PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Disaggregated Commitments of Traders - Futures Only, July 25, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 TROY OUNCES) : : : Positions : All : 33,529: 1,584 16,340 1,968 6,904 951 23,301 1,177 1,528 2,143 4,978 93: 1,961 1,558 Old : 33,529: 1,584 16,340 1,968 6,904 951 23,301 1,177 1,528 2,143 4,978 93: 1,961 1,558 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 34: -27 -282 -143 191 192 -143 -203 345 2 -128 -27: -165 -54 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 48.7 5.9 20.6 2.8 69.5 3.5 4.6 6.4 14.8 0.3: 5.8 4.6 Old : 100.0: 4.7 48.7 5.9 20.6 2.8 69.5 3.5 4.6 6.4 14.8 0.3: 5.8 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 : 180: 11 21 7 15 9 56 13 12 27 36 5: Old : 180: 11 21 7 15 9 56 13 12 27 36 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 : 26.5 35.8 45.1 51.7 26.2 35.4 44.9 51.4 Old : 26.5 35.8 45.1 51.7 26.2 35.4 44.9 51.4 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, July 25, 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 : 71,062: 6,690 24,533 9,090 6,314 740 22,459 30,354 1,865 21,115 3,037 525: 8,578 3,694 Old : 71,062: 6,690 24,533 9,090 6,314 740 22,459 30,354 1,865 21,115 3,037 525: 8,578 3,694 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : -1,394: -36 840 -548 -227 -134 347 -1,998 -84 -644 59 74: -369 76 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 34.5 12.8 8.9 1.0 31.6 42.7 2.6 29.7 4.3 0.7: 12.1 5.2 Old : 100.0: 9.4 34.5 12.8 8.9 1.0 31.6 42.7 2.6 29.7 4.3 0.7: 12.1 5.2 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 : 234: 17 17 11 12 . 48 35 18 76 19 5: Old : 234: 17 17 11 12 . 48 35 18 76 19 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 : 16.0 28.2 24.9 45.2 16.0 28.2 24.8 45.1 Old : 16.0 28.2 24.9 45.2 16.0 28.2 24.8 45.1 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, July 25, 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 : 206,347: 15,464 52,455 43,345 35,886 4,966 61,965 53,745 20,933 28,900 17,703 5,992: 24,782 14,667 Old : 206,347: 15,464 52,455 43,345 35,886 4,966 61,965 53,745 20,933 28,900 17,703 5,992: 24,782 14,667 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : -3,342: -636 3,407 -1,056 2,519 -931 3,138 -12,168 2,468 -3,049 2,216 -530: -2,746 -323 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.5 25.4 21.0 17.4 2.4 30.0 26.0 10.1 14.0 8.6 2.9: 12.0 7.1 Old : 100.0: 7.5 25.4 21.0 17.4 2.4 30.0 26.0 10.1 14.0 8.6 2.9: 12.0 7.1 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 : 223: 18 20 15 11 10 40 37 27 64 24 22: Old : 223: 18 20 15 11 10 40 37 27 64 24 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 : 23.6 27.1 35.5 41.5 18.3 25.1 29.4 37.6 Old : 23.6 27.1 35.5 41.5 18.3 25.1 29.4 37.6 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, July 25, 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 : 463,827: 21,746 159,307 94,201 59,983 32,979 136,359 62,735 34,285 83,940 66,733 16,930: 43,387 30,875 Old : 463,827: 21,746 159,307 94,201 59,983 32,979 136,359 62,735 34,285 83,940 66,733 16,930: 43,387 30,875 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : -20,377: -2,370 14,393 1,974 14,919 -3,742 9,331 -35,380 -15,195 -6,264 7,754 -3,304: -807 178 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 34.3 20.3 12.9 7.1 29.4 13.5 7.4 18.1 14.4 3.7: 9.4 6.7 Old : 100.0: 4.7 34.3 20.3 12.9 7.1 29.4 13.5 7.4 18.1 14.4 3.7: 9.4 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 326: 24 29 22 13 21 64 38 40 84 61 49: Old : 326: 24 29 22 13 21 64 38 40 84 61 49: 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 : 21.9 36.0 31.6 49.1 21.3 32.9 28.9 45.8 Old : 21.9 36.0 31.6 49.1 21.3 32.9 28.9 45.8 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, July 25, 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 : 298,264: 43,772 108,264 52,601 11,450 5,556 121,087 35,602 19,560 16,155 77,383 21,884: 17,649 18,565 Old : 298,264: 43,772 108,264 52,601 11,450 5,556 121,087 35,602 19,560 16,155 77,383 21,884: 17,649 18,565 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 21,423: 343 5,555 1,702 2,251 365 12,867 1,525 420 2,439 4,854 2,897: 390 3,556 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.7 36.3 17.6 3.8 1.9 40.6 11.9 6.6 5.4 25.9 7.3: 5.9 6.2 Old : 100.0: 14.7 36.3 17.6 3.8 1.9 40.6 11.9 6.6 5.4 25.9 7.3: 5.9 6.2 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 : 340: 30 43 16 8 9 85 24 24 42 96 49: Old : 340: 30 43 16 8 9 85 24 24 42 96 49: 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 : 22.6 19.9 34.4 33.3 21.8 19.0 31.7 30.8 Old : 22.6 19.9 34.4 33.3 21.8 19.0 31.7 30.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. Code-191693 Disaggregated Commitments of Traders - Futures Only, July 25, 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 : 28,448: 12,026 24,797 8,410 246 0 2,070 270 720 3,840 756 987: 395 672 Old : 28,448: 12,026 24,797 8,410 246 0 2,070 270 720 3,840 756 987: 395 672 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 161: 56 96 -20 0 0 0 240 0 300 0 -180: 5 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.3 87.2 29.6 0.9 0.0 7.3 0.9 2.5 13.5 2.7 3.5: 1.4 2.4 Old : 100.0: 42.3 87.2 29.6 0.9 0.0 7.3 0.9 2.5 13.5 2.7 3.5: 1.4 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 : 28: 10 11 . . 0 . . . . . .: Old : 28: 10 11 . . 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 : 52.6 56.9 77.3 85.2 51.1 53.3 74.9 78.1 Old : 52.6 56.9 77.3 85.2 51.1 53.3 74.9 78.1 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, July 25, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 20 SHORT TONS) : : : Positions : All : 13,994: 2,360 1,511 3,702 0 5 1,237 198 677 4,271 9,838 1,689: 53 76 Old : 13,994: 2,360 1,511 3,702 0 5 1,237 198 677 4,271 9,838 1,689: 53 76 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 56: -1 -35 0 0 0 96 0 6 3 58 -48: 0 75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.9 10.8 26.5 0.0 0.0 8.8 1.4 4.8 30.5 70.3 12.1: 0.4 0.5 Old : 100.0: 16.9 10.8 26.5 0.0 0.0 8.8 1.4 4.8 30.5 70.3 12.1: 0.4 0.5 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 : 27: 8 6 . 0 . . . . 5 6 5: Old : 27: 8 6 . 0 . . . . 5 6 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 : 55.5 80.5 74.0 94.0 51.6 71.9 68.8 77.8 Old : 55.5 80.5 74.0 94.0 51.6 71.9 68.8 77.8 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, July 25, 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 : 17,576: 5,486 4,988 82 0 0 791 4,273 658 7,079 4,142 2,579: 901 936 Old : 17,576: 5,486 4,988 82 0 0 791 4,273 658 7,079 4,142 2,579: 901 936 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 60: -90 82 0 0 0 143 -71 29 16 116 -62: 24 -34 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.2 28.4 0.5 0.0 0.0 4.5 24.3 3.7 40.3 23.6 14.7: 5.1 5.3 Old : 100.0: 31.2 28.4 0.5 0.0 0.0 4.5 24.3 3.7 40.3 23.6 14.7: 5.1 5.3 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 : 41: 10 10 . 0 0 4 . . 13 7 14: Old : 41: 10 10 . 0 0 4 . . 13 7 14: 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 : 44.4 62.4 59.5 77.0 31.7 48.2 42.6 52.7 Old : 44.4 62.4 59.5 77.0 31.7 48.2 42.6 52.7 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, July 25, 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 : 4,552: 703 2,104 82 0 0 1,284 392 48 700 843 324: 1,411 841 Old : 4,552: 703 2,104 82 0 0 1,284 392 48 700 843 324: 1,411 841 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 419: -105 113 0 0 0 390 0 -6 104 134 -2: 38 180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 46.2 1.8 0.0 0.0 28.2 8.6 1.1 15.4 18.5 7.1: 31.0 18.5 Old : 100.0: 15.4 46.2 1.8 0.0 0.0 28.2 8.6 1.1 15.4 18.5 7.1: 31.0 18.5 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 : 51: 11 17 . 0 0 10 . . 8 9 6: Old : 51: 11 17 . 0 0 10 . . 8 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 : 29.2 38.3 40.0 53.5 29.2 37.5 39.7 51.6 Old : 29.2 38.3 40.0 53.5 29.2 37.5 39.7 51.6 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, July 25, 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 : 6,804: 6,384 2,464 70 4,209 0 0 0 0 325 125 0: 25 6 Old : 6,804: 6,384 2,464 70 4,209 0 0 0 0 325 125 0: 25 6 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 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: 93.8 36.2 1.0 61.9 0.0 0.0 0.0 0.0 4.8 1.8 0.0: 0.4 0.1 Old : 100.0: 93.8 36.2 1.0 61.9 0.0 0.0 0.0 0.0 4.8 1.8 0.0: 0.4 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 : 20: 6 5 . . 0 0 0 0 4 . 0: Old : 20: 6 5 . . 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 : 87.6 87.1 96.8 98.4 87.6 84.2 95.1 95.6 Old : 87.6 87.1 96.8 98.4 87.6 84.2 95.1 95.6 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, July 25, 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 : 25,247: 10,375 15,923 111 0 0 0 0 0 14,510 9,073 251: 0 0 Old : 25,247: 10,375 15,923 111 0 0 0 0 0 14,510 9,073 251: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 101: 150 1 0 0 0 0 0 0 -50 99 1: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.1 63.1 0.4 0.0 0.0 0.0 0.0 0.0 57.5 35.9 1.0: 0.0 0.0 Old : 100.0: 41.1 63.1 0.4 0.0 0.0 0.0 0.0 0.0 57.5 35.9 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 : 23: 5 6 . 0 0 0 0 0 . 8 .: Old : 23: 5 6 . 0 0 0 0 0 . 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 : 77.6 65.9 98.6 87.5 77.6 65.9 98.6 87.5 Old : 77.6 65.9 98.6 87.5 77.6 65.9 98.6 87.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X Disaggregated Commitments of Traders - Futures Only, July 25, 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 : 46,196: 29,770 24,443 0 0 0 0 0 0 16,406 21,733 20: 0 0 Old : 46,196: 29,770 24,443 0 0 0 0 0 0 16,406 21,733 20: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 160: 0 160 0 0 0 0 0 0 160 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.4 52.9 0.0 0.0 0.0 0.0 0.0 0.0 35.5 47.0 0.0: 0.0 0.0 Old : 100.0: 64.4 52.9 0.0 0.0 0.0 0.0 0.0 0.0 35.5 47.0 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 : 28: 9 8 0 0 0 0 0 0 6 9 .: Old : 28: 9 8 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 : 60.8 63.2 88.4 90.0 60.8 59.2 88.4 85.9 Old : 60.8 63.2 88.4 90.0 60.8 59.2 88.4 85.9 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, July 25, 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 : 45,292: 38,383 20,878 3,504 15,661 0 0 0 0 2,430 7,728 970: 5 55 Old : 45,292: 38,383 20,878 3,504 15,661 0 0 0 0 2,430 7,728 970: 5 55 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 602: 492 475 330 77 0 0 0 0 -350 -80 130: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.7 46.1 7.7 34.6 0.0 0.0 0.0 0.0 5.4 17.1 2.1: 0.0 0.1 Old : 100.0: 84.7 46.1 7.7 34.6 0.0 0.0 0.0 0.0 5.4 17.1 2.1: 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 : 36: 12 11 . . 0 0 0 0 8 9 5: Old : 36: 12 11 . . 0 0 0 0 8 9 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 : 74.9 59.3 90.1 81.9 72.3 53.9 82.1 76.2 Old : 74.9 59.3 90.1 81.9 72.3 53.9 82.1 76.2 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, July 25, 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 : 38,943: 31,204 7,884 0 30,163 0 0 0 0 7,739 896 0: 0 0 Old : 38,943: 31,204 7,884 0 30,163 0 0 0 0 7,739 896 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : -149: -149 -149 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.1 20.2 0.0 77.5 0.0 0.0 0.0 0.0 19.9 2.3 0.0: 0.0 0.0 Old : 100.0: 80.1 20.2 0.0 77.5 0.0 0.0 0.0 0.0 19.9 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 : 22: 9 6 0 4 0 0 0 0 . 4 0: Old : 22: 9 6 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 : 83.0 85.9 97.7 96.5 80.5 85.9 93.0 93.2 Old : 83.0 85.9 97.7 96.5 80.5 85.9 93.0 93.2 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, July 25, 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 : 33,742: 26,480 18,882 0 0 0 0 0 0 6,625 14,223 637: 0 0 Old : 33,742: 26,480 18,882 0 0 0 0 0 0 6,625 14,223 637: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 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: 78.5 56.0 0.0 0.0 0.0 0.0 0.0 0.0 19.6 42.2 1.9: 0.0 0.0 Old : 100.0: 78.5 56.0 0.0 0.0 0.0 0.0 0.0 0.0 19.6 42.2 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 6 0 0 0 0 0 0 5 7 .: Old : 23: 8 6 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 : 76.8 80.6 93.3 92.2 76.8 78.6 93.3 90.2 Old : 76.8 80.6 93.3 92.2 76.8 78.6 93.3 90.2 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, July 25, 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 : 23,522: 19,215 17,837 0 0 0 0 0 0 4,307 5,685 0: 0 0 Old : 23,522: 19,215 17,837 0 0 0 0 0 0 4,307 5,685 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 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: 81.7 75.8 0.0 0.0 0.0 0.0 0.0 0.0 18.3 24.2 0.0: 0.0 0.0 Old : 100.0: 81.7 75.8 0.0 0.0 0.0 0.0 0.0 0.0 18.3 24.2 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 : 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 : 77.4 78.6 94.5 96.9 77.4 78.6 94.5 96.9 Old : 77.4 78.6 94.5 96.9 77.4 78.6 94.5 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, July 25, 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 : 16,217: 8,805 10,847 37 0 0 0 0 0 7,375 5,370 0: 0 0 Old : 16,217: 8,805 10,847 37 0 0 0 0 0 7,375 5,370 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 610: 635 610 0 0 0 0 0 0 -25 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.3 66.9 0.2 0.0 0.0 0.0 0.0 0.0 45.5 33.1 0.0: 0.0 0.0 Old : 100.0: 54.3 66.9 0.2 0.0 0.0 0.0 0.0 0.0 45.5 33.1 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 8 8 . 0 0 0 0 0 5 4 0: Old : 23: 8 8 . 0 0 0 0 0 5 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 : 67.9 78.5 88.1 95.4 67.9 75.8 87.8 92.6 Old : 67.9 78.5 88.1 95.4 67.9 75.8 87.8 92.6 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, July 25, 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 : 29,006: 14,106 14,161 0 0 0 2,000 0 0 12,200 14,145 700: 0 0 Old : 29,006: 14,106 14,161 0 0 0 2,000 0 0 12,200 14,145 700: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 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: 48.6 48.8 0.0 0.0 0.0 6.9 0.0 0.0 42.1 48.8 2.4: 0.0 0.0 Old : 100.0: 48.6 48.8 0.0 0.0 0.0 6.9 0.0 0.0 42.1 48.8 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 : 57.7 64.8 83.4 89.7 57.0 61.3 82.7 84.8 Old : 57.7 64.8 83.4 89.7 57.0 61.3 82.7 84.8 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, July 25, 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: 9,350 12,438 0 0 0 550 0 0 8,945 6,407 100: 0 0 Old : 18,945: 9,350 12,438 0 0 0 550 0 0 8,945 6,407 100: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 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: 49.4 65.7 0.0 0.0 0.0 2.9 0.0 0.0 47.2 33.8 0.5: 0.0 0.0 Old : 100.0: 49.4 65.7 0.0 0.0 0.0 2.9 0.0 0.0 47.2 33.8 0.5: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 7 5 0 0 0 . 0 0 6 4 .: Old : 23: 7 5 0 0 0 . 0 0 6 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.1 60.9 81.4 95.7 59.1 60.9 81.4 95.2 Old : 59.1 60.9 81.4 95.7 59.1 60.9 81.4 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, July 25, 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 : 19,623: 17,604 13,533 0 3,021 499 0 0 0 1,375 2,445 125: 20 0 Old : 19,623: 17,604 13,533 0 3,021 499 0 0 0 1,375 2,445 125: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : -149: -149 -149 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.7 69.0 0.0 15.4 2.5 0.0 0.0 0.0 7.0 12.5 0.6: 0.1 0.0 Old : 100.0: 89.7 69.0 0.0 15.4 2.5 0.0 0.0 0.0 7.0 12.5 0.6: 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 : 28: 11 7 0 . . 0 0 0 4 6 .: Old : 28: 11 7 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 : 80.8 64.1 92.0 89.8 80.8 57.9 89.6 83.6 Old : 80.8 64.1 92.0 89.8 80.8 57.9 89.6 83.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 28, 2017