Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALLADIUM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 TROY OUNCES) : CFTC Code #075651 Open Interest is 23,246 : : Positions : : 3,437 7,075 3,309 3,394 612 11,164 5,456 250 2,978 4,468 125 : : : : Changes from: May 24, 2016 : : 24 -930 -188 342 -480 1,118 1,009 -813 30 228 -301 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.8 30.4 14.2 14.6 2.6 48.0 23.5 1.1 12.8 19.2 0.5 : : : : Number of Traders in Each Category Total Traders: 163 : : 17 19 14 9 6 27 29 7 29 25 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PLATINUM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 50 TROY OUNCES) : CFTC Code #076651 Open Interest is 64,208 : : Positions : : 6,075 31,494 1,464 11,758 2,040 27,228 9,272 1,157 17,729 3,780 1,696 : : : : Changes from: May 24, 2016 : : 255 -1,946 307 -2,886 53 -3,616 1,595 117 74 -441 302 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 49.1 2.3 18.3 3.2 42.4 14.4 1.8 27.6 5.9 2.6 : : : : Number of Traders in Each Category Total Traders: 230 : : 18 23 7 16 9 54 21 12 74 21 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SILVER - COMMODITY EXCHANGE INC. (CONTRACTS OF 5,000 TROY OUNCES) : CFTC Code #084691 Open Interest is 221,264 : : Positions : : 25,453 69,848 25,789 59,389 15,399 70,075 16,404 14,509 19,311 10,121 20,892 : : : : Changes from: May 24, 2016 : : -704 -1,234 -735 -2,510 -124 -6,026 -823 -4,107 -203 -1,132 -1,643 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.5 31.6 11.7 26.8 7.0 31.7 7.4 6.6 8.7 4.6 9.4 : : : : Number of Traders in Each Category Total Traders: 226 : : 20 26 13 12 19 52 17 26 55 40 43 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GOLD - COMMODITY EXCHANGE INC. (CONTRACTS OF 100 TROY OUNCES) : CFTC Code #088691 Open Interest is 679,932 : : Positions : : 67,775 166,603 41,927 176,861 91,068 196,117 40,341 48,666 85,786 25,925 97,086 : : : : Changes from: May 24, 2016 : : -17,216 -21,635 555 -15,304 -9,460 -15,194 -1,478 -19,661 -6,452 -1,730 -22,508 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.0 24.5 6.2 26.0 13.4 28.8 5.9 7.2 12.6 3.8 14.3 : : : : Number of Traders in Each Category Total Traders: 393 : : 32 42 12 17 22 91 35 50 119 61 94 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COPPER-GRADE #1 - COMMODITY EXCHANGE INC. (CONTRACTS OF 25,000 POUNDS) : CFTC Code #085692 Open Interest is 218,099 : : Positions : : 51,060 55,951 48,493 2,298 3,127 31,718 62,995 8,313 39,651 47,236 21,472 : : : : Changes from: May 24, 2016 : : -351 207 302 201 1,145 -939 -3,132 1,525 226 124 5,670 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 25.7 22.2 1.1 1.4 14.5 28.9 3.8 18.2 21.7 9.8 : : : : Number of Traders in Each Category Total Traders: 316 : : 37 35 18 4 13 35 61 32 62 71 42 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC. (25 METRIC TONS) : CFTC Code #191693 Open Interest is 27,890 : : Positions : : 7,170 27,169 4,099 0 70 2,900 0 0 13,289 460 0 : : : : Changes from: May 24, 2016 : : 470 528 58 0 -7 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.7 97.4 14.7 0.0 0.3 10.4 0.0 0.0 47.6 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 15 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 20 SHORT TONS) : CFTC Code #192651 Open Interest is 19,853 : : Positions : : 2,439 1,514 7,888 0 0 1,562 3,472 10 6,618 13,359 1,336 : : : : Changes from: May 24, 2016 : : -369 -597 -879 0 0 60 8 -75 -586 -1,180 -612 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.3 7.6 39.7 0.0 0.0 7.9 17.5 0.1 33.3 67.3 6.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 10 8 . 0 0 . 4 . 6 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 500 DRY METRIC TONS) : CFTC Code #195651 Open Interest is 23,938 : : Positions : : 5,952 7,197 0 0 0 2,656 4,410 1,978 5,749 2,942 7,092 : : : : Changes from: May 24, 2016 : : -104 106 0 0 0 0 -150 150 400 414 393 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.9 30.1 0.0 0.0 0.0 11.1 18.4 8.3 24.0 12.3 29.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 11 11 0 0 0 6 . 6 16 11 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 500 DRY METRIC TONS) : CFTC Code #195653 Open Interest is 12,483 : : Positions : : 2,937 2,674 0 0 0 1,193 1,262 3,768 1,493 1,702 3,048 : : : : Changes from: May 24, 2016 : : 95 29 0 0 0 -277 -44 -16 136 -25 -217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 21.4 0.0 0.0 0.0 9.6 10.1 30.2 12.0 13.6 24.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 6 0 0 0 . 4 4 7 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF 110,000 BOARD FEET) : CFTC Code #058643 Open Interest is 5,674 : : Positions : : 701 2,901 165 0 0 1,425 388 0 1,271 543 690 : : : : Changes from: May 24, 2016 : : 204 -132 -1 0 0 -111 0 0 -21 46 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.4 51.1 2.9 0.0 0.0 25.1 6.8 0.0 22.4 9.6 12.2 : : : : Number of Traders in Each Category Total Traders: 77 : : 12 22 . 0 0 19 . 0 20 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV 1,000 california carbon allowanc : CFTC Code #006393 Open Interest is 8,711 : : Positions : : 4,586 2,722 0 5,582 50 0 0 0 3,840 131 225 : : : : Changes from: May 24, 2016 : : -275 2 0 -720 0 0 0 0 -493 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 31.3 0.0 64.1 0.6 0.0 0.0 0.0 44.1 1.5 2.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 4 0 . . 0 0 0 10 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV 1,000 california carbon allowances : CFTC Code #00639H Open Interest is 43,215 : : Positions : : 12,849 16,445 765 9,438 1,560 0 0 0 20,127 7,947 7,826 : : : : Changes from: May 24, 2016 : : -370 -2,544 243 -1,480 -219 0 0 0 -4,048 -164 -430 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 38.1 1.8 21.8 3.6 0.0 0.0 0.0 46.6 18.4 18.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 6 6 . . . 0 0 0 14 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NJ SRECS VINTAGE 2016 - ICE FUTURES ENERGY DIV (10 SRECs) : CFTC Code #00639V Open Interest is 8,745 : : Positions : : 5,660 1,081 1,300 0 0 0 0 0 1,585 7,464 200 : : : : Changes from: May 24, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 12.4 14.9 0.0 0.0 0.0 0.0 0.0 18.1 85.4 2.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 . . 0 0 0 0 0 4 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV (10 SRECs) : CFTC Code #00639W Open Interest is 30,425 : : Positions : : 13,325 3,180 0 0 0 0 0 0 16,250 26,395 850 : : : : Changes from: May 24, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 10.5 0.0 0.0 0.0 0.0 0.0 0.0 53.4 86.8 2.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 7 . 0 0 0 0 0 0 8 8 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV (10 SRECs) : CFTC Code #00639X Open Interest is 16,520 : : Positions : : 10,115 1,000 0 0 0 0 0 0 4,810 13,885 1,595 : : : : Changes from: May 24, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 6.1 0.0 0.0 0.0 0.0 0.0 0.0 29.1 84.0 9.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 6 . 0 0 0 0 0 0 7 10 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV 1,000 RGGI CO2 Allowances : CFTC Code #0063A1 Open Interest is 63,677 : : Positions : : 45,894 32,161 1,477 13,382 3,039 0 0 0 5,424 7,252 7,823 : : : : Changes from: May 24, 2016 : : -2,537 -265 1,386 14 -1,402 0 -754 0 28 -117 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 50.5 2.3 21.0 4.8 0.0 0.0 0.0 8.5 11.4 12.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 12 9 . . . 0 0 0 8 9 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV (10 SRECs) : CFTC Code #0063A3 Open Interest is 11,860 : : Positions : : 4,775 2,550 0 0 0 0 0 0 6,875 9,110 200 : : : : Changes from: May 24, 2016 : : 0 250 0 0 0 0 0 0 0 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 21.5 0.0 0.0 0.0 0.0 0.0 0.0 58.0 76.8 1.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 4 4 0 0 0 0 0 0 6 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV 100 MWh of renewable energy certificates : CFTC Code #0063AA Open Interest is 9,400 : : Positions : : 4,735 4,010 0 0 0 0 0 0 4,325 5,070 320 : : : : Changes from: May 24, 2016 : : 100 0 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 42.7 0.0 0.0 0.0 0.0 0.0 0.0 46.0 53.9 3.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 5 0 0 0 0 0 0 8 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV 100 MWh of renewable energy certificates : CFTC Code #0063AB Open Interest is 12,195 : : Positions : : 7,375 4,275 0 0 0 0 0 0 3,820 6,920 1,000 : : : : Changes from: May 24, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 35.1 0.0 0.0 0.0 0.0 0.0 0.0 31.3 56.7 8.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 . 0 0 0 0 0 0 10 5 . : ----------------------------------------------------------------------------------------------------------------
Updated June 3, 2016