PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Disaggregated Commitments of Traders - Futures Only, January 31, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 28,488: 1,655 16,196 3,441 5,655 460 17,685 1,697 1,089 1,717 1,932 485: 1,956 974 Old : 28,488: 1,655 16,196 3,441 5,655 460 17,685 1,697 1,089 1,717 1,932 485: 1,956 974 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2017 : : -2,338: -99 -20 898 -1,048 -300 -2,253 -182 174 -624 -891 181: -315 -252 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 56.9 12.1 19.9 1.6 62.1 6.0 3.8 6.0 6.8 1.7: 6.9 3.4 Old : 100.0: 5.8 56.9 12.1 19.9 1.6 62.1 6.0 3.8 6.0 6.8 1.7: 6.9 3.4 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 : 163: 11 25 13 10 . 44 15 9 22 22 7: Old : 163: 11 25 13 10 . 44 15 9 22 22 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 : 23.5 38.1 38.7 53.9 23.4 37.7 38.7 53.5 Old : 23.5 38.1 38.7 53.9 23.4 37.7 38.7 53.5 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, January 31, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 64,552: 5,992 34,729 2,316 16,728 1,056 30,211 4,926 1,748 16,006 2,318 623: 6,600 2,424 Old : 64,552: 5,992 34,729 2,316 16,728 1,056 30,211 4,926 1,748 16,006 2,318 623: 6,600 2,424 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2017 : : 1,729: 279 1,661 -14 1,151 38 1,637 -960 493 -171 -58 -89: -444 -507 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.3 53.8 3.6 25.9 1.6 46.8 7.6 2.7 24.8 3.6 1.0: 10.2 3.8 Old : 100.0: 9.3 53.8 3.6 25.9 1.6 46.8 7.6 2.7 24.8 3.6 1.0: 10.2 3.8 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 : 223: 18 20 7 17 5 59 16 12 68 18 4: Old : 223: 18 20 7 17 5 59 16 12 68 18 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 : 17.8 39.8 27.6 53.8 17.5 39.8 27.2 53.8 Old : 17.8 39.8 27.6 53.8 17.5 39.8 27.2 53.8 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, January 31, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 186,839: 12,146 71,140 30,438 60,857 6,681 76,808 12,844 8,373 20,101 8,091 8,127: 24,165 10,726 Old : 186,839: 12,146 71,140 30,438 60,857 6,681 76,808 12,844 8,373 20,101 8,091 8,127: 24,165 10,726 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2017 : : 9,238: 759 6,061 -287 740 1,598 5,081 -2,781 -708 -491 2,418 1,781: 1,505 129 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 38.1 16.3 32.6 3.6 41.1 6.9 4.5 10.8 4.3 4.3: 12.9 5.7 Old : 100.0: 6.5 38.1 16.3 32.6 3.6 41.1 6.9 4.5 10.8 4.3 4.3: 12.9 5.7 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 : 189: 15 22 13 13 9 56 15 23 41 18 21: Old : 189: 15 22 13 13 9 56 15 23 41 18 21: 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 : 19.0 37.0 30.2 51.2 18.4 36.1 28.8 49.3 Old : 19.0 37.0 30.2 51.2 18.4 36.1 28.8 49.3 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, January 31, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 398,433: 20,746 110,568 58,393 100,374 22,645 140,663 70,826 27,032 71,751 22,433 17,976: 39,227 26,579 Old : 398,433: 20,746 110,568 58,393 100,374 22,645 140,663 70,826 27,032 71,751 22,433 17,976: 39,227 26,579 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2017 : : -83,941: -2,371 2,086 -104 868 -4,741 5,504 -4,579 -65,798 -2,944 -2,609 -8,992: -4,495 -176 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.2 27.8 14.7 25.2 5.7 35.3 17.8 6.8 18.0 5.6 4.5: 9.8 6.7 Old : 100.0: 5.2 27.8 14.7 25.2 5.7 35.3 17.8 6.8 18.0 5.6 4.5: 9.8 6.7 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 : 315: 17 22 13 15 18 81 40 47 88 44 32: Old : 315: 17 22 13 15 18 81 40 47 88 44 32: 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 : 20.6 30.4 29.1 46.4 20.3 29.7 27.6 42.8 Old : 20.6 30.4 29.1 46.4 20.3 29.7 27.6 42.8 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, January 31, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 291,702: 41,109 132,108 47,954 14,734 365 119,847 18,491 15,109 15,142 59,222 34,956: 17,220 16,717 Old : 291,702: 41,109 132,108 47,954 14,734 365 119,847 18,491 15,109 15,142 59,222 34,956: 17,220 16,717 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2017 : : 20,810: 6,893 12,254 544 1,238 -233 5,479 -4,536 2,019 1,495 4,544 4,639: -26 885 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.1 45.3 16.4 5.1 0.1 41.1 6.3 5.2 5.2 20.3 12.0: 5.9 5.7 Old : 100.0: 14.1 45.3 16.4 5.1 0.1 41.1 6.3 5.2 5.2 20.3 12.0: 5.9 5.7 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 : 341: 27 48 17 7 6 95 20 34 46 87 42: Old : 341: 27 48 17 7 6 95 20 34 46 87 42: 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 : 17.2 24.6 28.1 39.5 16.8 22.0 26.4 35.5 Old : 17.2 24.6 28.1 39.5 16.8 22.0 26.4 35.5 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, January 31, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 35,145: 11,980 33,495 5,653 510 0 2,490 0 0 14,823 372 0: 199 768 Old : 35,145: 11,980 33,495 5,653 510 0 2,490 0 0 14,823 372 0: 199 768 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2017 : : 1,139: 821 1,005 5 0 0 0 0 0 190 0 0: 123 134 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.1 95.3 16.1 1.5 0.0 7.1 0.0 0.0 42.2 1.1 0.0: 0.6 2.2 Old : 100.0: 34.1 95.3 16.1 1.5 0.0 7.1 0.0 0.0 42.2 1.1 0.0: 0.6 2.2 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 : 26: 8 16 . . 0 . 0 0 . . 0: Old : 26: 8 16 . . 0 . 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 : 72.1 59.6 94.0 84.8 72.1 59.0 88.5 81.1 Old : 72.1 59.6 94.0 84.8 72.1 59.0 88.5 81.1 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, January 31, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 12,422: 1,015 601 5,747 0 0 819 313 14 4,317 10,987 375: 135 132 Old : 12,422: 1,015 601 5,747 0 0 819 313 14 4,317 10,987 375: 135 132 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2017 : : -1,303: -293 3 -689 0 0 51 -32 -120 -38 -941 -182: -32 -31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.2 4.8 46.3 0.0 0.0 6.6 2.5 0.1 34.8 88.4 3.0: 1.1 1.1 Old : 100.0: 8.2 4.8 46.3 0.0 0.0 6.6 2.5 0.1 34.8 88.4 3.0: 1.1 1.1 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 : 21: 7 . . 0 0 . . . 4 4 .: Old : 21: 7 . . 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 : 78.3 90.9 89.0 98.8 78.3 88.4 88.1 94.6 Old : 78.3 90.9 89.0 98.8 78.3 88.4 88.1 94.6 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, January 31, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 17,504: 4,738 5,569 72 0 44 832 2,768 1,090 6,688 4,243 3,542: 498 248 Old : 17,504: 4,738 5,569 72 0 44 832 2,768 1,090 6,688 4,243 3,542: 498 248 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2017 : : 544: 238 507 72 0 44 0 -319 374 -79 40 -52: -53 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.1 31.8 0.4 0.0 0.3 4.8 15.8 6.2 38.2 24.2 20.2: 2.8 1.4 Old : 100.0: 27.1 31.8 0.4 0.0 0.3 4.8 15.8 6.2 38.2 24.2 20.2: 2.8 1.4 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 : 55: 13 10 . 0 . 4 6 . 18 12 19: Old : 55: 13 10 . 0 . 4 6 . 18 12 19: 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 : 27.2 37.1 43.7 57.5 20.3 28.1 32.7 38.7 Old : 27.2 37.1 43.7 57.5 20.3 28.1 32.7 38.7 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, January 31, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 3,897: 1,272 1,406 82 0 0 409 880 0 812 352 234: 1,088 1,025 Old : 3,897: 1,272 1,406 82 0 0 409 880 0 812 352 234: 1,088 1,025 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2017 : : -20: -88 -52 0 0 0 11 -46 -5 -17 -20 -39: 118 142 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.6 36.1 2.1 0.0 0.0 10.5 22.6 0.0 20.8 9.0 6.0: 27.9 26.3 Old : 100.0: 32.6 36.1 2.1 0.0 0.0 10.5 22.6 0.0 20.8 9.0 6.0: 27.9 26.3 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 : 49: 13 15 . 0 0 4 5 0 8 7 6: Old : 49: 13 15 . 0 0 4 5 0 8 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 : 38.7 28.5 49.1 47.5 38.7 27.8 48.6 46.2 Old : 38.7 28.5 49.1 47.5 38.7 27.8 48.6 46.2 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, January 31, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 8,714: 6,887 2,164 0 5,870 70 0 0 0 1,725 579 25: 7 6 Old : 8,714: 6,887 2,164 0 5,870 70 0 0 0 1,725 579 25: 7 6 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2017 : : -1,695: -1,095 -875 0 -160 -150 0 0 0 -340 -400 -110: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.0 24.8 0.0 67.4 0.8 0.0 0.0 0.0 19.8 6.6 0.3: 0.1 0.1 Old : 100.0: 79.0 24.8 0.0 67.4 0.8 0.0 0.0 0.0 19.8 6.6 0.3: 0.1 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 : 23: 4 5 0 4 . 0 0 0 7 4 .: Old : 23: 4 5 0 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 : 88.3 73.4 97.2 95.5 88.3 70.3 95.8 92.5 Old : 88.3 73.4 97.2 95.5 88.3 70.3 95.8 92.5 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, January 31, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 34,180: 15,750 22,300 0 0 0 0 0 0 17,830 11,280 600: 0 0 Old : 34,180: 15,750 22,300 0 0 0 0 0 0 17,830 11,280 600: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2017 : : -80: -200 -250 0 0 0 0 0 0 120 170 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.1 65.2 0.0 0.0 0.0 0.0 0.0 0.0 52.2 33.0 1.8: 0.0 0.0 Old : 100.0: 46.1 65.2 0.0 0.0 0.0 0.0 0.0 0.0 52.2 33.0 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 : 23: 8 5 0 0 0 0 0 0 5 6 .: Old : 23: 8 5 0 0 0 0 0 0 5 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 : 65.7 73.8 90.2 95.1 65.7 73.2 90.2 93.1 Old : 65.7 73.8 90.2 95.1 65.7 73.2 90.2 93.1 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, January 31, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 34,760: 25,135 13,094 0 0 0 0 0 0 9,484 21,545 121: 20 0 Old : 34,760: 25,135 13,094 0 0 0 0 0 0 9,484 21,545 121: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2017 : : 3,350: 2,600 900 0 0 0 0 0 0 949 2,649 -199: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.3 37.7 0.0 0.0 0.0 0.0 0.0 0.0 27.3 62.0 0.3: 0.1 0.0 Old : 100.0: 72.3 37.7 0.0 0.0 0.0 0.0 0.0 0.0 27.3 62.0 0.3: 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 : 26: 10 4 0 0 0 0 0 0 5 10 .: Old : 26: 10 4 0 0 0 0 0 0 5 10 .: 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 : 61.3 67.3 86.5 92.3 61.3 63.2 86.5 85.2 Old : 61.3 67.3 86.5 92.3 61.3 63.2 86.5 85.2 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, January 31, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 23,649: 18,384 11,475 0 9,581 97 0 0 0 4,453 1,779 702: 13 15 Old : 23,649: 18,384 11,475 0 9,581 97 0 0 0 4,453 1,779 702: 13 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2017 : : -1,818: 1,535 -2,500 0 710 -925 0 0 0 -2,427 904 -7: 6 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.7 48.5 0.0 40.5 0.4 0.0 0.0 0.0 18.8 7.5 3.0: 0.1 0.1 Old : 100.0: 77.7 48.5 0.0 40.5 0.4 0.0 0.0 0.0 18.8 7.5 3.0: 0.1 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 : 28: 7 8 0 4 . 0 0 0 8 6 4: Old : 28: 7 8 0 4 . 0 0 0 8 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 : 68.0 67.0 90.4 85.9 64.1 67.0 81.8 81.7 Old : 68.0 67.0 90.4 85.9 64.1 67.0 81.8 81.7 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, January 31, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 37,364: 29,600 6,434 0 29,148 0 0 0 0 7,764 1,772 0: 0 10 Old : 37,364: 29,600 6,434 0 29,148 0 0 0 0 7,764 1,772 0: 0 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2017 : : -355: 45 95 0 -502 0 0 0 0 -390 52 -10: 0 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.2 17.2 0.0 78.0 0.0 0.0 0.0 0.0 20.8 4.7 0.0: 0.0 0.0 Old : 100.0: 79.2 17.2 0.0 78.0 0.0 0.0 0.0 0.0 20.8 4.7 0.0: 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 : 22: 10 5 0 4 0 0 0 0 4 . 0: Old : 22: 10 5 0 4 0 0 0 0 4 . 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 : 82.8 86.9 97.0 99.2 80.5 86.9 94.7 96.5 Old : 82.8 86.9 97.0 99.2 80.5 86.9 94.7 96.5 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, January 31, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 28,578: 19,880 11,355 0 0 0 0 0 0 8,013 16,548 675: 10 0 Old : 28,578: 19,880 11,355 0 0 0 0 0 0 8,013 16,548 675: 10 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2017 : : 2,938: 100 2,950 0 0 0 0 0 0 2,900 50 -62: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.6 39.7 0.0 0.0 0.0 0.0 0.0 0.0 28.0 57.9 2.4: 0.0 0.0 Old : 100.0: 69.6 39.7 0.0 0.0 0.0 0.0 0.0 0.0 28.0 57.9 2.4: 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: 8 5 0 0 0 0 0 0 6 7 .: Old : 24: 8 5 0 0 0 0 0 0 6 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 : 63.6 68.1 87.9 91.1 63.6 64.4 87.8 87.4 Old : 63.6 68.1 87.9 91.1 63.6 64.4 87.8 87.4 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, January 31, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 12,807: 10,000 9,385 0 0 0 0 0 0 2,792 3,422 0: 15 0 Old : 12,807: 10,000 9,385 0 0 0 0 0 0 2,792 3,422 0: 15 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2017 : : -2,250: 400 -2,700 0 0 0 0 0 0 -2,665 450 0: 15 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.1 73.3 0.0 0.0 0.0 0.0 0.0 0.0 21.8 26.7 0.0: 0.1 0.0 Old : 100.0: 78.1 73.3 0.0 0.0 0.0 0.0 0.0 0.0 21.8 26.7 0.0: 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 : 20: 6 4 0 0 0 0 0 0 5 5 0: Old : 20: 6 4 0 0 0 0 0 0 5 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 : 85.6 77.6 97.1 96.7 85.6 77.6 97.1 96.7 Old : 85.6 77.6 97.1 96.7 85.6 77.6 97.1 96.7 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, January 31, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 15,120: 7,600 8,905 0 0 0 500 0 0 7,000 6,215 0: 20 0 Old : 15,120: 7,600 8,905 0 0 0 500 0 0 7,000 6,215 0: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2017 : : -100: 50 -150 0 0 0 -200 0 0 250 250 -200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.3 58.9 0.0 0.0 0.0 3.3 0.0 0.0 46.3 41.1 0.0: 0.1 0.0 Old : 100.0: 50.3 58.9 0.0 0.0 0.0 3.3 0.0 0.0 46.3 41.1 0.0: 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 . 0: Old : 22: 8 8 0 0 0 . 0 0 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 : 65.1 68.8 88.2 93.1 63.8 67.1 86.8 91.1 Old : 65.1 68.8 88.2 93.1 63.8 67.1 86.8 91.1 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, January 31, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 21,866: 13,106 11,266 0 0 0 1,700 0 0 6,360 9,900 700: 0 0 Old : 21,866: 13,106 11,266 0 0 0 1,700 0 0 6,360 9,900 700: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2017 : : -350: 0 -2,950 0 0 0 -1,100 0 0 1,200 3,050 -450: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.9 51.5 0.0 0.0 0.0 7.8 0.0 0.0 29.1 45.3 3.2: 0.0 0.0 Old : 100.0: 59.9 51.5 0.0 0.0 0.0 7.8 0.0 0.0 29.1 45.3 3.2: 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 : 23: 9 5 0 0 0 . 0 0 5 5 .: Old : 23: 9 5 0 0 0 . 0 0 5 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 : 51.1 68.9 80.2 96.8 50.2 64.8 79.3 90.9 Old : 51.1 68.9 80.2 96.8 50.2 64.8 79.3 90.9 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, January 31, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 15,720: 7,350 8,570 0 0 0 500 0 0 7,770 7,050 100: 0 0 Old : 15,720: 7,350 8,570 0 0 0 500 0 0 7,770 7,050 100: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 24, 2017 : : 250: 650 350 0 0 0 -750 0 0 350 -100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.8 54.5 0.0 0.0 0.0 3.2 0.0 0.0 49.4 44.8 0.6: 0.0 0.0 Old : 100.0: 46.8 54.5 0.0 0.0 0.0 3.2 0.0 0.0 49.4 44.8 0.6: 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 : 21: 8 . 0 0 0 . 0 0 5 4 .: Old : 21: 8 . 0 0 0 . 0 0 5 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 : 52.8 78.4 84.1 100.0 52.8 77.7 84.1 99.4 Old : 52.8 78.4 84.1 100.0 52.8 77.7 84.1 99.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2017