PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Disaggregated Commitments of Traders - Futures Only, June 20, 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 : 36,559: 1,652 18,090 2,352 7,854 563 26,714 1,718 623 2,173 5,423 141: 2,341 2,147 Old : 36,559: 1,652 18,090 2,352 7,854 563 26,714 1,718 623 2,173 5,423 141: 2,341 2,147 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 13, 2017 : : 452: 311 325 -87 -173 -110 128 -222 237 24 225 -1: -50 171 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 49.5 6.4 21.5 1.5 73.1 4.7 1.7 5.9 14.8 0.4: 6.4 5.9 Old : 100.0: 4.5 49.5 6.4 21.5 1.5 73.1 4.7 1.7 5.9 14.8 0.4: 6.4 5.9 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 : 191: 14 20 9 11 4 62 13 8 25 43 6: Old : 191: 14 20 9 11 4 62 13 8 25 43 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 : 27.9 33.6 46.0 51.3 27.9 33.2 45.9 51.0 Old : 27.9 33.6 46.0 51.3 27.9 33.2 45.9 51.0 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, June 20, 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 : 75,380: 6,607 28,253 8,515 4,388 2,700 22,045 29,885 3,181 22,798 2,147 1,087: 8,447 3,739 Old : 75,380: 6,607 28,253 8,515 4,388 2,700 22,045 29,885 3,181 22,798 2,147 1,087: 8,447 3,739 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 13, 2017 : : -660: 422 -1,485 171 -557 1,308 67 981 -115 -1,519 -8 -648: -346 -136 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 37.5 11.3 5.8 3.6 29.2 39.6 4.2 30.2 2.8 1.4: 11.2 5.0 Old : 100.0: 8.8 37.5 11.3 5.8 3.6 29.2 39.6 4.2 30.2 2.8 1.4: 11.2 5.0 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 : 246: 20 18 11 12 9 46 42 12 85 15 8: Old : 246: 20 18 11 12 9 46 42 12 85 15 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 : 15.8 30.3 25.5 46.3 15.7 30.3 24.2 46.3 Old : 15.8 30.3 25.5 46.3 15.7 30.3 24.2 46.3 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, June 20, 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 : 199,929: 15,743 63,142 32,466 43,901 8,092 68,683 42,364 14,641 27,317 6,955 6,826: 26,161 14,008 Old : 199,929: 15,743 63,142 32,466 43,901 8,092 68,683 42,364 14,641 27,317 6,955 6,826: 26,161 14,008 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 13, 2017 : : -1,285: 2,360 -5,009 1,266 -4,444 1,058 -8,625 8,986 935 1,923 -1,711 -1,428: 1,226 328 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 31.6 16.2 22.0 4.0 34.4 21.2 7.3 13.7 3.5 3.4: 13.1 7.0 Old : 100.0: 7.9 31.6 16.2 22.0 4.0 34.4 21.2 7.3 13.7 3.5 3.4: 13.1 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 : 206: 20 18 13 11 15 39 28 26 57 22 31: Old : 206: 20 18 13 11 15 39 28 26 57 22 31: 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 : 20.7 31.3 31.7 45.3 19.3 31.2 30.1 45.1 Old : 20.7 31.3 31.7 45.3 19.3 31.2 30.1 45.1 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, June 20, 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 : 445,841: 16,301 164,235 71,455 88,537 22,531 165,035 65,659 24,985 87,585 36,286 14,748: 43,201 28,860 Old : 445,841: 16,301 164,235 71,455 88,537 22,531 165,035 65,659 24,985 87,585 36,286 14,748: 43,201 28,860 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 13, 2017 : : -25,293: -555 -18,838 4,325 -15,987 1,324 -49,920 -1,800 10,565 5,362 -3,159 591: 3,015 2,011 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 36.8 16.0 19.9 5.1 37.0 14.7 5.6 19.6 8.1 3.3: 9.7 6.5 Old : 100.0: 3.7 36.8 16.0 19.9 5.1 37.0 14.7 5.6 19.6 8.1 3.3: 9.7 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 : 342: 21 30 18 17 19 78 36 41 90 58 38: Old : 342: 21 30 18 17 19 78 36 41 90 58 38: 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 : 23.8 33.2 33.4 47.7 23.4 32.5 32.0 46.2 Old : 23.8 33.2 33.4 47.7 23.4 32.5 32.0 46.2 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, June 20, 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 : 271,774: 52,860 106,758 48,549 8,774 4,538 88,766 39,500 23,411 14,793 51,280 21,851: 17,006 15,662 Old : 271,774: 52,860 106,758 48,549 8,774 4,538 88,766 39,500 23,411 14,793 51,280 21,851: 17,006 15,662 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 13, 2017 : : 11,143: 7,597 2,021 -62 -960 -263 -5,761 7,767 10,450 1,309 -6,200 -1,476: -651 -196 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.4 39.3 17.9 3.2 1.7 32.7 14.5 8.6 5.4 18.9 8.0: 6.3 5.8 Old : 100.0: 19.4 39.3 17.9 3.2 1.7 32.7 14.5 8.6 5.4 18.9 8.0: 6.3 5.8 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 : 295: 32 39 15 8 10 57 32 27 49 68 61: Old : 295: 32 39 15 8 10 57 32 27 49 68 61: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.6 23.2 33.8 38.2 20.8 19.9 31.5 31.7 Old : 21.6 23.2 33.8 38.2 20.8 19.9 31.5 31.7 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, June 20, 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 : 31,987: 14,305 28,599 9,343 287 0 3,045 0 210 3,775 1,028 1,130: 179 733 Old : 31,987: 14,305 28,599 9,343 287 0 3,045 0 210 3,775 1,028 1,130: 179 733 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 13, 2017 : : 143: 118 -230 135 0 0 -210 0 210 -485 0 374: 1 -211 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.7 89.4 29.2 0.9 0.0 9.5 0.0 0.7 11.8 3.2 3.5: 0.6 2.3 Old : 100.0: 44.7 89.4 29.2 0.9 0.0 9.5 0.0 0.7 11.8 3.2 3.5: 0.6 2.3 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 : 31: 11 16 . . 0 4 0 . . . .: Old : 31: 11 16 . . 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 : 54.4 57.1 79.1 85.2 53.3 53.3 76.8 78.7 Old : 54.4 57.1 79.1 85.2 53.3 53.3 76.8 78.7 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, June 20, 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 : 14,439: 1,359 1,324 4,078 0 0 682 622 417 6,119 10,376 1,612: 172 88 Old : 14,439: 1,359 1,324 4,078 0 0 682 622 417 6,119 10,376 1,612: 172 88 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 13, 2017 : : 166: -54 60 2 0 0 0 -99 0 245 204 -2: -25 3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 9.2 28.2 0.0 0.0 4.7 4.3 2.9 42.4 71.9 11.2: 1.2 0.6 Old : 100.0: 9.4 9.2 28.2 0.0 0.0 4.7 4.3 2.9 42.4 71.9 11.2: 1.2 0.6 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 : 27: 8 5 . 0 0 . . . 9 . 6: Old : 27: 8 5 . 0 0 . . . 9 . 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 : 57.6 83.8 74.7 95.5 57.4 74.6 70.6 81.1 Old : 57.6 83.8 74.7 95.5 57.4 74.6 70.6 81.1 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, June 20, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 500 DRY METRIC TONS) : : : Positions : All : 17,316: 5,402 6,367 93 0 0 632 4,375 767 6,259 1,726 3,299: 864 782 Old : 17,316: 5,402 6,367 93 0 0 632 4,375 767 6,259 1,726 3,299: 864 782 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 13, 2017 : : -745: -500 -448 0 0 0 -100 -290 12 -123 50 142: -176 -211 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.2 36.8 0.5 0.0 0.0 3.6 25.3 4.4 36.1 10.0 19.1: 5.0 4.5 Old : 100.0: 31.2 36.8 0.5 0.0 0.0 3.6 25.3 4.4 36.1 10.0 19.1: 5.0 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 : 42: 12 12 . 0 0 . . . 15 6 16: Old : 42: 12 12 . 0 0 . . . 15 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 : 42.8 55.7 59.3 72.7 31.3 34.7 37.6 41.3 Old : 42.8 55.7 59.3 72.7 31.3 34.7 37.6 41.3 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, June 20, 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 : 4,148: 976 1,621 59 0 0 454 557 50 793 456 555: 1,261 909 Old : 4,148: 976 1,621 59 0 0 454 557 50 793 456 555: 1,261 909 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 13, 2017 : : -96: -97 67 -2 0 0 -27 -74 5 79 -32 26: -80 -88 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.5 39.1 1.4 0.0 0.0 10.9 13.4 1.2 19.1 11.0 13.4: 30.4 21.9 Old : 100.0: 23.5 39.1 1.4 0.0 0.0 10.9 13.4 1.2 19.1 11.0 13.4: 30.4 21.9 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 : 54: 16 19 . 0 0 6 4 . 10 9 10: Old : 54: 16 19 . 0 0 6 4 . 10 9 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 : 25.8 38.6 37.3 50.5 23.6 34.0 32.1 43.6 Old : 25.8 38.6 37.3 50.5 23.6 34.0 32.1 43.6 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, June 20, 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 : 7,793: 7,359 2,464 0 5,128 70 0 0 0 360 125 0: 4 6 Old : 7,793: 7,359 2,464 0 5,128 70 0 0 0 360 125 0: 4 6 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 13, 2017 : : 50: 150 0 0 50 0 0 0 0 -100 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.4 31.6 0.0 65.8 0.9 0.0 0.0 0.0 4.6 1.6 0.0: 0.1 0.1 Old : 100.0: 94.4 31.6 0.0 65.8 0.9 0.0 0.0 0.0 4.6 1.6 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: 7 5 0 4 . 0 0 0 5 . 0: Old : 22: 7 5 0 4 . 0 0 0 5 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 85.8 80.0 96.0 97.4 85.8 76.6 94.6 94.0 Old : 85.8 80.0 96.0 97.4 85.8 76.6 94.6 94.0 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, June 20, 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 : 29,296: 13,675 19,482 111 0 0 0 0 0 15,210 9,514 300: 0 0 Old : 29,296: 13,675 19,482 111 0 0 0 0 0 15,210 9,514 300: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 13, 2017 : : -89: -89 177 0 0 0 0 0 0 0 -250 0: 0 -16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.7 66.5 0.4 0.0 0.0 0.0 0.0 0.0 51.9 32.5 1.0: 0.0 0.0 Old : 100.0: 46.7 66.5 0.4 0.0 0.0 0.0 0.0 0.0 51.9 32.5 1.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 8 6 . 0 0 0 0 0 5 7 .: Old : 25: 8 6 . 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 : 67.4 76.3 93.6 94.6 66.9 67.1 87.2 84.0 Old : 67.4 76.3 93.6 94.6 66.9 67.1 87.2 84.0 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, June 20, 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 : 45,086: 29,220 24,233 0 0 0 0 0 0 15,846 20,833 20: 0 0 Old : 45,086: 29,220 24,233 0 0 0 0 0 0 15,846 20,833 20: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 13, 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: 64.8 53.7 0.0 0.0 0.0 0.0 0.0 0.0 35.1 46.2 0.0: 0.0 0.0 Old : 100.0: 64.8 53.7 0.0 0.0 0.0 0.0 0.0 0.0 35.1 46.2 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 : 26: 9 6 0 0 0 0 0 0 6 9 .: Old : 26: 9 6 0 0 0 0 0 0 6 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 : 62.3 65.1 88.4 90.3 62.3 61.0 88.4 86.0 Old : 62.3 65.1 88.4 90.3 62.3 61.0 88.4 86.0 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, June 20, 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 : 56,752: 42,587 29,917 3,049 12,179 4,042 0 0 0 5,316 8,811 1,753: 5 50 Old : 56,752: 42,587 29,917 3,049 12,179 4,042 0 0 0 5,316 8,811 1,753: 5 50 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 13, 2017 : : 238: 675 -250 -127 440 -375 0 0 0 -200 183 265: 0 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.0 52.7 5.4 21.5 7.1 0.0 0.0 0.0 9.4 15.5 3.1: 0.0 0.1 Old : 100.0: 75.0 52.7 5.4 21.5 7.1 0.0 0.0 0.0 9.4 15.5 3.1: 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 : 34: 10 9 . . . 0 0 0 8 9 7: Old : 34: 10 9 . . . 0 0 0 8 9 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 : 67.0 47.2 84.3 77.3 46.3 34.2 54.8 49.4 Old : 67.0 47.2 84.3 77.3 46.3 34.2 54.8 49.4 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, June 20, 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 : 39,542: 31,353 8,233 0 30,213 200 0 0 0 7,989 896 0: 0 0 Old : 39,542: 31,353 8,233 0 30,213 200 0 0 0 7,989 896 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 13, 2017 : : 200: 0 200 0 -200 200 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.3 20.8 0.0 76.4 0.5 0.0 0.0 0.0 20.2 2.3 0.0: 0.0 0.0 Old : 100.0: 79.3 20.8 0.0 76.4 0.5 0.0 0.0 0.0 20.2 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 . 4 0: Old : 23: 9 7 0 4 . 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 : 82.4 85.3 97.2 96.2 79.9 84.8 92.1 91.9 Old : 82.4 85.3 97.2 96.2 79.9 84.8 92.1 91.9 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, June 20, 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 : 34,742: 27,780 18,582 0 0 0 0 0 0 6,575 15,773 387: 0 0 Old : 34,742: 27,780 18,582 0 0 0 0 0 0 6,575 15,773 387: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 13, 2017 : : 100: 100 0 0 0 0 0 0 0 0 100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.0 53.5 0.0 0.0 0.0 0.0 0.0 0.0 18.9 45.4 1.1: 0.0 0.0 Old : 100.0: 80.0 53.5 0.0 0.0 0.0 0.0 0.0 0.0 18.9 45.4 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 : 74.6 77.1 91.7 94.0 74.6 75.2 91.7 92.1 Old : 74.6 77.1 91.7 94.0 74.6 75.2 91.7 92.1 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, June 20, 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 : 23,505: 19,915 17,920 0 0 0 0 0 0 3,590 5,585 0: 0 0 Old : 23,505: 19,915 17,920 0 0 0 0 0 0 3,590 5,585 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 13, 2017 : : -60: -100 0 0 0 0 0 0 0 40 -60 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.7 76.2 0.0 0.0 0.0 0.0 0.0 0.0 15.3 23.8 0.0: 0.0 0.0 Old : 100.0: 84.7 76.2 0.0 0.0 0.0 0.0 0.0 0.0 15.3 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 5 6 0: Old : 22: 7 4 0 0 0 0 0 0 5 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 : 77.5 79.0 96.5 97.3 77.5 79.0 96.5 97.3 Old : 77.5 79.0 96.5 97.3 77.5 79.0 96.5 97.3 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, June 20, 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 10,697 37 0 0 0 0 0 8,330 7,170 0: 0 0 Old : 17,867: 9,500 10,697 37 0 0 0 0 0 8,330 7,170 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 13, 2017 : : 0: 0 -100 0 0 0 0 0 0 0 100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.2 59.9 0.2 0.0 0.0 0.0 0.0 0.0 46.6 40.1 0.0: 0.0 0.0 Old : 100.0: 53.2 59.9 0.2 0.0 0.0 0.0 0.0 0.0 46.6 40.1 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 : 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 72.6 92.5 91.5 70.1 71.2 91.4 90.1 Old : 71.2 72.6 92.5 91.5 70.1 71.2 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, June 20, 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 : 28,956: 14,006 13,511 0 0 0 2,000 0 0 12,250 14,745 700: 0 0 Old : 28,956: 14,006 13,511 0 0 0 2,000 0 0 12,250 14,745 700: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 13, 2017 : : 0: 0 100 0 0 0 0 0 0 0 -100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.4 46.7 0.0 0.0 0.0 6.9 0.0 0.0 42.3 50.9 2.4: 0.0 0.0 Old : 100.0: 48.4 46.7 0.0 0.0 0.0 6.9 0.0 0.0 42.3 50.9 2.4: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 61.8 83.4 88.8 57.3 61.5 82.7 84.0 Old : 57.9 61.8 83.4 88.8 57.3 61.5 82.7 84.0 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, June 20, 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 : 18,945: 9,700 12,238 0 0 0 550 0 0 8,595 6,607 100: 0 0 Old : 18,945: 9,700 12,238 0 0 0 550 0 0 8,595 6,607 100: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 13, 2017 : : -350: 0 -350 0 0 0 0 0 0 -350 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.2 64.6 0.0 0.0 0.0 2.9 0.0 0.0 45.4 34.9 0.5: 0.0 0.0 Old : 100.0: 51.2 64.6 0.0 0.0 0.0 2.9 0.0 0.0 45.4 34.9 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 : 61.2 67.1 86.5 95.8 61.2 67.0 86.5 95.2 Old : 61.2 67.1 86.5 95.8 61.2 67.0 86.5 95.2 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, June 20, 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 : 20,535: 19,745 16,214 0 1,851 0 0 0 0 760 2,460 10: 20 0 Old : 20,535: 19,745 16,214 0 1,851 0 0 0 0 760 2,460 10: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 13, 2017 : : 4,435: 4,425 4,275 0 -25 0 0 0 0 0 175 10: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.2 79.0 0.0 9.0 0.0 0.0 0.0 0.0 3.7 12.0 0.0: 0.1 0.0 Old : 100.0: 96.2 79.0 0.0 9.0 0.0 0.0 0.0 0.0 3.7 12.0 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 : 25: 10 8 0 . 0 0 0 0 . 6 .: Old : 25: 10 8 0 . 0 0 0 0 . 6 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 82.4 69.6 95.3 87.3 81.9 63.5 90.8 81.2 Old : 82.4 69.6 95.3 87.3 81.9 63.5 90.8 81.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 23, 2017