PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                                                                                         Code-075651
Disaggregated Commitments of Traders - Futures Only, June 27, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 TROY OUNCES)                                                                                          :
     :          :    Positions                                                                                                           :
All  :    35,760:     1,730     17,450      1,970      7,722        922     26,121      1,897        427      2,098      5,283        135:    2,357     1,924
Old  :    35,760:     1,730     17,450      1,970      7,722        922     26,121      1,897        427      2,098      5,283        135:    2,357     1,924
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2017                                                                    :
     :      -799:        78       -640       -382       -132        359       -593        179       -196        -75       -140         -6:       16      -223
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       4.8       48.8        5.5       21.6        2.6       73.0        5.3        1.2        5.9       14.8        0.4:      6.6       5.4
Old  :     100.0:       4.8       48.8        5.5       21.6        2.6       73.0        5.3        1.2        5.9       14.8        0.4:      6.6       5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       182:        15         21          9         12          7         59         14          7         19         40          6:
Old  :       182:        15         21          9         12          7         59         14          7         19         40          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  :                 28.4       34.0       47.1       51.6       28.4       33.7       46.9       51.3
Old  :                 28.4       34.0       47.1       51.6       28.4       33.7       46.9       51.3
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, June 27, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 50 TROY OUNCES)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    76,578:     6,839     27,065      9,589      4,566      1,540     22,937     32,830      3,367     22,406      1,980        953:    8,947     4,277
Old  :    76,578:     6,839     27,065      9,589      4,566      1,540     22,937     32,830      3,367     22,406      1,980        953:    8,947     4,277
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2017                                                                    :
     :     1,198:       232     -1,188      1,074        178     -1,160        892      2,945        186       -392       -167       -134:      500       538
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.9       35.3       12.5        6.0        2.0       30.0       42.9        4.4       29.3        2.6        1.2:     11.7       5.6
Old  :     100.0:       8.9       35.3       12.5        6.0        2.0       30.0       42.9        4.4       29.3        2.6        1.2:     11.7       5.6
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  :       246:        21         16         11         11          7         50         41         15         85         12          8:
Old  :       246:        21         16         11         11          7         50         41         15         85         12          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  :                 16.2       28.4       25.9       44.6       15.9       28.4       24.4       44.5
Old  :                 16.2       28.4       25.9       44.6       15.9       28.4       24.4       44.5
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, June 27, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5,000 TROY OUNCES)                                                                                        :
     :          :    Positions                                                                                                           :
All  :   204,637:    16,161     58,520     35,405     43,254      8,154     64,435     52,602     16,324     29,434      5,735      5,743:   28,981    14,305
Old  :   204,637:    16,161     58,520     35,405     43,254      8,154     64,435     52,602     16,324     29,434      5,735      5,743:   28,981    14,305
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2017                                                                    :
     :     4,708:       418     -4,622      2,939       -647         62     -4,248     10,238      1,683      2,117     -1,220     -1,083:    2,820       297
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.9       28.6       17.3       21.1        4.0       31.5       25.7        8.0       14.4        2.8        2.8:     14.2       7.0
Old  :     100.0:       7.9       28.6       17.3       21.1        4.0       31.5       25.7        8.0       14.4        2.8        2.8:     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  :       212:        20         18         16          9         14         41         32         26         62         17         22:
Old  :       212:        20         18         16          9         14         41         32         26         62         17         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  :                 20.7       28.8       31.8       42.9       18.4       28.7       28.8       42.7
Old  :                 20.7       28.8       31.8       42.9       18.4       28.7       28.8       42.7
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, June 27, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 100 TROY OUNCES)                                                                                          :
     :          :    Positions                                                                                                           :
All  :   453,144:    16,646    156,631     74,033     83,911     26,818    144,515     71,860     31,919     92,071     33,054     19,739:   47,403    29,212
Old  :   453,144:    16,646    156,631     74,033     83,911     26,818    144,515     71,860     31,919     92,071     33,054     19,739:   47,403    29,212
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2017                                                                    :
     :     7,303:       345     -7,604      2,578     -4,626      4,287    -20,520      6,201      6,934      4,486     -3,232      4,991:    4,202       352
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       3.7       34.6       16.3       18.5        5.9       31.9       15.9        7.0       20.3        7.3        4.4:     10.5       6.4
Old  :     100.0:       3.7       34.6       16.3       18.5        5.9       31.9       15.9        7.0       20.3        7.3        4.4:     10.5       6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       336:        22         26         17         18         19         66         38         40        102         52         43:
Old  :       336:        22         26         17         18         19         66         38         40        102         52         43:
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  :                 22.9       32.6       33.0       45.8       22.9       31.6       30.6       44.2
Old  :                 22.9       32.6       33.0       45.8       22.9       31.6       30.6       44.2
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 - Futures Only, June 27, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 25,000 POUNDS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :   253,503:    41,794     96,678     48,875      9,001      4,510     95,490     36,703     14,221     11,082     56,181     20,137:   17,394    16,072
Old  :   253,503:    41,794     96,678     48,875      9,001      4,510     95,490     36,703     14,221     11,082     56,181     20,137:   17,394    16,072
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2017                                                                    :
     :   -18,271:   -11,066    -10,080        326        227        -28      6,724     -2,797     -9,190     -3,711      4,901     -1,714:      388       410
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.5       38.1       19.3        3.6        1.8       37.7       14.5        5.6        4.4       22.2        7.9:      6.9       6.3
Old  :     100.0:      16.5       38.1       19.3        3.6        1.8       37.7       14.5        5.6        4.4       22.2        7.9:      6.9       6.3
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  :       293:        35         39         16          7          7         71         26         23         31         81         42:
Old  :       293:        35         39         16          7          7         71         26         23         31         81         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  :                 22.8       21.2       35.6       36.3       22.8       20.3       34.2       33.1
Old  :                 22.8       21.2       35.6       36.3       22.8       20.3       34.2       33.1
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, June 27, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(25 METRIC TONS)                                                                                                        :
     :          :    Positions                                                                                                           :
All  :    31,810:    13,885     28,089      9,346        287          0      3,045          0        210      3,625        788      1,520:      179       916
Old  :    31,810:    13,885     28,089      9,346        287          0      3,045          0        210      3,625        788      1,520:      179       916
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2017                                                                    :
     :      -177:      -420       -510          3          0          0          0          0          0       -150       -240        390:        0       183
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.6       88.3       29.4        0.9        0.0        9.6        0.0        0.7       11.4        2.5        4.8:      0.6       2.9
Old  :     100.0:      43.6       88.3       29.4        0.9        0.0        9.6        0.0        0.7       11.4        2.5        4.8:      0.6       2.9
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:        11         16          .          .          0          4          0          .          .          .          .:
Old  :        31:        11         16          .          .          0          4          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.9       56.0       78.3       84.4       52.3       52.2       74.6       77.5
Old  :                 53.9       56.0       78.3       84.4       52.3       52.2       74.6       77.5
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, June 27, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 20 SHORT TONS)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    14,990:     1,398      1,705      4,078          0          5        682        455        487      6,589     10,611      1,661:       90        66
Old  :    14,990:     1,398      1,705      4,078          0          5        682        455        487      6,589     10,611      1,661:       90        66
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2017                                                                    :
     :       551:        39        381          0          0          5          0       -167         70        470        235         49:      -82       -22
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.3       11.4       27.2        0.0        0.0        4.5        3.0        3.2       44.0       70.8       11.1:      0.6       0.4
Old  :     100.0:       9.3       11.4       27.2        0.0        0.0        4.5        3.0        3.2       44.0       70.8       11.1:      0.6       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:         8          5          .          0          .          .          .          .         10          .          7:
Old  :        28:         8          5          .          0          .          .          .          .         10          .          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  :                 55.6       81.6       72.2       94.8       55.3       73.5       69.0       80.6
Old  :                 55.6       81.6       72.2       94.8       55.3       73.5       69.0       80.6
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 - Futures Only, June 27, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 500 DRY METRIC TONS)                                                                                      :
     :          :    Positions                                                                                                           :
All  :    17,486:     5,482      6,367         93          0          0        622      4,295        767      6,273      1,849      3,366:      883       842
Old  :    17,486:     5,482      6,367         93          0          0        622      4,295        767      6,273      1,849      3,366:      883       842
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2017                                                                    :
     :       170:        80          0          0          0          0        -10        -80          0         14        123         67:       19        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.4       36.4        0.5        0.0        0.0        3.6       24.6        4.4       35.9       10.6       19.2:      5.0       4.8
Old  :     100.0:      31.4       36.4        0.5        0.0        0.0        3.6       24.6        4.4       35.9       10.6       19.2:      5.0       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  :        42:        11         12          .          0          0          .          .          .         14          7         16:
Old  :        42:        11         12          .          0          0          .          .          .         14          7         16:
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  :                 42.9       55.8       59.3       72.6       31.1       34.4       37.3       40.7
Old  :                 42.9       55.8       59.3       72.6       31.1       34.4       37.3       40.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                                                               Code-058643
Disaggregated Commitments of Traders - Futures Only, June 27, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 110,000 BOARD FEET)                                                                                       :
     :          :    Positions                                                                                                           :
All  :     4,207:     1,071      1,507         59          0          0        395        719         39        780        471        607:    1,256       864
Old  :     4,207:     1,071      1,507         59          0          0        395        719         39        780        471        607:    1,256       864
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2017                                                                    :
     :        59:        95       -114          0          0          0        -59        162        -11        -13         15         52:       -5       -45
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.5       35.8        1.4        0.0        0.0        9.4       17.1        0.9       18.5       11.2       14.4:     29.9      20.5
Old  :     100.0:      25.5       35.8        1.4        0.0        0.0        9.4       17.1        0.9       18.5       11.2       14.4:     29.9      20.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        58:        16         19          .          0          0          5          8          .         10         10         11:
Old  :        58:        16         19          .          0          0          5          8          .         10         10         11:
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  :                 24.0       37.5       37.1       48.9       22.1       32.9       32.0       40.6
Old  :                 24.0       37.5       37.1       48.9       22.1       32.9       32.0       40.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV                                                                                           Code-00639H
Disaggregated Commitments of Traders - Futures Only, June 27, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1,000 california carbon allowances                                                                                      :
     :          :    Positions                                                                                                           :
All  :     7,848:     7,439      2,519          0      5,128         70          0          0          0        315        125          0:       24         6
Old  :     7,848:     7,439      2,519          0      5,128         70          0          0          0        315        125          0:       24         6
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2017                                                                    :
     :        55:        80         55          0          0          0          0          0          0        -45          0          0:       20         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.8       32.1        0.0       65.3        0.9        0.0        0.0        0.0        4.0        1.6        0.0:      0.3       0.1
Old  :     100.0:      94.8       32.1        0.0       65.3        0.9        0.0        0.0        0.0        4.0        1.6        0.0:      0.3       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  :        21:         7          5          0          4          .          0          0          0          4          .          0:
Old  :        21:         7          5          0          4          .          0          0          0          4          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 86.2       79.5       96.4       97.4       86.2       76.1       94.9       94.0
Old  :                 86.2       79.5       96.4       97.4       86.2       76.1       94.9       94.0
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, June 27, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(10 SRECs)                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    29,196:    13,675     19,482        111          0          0          0          0          0     15,110      9,414        300:        0         0
Old  :    29,196:    13,675     19,482        111          0          0          0          0          0     15,110      9,414        300:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2017                                                                    :
     :      -100:         0          0          0          0          0          0          0          0       -100       -100          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.8       66.7        0.4        0.0        0.0        0.0        0.0        0.0       51.8       32.2        1.0:      0.0       0.0
Old  :     100.0:      46.8       66.7        0.4        0.0        0.0        0.0        0.0        0.0       51.8       32.2        1.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:         8          6          .          0          0          0          0          0          5          7          .:
Old  :        25:         8          6          .          0          0          0          0          0          5          7          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.6       76.5       93.6       94.6       67.1       67.3       87.1       84.0
Old  :                 67.6       76.5       93.6       94.6       67.1       67.3       87.1       84.0
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 - Futures Only, June 27, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(10 SRECs)                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    45,386:    29,220     24,183          0          0          0          0          0          0     16,146     21,183         20:        0         0
Old  :    45,386:    29,220     24,183          0          0          0          0          0          0     16,146     21,183         20:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2017                                                                    :
     :       300:         0        -50          0          0          0          0          0          0        300        350          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.4       53.3        0.0        0.0        0.0        0.0        0.0        0.0       35.6       46.7        0.0:      0.0       0.0
Old  :     100.0:      64.4       53.3        0.0        0.0        0.0        0.0        0.0        0.0       35.6       46.7        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:         9          6          0          0          0          0          0          0          6          9          .:
Old  :        26:         9          6          0          0          0          0          0          0          6          9          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.9       64.4       88.5       90.3       61.9       60.3       88.5       86.2
Old  :                 61.9       64.4       88.5       90.3       61.9       60.3       88.5       86.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV                                                                                           Code-00639Y
Disaggregated Commitments of Traders - Futures Only, June 27, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1,000 california carbon allowances                                                                                      :
     :          :    Positions                                                                                                           :
All  :    56,719:    43,354     29,427      3,049     11,901      3,992          0          0          0      4,055      9,100      2,264:        5        35
Old  :    56,719:    43,354     29,427      3,049     11,901      3,992          0          0          0      4,055      9,100      2,264:        5        35
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2017                                                                    :
     :       -33:       767       -490          0       -278        -50          0          0          0     -1,261        289        511:        0       -15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.4       51.9        5.4       21.0        7.0        0.0        0.0        0.0        7.1       16.0        4.0:      0.0       0.1
Old  :     100.0:      76.4       51.9        5.4       21.0        7.0        0.0        0.0        0.0        7.1       16.0        4.0:      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  :        35:        12         10          .          .          .          0          0          0          6         11          8:
Old  :        35:        12         10          .          .          .          0          0          0          6         11          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  :                 67.4       46.7       84.4       75.2       45.9       34.2       54.1       48.8
Old  :                 67.4       46.7       84.4       75.2       45.9       34.2       54.1       48.8
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, June 27, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1,000 RGGI CO2 Allowances                                                                                               :
     :          :    Positions                                                                                                           :
All  :    39,542:    31,353      8,233          0     30,213        200          0          0          0      7,989        896          0:        0         0
Old  :    39,542:    31,353      8,233          0     30,213        200          0          0          0      7,989        896          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2017                                                                    :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.3       20.8        0.0       76.4        0.5        0.0        0.0        0.0       20.2        2.3        0.0:      0.0       0.0
Old  :     100.0:      79.3       20.8        0.0       76.4        0.5        0.0        0.0        0.0       20.2        2.3        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         9          7          0          4          .          0          0          0          .          4          0:
Old  :        23:         9          7          0          4          .          0          0          0          .          4          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.4       85.3       97.2       96.2       79.9       84.8       92.1       91.9
Old  :                 82.4       85.3       97.2       96.2       79.9       84.8       92.1       91.9
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, June 27, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(10 SRECs)                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    34,042:    27,080     18,382          0          0          0          0          0          0      6,325     15,023        637:        0         0
Old  :    34,042:    27,080     18,382          0          0          0          0          0          0      6,325     15,023        637:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2017                                                                    :
     :      -700:      -700       -200          0          0          0          0          0          0       -250       -750        250:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.5       54.0        0.0        0.0        0.0        0.0        0.0        0.0       18.6       44.1        1.9:      0.0       0.0
Old  :     100.0:      79.5       54.0        0.0        0.0        0.0        0.0        0.0        0.0       18.6       44.1        1.9:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         8          5          0          0          0          0          0          0          5          7          .:
Old  :        23:         8          5          0          0          0          0          0          0          5          7          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.2       78.4       91.6       93.1       76.2       76.5       91.6       91.2
Old  :                 76.2       78.4       91.6       93.1       76.2       76.5       91.6       91.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV                                                                                                   Code-0063A4
Disaggregated Commitments of Traders - Futures Only, June 27, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(10 SRECs)                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    23,565:    19,215     17,880          0          0          0          0          0          0      4,350      5,685          0:        0         0
Old  :    23,565:    19,215     17,880          0          0          0          0          0          0      4,350      5,685          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2017                                                                    :
     :        60:      -700        -40          0          0          0          0          0          0        760        100          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.5       75.9        0.0        0.0        0.0        0.0        0.0        0.0       18.5       24.1        0.0:      0.0       0.0
Old  :     100.0:      81.5       75.9        0.0        0.0        0.0        0.0        0.0        0.0       18.5       24.1        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         7          4          0          0          0          0          0          0          5          6          0:
Old  :        22:         7          4          0          0          0          0          0          0          5          6          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.3       78.6       94.3       96.9       77.3       78.6       94.3       96.9
Old  :                 77.3       78.6       94.3       96.9       77.3       78.6       94.3       96.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV                                                                                           Code-0063AA
Disaggregated Commitments of Traders - Futures Only, June 27, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :100 MWh of renewable energy certificates                                                                                :
     :          :    Positions                                                                                                           :
All  :    18,107:     9,740     10,937         37          0          0          0          0          0      8,330      7,170          0:        0         0
Old  :    18,107:     9,740     10,937         37          0          0          0          0          0      8,330      7,170          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2017                                                                    :
     :       240:       240        240          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.8       60.4        0.2        0.0        0.0        0.0        0.0        0.0       46.0       39.6        0.0:      0.0       0.0
Old  :     100.0:      53.8       60.4        0.2        0.0        0.0        0.0        0.0        0.0       46.0       39.6        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         8          8          .          0          0          0          0          0          5          5          0:
Old  :        24:         8          8          .          0          0          0          0          0          5          5          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  :                 70.3       74.7       91.3       93.4       69.2       73.3       90.2       92.0
Old  :                 70.3       74.7       91.3       93.4       69.2       73.3       90.2       92.0
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, June 27, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :100 MWh of renewable energy certificates                                                                                :
     :          :    Positions                                                                                                           :
All  :    28,956:    14,006     14,011          0          0          0      2,000          0          0     12,250     14,245        700:        0         0
Old  :    28,956:    14,006     14,011          0          0          0      2,000          0          0     12,250     14,245        700:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2017                                                                    :
     :         0:         0        500          0          0          0          0          0          0          0       -500          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.4       48.4        0.0        0.0        0.0        6.9        0.0        0.0       42.3       49.2        2.4:      0.0       0.0
Old  :     100.0:      48.4       48.4        0.0        0.0        0.0        6.9        0.0        0.0       42.3       49.2        2.4:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:         7          7          0          0          0          .          0          0          5          6          .:
Old  :        25:         7          7          0          0          0          .          0          0          5          6          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.9       60.6       83.4       88.8       57.3       59.8       82.7       84.0
Old  :                 57.9       60.6       83.4       88.8       57.3       59.8       82.7       84.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV                                                                                           Code-0063AD
Disaggregated Commitments of Traders - Futures Only, June 27, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :100 MWh of renewable energy certificates                                                                                :
     :          :    Positions                                                                                                           :
All  :    18,445:     9,700     11,838          0          0          0        550          0          0      8,095      6,507        100:        0         0
Old  :    18,445:     9,700     11,838          0          0          0        550          0          0      8,095      6,507        100:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2017                                                                    :
     :      -500:         0       -400          0          0          0          0          0          0       -500       -100          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.6       64.2        0.0        0.0        0.0        3.0        0.0        0.0       43.9       35.3        0.5:      0.0       0.0
Old  :     100.0:      52.6       64.2        0.0        0.0        0.0        3.0        0.0        0.0       43.9       35.3        0.5:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         7          5          0          0          0          .          0          0          5          5          .:
Old  :        23:         7          5          0          0          0          .          0          0          5          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  :                 62.9       68.1       86.7       95.1       62.9       67.6       86.7       94.6
Old  :                 62.9       68.1       86.7       95.1       62.9       67.6       86.7       94.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV                                                                                                       Code-0063AR
Disaggregated Commitments of Traders - Futures Only, June 27, 2017                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1,000 RGGI CO2 Allowances                                                                                               :
     :          :    Positions                                                                                                           :
All  :    20,967:    20,087     16,546          0      1,876          0          0          0          0        850      2,535         10:       20         0
Old  :    20,967:    20,087     16,546          0      1,876          0          0          0          0        850      2,535         10:       20         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2017                                                                    :
     :       432:       342        332          0         25          0          0          0          0         90         75          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.8       78.9        0.0        8.9        0.0        0.0        0.0        0.0        4.1       12.1        0.0:      0.1       0.0
Old  :     100.0:      95.8       78.9        0.0        8.9        0.0        0.0        0.0        0.0        4.1       12.1        0.0:      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  :        27:        11          8          0          .          0          0          0          0          4          6          .:
Old  :        27:        11          8          0          .          0          0          0          0          4          6          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.6       69.5       93.7       87.2       80.1       63.6       90.4       81.3
Old  :                 80.6       69.5       93.7       87.2       80.1       63.6       90.4       81.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 30, 2017