1.1 0.0 0.0 0.0 26.0 9.2 3.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 4 . . . 0 0 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 37,737 : : Positions : : 10,097 16,699 2,296 7,515 1,431 0 0 0 15,956 4,209 7,883 : : : : Changes from: September 20, 2016 : : 269 356 -317 0 320 0 0 0 300 -104 137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 44.3 6.1 19.9 3.8 0.0 0.0 0.0 42.3 11.2 20.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 9 8 . . . 0 0 0 13 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 34,935 : : Positions : : 16,075 4,796 0 0 0 0 0 0 17,910 29,189 950 : : : : Changes from: September 20, 2016 : : 475 -184 0 0 0 0 0 0 -640 19 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 13.7 0.0 0.0 0.0 0.0 0.0 0.0 51.3 83.6 2.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 4 0 0 0 0 0 0 6 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 24,445 : : Positions : : 17,315 3,950 0 0 0 0 0 0 5,390 18,735 1,720 : : : : Changes from: September 20, 2016 : : 150 0 0 0 0 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 16.2 0.0 0.0 0.0 0.0 0.0 0.0 22.0 76.6 7.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 . 0 0 0 0 0 0 5 10 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 30,316 : : Positions : : 22,516 12,825 711 12,900 65 0 0 0 3,519 1,022 3,504 : : : : Changes from: September 20, 2016 : : -303 -304 -16 0 0 0 0 0 6 -9 -260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 42.3 2.3 42.6 0.2 0.0 0.0 0.0 11.6 3.4 11.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 5 . . . 0 0 0 8 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 : ---------------------------------------------------------------------------------------------------------------- RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV 1,000 RGGI CO2 Allowances : CFTC Code #0063A1 Open Interest is 65,705 : : Positions : : 42,909 33,845 610 14,184 7,146 0 0 0 8,927 4,396 6,094 : : : : Changes from: September 20, 2016 : : -4 -142 -29 33 -33 0 0 0 74 150 451 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 51.5 0.9 21.6 10.9 0.0 0.0 0.0 13.6 6.7 9.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 11 . . . 0 0 0 7 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 16,110 : : Positions : : 9,075 7,900 0 0 0 0 0 0 6,625 7,810 400 : : : : Changes from: September 20, 2016 : : 0 800 0 0 0 0 0 0 0 -800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 49.0 0.0 0.0 0.0 0.0 0.0 0.0 41.1 48.5 2.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 6 5 0 0 0 0 0 0 9 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 16,714 : : Positions : : 7,404 10,224 0 0 0 2,545 0 0 6,575 6,320 170 : : : : Changes from: September 20, 2016 : : -1,236 -365 0 0 0 71 0 0 1,750 950 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 61.2 0.0 0.0 0.0 15.2 0.0 0.0 39.3 37.8 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 8 0 0 0 . 0 0 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 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 17,171 : : Positions : : 9,450 9,751 0 0 0 2,836 0 0 4,285 6,820 600 : : : : Changes from: September 20, 2016 : : -100 114 0 0 0 14 0 0 150 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 56.8 0.0 0.0 0.0 16.5 0.0 0.0 25.0 39.7 3.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 5 0 0 0 . 0 0 6 5 . : ----------------------------------------------------------------------------------------------------------------
Updated September 30, 2016