Disaggregated Commitments of Traders- Options and 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 25,391 : : Positions : : 1,540 14,626 2,453 4,606 1,075 14,325 1,583 227 3,896 2,179 160 : : : : Changes from: December 20, 2016 : : -193 -581 388 -42 -245 -1,363 10 -33 86 -293 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.1 57.6 9.7 18.1 4.2 56.4 6.2 0.9 15.3 8.6 0.6 : : : : Number of Traders in Each Category Total Traders: 150 : : 9 19 12 12 7 40 13 7 25 21 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 66,263 : : Positions : : 6,420 29,337 4,573 9,529 2,290 22,602 14,379 2,641 19,016 2,829 1,470 : : : : Changes from: December 20, 2016 : : 415 486 -347 -1,511 -121 -1,079 1,109 -1,481 719 -457 382 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.7 44.3 6.9 14.4 3.5 34.1 21.7 4.0 28.7 4.3 2.2 : : : : Number of Traders in Each Category Total Traders: 230 : : 20 19 10 14 10 47 29 17 78 16 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 179,624 : : Positions : : 11,190 59,741 25,475 51,551 10,610 58,496 19,398 9,337 26,082 6,393 11,401 : : : : Changes from: December 20, 2016 : : -553 -615 421 310 -742 -1,060 3,201 -696 2,094 -30 -1,493 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.2 33.3 14.2 28.7 5.9 32.6 10.8 5.2 14.5 3.6 6.3 : : : : Number of Traders in Each Category Total Traders: 204 : : 13 23 13 13 15 48 26 27 55 21 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 597,450 : : Positions : : 42,681 116,387 42,632 81,617 92,657 129,215 87,968 54,164 69,719 19,782 119,127 : : : : Changes from: December 20, 2016 : : -3,896 -7,790 3,044 -5,687 -14,113 -6,017 6,647 1,055 -231 -462 -24,096 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.1 19.5 7.1 13.7 15.5 21.6 14.7 9.1 11.7 3.3 19.9 : : : : Number of Traders in Each Category Total Traders: 355 : : 28 27 17 15 22 66 60 54 116 39 84 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 228,415 : : Positions : : 30,198 107,543 39,532 10,388 935 96,708 24,577 8,095 15,769 42,247 20,804 : : : : Changes from: December 20, 2016 : : 1,939 -1,656 186 -335 85 -5,668 1,280 -1,130 -900 -1,640 -1,534 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 47.1 17.3 4.5 0.4 42.3 10.8 3.5 6.9 18.5 9.1 : : : : Number of Traders in Each Category Total Traders: 305 : : 32 53 18 7 11 85 29 26 42 61 33 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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- Options and 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- Options and 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- Options and 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 N CHNA APO - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 500 DRY METRIC TONS) : CFTC Code #195653 Open Interest is 11,788 : : Positions : : 762 2,701 0 0 0 1,550 651 2,503 2,150 1,104 4,823 : : : : Changes from: December 20, 2016 : : -26 -31 0 0 0 -1 -4 -12 -5 8 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.5 22.9 0.0 0.0 0.0 13.1 5.5 21.2 18.2 9.4 40.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 5 6 0 0 0 . 4 . 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 4,749 : : Positions : : 1,575 1,415 81 0 0 364 837 6 954 836 492 : : : : Changes from: December 20, 2016 : : 288 -18 -1 0 0 -97 124 0 -14 141 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 29.8 1.7 0.0 0.0 7.7 17.6 0.1 20.1 17.6 10.4 : : : : Number of Traders in Each Category Total Traders: 54 : : 20 16 . 0 0 4 6 . 12 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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- Options and 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- Options and 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- Options and 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 21,499 : : Positions : : 15,139 12,139 0 6,331 64 0 0 0 3,894 563 2,402 : : : : Changes from: December 20, 2016 : : -10,146 -2,544 0 -6,944 -11 0 0 0 658 0 -949 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 56.5 0.0 29.4 0.3 0.0 0.0 0.0 18.1 2.6 11.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 6 0 4 . 0 0 0 6 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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- Options and 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- Options and 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 15,231 : : Positions : : 7,627 7,866 0 0 0 1,134 0 0 6,250 7,165 200 : : : : Changes from: December 20, 2016 : : -302 -315 0 0 0 -12 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 51.6 0.0 0.0 0.0 7.4 0.0 0.0 41.0 47.0 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 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 20,865 : : Positions : : 11,006 12,665 0 0 0 3,099 0 0 5,360 6,800 1,400 : : : : Changes from: December 20, 2016 : : 0 -2 0 0 0 -2 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 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