PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Disaggregated Commitments of Traders - Futures Only, May 30, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 TROY OUNCES) : : : Positions : All : 29,926: 1,854 16,551 2,461 6,229 445 20,941 2,232 226 1,901 2,694 187: 1,911 1,362 Old : 29,926: 1,854 16,551 2,461 6,229 445 20,941 2,232 226 1,901 2,694 187: 1,911 1,362 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : -3,398: -549 -729 -490 48 -446 -26 56 -1,753 154 -314 -260: -28 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 55.3 8.2 20.8 1.5 70.0 7.5 0.8 6.4 9.0 0.6: 6.4 4.6 Old : 100.0: 6.2 55.3 8.2 20.8 1.5 70.0 7.5 0.8 6.4 9.0 0.6: 6.4 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 : 169: 11 22 9 10 . 53 11 6 27 27 5: Old : 169: 11 22 9 10 . 53 11 6 27 27 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 : 28.7 33.8 44.8 53.1 28.7 33.8 44.6 52.6 Old : 28.7 33.8 44.8 53.1 28.7 33.8 44.6 52.6 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 30, 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 : 69,380: 5,600 29,498 7,996 6,119 856 22,345 24,622 2,209 21,292 1,969 701: 8,381 3,406 Old : 69,380: 5,600 29,498 7,996 6,119 856 22,345 24,622 2,209 21,292 1,969 701: 8,381 3,406 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : -1,245: -336 680 120 92 -36 -509 -2,803 564 -1,266 269 -25: 243 14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.1 42.5 11.5 8.8 1.2 32.2 35.5 3.2 30.7 2.8 1.0: 12.1 4.9 Old : 100.0: 8.1 42.5 11.5 8.8 1.2 32.2 35.5 3.2 30.7 2.8 1.0: 12.1 4.9 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 : 233: 18 16 10 13 5 49 34 14 79 15 7: Old : 233: 18 16 10 13 5 49 34 14 79 15 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 : 18.8 33.6 27.5 51.6 18.3 33.6 27.0 51.6 Old : 18.8 33.6 27.5 51.6 18.3 33.6 27.0 51.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SILVER - COMMODITY EXCHANGE INC. Code-084691 Disaggregated Commitments of Traders - Futures Only, May 30, 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 : 205,235: 13,438 66,909 32,371 49,982 7,052 70,790 28,714 22,247 25,778 6,440 9,884: 23,675 14,007 Old : 205,235: 13,438 66,909 32,371 49,982 7,052 70,790 28,714 22,247 25,778 6,440 9,884: 23,675 14,007 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 1,776: 440 6,160 -1,075 300 301 2,313 -9,903 3,154 -2,276 -301 1,015: -2,096 1,050 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 32.6 15.8 24.4 3.4 34.5 14.0 10.8 12.6 3.1 4.8: 11.5 6.8 Old : 100.0: 6.5 32.6 15.8 24.4 3.4 34.5 14.0 10.8 12.6 3.1 4.8: 11.5 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 : 203: 17 19 12 13 13 44 29 25 55 16 21: Old : 203: 17 19 12 13 13 44 29 25 55 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 : 22.1 32.6 32.2 48.1 18.0 32.4 27.3 45.4 Old : 22.1 32.6 32.2 48.1 18.0 32.4 27.3 45.4 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 30, 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 : 434,246: 21,570 177,812 60,524 87,501 21,657 175,304 51,171 19,242 75,238 32,281 16,307: 44,404 28,275 Old : 434,246: 21,570 177,812 60,524 87,501 21,657 175,304 51,171 19,242 75,238 32,281 16,307: 44,404 28,275 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : -28,326: 2,296 11,703 3,463 2,984 -14,122 13,411 326 -19,306 -4,621 1,141 -8,573: -874 -2,479 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 40.9 13.9 20.2 5.0 40.4 11.8 4.4 17.3 7.4 3.8: 10.2 6.5 Old : 100.0: 5.0 40.9 13.9 20.2 5.0 40.4 11.8 4.4 17.3 7.4 3.8: 10.2 6.5 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 : 330: 20 30 14 19 18 85 27 37 87 54 37: Old : 330: 20 30 14 19 18 85 27 37 87 54 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 : 20.8 34.2 29.9 46.9 20.0 33.3 28.0 45.7 Old : 20.8 34.2 29.9 46.9 20.0 33.3 28.0 45.7 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 30, 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 : 249,317: 51,363 101,383 49,519 9,062 5,634 80,753 31,063 12,205 15,951 55,997 17,988: 15,904 15,985 Old : 249,317: 51,363 101,383 49,519 9,062 5,634 80,753 31,063 12,205 15,951 55,997 17,988: 15,904 15,985 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : -6,780: -219 -984 790 389 115 -432 -17 -667 -552 2,420 -6,044: 229 -1,992 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.6 40.7 19.9 3.6 2.3 32.4 12.5 4.9 6.4 22.5 7.2: 6.4 6.4 Old : 100.0: 20.6 40.7 19.9 3.6 2.3 32.4 12.5 4.9 6.4 22.5 7.2: 6.4 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 : 294: 34 39 15 7 10 67 32 30 46 73 40: Old : 294: 34 39 15 7 10 67 32 30 46 73 40: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.5 24.2 36.9 39.9 22.2 23.2 32.9 35.2 Old : 24.5 24.2 36.9 39.9 22.2 23.2 32.9 35.2 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 30, 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 : 33,422: 13,788 30,673 9,982 323 41 3,480 0 0 5,376 1,050 549: 206 786 Old : 33,422: 13,788 30,673 9,982 323 41 3,480 0 0 5,376 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 23, 2017 : : 129: 150 129 39 0 0 0 0 0 -60 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.3 91.8 29.9 1.0 0.1 10.4 0.0 0.0 16.1 3.1 1.6: 0.6 2.4 Old : 100.0: 41.3 91.8 29.9 1.0 0.1 10.4 0.0 0.0 16.1 3.1 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 : 58.5 60.8 81.3 86.8 58.4 57.2 80.5 80.1 Old : 58.5 60.8 81.3 86.8 58.4 57.2 80.5 80.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651 Disaggregated Commitments of Traders - Futures Only, May 30, 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 : 14,121: 930 1,031 4,656 0 0 499 1,177 356 6,289 10,229 1,287: 104 41 Old : 14,121: 930 1,031 4,656 0 0 499 1,177 356 6,289 10,229 1,287: 104 41 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 637: 155 2 0 0 0 0 345 170 -90 -282 402: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.6 7.3 33.0 0.0 0.0 3.5 8.3 2.5 44.5 72.4 9.1: 0.7 0.3 Old : 100.0: 6.6 7.3 33.0 0.0 0.0 3.5 8.3 2.5 44.5 72.4 9.1: 0.7 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 . . . 8 4 5: Old : 27: 8 5 . 0 0 . . . 8 4 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 : 63.5 86.0 79.9 97.1 63.4 78.6 76.2 86.1 Old : 63.5 86.0 79.9 97.1 63.4 78.6 76.2 86.1 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, May 30, 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 : 19,756: 6,485 7,750 85 0 6 728 5,004 817 7,195 2,166 3,609: 831 404 Old : 19,756: 6,485 7,750 85 0 6 728 5,004 817 7,195 2,166 3,609: 831 404 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 775: 321 641 6 0 0 80 628 -110 1,032 227 -537: -17 -74 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.8 39.2 0.4 0.0 0.0 3.7 25.3 4.1 36.4 11.0 18.3: 4.2 2.0 Old : 100.0: 32.8 39.2 0.4 0.0 0.0 3.7 25.3 4.1 36.4 11.0 18.3: 4.2 2.0 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 : 46: 13 14 . 0 . 4 . . 16 6 16: Old : 46: 13 14 . 0 . 4 . . 16 6 16: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.5 54.2 54.8 70.2 27.5 32.5 34.7 40.0 Old : 38.5 54.2 54.8 70.2 27.5 32.5 34.7 40.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 Disaggregated Commitments of Traders - Futures Only, May 30, 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 : 5,018: 1,481 1,901 59 0 0 456 775 26 772 605 710: 1,514 1,001 Old : 5,018: 1,481 1,901 59 0 0 456 775 26 772 605 710: 1,514 1,001 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 71: 193 -35 0 0 0 -254 99 26 27 -224 171: -92 34 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.5 37.9 1.2 0.0 0.0 9.1 15.4 0.5 15.4 12.1 14.1: 30.2 19.9 Old : 100.0: 29.5 37.9 1.2 0.0 0.0 9.1 15.4 0.5 15.4 12.1 14.1: 30.2 19.9 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 : 53: 17 16 . 0 0 4 4 . 14 8 9: Old : 53: 17 16 . 0 0 4 4 . 14 8 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 : 27.0 43.6 41.6 58.3 22.9 35.1 34.4 48.5 Old : 27.0 43.6 41.6 58.3 22.9 35.1 34.4 48.5 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 30, 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 23, 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: 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 30, 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 : 29,385: 13,764 19,145 111 0 0 0 0 0 15,210 9,924 300: 0 16 Old : 29,385: 13,764 19,145 111 0 0 0 0 0 15,210 9,924 300: 0 16 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : -600: -300 0 0 0 0 0 0 0 0 -300 -300: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.8 65.2 0.4 0.0 0.0 0.0 0.0 0.0 51.8 33.8 1.0: 0.0 0.1 Old : 100.0: 46.8 65.2 0.4 0.0 0.0 0.0 0.0 0.0 51.8 33.8 1.0: 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 .: Old : 23: 9 5 . 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 : 67.2 75.7 93.4 94.3 66.6 66.5 86.9 83.8 Old : 67.2 75.7 93.4 94.3 66.6 66.5 86.9 83.8 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 30, 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 23, 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 30, 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 : 48,901: 38,559 25,277 2,426 11,838 2,895 0 0 0 3,981 7,781 1,035: 5 75 Old : 48,901: 38,559 25,277 2,426 11,838 2,895 0 0 0 3,981 7,781 1,035: 5 75 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 1,511: 1,056 -470 0 385 925 0 0 0 -610 531 140: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.9 51.7 5.0 24.2 5.9 0.0 0.0 0.0 8.1 15.9 2.1: 0.0 0.2 Old : 100.0: 78.9 51.7 5.0 24.2 5.9 0.0 0.0 0.0 8.1 15.9 2.1: 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 : 32: 9 8 . . . 0 0 0 7 10 5: Old : 32: 9 8 . . . 0 0 0 7 10 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 : 69.4 50.3 87.3 79.6 42.9 37.4 53.4 50.8 Old : 69.4 50.3 87.3 79.6 42.9 37.4 53.4 50.8 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 30, 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 8,003 0 30,413 0 0 0 0 7,989 906 0: 0 0 Old : 39,322: 31,333 8,003 0 30,413 0 0 0 0 7,989 906 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 0: 0 -36 0 -25 0 0 0 0 0 61 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.7 20.4 0.0 77.3 0.0 0.0 0.0 0.0 20.3 2.3 0.0: 0.0 0.0 Old : 100.0: 79.7 20.4 0.0 77.3 0.0 0.0 0.0 0.0 20.3 2.3 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 : 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 85.7 97.7 96.1 80.1 85.7 93.1 92.9 Old : 82.6 85.7 97.7 96.1 80.1 85.7 93.1 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 30, 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 23, 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 30, 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 23, 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 30, 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 : 17,867: 9,500 10,797 37 0 0 0 0 0 8,330 7,070 0: 0 0 Old : 17,867: 9,500 10,797 37 0 0 0 0 0 8,330 7,070 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 100: 300 0 0 0 0 0 0 0 -200 100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.2 60.4 0.2 0.0 0.0 0.0 0.0 0.0 46.6 39.6 0.0: 0.0 0.0 Old : 100.0: 53.2 60.4 0.2 0.0 0.0 0.0 0.0 0.0 46.6 39.6 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 : 71.2 72.1 92.5 91.5 70.1 70.7 91.4 90.1 Old : 71.2 72.1 92.5 91.5 70.1 70.7 91.4 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 30, 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 : 28,456: 14,006 12,911 0 0 0 2,000 0 0 11,750 14,845 700: 0 0 Old : 28,456: 14,006 12,911 0 0 0 2,000 0 0 11,750 14,845 700: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 500: 300 900 0 0 0 0 0 0 200 -400 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.2 45.4 0.0 0.0 0.0 7.0 0.0 0.0 41.3 52.2 2.5: 0.0 0.0 Old : 100.0: 49.2 45.4 0.0 0.0 0.0 7.0 0.0 0.0 41.3 52.2 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 : 57.2 63.3 83.1 88.6 56.5 62.9 82.4 84.1 Old : 57.2 63.3 83.1 88.6 56.5 62.9 82.4 84.1 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 30, 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: 9,550 11,838 0 0 0 550 0 0 8,345 6,607 100: 0 0 Old : 18,545: 9,550 11,838 0 0 0 550 0 0 8,345 6,607 100: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 0: 300 100 0 0 0 0 0 0 -300 -100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.5 63.8 0.0 0.0 0.0 3.0 0.0 0.0 45.0 35.6 0.5: 0.0 0.0 Old : 100.0: 51.5 63.8 0.0 0.0 0.0 3.0 0.0 0.0 45.0 35.6 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 69.1 85.7 96.0 61.1 68.6 85.7 95.4 Old : 61.1 69.1 85.7 96.0 61.1 68.6 85.7 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 30, 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 : 15,936: 15,166 12,030 0 1,851 0 0 0 0 760 2,050 0: 10 5 Old : 15,936: 15,166 12,030 0 1,851 0 0 0 0 760 2,050 0: 10 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : -400: -400 -750 0 0 0 0 0 0 0 350 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.2 75.5 0.0 11.6 0.0 0.0 0.0 0.0 4.8 12.9 0.0: 0.1 0.0 Old : 100.0: 95.2 75.5 0.0 11.6 0.0 0.0 0.0 0.0 4.8 12.9 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 : 86.0 67.2 97.5 89.5 84.4 59.3 91.2 81.6 Old : 86.0 67.2 97.5 89.5 84.4 59.3 91.2 81.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 2, 2017