Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 26,739 : : Positions : : 1,733 15,207 2,065 4,648 1,319 15,688 1,573 260 3,811 2,472 176 : : : : Changes from: December 13, 2016 : : 260 587 536 -10 -96 -1,368 -342 -105 -184 -1,423 -71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.5 56.9 7.7 17.4 4.9 58.7 5.9 1.0 14.3 9.2 0.7 : : : : Number of Traders in Each Category Total Traders: 151 : : 10 20 12 12 7 40 12 7 27 21 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 67,412 : : Positions : : 6,005 28,852 4,920 11,041 2,411 23,681 13,270 4,123 18,297 3,286 1,088 : : : : Changes from: December 13, 2016 : : -165 -567 -304 1,071 553 -2,056 -2,732 796 -769 -549 -372 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.9 42.8 7.3 16.4 3.6 35.1 19.7 6.1 27.1 4.9 1.6 : : : : Number of Traders in Each Category Total Traders: 235 : : 19 18 8 16 15 52 32 21 73 19 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 180,884 : : Positions : : 11,743 60,356 25,054 51,241 11,352 59,556 16,197 10,033 23,988 6,423 12,894 : : : : Changes from: December 13, 2016 : : 468 -3,536 550 -2,592 503 -51 2,571 -228 -3,373 184 2,595 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.5 33.4 13.9 28.3 6.3 32.9 9.0 5.5 13.3 3.6 7.1 : : : : Number of Traders in Each Category Total Traders: 207 : : 14 26 13 14 15 50 24 26 52 23 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 647,827 : : Positions : : 46,577 124,177 39,588 87,304 106,770 135,232 81,321 53,109 69,950 20,244 143,223 : : : : Changes from: December 13, 2016 : : 1,176 -100 8,783 -7,706 1,687 -10,224 4,770 11,733 -4,549 -2,985 13,774 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.2 19.2 6.1 13.5 16.5 20.9 12.6 8.2 10.8 3.1 22.1 : : : : Number of Traders in Each Category Total Traders: 362 : : 26 28 17 15 23 63 54 54 117 52 98 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 234,318 : : Positions : : 28,259 109,199 39,346 10,723 850 102,376 23,297 9,224 16,669 43,887 22,338 : : : : Changes from: December 13, 2016 : : 3,316 -4,399 346 -99 155 -5,660 2,276 1,165 -2,796 -1,571 659 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 46.6 16.8 4.6 0.4 43.7 9.9 3.9 7.1 18.7 9.5 : : : : Number of Traders in Each Category Total Traders: 309 : : 28 52 18 7 9 90 26 25 41 67 34 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 33,365 : : Positions : : 12,382 31,811 5,826 516 30 2,530 0 0 12,458 412 0 : : : : Changes from: December 13, 2016 : : 390 990 0 0 0 0 0 0 720 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 95.3 17.5 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- Options and Futures Combined Positions as of December 20, 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 15,207 : : Positions : : 1,791 589 6,826 0 0 185 2,115 149 5,399 11,627 569 : : : : Changes from: December 13, 2016 : : -213 0 273 0 0 0 -132 0 -60 132 115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.8 3.9 44.9 0.0 0.0 1.2 13.9 1.0 35.5 76.5 3.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 4 . 0 0 . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 18,311 : : Positions : : 4,282 5,294 22 0 50 1,043 4,413 322 7,819 3,457 4,391 : : : : Changes from: December 13, 2016 : : 200 75 22 0 50 0 -106 -38 138 391 337 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 28.9 0.1 0.0 0.3 5.7 24.1 1.8 42.7 18.9 24.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 12 14 . 0 . 4 5 . 19 12 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 11,861 : : Positions : : 789 2,732 0 0 0 1,551 654 2,515 2,154 1,096 4,851 : : : : Changes from: December 13, 2016 : : -29 -63 0 0 0 -28 -3 -63 29 38 -219 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.6 23.0 0.0 0.0 0.0 13.1 5.5 21.2 18.2 9.2 40.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 5 6 0 0 0 . 4 . 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 4,514 : : Positions : : 1,287 1,433 82 0 0 461 713 6 968 695 523 : : : : Changes from: December 13, 2016 : : 454 -167 0 0 0 -10 173 -14 -23 242 143 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 31.7 1.8 0.0 0.0 10.2 15.8 0.1 21.4 15.4 11.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 17 17 . 0 0 4 6 . 14 6 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 6,097 : : Positions : : 4,152 729 184 4,866 50 0 0 0 1,701 435 0 : : : : Changes from: December 13, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 12.0 3.0 79.8 0.8 0.0 0.0 0.0 27.9 7.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 4 . . . 0 0 0 5 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 28,372 : : Positions : : 14,214 13,148 2,398 7,515 1,975 0 0 0 9,409 5,414 309 : : : : Changes from: December 13, 2016 : : -3,373 -3,497 -85 0 100 0 0 0 -196 -150 -1,393 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 46.3 8.5 26.5 7.0 0.0 0.0 0.0 33.2 19.1 1.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 10 6 . . . 0 0 0 10 10 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 33,510 : : Positions : : 14,900 21,500 0 0 0 0 0 0 18,010 11,410 600 : : : : Changes from: December 13, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 64.2 0.0 0.0 0.0 0.0 0.0 0.0 53.7 34.0 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- Options and Futures Combined Positions as of December 20, 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 31,410 : : Positions : : 25,385 11,694 0 0 0 0 0 0 5,934 19,645 71 : : : : Changes from: December 13, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 37.2 0.0 0.0 0.0 0.0 0.0 0.0 18.9 62.5 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- Options and Futures Combined Positions as of December 20, 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 31,947 : : Positions : : 25,286 14,682 0 13,276 74 0 0 0 3,236 563 3,352 : : : : Changes from: December 13, 2016 : : 1,060 956 0 -4 4 0 0 0 -93 15 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 46.0 0.0 41.6 0.2 0.0 0.0 0.0 10.1 1.8 10.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 9 6 0 4 . 0 0 0 9 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 64,518 : : Positions : : 41,359 24,335 0 21,230 15,420 0 0 0 7,739 3,527 0 : : : : Changes from: December 13, 2016 : : -13,148 -14,547 0 1,150 -1,050 0 0 0 -199 50 -3,801 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 37.7 0.0 32.9 23.9 0.0 0.0 0.0 12.0 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 10 0 . . 0 0 0 . 6 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 18,878 : : Positions : : 14,875 8,755 0 0 0 0 0 0 3,418 9,548 575 : : : : Changes from: December 13, 2016 : : 0 0 0 0 0 0 0 0 55 55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 46.4 0.0 0.0 0.0 0.0 0.0 0.0 18.1 50.6 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- Options and Futures Combined Positions as of December 20, 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 12,097 : : Positions : : 6,850 8,085 0 0 0 0 0 0 5,247 4,012 0 : : : : Changes from: December 13, 2016 : : 0 -25 0 0 0 0 0 0 100 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 66.8 0.0 0.0 0.0 0.0 0.0 0.0 43.4 33.2 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- Options and Futures Combined Positions as of December 20, 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 15,545 : : Positions : : 7,929 8,180 0 0 0 1,146 0 0 6,250 7,165 200 : : : : Changes from: December 13, 2016 : : -3 -15 0 0 0 -13 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 52.6 0.0 0.0 0.0 7.4 0.0 0.0 40.2 46.1 1.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 8 0 0 0 . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 20,867 : : Positions : : 11,006 12,667 0 0 0 3,101 0 0 5,360 6,800 1,400 : : : : Changes from: December 13, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 60.7 0.0 0.0 0.0 14.9 0.0 0.0 25.7 32.6 6.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 5 0 0 0 . 0 0 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 13, 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 23, 2016