PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Disaggregated Commitments of Traders - Futures Only, May 23, 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 : 33,324: 2,403 17,280 2,951 6,181 891 20,967 2,176 1,979 1,747 3,008 447: 1,939 1,362 Old : 33,324: 2,403 17,280 2,951 6,181 891 20,967 2,176 1,979 1,747 3,008 447: 1,939 1,362 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : -4,055: 108 -1,257 -267 -1,022 228 -3,197 85 -827 2 -909 40: -142 -393 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 51.9 8.9 18.5 2.7 62.9 6.5 5.9 5.2 9.0 1.3: 5.8 4.1 Old : 100.0: 7.2 51.9 8.9 18.5 2.7 62.9 6.5 5.9 5.2 9.0 1.3: 5.8 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 : 168: 10 24 11 11 10 50 14 10 19 31 8: Old : 168: 10 24 11 11 10 50 14 10 19 31 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 : 26.0 30.7 42.4 49.5 25.5 30.7 40.3 47.5 Old : 26.0 30.7 42.4 49.5 25.5 30.7 40.3 47.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 Disaggregated Commitments of Traders - Futures Only, May 23, 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 : 70,625: 5,936 28,818 7,876 6,027 892 22,854 27,425 1,645 22,558 1,700 726: 8,138 3,392 Old : 70,625: 5,936 28,818 7,876 6,027 892 22,854 27,425 1,645 22,558 1,700 726: 8,138 3,392 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : -3,796: -497 1,176 -2,185 -81 264 -274 -4,293 111 -1,060 -1,159 137: -292 49 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 40.8 11.2 8.5 1.3 32.4 38.8 2.3 31.9 2.4 1.0: 11.5 4.8 Old : 100.0: 8.4 40.8 11.2 8.5 1.3 32.4 38.8 2.3 31.9 2.4 1.0: 11.5 4.8 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 : 243: 20 17 10 11 5 47 38 12 88 12 7: Old : 243: 20 17 10 11 5 47 38 12 88 12 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 : 18.6 33.8 27.0 51.3 18.1 33.8 26.5 51.3 Old : 18.6 33.8 27.0 51.3 18.1 33.8 26.5 51.3 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 23, 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 : 203,459: 12,998 60,749 33,446 49,682 6,751 68,477 38,617 19,093 28,054 6,741 8,869: 25,771 12,957 Old : 203,459: 12,998 60,749 33,446 49,682 6,751 68,477 38,617 19,093 28,054 6,741 8,869: 25,771 12,957 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : -11,668: -954 4,068 -905 723 -558 -390 -12,403 -1,127 -3,221 623 -1,244: -3,269 -1,750 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 29.9 16.4 24.4 3.3 33.7 19.0 9.4 13.8 3.3 4.4: 12.7 6.4 Old : 100.0: 6.4 29.9 16.4 24.4 3.3 33.7 19.0 9.4 13.8 3.3 4.4: 12.7 6.4 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 : 212: 17 19 12 12 12 40 33 26 62 19 20: Old : 212: 17 19 12 12 12 40 33 26 62 19 20: 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 : 20.4 31.5 30.9 45.3 18.3 31.4 28.2 44.4 Old : 20.4 31.5 30.9 45.3 18.3 31.4 28.2 44.4 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 23, 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 : 462,572: 19,274 166,109 57,061 84,517 35,779 161,893 50,845 38,548 79,859 31,140 24,880: 45,278 30,754 Old : 462,572: 19,274 166,109 57,061 84,517 35,779 161,893 50,845 38,548 79,859 31,140 24,880: 45,278 30,754 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 27,551: -1,062 17,184 -6,370 6,816 5,827 29,799 -15,381 6,512 -9,579 2,558 2,257: 167 1,778 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 35.9 12.3 18.3 7.7 35.0 11.0 8.3 17.3 6.7 5.4: 9.8 6.6 Old : 100.0: 4.2 35.9 12.3 18.3 7.7 35.0 11.0 8.3 17.3 6.7 5.4: 9.8 6.6 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 : 344: 24 31 15 19 21 79 36 49 88 59 48: Old : 344: 24 31 15 19 21 79 36 49 88 59 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 : 20.4 30.4 29.5 44.0 18.0 28.8 25.3 39.3 Old : 20.4 30.4 29.5 44.0 18.0 28.8 25.3 39.3 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 23, 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 : 256,097: 51,582 102,367 48,729 8,673 5,519 81,185 31,080 12,872 16,503 53,577 24,032: 15,675 17,977 Old : 256,097: 51,582 102,367 48,729 8,673 5,519 81,185 31,080 12,872 16,503 53,577 24,032: 15,675 17,977 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 5,846: 1,934 7,481 2,287 181 984 2,951 -9,218 1,373 -2,185 5,599 -1,775: 277 1,221 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.1 40.0 19.0 3.4 2.2 31.7 12.1 5.0 6.4 20.9 9.4: 6.1 7.0 Old : 100.0: 20.1 40.0 19.0 3.4 2.2 31.7 12.1 5.0 6.4 20.9 9.4: 6.1 7.0 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 : 288: 32 38 15 6 7 71 31 29 42 64 37: Old : 288: 32 38 15 6 7 71 31 29 42 64 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 : 23.5 25.5 35.5 40.7 21.1 23.5 31.2 35.8 Old : 23.5 25.5 35.5 40.7 21.1 23.5 31.2 35.8 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, May 23, 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 : 33,293: 13,638 30,544 9,943 323 41 3,480 0 0 5,436 1,050 549: 206 786 Old : 33,293: 13,638 30,544 9,943 323 41 3,480 0 0 5,436 1,050 549: 206 786 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 684: 546 519 129 0 0 0 0 0 0 240 0: 9 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.0 91.7 29.9 1.0 0.1 10.5 0.0 0.0 16.3 3.2 1.6: 0.6 2.4 Old : 100.0: 41.0 91.7 29.9 1.0 0.1 10.5 0.0 0.0 16.3 3.2 1.6: 0.6 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 : 32: 11 18 . . . 4 0 0 . . .: Old : 32: 11 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 : 58.9 60.4 81.7 86.8 58.8 56.8 80.9 80.0 Old : 58.9 60.4 81.7 86.8 58.8 56.8 80.9 80.0 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 23, 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 : 13,484: 775 1,029 4,656 0 0 499 832 186 6,379 10,511 885: 104 41 Old : 13,484: 775 1,029 4,656 0 0 499 832 186 6,379 10,511 885: 104 41 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 723: 0 125 145 0 0 139 120 -50 5 13 517: -33 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 7.6 34.5 0.0 0.0 3.7 6.2 1.4 47.3 78.0 6.6: 0.8 0.3 Old : 100.0: 5.7 7.6 34.5 0.0 0.0 3.7 6.2 1.4 47.3 78.0 6.6: 0.8 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 : 27: 8 5 . 0 0 . . . 7 5 4: Old : 27: 8 5 . 0 0 . . . 7 5 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.5 85.6 83.8 97.2 68.5 80.0 82.7 89.6 Old : 68.5 85.6 83.8 97.2 68.5 80.0 82.7 89.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE Code-195651 Disaggregated Commitments of Traders - Futures Only, May 23, 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 : 18,981: 6,164 7,109 79 0 6 648 4,376 927 6,163 1,939 4,146: 848 478 Old : 18,981: 6,164 7,109 79 0 6 648 4,376 927 6,163 1,939 4,146: 848 478 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 816: 318 318 0 0 0 10 563 0 521 15 -53: 20 -27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.5 37.5 0.4 0.0 0.0 3.4 23.1 4.9 32.5 10.2 21.8: 4.5 2.5 Old : 100.0: 32.5 37.5 0.4 0.0 0.0 3.4 23.1 4.9 32.5 10.2 21.8: 4.5 2.5 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 : 47: 12 13 . 0 . . 4 . 15 8 18: Old : 47: 12 13 . 0 . . 4 . 15 8 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 : 35.7 50.9 53.6 67.5 24.7 29.1 32.2 34.7 Old : 35.7 50.9 53.6 67.5 24.7 29.1 32.2 34.7 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 23, 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 : 4,947: 1,288 1,936 59 0 0 710 676 0 745 829 539: 1,606 967 Old : 4,947: 1,288 1,936 59 0 0 710 676 0 745 829 539: 1,606 967 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 87: 257 84 0 0 0 -323 67 0 69 -103 84: 0 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.0 39.1 1.2 0.0 0.0 14.4 13.7 0.0 15.1 16.8 10.9: 32.5 19.5 Old : 100.0: 26.0 39.1 1.2 0.0 0.0 14.4 13.7 0.0 15.1 16.8 10.9: 32.5 19.5 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 : 58: 16 19 . 0 0 6 . 0 13 10 7: Old : 58: 16 19 . 0 0 6 . 0 13 10 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 : 24.1 44.0 37.0 57.8 21.5 37.7 32.4 51.5 Old : 24.1 44.0 37.0 57.8 21.5 37.7 32.4 51.5 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 23, 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: 6,959 2,214 0 5,078 70 0 0 0 460 125 0: 4 6 Old : 7,493: 6,959 2,214 0 5,078 70 0 0 0 460 125 0: 4 6 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 0: 1,000 0 0 0 0 0 0 0 -1,000 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.9 29.5 0.0 67.8 0.9 0.0 0.0 0.0 6.1 1.7 0.0: 0.1 0.1 Old : 100.0: 92.9 29.5 0.0 67.8 0.9 0.0 0.0 0.0 6.1 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: 6 5 0 4 . 0 0 0 6 . 0: Old : 22: 6 5 0 4 . 0 0 0 6 . 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 23, 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 16, 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 23, 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 16, 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 23, 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 : 47,390: 37,503 25,747 2,426 11,453 1,970 0 0 0 4,591 7,250 895: 5 75 Old : 47,390: 37,503 25,747 2,426 11,453 1,970 0 0 0 4,591 7,250 895: 5 75 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 8,263: 5,941 5,825 860 250 1,505 0 0 0 -220 496 187: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.1 54.3 5.1 24.2 4.2 0.0 0.0 0.0 9.7 15.3 1.9: 0.0 0.2 Old : 100.0: 79.1 54.3 5.1 24.2 4.2 0.0 0.0 0.0 9.7 15.3 1.9: 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 7 9 4: Old : 31: 9 8 . . . 0 0 0 7 9 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.3 48.7 84.7 78.8 40.4 38.2 51.5 51.6 Old : 68.3 48.7 84.7 78.8 40.4 38.2 51.5 51.6 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 23, 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 16, 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: 79.7 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 23, 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 16, 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: 79.4 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 23, 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 16, 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: 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 23, 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 : 17,767: 9,200 10,797 37 0 0 0 0 0 8,530 6,970 0: 0 0 Old : 17,767: 9,200 10,797 37 0 0 0 0 0 8,530 6,970 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 37: 0 -63 0 0 0 -63 0 0 100 100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.8 60.8 0.2 0.0 0.0 0.0 0.0 0.0 48.0 39.2 0.0: 0.0 0.0 Old : 100.0: 51.8 60.8 0.2 0.0 0.0 0.0 0.0 0.0 48.0 39.2 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 5 5 0: Old : 24: 7 8 . 0 0 0 0 0 5 5 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.3 72.5 92.5 91.5 67.1 71.1 91.3 90.1 Old : 68.3 72.5 92.5 91.5 67.1 71.1 91.3 90.1 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, May 23, 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 : 27,956: 13,706 12,011 0 0 0 2,000 0 0 11,550 15,245 700: 0 0 Old : 27,956: 13,706 12,011 0 0 0 2,000 0 0 11,550 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 16, 2017 : : 163: -200 163 0 0 0 63 0 0 300 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.0 43.0 0.0 0.0 0.0 7.2 0.0 0.0 41.3 54.5 2.5: 0.0 0.0 Old : 100.0: 49.0 43.0 0.0 0.0 0.0 7.2 0.0 0.0 41.3 54.5 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 : 57.9 65.5 83.1 88.4 57.2 65.1 82.4 86.7 Old : 57.9 65.5 83.1 88.4 57.2 65.1 82.4 86.7 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 23, 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 : 18,545: 9,250 11,738 0 0 0 550 0 0 8,645 6,707 100: 0 0 Old : 18,545: 9,250 11,738 0 0 0 550 0 0 8,645 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 16, 2017 : : -200: 0 -200 0 0 0 0 0 0 -200 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.9 63.3 0.0 0.0 0.0 3.0 0.0 0.0 46.6 36.2 0.5: 0.0 0.0 Old : 100.0: 49.9 63.3 0.0 0.0 0.0 3.0 0.0 0.0 46.6 36.2 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 : 61.1 72.6 84.1 96.0 61.1 72.1 84.1 95.4 Old : 61.1 72.6 84.1 96.0 61.1 72.1 84.1 95.4 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 23, 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 : 16,336: 15,566 12,780 0 1,851 0 0 0 0 760 1,700 0: 10 5 Old : 16,336: 15,566 12,780 0 1,851 0 0 0 0 760 1,700 0: 10 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : -100: 0 -145 0 25 0 0 0 0 -100 15 0: 0 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.3 78.2 0.0 11.3 0.0 0.0 0.0 0.0 4.7 10.4 0.0: 0.1 0.0 Old : 100.0: 95.3 78.2 0.0 11.3 0.0 0.0 0.0 0.0 4.7 10.4 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 : 84.4 70.1 97.5 91.9 84.4 62.5 91.5 84.2 Old : 84.4 70.1 97.5 91.9 84.4 62.5 91.5 84.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 26, 2017