PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Disaggregated Commitments of Traders - Futures Only, March 21, 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 : 29,594: 1,582 16,671 2,445 6,158 460 20,945 1,723 129 1,914 2,971 125: 1,994 1,357 Old : 29,594: 1,582 16,671 2,445 6,158 460 20,945 1,723 129 1,914 2,971 125: 1,994 1,357 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 1,757: -92 1,069 -255 355 79 1,650 -181 -113 272 516 3: 213 29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 56.3 8.3 20.8 1.6 70.8 5.8 0.4 6.5 10.0 0.4: 6.7 4.6 Old : 100.0: 5.3 56.3 8.3 20.8 1.6 70.8 5.8 0.4 6.5 10.0 0.4: 6.7 4.6 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 : 162: 11 22 10 13 . 43 11 9 25 29 .: Old : 162: 11 22 10 13 . 43 11 9 25 29 .: 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 : 30.4 35.7 44.9 51.0 30.4 35.7 44.9 50.9 Old : 30.4 35.7 44.9 51.0 30.4 35.7 44.9 50.9 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, March 21, 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 : 67,455: 5,273 33,129 5,369 11,023 2,328 20,721 10,338 4,938 20,350 1,778 1,154: 7,322 2,767 Old : 67,455: 5,273 33,129 5,369 11,023 2,328 20,721 10,338 4,938 20,350 1,778 1,154: 7,322 2,767 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 1,416: -245 -233 94 -600 529 -907 1,797 125 1,337 -147 355: 128 -410 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 49.1 8.0 16.3 3.5 30.7 15.3 7.3 30.2 2.6 1.7: 10.9 4.1 Old : 100.0: 7.8 49.1 8.0 16.3 3.5 30.7 15.3 7.3 30.2 2.6 1.7: 10.9 4.1 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 : 220: 18 22 10 14 8 48 26 15 71 15 11: Old : 220: 18 22 10 14 8 48 26 15 71 15 11: 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 : 17.3 36.2 26.5 50.2 16.9 36.2 24.8 49.6 Old : 17.3 36.2 26.5 50.2 16.9 36.2 24.8 49.6 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, March 21, 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 : 190,819: 13,613 74,274 27,382 60,455 7,473 78,914 14,129 11,651 21,423 7,096 5,711: 24,652 10,030 Old : 190,819: 13,613 74,274 27,382 60,455 7,473 78,914 14,129 11,651 21,423 7,096 5,711: 24,652 10,030 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 3,883: 131 217 1,445 -2,906 145 -1,668 1,063 4,224 -670 365 220: 56 555 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.1 38.9 14.3 31.7 3.9 41.4 7.4 6.1 11.2 3.7 3.0: 12.9 5.3 Old : 100.0: 7.1 38.9 14.3 31.7 3.9 41.4 7.4 6.1 11.2 3.7 3.0: 12.9 5.3 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 : 195: 11 21 11 13 8 53 22 27 45 19 19: Old : 195: 11 21 11 13 8 53 22 27 45 19 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 : 19.2 38.9 30.8 52.5 17.6 37.4 29.1 50.5 Old : 19.2 38.9 30.8 52.5 17.6 37.4 29.1 50.5 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, March 21, 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 : 446,880: 18,872 117,388 57,057 87,538 25,353 130,259 74,064 63,513 89,460 29,403 19,069: 43,297 30,552 Old : 446,880: 18,872 117,388 57,057 87,538 25,353 130,259 74,064 63,513 89,460 29,403 19,069: 43,297 30,552 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 20,710: -2,065 8,061 176 -4,240 636 9,080 -741 12,559 324 -69 935: -935 3,569 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 26.3 12.8 19.6 5.7 29.1 16.6 14.2 20.0 6.6 4.3: 9.7 6.8 Old : 100.0: 4.2 26.3 12.8 19.6 5.7 29.1 16.6 14.2 20.0 6.6 4.3: 9.7 6.8 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 : 326: 20 26 13 17 20 72 44 50 89 51 40: Old : 326: 20 26 13 17 20 72 44 50 89 51 40: 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 : 22.1 28.2 31.8 40.7 17.2 24.9 24.7 35.0 Old : 22.1 28.2 31.8 40.7 17.2 24.9 24.7 35.0 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, March 21, 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 : 269,323: 41,559 104,671 50,261 13,006 4,365 93,986 39,306 12,000 17,843 50,853 30,546: 18,763 14,576 Old : 269,323: 41,559 104,671 50,261 13,006 4,365 93,986 39,306 12,000 17,843 50,853 30,546: 18,763 14,576 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 9,267: 1,376 2,216 2,292 691 142 1,865 -366 69 -614 2,386 2,643: 1,494 1,486 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 38.9 18.7 4.8 1.6 34.9 14.6 4.5 6.6 18.9 11.3: 7.0 5.4 Old : 100.0: 15.4 38.9 18.7 4.8 1.6 34.9 14.6 4.5 6.6 18.9 11.3: 7.0 5.4 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 : 286: 30 40 15 9 7 68 35 34 56 43 42: Old : 286: 30 40 15 9 7 68 35 34 56 43 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 : 21.5 24.6 34.4 42.1 20.7 23.5 30.9 38.8 Old : 21.5 24.6 34.4 42.1 20.7 23.5 30.9 38.8 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, March 21, 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 : 34,336: 12,512 32,544 5,147 419 25 3,040 0 0 13,221 508 0: 391 840 Old : 34,336: 12,512 32,544 5,147 419 25 3,040 0 0 13,221 508 0: 391 840 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 289: 259 277 24 0 0 0 0 0 -150 0 0: 156 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.4 94.8 15.0 1.2 0.1 8.9 0.0 0.0 38.5 1.5 0.0: 1.1 2.4 Old : 100.0: 36.4 94.8 15.0 1.2 0.1 8.9 0.0 0.0 38.5 1.5 0.0: 1.1 2.4 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 : 27: 10 16 . . . . 0 0 . . 0: Old : 27: 10 16 . . . . 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 : 66.2 61.3 89.5 88.6 66.2 60.0 88.5 83.3 Old : 66.2 61.3 89.5 88.6 66.2 60.0 88.5 83.3 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, March 21, 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 : 13,575: 1,122 663 5,518 0 0 669 455 112 5,698 11,979 268: 188 98 Old : 13,575: 1,122 663 5,518 0 0 669 455 112 5,698 11,979 268: 188 98 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 342: -21 140 126 0 0 0 75 0 305 219 -92: 24 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 4.9 40.6 0.0 0.0 4.9 3.4 0.8 42.0 88.2 2.0: 1.4 0.7 Old : 100.0: 8.3 4.9 40.6 0.0 0.0 4.9 3.4 0.8 42.0 88.2 2.0: 1.4 0.7 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 : 24: 8 5 . 0 0 . . . 5 5 .: Old : 24: 8 5 . 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 : 73.7 89.9 86.4 98.2 73.7 87.9 86.4 94.8 Old : 73.7 89.9 86.4 98.2 73.7 87.9 86.4 94.8 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, March 21, 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 : 17,616: 5,517 5,487 10 0 44 924 3,514 998 4,849 2,456 4,694: 580 423 Old : 17,616: 5,517 5,487 10 0 44 924 3,514 998 4,849 2,456 4,694: 580 423 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 754: 412 341 0 0 0 -20 225 292 -83 -26 160: -7 -238 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.3 31.1 0.1 0.0 0.2 5.2 19.9 5.7 27.5 13.9 26.6: 3.3 2.4 Old : 100.0: 31.3 31.1 0.1 0.0 0.2 5.2 19.9 5.7 27.5 13.9 26.6: 3.3 2.4 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 : 56: 12 10 . 0 . 5 7 4 16 11 23: Old : 56: 12 10 . 0 . 5 7 4 16 11 23: 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 : 28.4 33.0 46.6 53.1 15.9 20.9 27.0 33.0 Old : 28.4 33.0 46.6 53.1 15.9 20.9 27.0 33.0 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, March 21, 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 : 5,037: 510 2,225 71 0 0 1,720 637 0 827 640 502: 1,407 1,033 Old : 5,037: 510 2,225 71 0 0 1,720 637 0 827 640 502: 1,407 1,033 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 80: 129 -20 -4 0 0 -97 28 0 -75 -8 53: 74 27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.1 44.2 1.4 0.0 0.0 34.1 12.6 0.0 16.4 12.7 10.0: 27.9 20.5 Old : 100.0: 10.1 44.2 1.4 0.0 0.0 34.1 12.6 0.0 16.4 12.7 10.0: 27.9 20.5 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 : 60: 12 20 . 0 0 13 . 0 11 8 10: Old : 60: 12 20 . 0 0 13 . 0 11 8 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 : 29.2 33.4 40.4 52.2 28.8 32.8 37.5 50.4 Old : 29.2 33.4 40.4 52.2 28.8 32.8 37.5 50.4 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, March 21, 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 : 7,917: 6,224 2,264 0 5,148 70 0 0 0 1,614 429 0: 9 6 Old : 7,917: 6,224 2,264 0 5,148 70 0 0 0 1,614 429 0: 9 6 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.6 28.6 0.0 65.0 0.9 0.0 0.0 0.0 20.4 5.4 0.0: 0.1 0.1 Old : 100.0: 78.6 28.6 0.0 65.0 0.9 0.0 0.0 0.0 20.4 5.4 0.0: 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 : 23: 4 5 0 4 . 0 0 0 7 4 0: Old : 23: 4 5 0 4 . 0 0 0 7 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 : 88.2 79.7 96.6 96.9 88.2 75.7 94.5 92.9 Old : 88.2 79.7 96.6 96.9 88.2 75.7 94.5 92.9 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, March 21, 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 : 32,290: 14,650 19,581 0 0 0 0 0 0 17,040 12,109 600: 0 0 Old : 32,290: 14,650 19,581 0 0 0 0 0 0 17,040 12,109 600: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 200: 100 200 0 0 0 0 0 0 100 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.4 60.6 0.0 0.0 0.0 0.0 0.0 0.0 52.8 37.5 1.9: 0.0 0.0 Old : 100.0: 45.4 60.6 0.0 0.0 0.0 0.0 0.0 0.0 52.8 37.5 1.9: 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: 9 6 0 0 0 0 0 0 5 5 .: Old : 22: 9 6 0 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 : 63.2 76.0 88.9 95.8 62.6 75.1 88.3 93.6 Old : 63.2 76.0 88.9 95.8 62.6 75.1 88.3 93.6 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, March 21, 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 : 41,826: 26,640 21,493 0 0 0 0 0 0 15,116 20,263 70: 0 0 Old : 41,826: 26,640 21,493 0 0 0 0 0 0 15,116 20,263 70: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 1,200: 200 1,200 0 0 0 0 0 0 950 -50 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.7 51.4 0.0 0.0 0.0 0.0 0.0 0.0 36.1 48.4 0.2: 0.0 0.0 Old : 100.0: 63.7 51.4 0.0 0.0 0.0 0.0 0.0 0.0 36.1 48.4 0.2: 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 : 27: 9 6 0 0 0 0 0 0 7 9 .: Old : 27: 9 6 0 0 0 0 0 0 7 9 .: 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 : 64.3 64.1 88.7 88.9 64.3 60.2 88.7 82.7 Old : 64.3 64.1 88.7 88.9 64.3 60.2 88.7 82.7 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, March 21, 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 : 25,880: 19,718 12,957 1,886 9,351 77 25 0 0 3,243 2,589 866: 65 40 Old : 25,880: 19,718 12,957 1,886 9,351 77 25 0 0 3,243 2,589 866: 65 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 1,289: -111 944 456 190 0 0 0 0 755 -50 205: -16 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.2 50.1 7.3 36.1 0.3 0.1 0.0 0.0 12.5 10.0 3.3: 0.3 0.2 Old : 100.0: 76.2 50.1 7.3 36.1 0.3 0.1 0.0 0.0 12.5 10.0 3.3: 0.3 0.2 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 : 31: 7 8 . . . . 0 0 8 7 7: Old : 31: 7 8 . . . . 0 0 8 7 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 : 70.5 65.9 90.8 84.5 66.5 65.9 85.0 80.1 Old : 70.5 65.9 90.8 84.5 66.5 65.9 85.0 80.1 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, March 21, 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 : 38,177: 30,188 6,952 0 29,173 0 0 0 0 7,989 2,042 0: 0 10 Old : 38,177: 30,188 6,952 0 29,173 0 0 0 0 7,989 2,042 0: 0 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 10: 10 10 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.1 18.2 0.0 76.4 0.0 0.0 0.0 0.0 20.9 5.3 0.0: 0.0 0.0 Old : 100.0: 79.1 18.2 0.0 76.4 0.0 0.0 0.0 0.0 20.9 5.3 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 : 25: 8 7 0 4 0 0 0 0 . 5 0: Old : 25: 8 7 0 4 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 : 82.9 85.1 98.8 97.0 80.3 85.1 96.1 95.0 Old : 82.9 85.1 98.8 97.0 80.3 85.1 96.1 95.0 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, March 21, 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 : 33,830: 26,430 18,322 0 0 0 0 0 0 7,105 15,233 275: 20 0 Old : 33,830: 26,430 18,322 0 0 0 0 0 0 7,105 15,233 275: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : -500: 100 -1,400 0 0 0 0 0 0 -620 900 0: 20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.1 54.2 0.0 0.0 0.0 0.0 0.0 0.0 21.0 45.0 0.8: 0.1 0.0 Old : 100.0: 78.1 54.2 0.0 0.0 0.0 0.0 0.0 0.0 21.0 45.0 0.8: 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 : 23: 8 5 0 0 0 0 0 0 6 6 .: Old : 23: 8 5 0 0 0 0 0 0 6 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 : 73.5 79.6 91.0 95.9 73.5 77.7 90.9 93.7 Old : 73.5 79.6 91.0 95.9 73.5 77.7 90.9 93.7 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, March 21, 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 : 21,395: 17,205 13,155 0 0 0 0 0 0 4,190 8,240 0: 0 0 Old : 21,395: 17,205 13,155 0 0 0 0 0 0 4,190 8,240 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : -100: -400 -100 0 0 0 0 0 0 300 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.4 61.5 0.0 0.0 0.0 0.0 0.0 0.0 19.6 38.5 0.0: 0.0 0.0 Old : 100.0: 80.4 61.5 0.0 0.0 0.0 0.0 0.0 0.0 19.6 38.5 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: 8 4 0 0 0 0 0 0 . 8 0: Old : 22: 8 4 0 0 0 0 0 0 . 8 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 : 73.0 78.3 97.1 94.9 73.0 78.3 97.1 94.9 Old : 73.0 78.3 97.1 94.9 73.0 78.3 97.1 94.9 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, March 21, 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 : 14,550: 5,900 8,235 0 0 0 500 0 0 8,150 6,315 0: 0 0 Old : 14,550: 5,900 8,235 0 0 0 500 0 0 8,150 6,315 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.5 56.6 0.0 0.0 0.0 3.4 0.0 0.0 56.0 43.4 0.0: 0.0 0.0 Old : 100.0: 40.5 56.6 0.0 0.0 0.0 3.4 0.0 0.0 56.0 43.4 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 : 24: 7 8 0 0 0 . 0 0 6 4 0: Old : 24: 7 8 0 0 0 . 0 0 6 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 : 60.8 69.2 86.8 93.8 59.5 67.5 85.4 92.1 Old : 60.8 69.2 86.8 93.8 59.5 67.5 85.4 92.1 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, March 21, 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 : 26,870: 17,210 14,220 0 0 0 1,700 0 0 7,260 11,950 700: 0 0 Old : 26,870: 17,210 14,220 0 0 0 1,700 0 0 7,260 11,950 700: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.0 52.9 0.0 0.0 0.0 6.3 0.0 0.0 27.0 44.5 2.6: 0.0 0.0 Old : 100.0: 64.0 52.9 0.0 0.0 0.0 6.3 0.0 0.0 27.0 44.5 2.6: 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 : 23: 9 6 0 0 0 . 0 0 4 6 .: Old : 23: 9 6 0 0 0 . 0 0 4 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 : 57.9 66.4 82.0 91.5 57.2 62.7 80.1 86.3 Old : 57.9 66.4 82.0 91.5 57.2 62.7 80.1 86.3 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, March 21, 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 : 18,420: 10,500 12,720 0 0 0 500 0 0 7,320 5,600 100: 0 0 Old : 18,420: 10,500 12,720 0 0 0 500 0 0 7,320 5,600 100: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.0 69.1 0.0 0.0 0.0 2.7 0.0 0.0 39.7 30.4 0.5: 0.0 0.0 Old : 100.0: 57.0 69.1 0.0 0.0 0.0 2.7 0.0 0.0 39.7 30.4 0.5: 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 . 0 0 0 . 0 0 6 4 .: Old : 23: 9 . 0 0 0 . 0 0 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 : 53.7 88.9 80.6 100.0 53.7 88.3 80.6 99.5 Old : 53.7 88.9 80.6 100.0 53.7 88.3 80.6 99.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR Disaggregated Commitments of Traders - Futures Only, March 21, 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 : 13,000: 9,615 8,450 0 250 1,250 0 0 0 785 1,700 1,350: 0 0 Old : 13,000: 9,615 8,450 0 250 1,250 0 0 0 785 1,700 1,350: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 1,150: 1,150 1,275 0 0 0 0 0 0 0 -125 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.0 65.0 0.0 1.9 9.6 0.0 0.0 0.0 6.0 13.1 10.4: 0.0 0.0 Old : 100.0: 74.0 65.0 0.0 1.9 9.6 0.0 0.0 0.0 6.0 13.1 10.4: 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 : 22: 6 8 0 . . 0 0 0 . 5 .: Old : 22: 6 8 0 . . 0 0 0 . 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 : 67.6 62.7 90.1 84.8 63.4 52.9 71.2 64.6 Old : 67.6 62.7 90.1 84.8 63.4 52.9 71.2 64.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 24, 2017