PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                                                                                         Code-075651
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 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  :    26,810:     2,458     12,471      1,041      5,579        638     16,419      2,969        252      3,086      3,132        538:    2,378     1,230
Old  :    26,810:     2,458     12,471      1,041      5,579        638     16,419      2,969        252      3,086      3,132        538:    2,378     1,230
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2016                                                               :
     :     1,347:       305        804        -42        319        -40        955        -62         11        116         38         35:        7       242
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.2       46.5        3.9       20.8        2.4       61.2       11.1        0.9       11.5       11.7        2.0:      8.9       4.6
Old  :     100.0:       9.2       46.5        3.9       20.8        2.4       61.2       11.1        0.9       11.5       11.7        2.0:      8.9       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       169:        12         19          8         16          7         48         14          9         34         21          8:
Old  :       169:        12         19          8         16          7         48         14          9         34         21          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  :                 24.5       31.6       38.9       48.1       24.5       31.1       38.8       47.2
Old  :                 24.5       31.6       38.9       48.1       24.5       31.1       38.8       47.2
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 - Options and Futures Combined, September 27, 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  :    72,445:     5,440     33,451      2,956     16,783      1,421     31,337     10,279      2,424     19,757      3,901      1,199:    7,911     2,987
Old  :    72,445:     5,440     33,451      2,956     16,783      1,421     31,337     10,279      2,424     19,757      3,901      1,199:    7,911     2,987
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2016                                                               :
     :    -5,163:       343      1,452        326       -718     -3,537       -645        176     -1,695         73       -297       -348:      321      -195
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.5       46.2        4.1       23.2        2.0       43.3       14.2        3.3       27.3        5.4        1.7:     10.9       4.1
Old  :     100.0:       7.5       46.2        4.1       23.2        2.0       43.3       14.2        3.3       27.3        5.4        1.7:     10.9       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       244:        16         20          8         17          9         56         29         22         81         19         12:
Old  :       244:        16         20          8         17          9         56         29         22         81         19         12:
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  :                 14.5       33.1       25.6       47.4       14.3       32.3       25.3       46.2
Old  :                 14.5       33.1       25.6       47.4       14.3       32.3       25.3       46.2
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 - Options and Futures Combined, September 27, 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  :   224,215:    13,942     77,336     26,806     67,931     12,518     97,846     19,952      8,870     20,880     10,827     14,032:   29,319    12,748
Old  :   224,215:    13,942     77,336     26,806     67,931     12,518     97,846     19,952      8,870     20,880     10,827     14,032:   29,319    12,748
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2016                                                               :
     :     3,937:    -1,274      3,031       -122       -525      2,672      2,770     -1,652       -937        654      3,093     -1,571:    1,744      -175
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.2       34.5       12.0       30.3        5.6       43.6        8.9        4.0        9.3        4.8        6.3:     13.1       5.7
Old  :     100.0:       6.2       34.5       12.0       30.3        5.6       43.6        8.9        4.0        9.3        4.8        6.3:     13.1       5.7
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  :       241:        18         27         12         12         15         69         22         29         53         36         42:
Old  :       241:        18         27         12         12         15         69         22         29         53         36         42:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       35.8       29.5       52.3       20.9       33.4       29.2       48.7
Old  :                 20.9       35.8       29.5       52.3       20.9       33.4       29.2       48.7
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 - Options and Futures Combined, September 27, 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  :   792,666:    44,192    196,901     29,065    210,846    127,255    286,710     24,818     57,820     82,059     32,829    108,995:   56,570    33,202
Old  :   792,666:    44,192    196,901     29,065    210,846    127,255    286,710     24,818     57,820     82,059     32,829    108,995:   56,570    33,202
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2016                                                               :
     :      -512:      -274     11,755     -2,193     12,008     -2,619     38,621     -4,137     -9,495     -2,016      2,276    -13,261:   -9,276     2,961
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       5.6       24.8        3.7       26.6       16.1       36.2        3.1        7.3       10.4        4.1       13.8:      7.1       4.2
Old  :     100.0:       5.6       24.8        3.7       26.6       16.1       36.2        3.1        7.3       10.4        4.1       13.8:      7.1       4.2
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  :       394:        27         36         13         22         25        113         22         55        105         67         89:
Old  :       394:        27         36         13         22         25        113         22         55        105         67         89:
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  :                 19.7       35.9       29.6       47.2       17.2       27.9       22.0       36.2
Old  :                 19.7       35.9       29.6       47.2       17.2       27.9       22.0       36.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                                                                                        Code-085692
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 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  :   180,588:    29,049     62,741     43,201      7,468        192     53,176     50,280      8,241     21,472     26,584      8,536:   16,721    16,546
Old  :   180,588:    29,049     62,741     43,201      7,468        192     53,176     50,280      8,241     21,472     26,584      8,536:   16,721    16,546
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2016                                                               :
     :   -11,378:    -1,706      7,351       -619      1,936       -167      3,560    -18,904      1,888    -11,125        231     -3,619:      410       -94
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.1       34.7       23.9        4.1        0.1       29.4       27.8        4.6       11.9       14.7        4.7:      9.3       9.2
Old  :     100.0:      16.1       34.7       23.9        4.1        0.1       29.4       27.8        4.6       11.9       14.7        4.7:      9.3       9.2
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  :       264:        32         44         15          7          4         49         44         28         42         54         28:
Old  :       264:        32         44         15          7          4         49         44         28         42         54         28:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       27.8       35.5       38.5       21.7       26.6       34.6       36.5
Old  :                 21.8       27.8       35.5       38.5       21.7       26.6       34.6       36.5
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 - Options and Futures Combined, September 27, 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  :    30,342:     6,542     29,392      6,888          0         34      2,260          0          0     14,413        372         24:      181       520
Old  :    30,342:     6,542     29,392      6,888          0         34      2,260          0          0     14,413        372         24:      181       520
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2016                                                               :
     :       699:       219        699          0          0          0          0          0          0        480          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.6       96.9       22.7        0.0        0.1        7.4        0.0        0.0       47.5        1.2        0.1:      0.6       1.7
Old  :     100.0:      21.6       96.9       22.7        0.0        0.1        7.4        0.0        0.0       47.5        1.2        0.1:      0.6       1.7
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  :        27:         8         18          .          0          .          .          0          0          .          .          .:
Old  :        27:         8         18          .          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  :                 76.8       58.5       91.9       83.5       76.6       58.5       88.4       80.2
Old  :                 76.8       58.5       91.9       83.5       76.6       58.5       88.4       80.2
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 - Options and Futures Combined, September 27, 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  :    18,952:     2,420        763      8,309          0          0        752      3,031        163      6,611     14,198        641:       56       156
Old  :    18,952:     2,420        763      8,309          0          0        752      3,031        163      6,611     14,198        641:       56       156
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2016                                                               :
     :       -60:        -5         50          0          0          0          0          0          0         45         -5       -100:        0        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.8        4.0       43.8        0.0        0.0        4.0       16.0        0.9       34.9       74.9        3.4:      0.3       0.8
Old  :     100.0:      12.8        4.0       43.8        0.0        0.0        4.0       16.0        0.9       34.9       74.9        3.4:      0.3       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  :        25:         7          6          .          0          0          .          .          .          6          .          .:
Old  :        25:         7          6          .          0          0          .          .          .          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  :                 74.9       89.3       89.4       97.0       74.9       88.5       88.1       93.6
Old  :                 74.9       89.3       89.4       97.0       74.9       88.5       88.1       93.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-195651
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 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  :    21,517:     6,666      5,247          0          0          0      1,472      6,247        977      6,858      3,487      5,084:      460       475
Old  :    21,517:     6,666      5,247          0          0          0      1,472      6,247        977      6,858      3,487      5,084:      460       475
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2016                                                               :
     :       432:       130        280          0          0          0        270        126       -106        -20         74        112:       46       -54
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.0       24.4        0.0        0.0        0.0        6.8       29.0        4.5       31.9       16.2       23.6:      2.1       2.2
Old  :     100.0:      31.0       24.4        0.0        0.0        0.0        6.8       29.0        4.5       31.9       16.2       23.6:      2.1       2.2
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  :        54:        14         14          0          0          0          5          4          4         16         14         22:
Old  :        54:        14         14          0          0          0          5          4          4         16         14         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       39.2       40.4       55.2       21.1       32.8       32.3       41.1
Old  :                 25.3       39.2       40.4       55.2       21.1       32.8       32.3       41.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
IRON ORE 62% FE CFR N CHNA APO - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-195653
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 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  :     9,402:     1,760      2,542          0          0          0        657        387      1,976      1,438        926      3,551:       20        20
Old  :     9,402:     1,760      2,542          0          0          0        657        387      1,976      1,438        926      3,551:       20        20
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2016                                                               :
     :      -439:      -251       -160          0          0          0        163          9       -290        -29         34        -31:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.7       27.0        0.0        0.0        0.0        7.0        4.1       21.0       15.3        9.8       37.8:      0.2       0.2
Old  :     100.0:      18.7       27.0        0.0        0.0        0.0        7.0        4.1       21.0       15.3        9.8       37.8:      0.2       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  :        26:         9          7          0          0          0          .          .          .          5          9         12:
Old  :        26:         9          7          0          0          0          .          .          .          5          9         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.2       59.5       87.8       85.0       25.1       22.6       30.7       29.0
Old  :                 74.2       59.5       87.8       85.0       25.1       22.6       30.7       29.0
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 - Options and Futures Combined, September 27, 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  :     3,961:       520      1,494         82          0          0        882        492          5      1,001        552        403:    1,068     1,015
Old  :     3,961:       520      1,494         82          0          0        882        492          5      1,001        552        403:    1,068     1,015
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2016                                                               :
     :       150:      -141        272         -2          0          0         74       -179        -21          6       -116        168:       66        26
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.1       37.7        2.1        0.0        0.0       22.3       12.4        0.1       25.3       13.9       10.2:     27.0      25.6
Old  :     100.0:      13.1       37.7        2.1        0.0        0.0       22.3       12.4        0.1       25.3       13.9       10.2:     27.0      25.6
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  :        59:        15         18          .          0          0         10          .          .         14          9         10:
Old  :        59:        15         18          .          0          0         10          .          .         14          9         10:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       28.2       36.8       42.5       24.8       28.0       35.6       41.9
Old  :                 24.8       28.2       36.8       42.5       24.8       28.0       35.6       41.9
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 - Options and Futures Combined, September 27, 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  :     6,553:     4,324        820        198      4,816         75          0          0          0      1,701        606        225:       30        11
Old  :     6,553:     4,324        820        198      4,816         75          0          0          0      1,701        606        225:       30        11
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2016                                                               :
     :         7:        75         -3          0          0          0          0          0          0        -78          0          0:       10        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.0       12.5        3.0       73.5        1.1        0.0        0.0        0.0       26.0        9.2        3.4:      0.5       0.2
Old  :     100.0:      66.0       12.5        3.0       73.5        1.1        0.0        0.0        0.0       26.0        9.2        3.4:      0.5       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  :        20:         7          4          .          .          .          0          0          0          6          .          .:
Old  :        20:         7          4          .          .          .          0          0          0          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  :                 72.9       86.1       92.8       96.6       65.8       82.7       81.9       87.4
Old  :                 72.9       86.1       92.8       96.6       65.8       82.7       81.9       87.4
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 - Options and Futures Combined, September 27, 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  :    37,737:    10,097     16,699      2,296      7,515      1,431          0          0          0     15,956      4,209      7,883:       75         0
Old  :    37,737:    10,097     16,699      2,296      7,515      1,431          0          0          0     15,956      4,209      7,883:       75         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2016                                                               :
     :       709:       269        356       -317          0        320          0          0          0        300       -104        137:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.8       44.3        6.1       19.9        3.8        0.0        0.0        0.0       42.3       11.2       20.9:      0.2       0.0
Old  :     100.0:      26.8       44.3        6.1       19.9        3.8        0.0        0.0        0.0       42.3       11.2       20.9:      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  :        35:         9          8          .          .          .          0          0          0         13          8          9:
Old  :        35:         9          8          .          .          .          0          0          0         13          8          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  :                 54.4       42.8       77.1       70.5       42.6       36.0       48.8       46.4
Old  :                 54.4       42.8       77.1       70.5       42.6       36.0       48.8       46.4
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 - Options and Futures Combined, September 27, 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  :    34,935:    16,075      4,796          0          0          0          0          0          0     17,910     29,189        950:        0         0
Old  :    34,935:    16,075      4,796          0          0          0          0          0          0     17,910     29,189        950:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2016                                                               :
     :       135:       475       -184          0          0          0          0          0          0       -640         19        300:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.0       13.7        0.0        0.0        0.0        0.0        0.0        0.0       51.3       83.6        2.7:      0.0       0.0
Old  :     100.0:      46.0       13.7        0.0        0.0        0.0        0.0        0.0        0.0       51.3       83.6        2.7:      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:        10          4          0          0          0          0          0          0          6          8          .:
Old  :        25:        10          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  :                 67.6       76.2       86.3       94.6       67.0       74.0       85.7       92.0
Old  :                 67.6       76.2       86.3       94.6       67.0       74.0       85.7       92.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                                                                                                   Code-00639X
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 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  :    24,445:    17,315      3,950          0          0          0          0          0          0      5,390     18,735      1,720:       20        40
Old  :    24,445:    17,315      3,950          0          0          0          0          0          0      5,390     18,735      1,720:       20        40
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2016                                                               :
     :       150:       150          0          0          0          0          0          0          0          0        150          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.8       16.2        0.0        0.0        0.0        0.0        0.0        0.0       22.0       76.6        7.0:      0.1       0.2
Old  :     100.0:      70.8       16.2        0.0        0.0        0.0        0.0        0.0        0.0       22.0       76.6        7.0:      0.1       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  :        25:         9          .          0          0          0          0          0          0          5         10          4:
Old  :        25:         9          .          0          0          0          0          0          0          5         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  :                 61.8       69.1       83.3       91.6       61.8       64.1       81.4       80.6
Old  :                 61.8       69.1       83.3       91.6       61.8       64.1       81.4       80.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV                                                                                           Code-00639Y
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 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  :    30,316:    22,516     12,825        711     12,900         65          0          0          0      3,519      1,022      3,504:        0         0
Old  :    30,316:    22,516     12,825        711     12,900         65          0          0          0      3,519      1,022      3,504:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2016                                                               :
     :      -573:      -303       -304        -16          0          0          0          0          0          6         -9       -260:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.3       42.3        2.3       42.6        0.2        0.0        0.0        0.0       11.6        3.4       11.6:      0.0       0.0
Old  :     100.0:      74.3       42.3        2.3       42.6        0.2        0.0        0.0        0.0       11.6        3.4       11.6:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         8          5          .          .          .          0          0          0          8          4          5:
Old  :        24:         8          5          .          .          .          0          0          0          8          4          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  :                 68.1       74.1       82.2       93.1       46.2       57.6       54.7       61.0
Old  :                 68.1       74.1       82.2       93.1       46.2       57.6       54.7       61.0
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 - Options and Futures Combined, September 27, 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  :    65,705:    42,909     33,845        610     14,184      7,146          0          0          0      8,927      4,396      6,094:       20        40
Old  :    65,705:    42,909     33,845        610     14,184      7,146          0          0          0      8,927      4,396      6,094:       20        40
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2016                                                               :
     :       460:        -4       -142        -29         33        -33          0          0          0         74        150        451:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.3       51.5        0.9       21.6       10.9        0.0        0.0        0.0       13.6        6.7        9.3:      0.0       0.1
Old  :     100.0:      65.3       51.5        0.9       21.6       10.9        0.0        0.0        0.0       13.6        6.7        9.3:      0.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        15         11          .          .          .          0          0          0          7          7          8:
Old  :        33:        15         11          .          .          .          0          0          0          7          7          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  :                 44.0       50.4       65.3       76.1       40.2       44.8       49.6       52.0
Old  :                 44.0       50.4       65.3       76.1       40.2       44.8       49.6       52.0
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 - Options and Futures Combined, September 27, 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  :    16,110:     9,075      7,900          0          0          0          0          0          0      6,625      7,810        400:       10         0
Old  :    16,110:     9,075      7,900          0          0          0          0          0          0      6,625      7,810        400:       10         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2016                                                               :
     :         0:         0        800          0          0          0          0          0          0          0       -800          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.3       49.0        0.0        0.0        0.0        0.0        0.0        0.0       41.1       48.5        2.5:      0.1       0.0
Old  :     100.0:      56.3       49.0        0.0        0.0        0.0        0.0        0.0        0.0       41.1       48.5        2.5:      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  :        24:         6          5          0          0          0          0          0          0          9          5          .:
Old  :        24:         6          5          0          0          0          0          0          0          9          5          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.1       69.6       87.8       97.7       69.1       67.1       87.8       95.2
Old  :                 69.1       69.6       87.8       97.7       69.1       67.1       87.8       95.2
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 - Options and Futures Combined, September 27, 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  :    16,714:     7,404     10,224          0          0          0      2,545          0          0      6,575      6,320        170:       20         0
Old  :    16,714:     7,404     10,224          0          0          0      2,545          0          0      6,575      6,320        170:       20         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2016                                                               :
     :       435:    -1,236       -365          0          0          0         71          0          0      1,750        950       -150:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      44.3       61.2        0.0        0.0        0.0       15.2        0.0        0.0       39.3       37.8        1.0:      0.1       0.0
Old  :     100.0:      44.3       61.2        0.0        0.0        0.0       15.2        0.0        0.0       39.3       37.8        1.0:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         8          8          0          0          0          .          0          0          7          .          .:
Old  :        24:         8          8          0          0          0          .          0          0          7          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.8       66.6       86.9       91.1       54.1       66.6       74.3       82.3
Old  :                 61.8       66.6       86.9       91.1       54.1       66.6       74.3       82.3
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 - Options and Futures Combined, September 27, 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  :    17,171:     9,450      9,751          0          0          0      2,836          0          0      4,285      6,820        600:        0         0
Old  :    17,171:     9,450      9,751          0          0          0      2,836          0          0      4,285      6,820        600:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2016                                                               :
     :        64:      -100        114          0          0          0         14          0          0        150        -50          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.0       56.8        0.0        0.0        0.0       16.5        0.0        0.0       25.0       39.7        3.5:      0.0       0.0
Old  :     100.0:      55.0       56.8        0.0        0.0        0.0       16.5        0.0        0.0       25.0       39.7        3.5:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         9          5          0          0          0          .          0          0          6          5          .:
Old  :        24:         9          5          0          0          0          .          0          0          6          5          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       71.0       81.7       94.5       51.7       66.3       79.4       87.5
Old  :                 52.9       71.0       81.7       94.5       51.7       66.3       79.4       87.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 30, 2016