Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 2017 : 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 29,797 : : Positions : : 1,745 16,359 3,497 5,632 1,025 17,615 1,983 1,325 1,849 1,720 771 : : : : Changes from: January 24, 2017 : : -80 -8 864 -894 -268 -2,184 -305 237 -613 -862 183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.9 54.9 11.7 18.9 3.4 59.1 6.7 4.4 6.2 5.8 2.6 : : : : Number of Traders in Each Category Total Traders: 167 : : 13 25 13 10 7 43 19 15 25 20 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 2017 : 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 67,263 : : Positions : : 6,120 34,854 2,646 17,049 2,013 30,337 5,154 2,718 16,006 2,237 788 : : : : Changes from: January 24, 2017 : : 326 1,708 69 998 40 1,521 -861 524 -186 -46 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.1 51.8 3.9 25.3 3.0 45.1 7.7 4.0 23.8 3.3 1.2 : : : : Number of Traders in Each Category Total Traders: 224 : : 19 20 8 16 8 61 15 16 68 18 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 2017 : 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 203,688 : : Positions : : 12,968 72,076 30,199 60,539 11,378 76,194 13,230 11,958 20,013 7,732 14,837 : : : : Changes from: January 24, 2017 : : 697 6,060 -279 1,073 964 5,283 -2,572 -1,011 -486 2,031 1,604 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.4 35.4 14.8 29.7 5.6 37.4 6.5 5.9 9.8 3.8 7.3 : : : : Number of Traders in Each Category Total Traders: 205 : : 16 23 13 13 15 60 19 29 46 21 35 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 2017 : 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 578,481 : : Positions : : 38,397 125,006 54,925 100,537 80,918 142,567 70,500 49,393 69,300 22,274 99,980 : : : : Changes from: January 24, 2017 : : -4,972 -2,071 -1,572 3,979 -14,351 6,283 -6,104 -71,768 -2,949 -2,331 -30,224 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.6 21.6 9.5 17.4 14.0 24.6 12.2 8.5 12.0 3.9 17.3 : : : : Number of Traders in Each Category Total Traders: 353 : : 23 25 13 15 24 87 45 67 106 52 69 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 2017 : 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 293,152 : : Positions : : 41,576 132,199 48,159 14,896 467 119,756 18,617 15,293 15,043 59,240 35,486 : : : : Changes from: January 24, 2017 : : 6,884 12,258 603 1,257 -220 5,458 -4,490 2,056 1,514 4,550 4,489 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.2 45.1 16.4 5.1 0.2 40.9 6.4 5.2 5.1 20.2 12.1 : : : : Number of Traders in Each Category Total Traders: 342 : : 28 48 17 7 8 94 22 35 45 88 45 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 2017 : 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 35,145 : : Positions : : 11,980 33,495 5,653 510 0 2,490 0 0 14,823 372 0 : : : : Changes from: January 24, 2017 : : 821 1,005 5 0 0 0 0 0 190 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 95.3 16.1 1.5 0.0 7.1 0.0 0.0 42.2 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 8 16 . . 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 2017 : 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 12,422 : : Positions : : 1,015 601 5,747 0 0 819 313 14 4,317 10,987 375 : : : : Changes from: January 24, 2017 : : -293 3 -689 0 0 51 -32 -120 -38 -941 -182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.2 4.8 46.3 0.0 0.0 6.6 2.5 0.1 34.8 88.4 3.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 . . 0 0 . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 2017 : 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 17,504 : : Positions : : 4,738 5,569 72 0 44 832 2,768 1,090 6,688 4,243 3,542 : : : : Changes from: January 24, 2017 : : 238 507 72 0 44 0 -319 374 -79 40 -52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 31.8 0.4 0.0 0.3 4.8 15.8 6.2 38.2 24.2 20.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 13 10 . 0 . 4 6 . 18 12 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 2017 : 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 4,148 : : Positions : : 1,309 1,543 82 0 0 409 880 0 816 274 382 : : : : Changes from: January 24, 2017 : : -130 -83 0 0 0 11 -46 -5 -18 -16 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.6 37.2 2.0 0.0 0.0 9.9 21.2 0.0 19.7 6.6 9.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 16 16 . 0 0 4 5 0 10 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 2017 : 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 8,714 : : Positions : : 6,887 2,164 0 5,870 70 0 0 0 1,725 579 25 : : : : Changes from: January 24, 2017 : : -1,095 -875 0 -160 -150 0 0 0 -340 -400 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 24.8 0.0 67.4 0.8 0.0 0.0 0.0 19.8 6.6 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 4 5 0 4 . 0 0 0 7 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 2017 : 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 34,180 : : Positions : : 15,750 22,300 0 0 0 0 0 0 17,830 11,280 600 : : : : Changes from: January 24, 2017 : : -200 -250 0 0 0 0 0 0 120 170 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 65.2 0.0 0.0 0.0 0.0 0.0 0.0 52.2 33.0 1.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 5 0 0 0 0 0 0 5 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 2017 : 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 34,760 : : Positions : : 25,135 13,094 0 0 0 0 0 0 9,484 21,545 121 : : : : Changes from: January 24, 2017 : : 2,600 900 0 0 0 0 0 0 949 2,649 -199 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 37.7 0.0 0.0 0.0 0.0 0.0 0.0 27.3 62.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 4 0 0 0 0 0 0 5 10 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 2017 : 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 2017 - ICE FUTURES ENERGY DIV 1,000 california carbon allowances : CFTC Code #00639Y Open Interest is 33,685 : : Positions : : 24,225 18,223 0 9,468 210 0 0 0 4,741 1,274 4,495 : : : : Changes from: January 24, 2017 : : 2,223 -1,760 0 693 -908 0 0 0 -2,503 793 585 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 54.1 0.0 28.1 0.6 0.0 0.0 0.0 14.1 3.8 13.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 8 8 0 4 . 0 0 0 8 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 2017 : 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 37,364 : : Positions : : 29,600 6,434 0 29,148 0 0 0 0 7,764 1,772 0 : : : : Changes from: January 24, 2017 : : 45 95 0 -502 0 0 0 0 -390 52 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 17.2 0.0 78.0 0.0 0.0 0.0 0.0 20.8 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 5 0 4 0 0 0 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 2017 : 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 28,578 : : Positions : : 19,880 11,355 0 0 0 0 0 0 8,013 16,548 675 : : : : Changes from: January 24, 2017 : : 100 2,950 0 0 0 0 0 0 2,900 50 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 39.7 0.0 0.0 0.0 0.0 0.0 0.0 28.0 57.9 2.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 5 0 0 0 0 0 0 6 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 2017 : 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 2020 - ICE FUTURES ENERGY DIV (10 SRECs) : CFTC Code #0063A4 Open Interest is 12,807 : : Positions : : 10,000 9,385 0 0 0 0 0 0 2,792 3,422 0 : : : : Changes from: January 24, 2017 : : 400 -2,700 0 0 0 0 0 0 -2,665 450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 73.3 0.0 0.0 0.0 0.0 0.0 0.0 21.8 26.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 4 0 0 0 0 0 0 5 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 2017 : 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 15,230 : : Positions : : 7,618 9,015 0 0 0 592 0 0 7,000 6,215 0 : : : : Changes from: January 24, 2017 : : 37 -230 0 0 0 -267 0 0 250 250 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 59.2 0.0 0.0 0.0 3.9 0.0 0.0 46.0 40.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 8 0 0 0 . 0 0 5 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 2017 : 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 22,640 : : Positions : : 13,797 12,040 0 0 0 1,783 0 0 6,360 9,900 700 : : : : Changes from: January 24, 2017 : : 691 -2,280 0 0 0 -1,121 0 0 1,200 3,050 -450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 53.2 0.0 0.0 0.0 7.9 0.0 0.0 28.1 43.7 3.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 5 0 0 0 . 0 0 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 31, 2017 : 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 2019 - ICE FUTURES ENERGY DIV 100 MWh of renewable energy certificates : CFTC Code #0063AD Open Interest is 15,720 : : Positions : : 7,350 8,570 0 0 0 500 0 0 7,770 7,050 100 : : : : Changes from: January 24, 2017 : : 650 350 0 0 0 -750 0 0 350 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 54.5 0.0 0.0 0.0 3.2 0.0 0.0 49.4 44.8 0.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 . 0 0 0 . 0 0 5 4 . : ----------------------------------------------------------------------------------------------------------------
Updated February 3, 2017