PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                                                                                         Code-075651
Disaggregated Commitments of Traders - Futures Only, May 31, 2016                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    22,341:     3,388      6,971      3,311      3,189        191     11,042      5,437        180      2,828      4,482         41:    1,360     1,850
Old  :    22,341:     3,388      6,971      3,311      3,189        191     11,042      5,437        180      2,828      4,482         41:    1,360     1,850
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2016                                                                     :
     :      -812:        15       -934       -177        250       -475      1,025      1,004       -804         21        233       -309:     -108       223
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.2       31.2       14.8       14.3        0.9       49.4       24.3        0.8       12.7       20.1        0.2:      6.1       8.3
Old  :     100.0:      15.2       31.2       14.8       14.3        0.9       49.4       24.3        0.8       12.7       20.1        0.2:      6.1       8.3
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  :       161:        14         19         14          9          .         27         28          7         26         27          .:
Old  :       161:        14         19         14          9          .         27         28          7         26         27          .:
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  :                 33.2       25.0       45.6       43.5       33.2       24.5       45.6       43.0
Old  :                 33.2       25.0       45.6       43.5       33.2       24.5       45.6       43.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                                                                                                          Code-076651
Disaggregated Commitments of Traders - Futures Only, May 31, 2016                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    61,795:     5,766     31,431      1,506     11,852        823     27,311      9,264        735     17,955      3,742        951:    6,748     2,997
Old  :    61,795:     5,766     31,431      1,506     11,852        823     27,311      9,264        735     17,955      3,742        951:    6,748     2,997
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2016                                                                     :
     :    -2,391:       245     -1,909        304     -2,490        -54     -3,491      1,548         58        302       -501        245:        0       712
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.3       50.9        2.4       19.2        1.3       44.2       15.0        1.2       29.1        6.1        1.5:     10.9       4.8
Old  :     100.0:       9.3       50.9        2.4       19.2        1.3       44.2       15.0        1.2       29.1        6.1        1.5:     10.9       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  :       227:        15         23          7         16          .         55         20          9         73         19          9:
Old  :       227:        15         23          7         16          .         55         20          9         73         19          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  :                 19.9       36.7       28.3       53.6       19.9       36.7       28.3       53.6
Old  :                 19.9       36.7       28.3       53.6       19.9       36.7       28.3       53.6
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, May 31, 2016                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   198,118:    23,919     67,729     25,529     57,684     10,522     70,677     16,761     10,684     19,138     11,423      9,458:   28,191    13,857
Old  :   198,118:    23,919     67,729     25,529     57,684     10,522     70,677     16,761     10,684     19,138     11,423      9,458:   28,191    13,857
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2016                                                                     :
     :    -5,564:      -504       -481       -720     -3,071      2,097     -6,264     -2,185     -1,846     -1,163       -989      1,531:    1,305      -620
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.1       34.2       12.9       29.1        5.3       35.7        8.5        5.4        9.7        5.8        4.8:     14.2       7.0
Old  :     100.0:      12.1       34.2       12.9       29.1        5.3       35.7        8.5        5.4        9.7        5.8        4.8:     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  :       215:        17         25         13         12         14         49         18         17         45         42         23:
Old  :       215:        17         25         13         12         14         49         18         17         45         42         23:
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  :                 20.1       32.4       31.4       53.2       16.9       31.1       26.7       46.7
Old  :                 20.1       32.4       31.4       53.2       16.9       31.1       26.7       46.7
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, May 31, 2016                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   494,321:    47,227    142,196     47,595    166,664     38,802    192,160     43,549     21,902     82,429     33,905     16,859:   47,347    30,444
Old  :   494,321:    47,227    142,196     47,595    166,664     38,802    192,160     43,549     21,902     82,429     33,905     16,859:   47,347    30,444
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2016                                                                     :
     :   -48,637:   -12,330    -14,239        265     -9,001       -516    -13,020     -5,170     -8,154     -3,657     -2,010     -5,858:   -5,367    -3,689
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.6       28.8        9.6       33.7        7.8       38.9        8.8        4.4       16.7        6.9        3.4:      9.6       6.2
Old  :     100.0:       9.6       28.8        9.6       33.7        7.8       38.9        8.8        4.4       16.7        6.9        3.4:      9.6       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  :       346:        23         39         13         16         19         82         35         37         80         62         46:
Old  :       346:        23         39         13         16         19         82         35         37         80         62         46:
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  :                 20.8       34.5       33.8       50.9       18.4       28.6       29.7       43.6
Old  :                 20.8       34.5       33.8       50.9       18.4       28.6       29.7       43.6
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, May 31, 2016                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   217,128:    50,882     55,776     48,530      2,280      3,061     31,668     63,027      8,230     39,648     47,116     21,164:   13,945    16,474
Old  :   217,128:    50,882     55,776     48,530      2,280      3,061     31,668     63,027      8,230     39,648     47,116     21,164:   13,945    16,474
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2016                                                                     :
     :     6,864:      -158        353        281        199      1,168       -930     -3,101      1,647         86         31      5,952:   -1,182       615
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.4       25.7       22.4        1.1        1.4       14.6       29.0        3.8       18.3       21.7        9.7:      6.4       7.6
Old  :     100.0:      23.4       25.7       22.4        1.1        1.4       14.6       29.0        3.8       18.3       21.7        9.7:      6.4       7.6
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  :       315:        37         34         18          4         12         34         62         31         60         72         40:
Old  :       315:        37         34         18          4         12         34         62         31         60         72         40:
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  :                 16.7       20.8       29.2       32.3       15.2       18.7       26.4       27.5
Old  :                 16.7       20.8       29.2       32.3       15.2       18.7       26.4       27.5
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, May 31, 2016                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    27,890:     7,170     27,169      4,099          0         70      2,900          0          0     13,289        460          0:      362       191
Old  :    27,890:     7,170     27,169      4,099          0         70      2,900          0          0     13,289        460          0:      362       191
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2016                                                                     :
     :       521:       470        528         58          0         -7          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.7       97.4       14.7        0.0        0.3       10.4        0.0        0.0       47.6        1.6        0.0:      1.3       0.7
Old  :     100.0:      25.7       97.4       14.7        0.0        0.3       10.4        0.0        0.0       47.6        1.6        0.0:      1.3       0.7
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  :        23:         8         15          .          0          .          .          0          0          .          .          0:
Old  :        23:         8         15          .          0          .          .          0          0          .          .          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  :                 79.6       81.5       94.8       92.2       78.4       80.5       91.7       91.0
Old  :                 79.6       81.5       94.8       92.2       78.4       80.5       91.7       91.0
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, May 31, 2016                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    19,853:     2,439      1,514      7,888          0          0      1,562      3,472         10      6,618     13,359      1,336:        0       162
Old  :    19,853:     2,439      1,514      7,888          0          0      1,562      3,472         10      6,618     13,359      1,336:        0       162
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2016                                                                     :
     :    -2,461:      -369       -597       -879          0          0         60          8        -75       -586     -1,180       -612:        0        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.3        7.6       39.7        0.0        0.0        7.9       17.5        0.1       33.3       67.3        6.7:      0.0       0.8
Old  :     100.0:      12.3        7.6       39.7        0.0        0.0        7.9       17.5        0.1       33.3       67.3        6.7:      0.0       0.8
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  :        31:        10          8          .          0          0          .          4          .          6          4          4:
Old  :        31:        10          8          .          0          0          .          4          .          6          4          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  :                 76.7       82.1       90.8       91.7       74.7       81.6       85.4       87.8
Old  :                 76.7       82.1       90.8       91.7       74.7       81.6       85.4       87.8
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, May 31, 2016                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    23,938:     5,952      7,197          0          0          0      2,656      4,410      1,978      5,749      2,942      7,092:      511       319
Old  :    23,938:     5,952      7,197          0          0          0      2,656      4,410      1,978      5,749      2,942      7,092:      511       319
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2016                                                                     :
     :       951:      -104        106          0          0          0          0       -150        150        400        414        393:      112        38
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.9       30.1        0.0        0.0        0.0       11.1       18.4        8.3       24.0       12.3       29.6:      2.1       1.3
Old  :     100.0:      24.9       30.1        0.0        0.0        0.0       11.1       18.4        8.3       24.0       12.3       29.6:      2.1       1.3
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  :        49:        11         11          0          0          0          6          .          6         16         11         23:
Old  :        49:        11         11          0          0          0          6          .          6         16         11         23:
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  :                 26.7       40.7       42.1       58.9       21.8       31.0       32.7       42.1
Old  :                 26.7       40.7       42.1       58.9       21.8       31.0       32.7       42.1
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, May 31, 2016                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     5,379:       640      2,786        165          0          0      1,425        388          0      1,294        641        457:    1,398     1,107
Old  :     5,379:       640      2,786        165          0          0      1,425        388          0      1,294        641        457:    1,398     1,107
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2016                                                                     :
     :        62:       204        -80         -1          0          0       -111          0          0        -29        -29         63:      -64       108
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.9       51.8        3.1        0.0        0.0       26.5        7.2        0.0       24.1       11.9        8.5:     26.0      20.6
Old  :     100.0:      11.9       51.8        3.1        0.0        0.0       26.5        7.2        0.0       24.1       11.9        8.5:     26.0      20.6
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  :        76:        10         21          .          0          0         19          .          0         18          9          8:
Old  :        76:        10         21          .          0          0         19          .          0         18          9          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  :                 22.0       39.0       32.3       56.8       19.8       39.0       29.4       52.3
Old  :                 22.0       39.0       32.3       56.8       19.8       39.0       29.4       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV                                                                                Code-006393
Disaggregated Commitments of Traders - Futures Only, May 31, 2016                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     8,667:     4,586      2,678          0      5,582         50          0          0          0      3,796        131        225:       10         1
Old  :     8,667:     4,586      2,678          0      5,582         50          0          0          0      3,796        131        225:       10         1
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2016                                                                     :
     :      -770:      -275          0          0       -720          0          0          0          0       -495        -50          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.9       30.9        0.0       64.4        0.6        0.0        0.0        0.0       43.8        1.5        2.6:      0.1       0.0
Old  :     100.0:      52.9       30.9        0.0       64.4        0.6        0.0        0.0        0.0       43.8        1.5        2.6:      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  :        21:         6          4          0          .          .          0          0          0          9          .          .:
Old  :        21:         6          4          0          .          .          0          0          0          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  :                 70.6       87.5       93.0       97.7       64.5       86.0       86.9       91.0
Old  :                 70.6       87.5       93.0       97.7       64.5       86.0       86.9       91.0
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, May 31, 2016                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    32,255:     8,968      9,010        432      9,212      1,560          0          0          0     19,526     10,793      1,680:       89         0
Old  :    32,255:     8,968      9,010        432      9,212      1,560          0          0          0     19,526     10,793      1,680:       89         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2016                                                                     :
     :    -5,044:      -700     -2,510        244     -1,466       -219          0          0          0     -3,041        466     -1,315:      -13         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.8       27.9        1.3       28.6        4.8        0.0        0.0        0.0       60.5       33.5        5.2:      0.3       0.0
Old  :     100.0:      27.8       27.9        1.3       28.6        4.8        0.0        0.0        0.0       60.5       33.5        5.2:      0.3       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  :        34:         4          6          .          .          .          0          0          0         12          9          6:
Old  :        34:         4          6          .          .          .          0          0          0         12          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  :                 72.7       52.2       86.1       79.7       70.2       52.2       79.7       75.4
Old  :                 72.7       52.2       86.1       79.7       70.2       52.2       79.7       75.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NJ SRECS VINTAGE 2016 - ICE FUTURES ENERGY DIV                                                                                                   Code-00639V
Disaggregated Commitments of Traders - Futures Only, May 31, 2016                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     8,745:     5,660      1,081      1,300          0          0          0          0          0      1,585      7,464        200:        0         0
Old  :     8,745:     5,660      1,081      1,300          0          0          0          0          0      1,585      7,464        200:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2016                                                                     :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.7       12.4       14.9        0.0        0.0        0.0        0.0        0.0       18.1       85.4        2.3:      0.0       0.0
Old  :     100.0:      64.7       12.4       14.9        0.0        0.0        0.0        0.0        0.0       18.1       85.4        2.3:      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  :        20:         6          .          .          0          0          0          0          0          4          8          .:
Old  :        20:         6          .          .          0          0          0          0          0          4          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  :                 71.6       83.4       92.6       96.7       71.0       83.4       88.0       91.4
Old  :                 71.6       83.4       92.6       96.7       71.0       83.4       88.0       91.4
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, May 31, 2016                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    30,425:    13,325      3,180          0          0          0          0          0          0     16,250     26,395        850:        0         0
Old  :    30,425:    13,325      3,180          0          0          0          0          0          0     16,250     26,395        850:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2016                                                                     :
     :         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:      43.8       10.5        0.0        0.0        0.0        0.0        0.0        0.0       53.4       86.8        2.8:      0.0       0.0
Old  :     100.0:      43.8       10.5        0.0        0.0        0.0        0.0        0.0        0.0       53.4       86.8        2.8:      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          .          0          0          0          0          0          0          8          8          4:
Old  :        25:         7          .          0          0          0          0          0          0          8          8          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  :                 71.0       84.1       86.3       97.0       71.0       84.0       85.5       95.2
Old  :                 71.0       84.1       86.3       97.0       71.0       84.0       85.5       95.2
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, May 31, 2016                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    16,520:    10,115      1,000          0          0          0          0          0          0      4,810     13,885      1,595:        0        40
Old  :    16,520:    10,115      1,000          0          0          0          0          0          0      4,810     13,885      1,595:        0        40
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2016                                                                     :
     :         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:      61.2        6.1        0.0        0.0        0.0        0.0        0.0        0.0       29.1       84.0        9.7:      0.0       0.2
Old  :     100.0:      61.2        6.1        0.0        0.0        0.0        0.0        0.0        0.0       29.1       84.0        9.7:      0.0       0.2
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  :        24:         6          .          0          0          0          0          0          0          7         10          4:
Old  :        24:         6          .          0          0          0          0          0          0          7         10          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  :                 62.6       76.9       86.7       93.3       58.8       73.8       78.5       84.7
Old  :                 62.6       76.9       86.7       93.3       58.8       73.8       78.5       84.7
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, May 31, 2016                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    43,086:    31,840     14,450      1,581     13,485      2,805          0          0          0      4,685     10,171      2,155:       20        20
Old  :    43,086:    31,840     14,450      1,581     13,485      2,805          0          0          0      4,685     10,171      2,155:       20        20
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2016                                                                     :
     :    -2,639:    -2,684       -330      1,390          5     -1,395          0       -754          0          0       -215         50:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.9       33.5        3.7       31.3        6.5        0.0        0.0        0.0       10.9       23.6        5.0:      0.0       0.0
Old  :     100.0:      73.9       33.5        3.7       31.3        6.5        0.0        0.0        0.0       10.9       23.6        5.0:      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  :        31:         9          7          .          .          .          0          0          0          5         10          5:
Old  :        31:         9          7          .          .          .          0          0          0          5         10          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  :                 56.6       61.3       79.1       81.3       51.9       56.9       70.2       72.5
Old  :                 56.6       61.3       79.1       81.3       51.9       56.9       70.2       72.5
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, May 31, 2016                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    11,860:     4,775      2,550          0          0          0          0          0          0      6,875      9,110        200:       10         0
Old  :    11,860:     4,775      2,550          0          0          0          0          0          0      6,875      9,110        200:       10         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2016                                                                     :
     :         0:         0        250          0          0          0          0          0          0          0       -250          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.3       21.5        0.0        0.0        0.0        0.0        0.0        0.0       58.0       76.8        1.7:      0.1       0.0
Old  :     100.0:      40.3       21.5        0.0        0.0        0.0        0.0        0.0        0.0       58.0       76.8        1.7:      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  :        21:         4          4          0          0          0          0          0          0          6          8          .:
Old  :        21:         4          4          0          0          0          0          0          0          6          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  :                 73.6       76.8       96.1       93.1       73.6       76.0       96.1       92.2
Old  :                 73.6       76.8       96.1       93.1       73.6       76.0       96.1       92.2
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, May 31, 2016                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     9,400:     4,735      4,010          0          0          0          0          0          0      4,325      5,070        320:       20         0
Old  :     9,400:     4,735      4,010          0          0          0          0          0          0      4,325      5,070        320:       20         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2016                                                                     :
     :       100:       100          0          0          0          0          0          0          0          0        100          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.4       42.7        0.0        0.0        0.0        0.0        0.0        0.0       46.0       53.9        3.4:      0.2       0.0
Old  :     100.0:      50.4       42.7        0.0        0.0        0.0        0.0        0.0        0.0       46.0       53.9        3.4:      0.2       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  :        21:         6          5          0          0          0          0          0          0          8          4          .:
Old  :        21:         6          5          0          0          0          0          0          0          8          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  :                 65.8       63.8       86.2       94.5       63.1       61.8       77.5       85.4
Old  :                 65.8       63.8       86.2       94.5       63.1       61.8       77.5       85.4
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, May 31, 2016                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    12,195:     7,375      4,275          0          0          0          0          0          0      3,820      6,920      1,000:        0         0
Old  :    12,195:     7,375      4,275          0          0          0          0          0          0      3,820      6,920      1,000:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2016                                                                     :
     :         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:      60.5       35.1        0.0        0.0        0.0        0.0        0.0        0.0       31.3       56.7        8.2:      0.0       0.0
Old  :     100.0:      60.5       35.1        0.0        0.0        0.0        0.0        0.0        0.0       31.3       56.7        8.2:      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:         6          .          0          0          0          0          0          0         10          5          .:
Old  :        23:         6          .          0          0          0          0          0          0         10          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  :                 52.3       72.4       80.0       95.9       52.3       65.0       74.6       85.2
Old  :                 52.3       72.4       80.0       95.9       52.3       65.0       74.6       85.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 3, 2016