PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Disaggregated Commitments of Traders - Futures Only, May 16, 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 : 37,379: 2,295 18,537 3,218 7,203 663 24,164 2,091 2,806 1,745 3,917 407: 2,081 1,755 Old : 37,379: 2,295 18,537 3,218 7,203 663 24,164 2,091 2,806 1,745 3,917 407: 2,081 1,755 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 50: 204 -538 202 236 187 -455 583 -113 -16 -346 69: -28 -28 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.1 49.6 8.6 19.3 1.8 64.6 5.6 7.5 4.7 10.5 1.1: 5.6 4.7 Old : 100.0: 6.1 49.6 8.6 19.3 1.8 64.6 5.6 7.5 4.7 10.5 1.1: 5.6 4.7 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 : 180: 9 27 11 11 6 53 10 10 20 38 8: Old : 180: 9 27 11 11 6 53 10 10 20 38 8: 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 : 28.0 31.4 45.0 48.9 26.4 29.1 41.4 45.2 Old : 28.0 31.4 45.0 48.9 26.4 29.1 41.4 45.2 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, May 16, 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 : 74,421: 6,433 27,642 10,061 6,108 628 23,128 31,718 1,534 23,618 2,859 589: 8,430 3,343 Old : 74,421: 6,433 27,642 10,061 6,108 628 23,128 31,718 1,534 23,618 2,859 589: 8,430 3,343 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : -1,683: -406 -14 -965 738 102 899 -1,291 22 -951 -690 68: -452 -618 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.6 37.1 13.5 8.2 0.8 31.1 42.6 2.1 31.7 3.8 0.8: 11.3 4.5 Old : 100.0: 8.6 37.1 13.5 8.2 0.8 31.1 42.6 2.1 31.7 3.8 0.8: 11.3 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 : 264: 20 16 9 12 4 48 44 16 94 21 6: Old : 264: 20 16 9 12 4 48 44 16 94 21 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 : 18.8 31.0 27.6 47.3 18.8 31.0 27.2 47.2 Old : 18.8 31.0 27.6 47.3 18.8 31.0 27.2 47.2 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, May 16, 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 : 215,127: 13,952 56,681 34,351 48,959 7,309 68,867 51,020 20,220 31,275 6,118 10,113: 29,040 14,707 Old : 215,127: 13,952 56,681 34,351 48,959 7,309 68,867 51,020 20,220 31,275 6,118 10,113: 29,040 14,707 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 19,044: 1,537 -2,828 4,170 -3,397 1,505 904 16,158 5,318 4,256 -347 2,060: -706 575 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 26.3 16.0 22.8 3.4 32.0 23.7 9.4 14.5 2.8 4.7: 13.5 6.8 Old : 100.0: 6.5 26.3 16.0 22.8 3.4 32.0 23.7 9.4 14.5 2.8 4.7: 13.5 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 : 222: 17 18 12 11 13 43 40 31 67 16 21: Old : 222: 17 18 12 11 13 43 40 31 67 16 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 : 20.3 28.4 30.0 42.8 18.0 28.0 27.3 41.2 Old : 20.3 28.4 30.0 42.8 18.0 28.0 27.3 41.2 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, May 16, 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 : 435,021: 20,336 148,925 63,431 77,701 29,952 132,094 66,226 32,036 89,438 28,582 22,623: 45,111 28,976 Old : 435,021: 20,336 148,925 63,431 77,701 29,952 132,094 66,226 32,036 89,438 28,582 22,623: 45,111 28,976 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 1,988: 3,077 -6,320 3,461 -8,705 2,221 -19,325 10,769 7,972 4,742 -2,070 -172: 12 -1,707 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 34.2 14.6 17.9 6.9 30.4 15.2 7.4 20.6 6.6 5.2: 10.4 6.7 Old : 100.0: 4.7 34.2 14.6 17.9 6.9 30.4 15.2 7.4 20.6 6.6 5.2: 10.4 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 : 343: 23 28 15 19 20 71 43 47 96 53 48: Old : 343: 23 28 15 19 20 71 43 47 96 53 48: 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 : 20.1 28.1 28.5 41.1 19.1 26.2 26.0 36.6 Old : 20.1 28.1 28.5 41.1 19.1 26.2 26.0 36.6 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, May 16, 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 : 250,251: 49,648 94,886 46,442 8,492 4,535 78,234 40,298 11,499 18,688 47,978 25,807: 15,398 16,756 Old : 250,251: 49,648 94,886 46,442 8,492 4,535 78,234 40,298 11,499 18,688 47,978 25,807: 15,398 16,756 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 7,128: 8,469 6,894 -596 -33 51 1,443 -6,744 719 -3,122 4,500 1,283: -1,119 458 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.8 37.9 18.6 3.4 1.8 31.3 16.1 4.6 7.5 19.2 10.3: 6.2 6.7 Old : 100.0: 19.8 37.9 18.6 3.4 1.8 31.3 16.1 4.6 7.5 19.2 10.3: 6.2 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 : 276: 32 36 15 6 8 61 35 28 54 47 37: Old : 276: 32 36 15 6 8 61 35 28 54 47 37: 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 : 23.2 25.4 35.6 40.4 20.8 24.7 31.3 35.9 Old : 23.2 25.4 35.6 40.4 20.8 24.7 31.3 35.9 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, May 16, 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 : 32,609: 13,092 30,025 9,814 323 41 3,480 0 0 5,436 810 549: 197 861 Old : 32,609: 13,092 30,025 9,814 323 41 3,480 0 0 5,436 810 549: 197 861 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 559: 330 414 163 -1 0 60 0 0 0 0 0: 6 146 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.1 92.1 30.1 1.0 0.1 10.7 0.0 0.0 16.7 2.5 1.7: 0.6 2.6 Old : 100.0: 40.1 92.1 30.1 1.0 0.1 10.7 0.0 0.0 16.7 2.5 1.7: 0.6 2.6 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 : 31: 12 18 . . . 4 0 0 . . .: Old : 31: 12 18 . . . 4 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 : 60.1 60.2 83.0 87.1 60.0 58.0 82.3 81.8 Old : 60.1 60.2 83.0 87.1 60.0 58.0 82.3 81.8 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, May 16, 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 : 12,761: 775 904 4,511 0 0 360 712 236 6,374 10,498 368: 137 43 Old : 12,761: 775 904 4,511 0 0 360 712 236 6,374 10,498 368: 137 43 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 350: -15 165 30 0 0 0 -5 25 295 95 60: -45 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.1 7.1 35.3 0.0 0.0 2.8 5.6 1.8 49.9 82.3 2.9: 1.1 0.3 Old : 100.0: 6.1 7.1 35.3 0.0 0.0 2.8 5.6 1.8 49.9 82.3 2.9: 1.1 0.3 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 : 25: 8 . . 0 0 . . . 8 4 4: Old : 25: 8 . . 0 0 . . . 8 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 : 72.3 85.5 86.5 99.0 72.3 82.3 86.3 94.2 Old : 72.3 85.5 86.5 99.0 72.3 82.3 86.3 94.2 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, May 16, 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 : 18,165: 5,846 6,791 79 0 6 638 3,813 927 5,642 1,924 4,199: 828 505 Old : 18,165: 5,846 6,791 79 0 6 638 3,813 927 5,642 1,924 4,199: 828 505 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 360: 150 410 3 0 0 40 244 0 159 -202 36: -28 -128 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.2 37.4 0.4 0.0 0.0 3.5 21.0 5.1 31.1 10.6 23.1: 4.6 2.8 Old : 100.0: 32.2 37.4 0.4 0.0 0.0 3.5 21.0 5.1 31.1 10.6 23.1: 4.6 2.8 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 : 50: 11 13 . 0 . . 6 . 15 9 18: Old : 50: 11 13 . 0 . . 6 . 15 9 18: 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 : 33.5 47.7 52.0 65.2 23.2 26.8 31.1 32.7 Old : 33.5 47.7 52.0 65.2 23.2 26.8 31.1 32.7 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, May 16, 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 : 4,860: 1,031 1,852 59 0 0 1,033 609 0 676 932 455: 1,606 1,012 Old : 4,860: 1,031 1,852 59 0 0 1,033 609 0 676 932 455: 1,606 1,012 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : -623: 412 -487 0 0 0 -823 0 0 -113 -59 16: -115 -93 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.2 38.1 1.2 0.0 0.0 21.3 12.5 0.0 13.9 19.2 9.4: 33.0 20.8 Old : 100.0: 21.2 38.1 1.2 0.0 0.0 21.3 12.5 0.0 13.9 19.2 9.4: 33.0 20.8 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 : 55: 16 17 . 0 0 7 . 0 11 11 6: Old : 55: 16 17 . 0 0 7 . 0 11 11 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 : 23.2 46.0 38.8 60.2 21.5 39.7 35.4 53.9 Old : 23.2 46.0 38.8 60.2 21.5 39.7 35.4 53.9 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, May 16, 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 : 7,493: 5,959 2,214 0 5,078 70 0 0 0 1,460 125 0: 4 6 Old : 7,493: 5,959 2,214 0 5,078 70 0 0 0 1,460 125 0: 4 6 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 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: 79.5 29.5 0.0 67.8 0.9 0.0 0.0 0.0 19.5 1.7 0.0: 0.1 0.1 Old : 100.0: 79.5 29.5 0.0 67.8 0.9 0.0 0.0 0.0 19.5 1.7 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 : 22: 5 5 0 4 . 0 0 0 7 . 0: Old : 22: 5 5 0 4 . 0 0 0 7 . 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 : 87.2 83.2 95.9 98.4 87.2 79.7 94.3 94.9 Old : 87.2 83.2 95.9 98.4 87.2 79.7 94.3 94.9 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, May 16, 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 : 29,985: 14,064 19,145 111 0 0 0 0 0 15,210 10,224 600: 0 16 Old : 29,985: 14,064 19,145 111 0 0 0 0 0 15,210 10,224 600: 0 16 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 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: 46.9 63.8 0.4 0.0 0.0 0.0 0.0 0.0 50.7 34.1 2.0: 0.0 0.1 Old : 100.0: 46.9 63.8 0.4 0.0 0.0 0.0 0.0 0.0 50.7 34.1 2.0: 0.0 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: 9 5 . 0 0 0 0 0 4 6 4: Old : 23: 9 5 . 0 0 0 0 0 4 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 : 66.5 76.2 92.5 94.5 65.6 66.5 85.5 82.5 Old : 66.5 76.2 92.5 94.5 65.6 66.5 85.5 82.5 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, May 16, 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 : 44,736: 29,020 23,933 0 0 0 0 0 0 15,696 20,783 20: 0 0 Old : 44,736: 29,020 23,933 0 0 0 0 0 0 15,696 20,783 20: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 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: 64.9 53.5 0.0 0.0 0.0 0.0 0.0 0.0 35.1 46.5 0.0: 0.0 0.0 Old : 100.0: 64.9 53.5 0.0 0.0 0.0 0.0 0.0 0.0 35.1 46.5 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 : 27: 9 6 0 0 0 0 0 0 6 10 .: Old : 27: 9 6 0 0 0 0 0 0 6 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 : 63.0 65.0 88.5 89.9 63.0 60.8 88.5 85.5 Old : 63.0 65.0 88.5 89.9 63.0 60.8 88.5 85.5 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, May 16, 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 : 39,127: 31,562 19,922 1,566 11,203 465 0 0 0 4,811 6,754 708: 15 75 Old : 39,127: 31,562 19,922 1,566 11,203 465 0 0 0 4,811 6,754 708: 15 75 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 2,462: 1,099 756 0 555 450 0 0 0 790 593 108: 15 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.7 50.9 4.0 28.6 1.2 0.0 0.0 0.0 12.3 17.3 1.8: 0.0 0.2 Old : 100.0: 80.7 50.9 4.0 28.6 1.2 0.0 0.0 0.0 12.3 17.3 1.8: 0.0 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: 9 8 . . . 0 0 0 8 8 4: Old : 31: 9 8 . . . 0 0 0 8 8 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 : 67.4 50.4 84.5 77.9 47.8 45.8 60.5 61.4 Old : 67.4 50.4 84.5 77.9 47.8 45.8 60.5 61.4 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, May 16, 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 : 39,322: 31,333 8,039 0 30,438 0 0 0 0 7,989 845 0: 0 0 Old : 39,322: 31,333 8,039 0 30,438 0 0 0 0 7,989 845 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 500: 500 500 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.7 20.4 0.0 77.4 0.0 0.0 0.0 0.0 20.3 2.1 0.0: 0.0 0.0 Old : 100.0: 79.7 20.4 0.0 77.4 0.0 0.0 0.0 0.0 20.3 2.1 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 : 23: 9 7 0 4 0 0 0 0 . 4 0: Old : 23: 9 7 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 : 82.6 85.8 97.7 96.3 80.1 85.8 93.0 92.9 Old : 82.6 85.8 97.7 96.3 80.1 85.8 93.0 92.9 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, May 16, 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 : 34,842: 27,680 18,582 0 0 0 0 0 0 6,775 15,873 387: 0 0 Old : 34,842: 27,680 18,582 0 0 0 0 0 0 6,775 15,873 387: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : -188: -300 -300 0 0 0 0 0 0 0 0 112: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.4 53.3 0.0 0.0 0.0 0.0 0.0 0.0 19.4 45.6 1.1: 0.0 0.0 Old : 100.0: 79.4 53.3 0.0 0.0 0.0 0.0 0.0 0.0 19.4 45.6 1.1: 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 7 .: Old : 23: 8 5 0 0 0 0 0 0 5 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 : 74.7 76.9 91.7 93.4 74.7 75.0 91.7 91.6 Old : 74.7 76.9 91.7 93.4 74.7 75.0 91.7 91.6 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, May 16, 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 : 23,765: 20,015 18,120 0 0 0 0 0 0 3,750 5,645 0: 0 0 Old : 23,765: 20,015 18,120 0 0 0 0 0 0 3,750 5,645 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 100: 100 500 0 0 0 0 0 0 0 -400 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 76.2 0.0 0.0 0.0 0.0 0.0 0.0 15.8 23.8 0.0: 0.0 0.0 Old : 100.0: 84.2 76.2 0.0 0.0 0.0 0.0 0.0 0.0 15.8 23.8 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: 7 4 0 0 0 0 0 0 4 7 0: Old : 22: 7 4 0 0 0 0 0 0 4 7 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 : 77.1 77.9 96.7 95.0 77.1 77.9 96.7 95.0 Old : 77.1 77.9 96.7 95.0 77.1 77.9 96.7 95.0 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, May 16, 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 : 17,730: 9,200 10,860 37 0 0 63 0 0 8,430 6,870 0: 0 0 Old : 17,730: 9,200 10,860 37 0 0 63 0 0 8,430 6,870 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 0: -100 -50 0 0 0 -250 0 0 350 50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.9 61.3 0.2 0.0 0.0 0.4 0.0 0.0 47.5 38.7 0.0: 0.0 0.0 Old : 100.0: 51.9 61.3 0.2 0.0 0.0 0.4 0.0 0.0 47.5 38.7 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 : 25: 7 8 . 0 0 . 0 0 5 5 0: Old : 25: 7 8 . 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 : 67.9 73.0 92.1 91.7 66.7 71.6 91.0 90.2 Old : 67.9 73.0 92.1 91.7 66.7 71.6 91.0 90.2 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, May 16, 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 : 27,793: 13,906 11,848 0 0 0 1,937 0 0 11,250 15,245 700: 0 0 Old : 27,793: 13,906 11,848 0 0 0 1,937 0 0 11,250 15,245 700: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 450: -50 450 0 0 0 200 0 0 300 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.0 42.6 0.0 0.0 0.0 7.0 0.0 0.0 40.5 54.9 2.5: 0.0 0.0 Old : 100.0: 50.0 42.6 0.0 0.0 0.0 7.0 0.0 0.0 40.5 54.9 2.5: 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 : 25: 7 7 0 0 0 . 0 0 5 6 .: Old : 25: 7 7 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 : 58.2 66.2 84.1 89.0 57.5 65.9 83.4 87.2 Old : 58.2 66.2 84.1 89.0 57.5 65.9 83.4 87.2 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, May 16, 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 : 18,745: 9,250 11,938 0 0 0 550 0 0 8,845 6,707 100: 0 0 Old : 18,745: 9,250 11,938 0 0 0 550 0 0 8,845 6,707 100: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 550: 500 550 0 0 0 50 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.3 63.7 0.0 0.0 0.0 2.9 0.0 0.0 47.2 35.8 0.5: 0.0 0.0 Old : 100.0: 49.3 63.7 0.0 0.0 0.0 2.9 0.0 0.0 47.2 35.8 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: 7 5 0 0 0 . 0 0 6 4 .: Old : 23: 7 5 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 : 60.4 74.5 83.2 97.5 60.4 74.0 83.2 97.0 Old : 60.4 74.5 83.2 97.5 60.4 74.0 83.2 97.0 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, May 16, 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 : 16,436: 15,566 12,925 0 1,826 0 0 0 0 860 1,685 0: 10 0 Old : 16,436: 15,566 12,925 0 1,826 0 0 0 0 860 1,685 0: 10 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 1,650: 1,750 1,750 0 -150 -100 0 0 0 0 150 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.7 78.6 0.0 11.1 0.0 0.0 0.0 0.0 5.2 10.3 0.0: 0.1 0.0 Old : 100.0: 94.7 78.6 0.0 11.1 0.0 0.0 0.0 0.0 5.2 10.3 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 : 23: 9 7 0 . 0 0 0 0 . 4 0: Old : 23: 9 7 0 . 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 : 83.8 70.6 96.9 92.0 83.8 63.0 91.5 84.4 Old : 83.8 70.6 96.9 92.0 83.8 63.0 91.5 84.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 19, 2017