PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Disaggregated Commitments of Traders - Futures Only, March 28, 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 : 32,450: 1,498 18,267 2,080 6,593 492 23,718 1,493 209 2,106 3,799 132: 2,215 1,465 Old : 32,450: 1,498 18,267 2,080 6,593 492 23,718 1,493 209 2,106 3,799 132: 2,215 1,465 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 2,856: -84 1,596 -365 435 32 2,773 -230 80 192 828 7: 221 108 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 56.3 6.4 20.3 1.5 73.1 4.6 0.6 6.5 11.7 0.4: 6.8 4.5 Old : 100.0: 4.6 56.3 6.4 20.3 1.5 73.1 4.6 0.6 6.5 11.7 0.4: 6.8 4.5 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 : 175: 9 23 11 12 . 49 13 10 28 30 .: Old : 175: 9 23 11 12 . 49 13 10 28 30 .: 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 : 30.8 33.4 45.1 50.7 30.8 33.4 45.1 50.7 Old : 30.8 33.4 45.1 50.7 30.8 33.4 45.1 50.7 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 28, 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 : 66,094: 5,474 32,613 6,078 11,096 1,633 19,691 11,544 3,617 20,743 1,261 1,276: 7,582 3,054 Old : 66,094: 5,474 32,613 6,078 11,096 1,633 19,691 11,544 3,617 20,743 1,261 1,276: 7,582 3,054 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : -1,361: 201 -516 709 73 -695 -1,030 1,206 -1,321 393 -517 122: 260 287 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 49.3 9.2 16.8 2.5 29.8 17.5 5.5 31.4 1.9 1.9: 11.5 4.6 Old : 100.0: 8.3 49.3 9.2 16.8 2.5 29.8 17.5 5.5 31.4 1.9 1.9: 11.5 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 : 226: 20 18 10 14 9 46 29 20 77 15 9: Old : 226: 20 18 10 14 9 46 29 20 77 15 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 : 18.1 37.3 26.4 50.5 17.8 37.1 25.7 50.0 Old : 18.1 37.3 26.4 50.5 17.8 37.1 25.7 50.0 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 28, 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 : 201,829: 12,889 78,660 27,955 63,951 7,283 93,000 11,830 11,590 19,197 9,679 7,256: 22,659 11,580 Old : 201,829: 12,889 78,660 27,955 63,951 7,283 93,000 11,830 11,590 19,197 9,679 7,256: 22,659 11,580 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 11,010: -724 4,386 573 3,496 -190 14,086 -2,299 -61 -2,226 2,583 1,545: -1,993 1,550 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 39.0 13.9 31.7 3.6 46.1 5.9 5.7 9.5 4.8 3.6: 11.2 5.7 Old : 100.0: 6.4 39.0 13.9 31.7 3.6 46.1 5.9 5.7 9.5 4.8 3.6: 11.2 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 : 191: 11 22 12 13 8 58 17 27 36 22 19: Old : 191: 11 22 12 13 8 58 17 27 36 22 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 : 22.3 38.6 33.4 51.5 20.9 37.3 31.7 49.7 Old : 22.3 38.6 33.4 51.5 20.9 37.3 31.7 49.7 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 28, 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 : 449,418: 17,857 131,503 59,196 97,664 27,707 150,879 59,836 58,342 76,960 30,183 16,463: 42,014 27,720 Old : 449,418: 17,857 131,503 59,196 97,664 27,707 150,879 59,836 58,342 76,960 30,183 16,463: 42,014 27,720 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 2,538: -1,015 14,115 2,139 10,126 2,354 20,620 -14,228 -5,171 -12,500 780 -2,606: -1,283 -2,832 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 29.3 13.2 21.7 6.2 33.6 13.3 13.0 17.1 6.7 3.7: 9.3 6.2 Old : 100.0: 4.0 29.3 13.2 21.7 6.2 33.6 13.3 13.0 17.1 6.7 3.7: 9.3 6.2 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 : 327: 18 27 13 18 20 75 39 45 92 48 41: Old : 327: 18 27 13 18 20 75 39 45 92 48 41: 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 : 22.7 29.9 32.0 42.1 18.7 26.4 25.9 37.1 Old : 22.7 29.9 32.0 42.1 18.7 26.4 25.9 37.1 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 28, 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 : 273,316: 43,895 111,979 51,659 13,218 4,644 97,852 37,079 12,454 14,189 45,097 34,195: 14,428 14,650 Old : 273,316: 43,895 111,979 51,659 13,218 4,644 97,852 37,079 12,454 14,189 45,097 34,195: 14,428 14,650 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 3,993: 2,336 7,308 1,398 212 279 3,866 -2,227 454 -3,654 -5,756 3,649: -4,335 74 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.1 41.0 18.9 4.8 1.7 35.8 13.6 4.6 5.2 16.5 12.5: 5.3 5.4 Old : 100.0: 16.1 41.0 18.9 4.8 1.7 35.8 13.6 4.6 5.2 16.5 12.5: 5.3 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 : 290: 30 42 15 9 8 76 29 37 48 47 47: Old : 290: 30 42 15 9 8 76 29 37 48 47 47: 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 : 22.2 25.3 35.1 41.4 21.7 23.7 31.4 36.6 Old : 22.2 25.3 35.1 41.4 21.7 23.7 31.4 36.6 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 28, 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 : 34,584: 12,700 32,792 5,207 419 25 3,040 0 0 13,221 508 0: 391 840 Old : 34,584: 12,700 32,792 5,207 419 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 21, 2017 : : 248: 188 248 60 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.7 94.8 15.1 1.2 0.1 8.8 0.0 0.0 38.2 1.5 0.0: 1.1 2.4 Old : 100.0: 36.7 94.8 15.1 1.2 0.1 8.8 0.0 0.0 38.2 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 : 66.1 60.9 89.2 88.6 66.1 59.6 88.2 83.4 Old : 66.1 60.9 89.2 88.6 66.1 59.6 88.2 83.4 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 28, 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 : 14,102: 1,122 708 6,065 0 0 669 730 37 5,758 12,273 261: 190 93 Old : 14,102: 1,122 708 6,065 0 0 669 730 37 5,758 12,273 261: 190 93 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 527: 0 45 547 0 0 0 275 -75 60 294 -7: 2 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.0 5.0 43.0 0.0 0.0 4.7 5.2 0.3 40.8 87.0 1.9: 1.3 0.7 Old : 100.0: 8.0 5.0 43.0 0.0 0.0 4.7 5.2 0.3 40.8 87.0 1.9: 1.3 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 : 74.8 88.6 87.5 98.8 74.8 86.7 87.5 96.1 Old : 74.8 88.6 87.5 98.8 74.8 86.7 87.5 96.1 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 28, 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 : 18,737: 5,990 6,396 10 0 44 934 3,153 1,064 4,869 2,325 5,177: 649 578 Old : 18,737: 5,990 6,396 10 0 44 934 3,153 1,064 4,869 2,325 5,177: 649 578 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 1,121: 473 909 0 0 0 10 -361 66 20 -131 483: 69 155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.0 34.1 0.1 0.0 0.2 5.0 16.8 5.7 26.0 12.4 27.6: 3.5 3.1 Old : 100.0: 32.0 34.1 0.1 0.0 0.2 5.0 16.8 5.7 26.0 12.4 27.6: 3.5 3.1 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 : 54: 12 10 . 0 . 5 5 . 17 10 23: Old : 54: 12 10 . 0 . 5 5 . 17 10 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 : 27.9 33.2 45.0 53.6 14.7 21.3 25.2 32.6 Old : 27.9 33.2 45.0 53.6 14.7 21.3 25.2 32.6 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 28, 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 : 5,374: 582 2,262 70 0 0 1,859 642 0 854 684 598: 1,411 1,188 Old : 5,374: 582 2,262 70 0 0 1,859 642 0 854 684 598: 1,411 1,188 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 337: 72 37 -1 0 0 139 5 0 27 44 96: 4 155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.8 42.1 1.3 0.0 0.0 34.6 11.9 0.0 15.9 12.7 11.1: 26.3 22.1 Old : 100.0: 10.8 42.1 1.3 0.0 0.0 34.6 11.9 0.0 15.9 12.7 11.1: 26.3 22.1 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 : 65: 11 21 . 0 0 14 . 0 12 9 9: Old : 65: 11 21 . 0 0 14 . 0 12 9 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 : 28.9 32.5 39.6 50.3 27.8 31.0 36.7 47.3 Old : 28.9 32.5 39.6 50.3 27.8 31.0 36.7 47.3 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 28, 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 : 7,817: 6,328 2,264 0 5,048 70 0 0 0 1,415 429 0: 4 6 Old : 7,817: 6,328 2,264 0 5,048 70 0 0 0 1,415 429 0: 4 6 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : -100: 104 0 0 -100 0 0 0 0 -199 0 0: -5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.0 29.0 0.0 64.6 0.9 0.0 0.0 0.0 18.1 5.5 0.0: 0.1 0.1 Old : 100.0: 81.0 29.0 0.0 64.6 0.9 0.0 0.0 0.0 18.1 5.5 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: 5 5 0 4 . 0 0 0 6 4 0: Old : 23: 5 5 0 4 . 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 : 88.6 79.5 96.6 96.8 88.6 75.4 94.5 92.8 Old : 88.6 79.5 96.6 96.8 88.6 75.4 94.5 92.8 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 28, 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 : 32,390: 14,650 19,931 0 0 0 0 0 0 17,140 11,859 600: 0 0 Old : 32,390: 14,650 19,931 0 0 0 0 0 0 17,140 11,859 600: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 100: 0 350 0 0 0 0 0 0 100 -250 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.2 61.5 0.0 0.0 0.0 0.0 0.0 0.0 52.9 36.6 1.9: 0.0 0.0 Old : 100.0: 45.2 61.5 0.0 0.0 0.0 0.0 0.0 0.0 52.9 36.6 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 : 63.0 73.7 88.6 95.8 62.4 73.1 88.0 93.6 Old : 63.0 73.7 88.6 95.8 62.4 73.1 88.0 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 28, 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 : 42,376: 26,840 21,993 0 0 0 0 0 0 15,466 20,313 70: 0 0 Old : 42,376: 26,840 21,993 0 0 0 0 0 0 15,466 20,313 70: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 550: 200 500 0 0 0 0 0 0 350 50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.3 51.9 0.0 0.0 0.0 0.0 0.0 0.0 36.5 47.9 0.2: 0.0 0.0 Old : 100.0: 63.3 51.9 0.0 0.0 0.0 0.0 0.0 0.0 36.5 47.9 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 : 63.7 63.8 88.6 88.9 63.7 59.5 88.6 82.5 Old : 63.7 63.8 88.6 88.9 63.7 59.5 88.6 82.5 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 28, 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 : 32,576: 24,179 14,693 1,336 12,101 982 25 0 0 4,365 3,111 1,649: 40 40 Old : 32,576: 24,179 14,693 1,336 12,101 982 25 0 0 4,365 3,111 1,649: 40 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 6,696: 4,461 1,736 -550 2,750 905 0 0 0 1,122 522 783: -25 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.2 45.1 4.1 37.1 3.0 0.1 0.0 0.0 13.4 9.5 5.1: 0.1 0.1 Old : 100.0: 74.2 45.1 4.1 37.1 3.0 0.1 0.0 0.0 13.4 9.5 5.1: 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 : 32: 7 7 . . . . 0 0 8 8 6: Old : 32: 7 7 . . . . 0 0 8 8 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 : 70.6 63.8 88.9 81.5 68.9 62.0 80.5 73.9 Old : 70.6 63.8 88.9 81.5 68.9 62.0 80.5 73.9 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 28, 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 : 38,187: 30,198 6,952 0 29,183 0 0 0 0 7,989 2,042 0: 0 10 Old : 38,187: 30,198 6,952 0 29,183 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 21, 2017 : : 10: 10 0 0 10 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 : 83.0 85.1 98.8 97.0 80.4 85.1 96.1 95.0 Old : 83.0 85.1 98.8 97.0 80.4 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 28, 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: 26,680 18,322 0 0 0 0 0 0 6,855 15,233 275: 20 0 Old : 33,830: 26,680 18,322 0 0 0 0 0 0 6,855 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 21, 2017 : : 0: 250 0 0 0 0 0 0 0 -250 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.9 54.2 0.0 0.0 0.0 0.0 0.0 0.0 20.3 45.0 0.8: 0.1 0.0 Old : 100.0: 78.9 54.2 0.0 0.0 0.0 0.0 0.0 0.0 20.3 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 : 74.3 79.6 91.7 95.9 74.3 77.7 91.6 93.7 Old : 74.3 79.6 91.7 95.9 74.3 77.7 91.6 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 28, 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: 17,005 13,155 0 0 0 0 0 0 4,390 8,240 0: 0 0 Old : 21,395: 17,005 13,155 0 0 0 0 0 0 4,390 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 21, 2017 : : 0: -200 0 0 0 0 0 0 0 200 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.5 61.5 0.0 0.0 0.0 0.0 0.0 0.0 20.5 38.5 0.0: 0.0 0.0 Old : 100.0: 79.5 61.5 0.0 0.0 0.0 0.0 0.0 0.0 20.5 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 : 73.9 78.3 97.1 94.9 73.9 78.3 97.1 94.9 Old : 73.9 78.3 97.1 94.9 73.9 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 28, 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 21, 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 28, 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 13,970 0 0 0 1,700 0 0 7,260 12,200 700: 0 0 Old : 26,870: 17,210 13,970 0 0 0 1,700 0 0 7,260 12,200 700: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 0: 0 -250 0 0 0 0 0 0 0 250 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.0 52.0 0.0 0.0 0.0 6.3 0.0 0.0 27.0 45.4 2.6: 0.0 0.0 Old : 100.0: 64.0 52.0 0.0 0.0 0.0 6.3 0.0 0.0 27.0 45.4 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 65.5 82.0 91.5 57.2 61.8 80.1 86.3 Old : 57.9 65.5 82.0 91.5 57.2 61.8 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 28, 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 12,970 0 0 0 500 0 0 7,320 5,350 100: 0 0 Old : 18,420: 10,500 12,970 0 0 0 500 0 0 7,320 5,350 100: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 0: 0 250 0 0 0 0 0 0 0 -250 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.0 70.4 0.0 0.0 0.0 2.7 0.0 0.0 39.7 29.0 0.5: 0.0 0.0 Old : 100.0: 57.0 70.4 0.0 0.0 0.0 2.7 0.0 0.0 39.7 29.0 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 88.6 80.6 100.0 53.7 88.1 80.6 99.5 Old : 53.7 88.6 80.6 100.0 53.7 88.1 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 28, 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 : 12,906: 9,515 8,544 0 240 1,256 0 0 0 785 1,516 1,350: 0 0 Old : 12,906: 9,515 8,544 0 240 1,256 0 0 0 785 1,516 1,350: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : -94: -100 94 0 -10 6 0 0 0 0 -184 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.7 66.2 0.0 1.9 9.7 0.0 0.0 0.0 6.1 11.7 10.5: 0.0 0.0 Old : 100.0: 73.7 66.2 0.0 1.9 9.7 0.0 0.0 0.0 6.1 11.7 10.5: 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: 6 9 0 . . 0 0 0 . 6 .: Old : 23: 6 9 0 . . 0 0 0 . 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 : 68.1 60.7 90.2 83.7 63.8 53.0 70.9 64.9 Old : 68.1 60.7 90.2 83.7 63.8 53.0 70.9 64.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 6, 2017