PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Disaggregated Commitments of Traders - Futures Only, June 27, 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 : 35,760: 1,730 17,450 1,970 7,722 922 26,121 1,897 427 2,098 5,283 135: 2,357 1,924 Old : 35,760: 1,730 17,450 1,970 7,722 922 26,121 1,897 427 2,098 5,283 135: 2,357 1,924 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : -799: 78 -640 -382 -132 359 -593 179 -196 -75 -140 -6: 16 -223 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 48.8 5.5 21.6 2.6 73.0 5.3 1.2 5.9 14.8 0.4: 6.6 5.4 Old : 100.0: 4.8 48.8 5.5 21.6 2.6 73.0 5.3 1.2 5.9 14.8 0.4: 6.6 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 182: 15 21 9 12 7 59 14 7 19 40 6: Old : 182: 15 21 9 12 7 59 14 7 19 40 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 : 28.4 34.0 47.1 51.6 28.4 33.7 46.9 51.3 Old : 28.4 34.0 47.1 51.6 28.4 33.7 46.9 51.3 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 27, 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 : 76,578: 6,839 27,065 9,589 4,566 1,540 22,937 32,830 3,367 22,406 1,980 953: 8,947 4,277 Old : 76,578: 6,839 27,065 9,589 4,566 1,540 22,937 32,830 3,367 22,406 1,980 953: 8,947 4,277 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 1,198: 232 -1,188 1,074 178 -1,160 892 2,945 186 -392 -167 -134: 500 538 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 35.3 12.5 6.0 2.0 30.0 42.9 4.4 29.3 2.6 1.2: 11.7 5.6 Old : 100.0: 8.9 35.3 12.5 6.0 2.0 30.0 42.9 4.4 29.3 2.6 1.2: 11.7 5.6 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 : 246: 21 16 11 11 7 50 41 15 85 12 8: Old : 246: 21 16 11 11 7 50 41 15 85 12 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 : 16.2 28.4 25.9 44.6 15.9 28.4 24.4 44.5 Old : 16.2 28.4 25.9 44.6 15.9 28.4 24.4 44.5 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 27, 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 : 204,637: 16,161 58,520 35,405 43,254 8,154 64,435 52,602 16,324 29,434 5,735 5,743: 28,981 14,305 Old : 204,637: 16,161 58,520 35,405 43,254 8,154 64,435 52,602 16,324 29,434 5,735 5,743: 28,981 14,305 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 4,708: 418 -4,622 2,939 -647 62 -4,248 10,238 1,683 2,117 -1,220 -1,083: 2,820 297 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 28.6 17.3 21.1 4.0 31.5 25.7 8.0 14.4 2.8 2.8: 14.2 7.0 Old : 100.0: 7.9 28.6 17.3 21.1 4.0 31.5 25.7 8.0 14.4 2.8 2.8: 14.2 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 : 212: 20 18 16 9 14 41 32 26 62 17 22: Old : 212: 20 18 16 9 14 41 32 26 62 17 22: 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 28.8 31.8 42.9 18.4 28.7 28.8 42.7 Old : 20.7 28.8 31.8 42.9 18.4 28.7 28.8 42.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GOLD - COMMODITY EXCHANGE INC. Code-088691 Disaggregated Commitments of Traders - Futures Only, June 27, 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 : 453,144: 16,646 156,631 74,033 83,911 26,818 144,515 71,860 31,919 92,071 33,054 19,739: 47,403 29,212 Old : 453,144: 16,646 156,631 74,033 83,911 26,818 144,515 71,860 31,919 92,071 33,054 19,739: 47,403 29,212 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 7,303: 345 -7,604 2,578 -4,626 4,287 -20,520 6,201 6,934 4,486 -3,232 4,991: 4,202 352 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 34.6 16.3 18.5 5.9 31.9 15.9 7.0 20.3 7.3 4.4: 10.5 6.4 Old : 100.0: 3.7 34.6 16.3 18.5 5.9 31.9 15.9 7.0 20.3 7.3 4.4: 10.5 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 : 336: 22 26 17 18 19 66 38 40 102 52 43: Old : 336: 22 26 17 18 19 66 38 40 102 52 43: 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 : 22.9 32.6 33.0 45.8 22.9 31.6 30.6 44.2 Old : 22.9 32.6 33.0 45.8 22.9 31.6 30.6 44.2 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 27, 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 : 253,503: 41,794 96,678 48,875 9,001 4,510 95,490 36,703 14,221 11,082 56,181 20,137: 17,394 16,072 Old : 253,503: 41,794 96,678 48,875 9,001 4,510 95,490 36,703 14,221 11,082 56,181 20,137: 17,394 16,072 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : -18,271: -11,066 -10,080 326 227 -28 6,724 -2,797 -9,190 -3,711 4,901 -1,714: 388 410 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.5 38.1 19.3 3.6 1.8 37.7 14.5 5.6 4.4 22.2 7.9: 6.9 6.3 Old : 100.0: 16.5 38.1 19.3 3.6 1.8 37.7 14.5 5.6 4.4 22.2 7.9: 6.9 6.3 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 : 293: 35 39 16 7 7 71 26 23 31 81 42: Old : 293: 35 39 16 7 7 71 26 23 31 81 42: 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 : 22.8 21.2 35.6 36.3 22.8 20.3 34.2 33.1 Old : 22.8 21.2 35.6 36.3 22.8 20.3 34.2 33.1 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 27, 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 : 31,810: 13,885 28,089 9,346 287 0 3,045 0 210 3,625 788 1,520: 179 916 Old : 31,810: 13,885 28,089 9,346 287 0 3,045 0 210 3,625 788 1,520: 179 916 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : -177: -420 -510 3 0 0 0 0 0 -150 -240 390: 0 183 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.6 88.3 29.4 0.9 0.0 9.6 0.0 0.7 11.4 2.5 4.8: 0.6 2.9 Old : 100.0: 43.6 88.3 29.4 0.9 0.0 9.6 0.0 0.7 11.4 2.5 4.8: 0.6 2.9 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 : 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 : 53.9 56.0 78.3 84.4 52.3 52.2 74.6 77.5 Old : 53.9 56.0 78.3 84.4 52.3 52.2 74.6 77.5 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 27, 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 : 14,990: 1,398 1,705 4,078 0 5 682 455 487 6,589 10,611 1,661: 90 66 Old : 14,990: 1,398 1,705 4,078 0 5 682 455 487 6,589 10,611 1,661: 90 66 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 551: 39 381 0 0 5 0 -167 70 470 235 49: -82 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.3 11.4 27.2 0.0 0.0 4.5 3.0 3.2 44.0 70.8 11.1: 0.6 0.4 Old : 100.0: 9.3 11.4 27.2 0.0 0.0 4.5 3.0 3.2 44.0 70.8 11.1: 0.6 0.4 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 : 28: 8 5 . 0 . . . . 10 . 7: Old : 28: 8 5 . 0 . . . . 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 : 55.6 81.6 72.2 94.8 55.3 73.5 69.0 80.6 Old : 55.6 81.6 72.2 94.8 55.3 73.5 69.0 80.6 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, June 27, 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 : 17,486: 5,482 6,367 93 0 0 622 4,295 767 6,273 1,849 3,366: 883 842 Old : 17,486: 5,482 6,367 93 0 0 622 4,295 767 6,273 1,849 3,366: 883 842 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 170: 80 0 0 0 0 -10 -80 0 14 123 67: 19 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 36.4 0.5 0.0 0.0 3.6 24.6 4.4 35.9 10.6 19.2: 5.0 4.8 Old : 100.0: 31.4 36.4 0.5 0.0 0.0 3.6 24.6 4.4 35.9 10.6 19.2: 5.0 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 : 42: 11 12 . 0 0 . . . 14 7 16: Old : 42: 11 12 . 0 0 . . . 14 7 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 : 42.9 55.8 59.3 72.6 31.1 34.4 37.3 40.7 Old : 42.9 55.8 59.3 72.6 31.1 34.4 37.3 40.7 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, June 27, 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 : 4,207: 1,071 1,507 59 0 0 395 719 39 780 471 607: 1,256 864 Old : 4,207: 1,071 1,507 59 0 0 395 719 39 780 471 607: 1,256 864 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 59: 95 -114 0 0 0 -59 162 -11 -13 15 52: -5 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.5 35.8 1.4 0.0 0.0 9.4 17.1 0.9 18.5 11.2 14.4: 29.9 20.5 Old : 100.0: 25.5 35.8 1.4 0.0 0.0 9.4 17.1 0.9 18.5 11.2 14.4: 29.9 20.5 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 5 8 . 10 10 11: Old : 58: 16 19 . 0 0 5 8 . 10 10 11: 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 : 24.0 37.5 37.1 48.9 22.1 32.9 32.0 40.6 Old : 24.0 37.5 37.1 48.9 22.1 32.9 32.0 40.6 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 27, 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 : 7,848: 7,439 2,519 0 5,128 70 0 0 0 315 125 0: 24 6 Old : 7,848: 7,439 2,519 0 5,128 70 0 0 0 315 125 0: 24 6 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 55: 80 55 0 0 0 0 0 0 -45 0 0: 20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.8 32.1 0.0 65.3 0.9 0.0 0.0 0.0 4.0 1.6 0.0: 0.3 0.1 Old : 100.0: 94.8 32.1 0.0 65.3 0.9 0.0 0.0 0.0 4.0 1.6 0.0: 0.3 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 : 21: 7 5 0 4 . 0 0 0 4 . 0: Old : 21: 7 5 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 : 86.2 79.5 96.4 97.4 86.2 76.1 94.9 94.0 Old : 86.2 79.5 96.4 97.4 86.2 76.1 94.9 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 27, 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 : 29,196: 13,675 19,482 111 0 0 0 0 0 15,110 9,414 300: 0 0 Old : 29,196: 13,675 19,482 111 0 0 0 0 0 15,110 9,414 300: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : -100: 0 0 0 0 0 0 0 0 -100 -100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.8 66.7 0.4 0.0 0.0 0.0 0.0 0.0 51.8 32.2 1.0: 0.0 0.0 Old : 100.0: 46.8 66.7 0.4 0.0 0.0 0.0 0.0 0.0 51.8 32.2 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 : 67.6 76.5 93.6 94.6 67.1 67.3 87.1 84.0 Old : 67.6 76.5 93.6 94.6 67.1 67.3 87.1 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 27, 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 : 45,386: 29,220 24,183 0 0 0 0 0 0 16,146 21,183 20: 0 0 Old : 45,386: 29,220 24,183 0 0 0 0 0 0 16,146 21,183 20: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 300: 0 -50 0 0 0 0 0 0 300 350 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.4 53.3 0.0 0.0 0.0 0.0 0.0 0.0 35.6 46.7 0.0: 0.0 0.0 Old : 100.0: 64.4 53.3 0.0 0.0 0.0 0.0 0.0 0.0 35.6 46.7 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 61.9 64.4 88.5 90.3 61.9 60.3 88.5 86.2 Old : 61.9 64.4 88.5 90.3 61.9 60.3 88.5 86.2 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 27, 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 : 56,719: 43,354 29,427 3,049 11,901 3,992 0 0 0 4,055 9,100 2,264: 5 35 Old : 56,719: 43,354 29,427 3,049 11,901 3,992 0 0 0 4,055 9,100 2,264: 5 35 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : -33: 767 -490 0 -278 -50 0 0 0 -1,261 289 511: 0 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.4 51.9 5.4 21.0 7.0 0.0 0.0 0.0 7.1 16.0 4.0: 0.0 0.1 Old : 100.0: 76.4 51.9 5.4 21.0 7.0 0.0 0.0 0.0 7.1 16.0 4.0: 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 : 35: 12 10 . . . 0 0 0 6 11 8: Old : 35: 12 10 . . . 0 0 0 6 11 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 : 67.4 46.7 84.4 75.2 45.9 34.2 54.1 48.8 Old : 67.4 46.7 84.4 75.2 45.9 34.2 54.1 48.8 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, June 27, 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 20, 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: 79.3 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 27, 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 : 34,042: 27,080 18,382 0 0 0 0 0 0 6,325 15,023 637: 0 0 Old : 34,042: 27,080 18,382 0 0 0 0 0 0 6,325 15,023 637: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : -700: -700 -200 0 0 0 0 0 0 -250 -750 250: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.5 54.0 0.0 0.0 0.0 0.0 0.0 0.0 18.6 44.1 1.9: 0.0 0.0 Old : 100.0: 79.5 54.0 0.0 0.0 0.0 0.0 0.0 0.0 18.6 44.1 1.9: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 76.2 78.4 91.6 93.1 76.2 76.5 91.6 91.2 Old : 76.2 78.4 91.6 93.1 76.2 76.5 91.6 91.2 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 27, 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 : 23,565: 19,215 17,880 0 0 0 0 0 0 4,350 5,685 0: 0 0 Old : 23,565: 19,215 17,880 0 0 0 0 0 0 4,350 5,685 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 60: -700 -40 0 0 0 0 0 0 760 100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.5 75.9 0.0 0.0 0.0 0.0 0.0 0.0 18.5 24.1 0.0: 0.0 0.0 Old : 100.0: 81.5 75.9 0.0 0.0 0.0 0.0 0.0 0.0 18.5 24.1 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 : 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 : 77.3 78.6 94.3 96.9 77.3 78.6 94.3 96.9 Old : 77.3 78.6 94.3 96.9 77.3 78.6 94.3 96.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA Disaggregated Commitments of Traders - Futures Only, June 27, 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 : 18,107: 9,740 10,937 37 0 0 0 0 0 8,330 7,170 0: 0 0 Old : 18,107: 9,740 10,937 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 20, 2017 : : 240: 240 240 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.8 60.4 0.2 0.0 0.0 0.0 0.0 0.0 46.0 39.6 0.0: 0.0 0.0 Old : 100.0: 53.8 60.4 0.2 0.0 0.0 0.0 0.0 0.0 46.0 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: 8 8 . 0 0 0 0 0 5 5 0: Old : 24: 8 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 : 70.3 74.7 91.3 93.4 69.2 73.3 90.2 92.0 Old : 70.3 74.7 91.3 93.4 69.2 73.3 90.2 92.0 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 27, 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 14,011 0 0 0 2,000 0 0 12,250 14,245 700: 0 0 Old : 28,956: 14,006 14,011 0 0 0 2,000 0 0 12,250 14,245 700: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 0: 0 500 0 0 0 0 0 0 0 -500 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.4 48.4 0.0 0.0 0.0 6.9 0.0 0.0 42.3 49.2 2.4: 0.0 0.0 Old : 100.0: 48.4 48.4 0.0 0.0 0.0 6.9 0.0 0.0 42.3 49.2 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 60.6 83.4 88.8 57.3 59.8 82.7 84.0 Old : 57.9 60.6 83.4 88.8 57.3 59.8 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 27, 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 : 18,445: 9,700 11,838 0 0 0 550 0 0 8,095 6,507 100: 0 0 Old : 18,445: 9,700 11,838 0 0 0 550 0 0 8,095 6,507 100: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : -500: 0 -400 0 0 0 0 0 0 -500 -100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.6 64.2 0.0 0.0 0.0 3.0 0.0 0.0 43.9 35.3 0.5: 0.0 0.0 Old : 100.0: 52.6 64.2 0.0 0.0 0.0 3.0 0.0 0.0 43.9 35.3 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 5 5 .: Old : 23: 7 5 0 0 0 . 0 0 5 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.9 68.1 86.7 95.1 62.9 67.6 86.7 94.6 Old : 62.9 68.1 86.7 95.1 62.9 67.6 86.7 94.6 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 27, 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 : 20,967: 20,087 16,546 0 1,876 0 0 0 0 850 2,535 10: 20 0 Old : 20,967: 20,087 16,546 0 1,876 0 0 0 0 850 2,535 10: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 432: 342 332 0 25 0 0 0 0 90 75 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.8 78.9 0.0 8.9 0.0 0.0 0.0 0.0 4.1 12.1 0.0: 0.1 0.0 Old : 100.0: 95.8 78.9 0.0 8.9 0.0 0.0 0.0 0.0 4.1 12.1 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 : 27: 11 8 0 . 0 0 0 0 4 6 .: Old : 27: 11 8 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 : 80.6 69.5 93.7 87.2 80.1 63.6 90.4 81.3 Old : 80.6 69.5 93.7 87.2 80.1 63.6 90.4 81.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 30, 2017