PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                                                                                         Code-075651
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 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  :    28,362:     1,826     16,264      2,620      5,709        801     18,776      1,712        339      1,624      2,190        262:    2,115     1,085
Old  :    28,362:     1,826     16,264      2,620      5,709        801     18,776      1,712        339      1,624      2,190        262:    2,115     1,085
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2017                                                                :
     :    -2,681:       -77       -320       -477       -283       -368        194         66     -1,362       -128        174       -438:      -24      -150
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.4       57.3        9.2       20.1        2.8       66.2        6.0        1.2        5.7        7.7        0.9:      7.5       3.8
Old  :     100.0:       6.4       57.3        9.2       20.1        2.8       66.2        6.0        1.2        5.7        7.7        0.9:      7.5       3.8
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  :       159:        14         22         13         11          7         45         14         12         20         25          .:
Old  :       159:        14         22         13         11          7         45         14         12         20         25          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       38.4       40.4       52.9       25.1       37.7       40.4       52.1
Old  :                 25.1       38.4       40.4       52.9       25.1       37.7       40.4       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                                                                                                          Code-076651
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 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  :    74,467:     5,240     39,770      1,868     18,350      3,721     33,364      2,138      5,134     16,877      2,493        996:    7,266     1,865
Old  :    74,467:     5,240     39,770      1,868     18,350      3,721     33,364      2,138      5,134     16,877      2,493        996:    7,266     1,865
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2017                                                                :
     :     5,650:      -650      1,967     -1,109      2,701        430      4,023     -1,440      1,880        622        227        372:       83      -485
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.0       53.4        2.5       24.6        5.0       44.8        2.9        6.9       22.7        3.3        1.3:      9.8       2.5
Old  :     100.0:       7.0       53.4        2.5       24.6        5.0       44.8        2.9        6.9       22.7        3.3        1.3:      9.8       2.5
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  :       225:        21         19          6         17         10         71         10         17         71         13          9:
Old  :       225:        21         19          6         17         10         71         10         17         71         13          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  :                 16.2       39.1       25.6       52.4       15.9       38.5       24.6       51.6
Old  :                 16.2       39.1       25.6       52.4       15.9       38.5       24.6       51.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SILVER - COMMODITY EXCHANGE INC.                                                                                                                 Code-084691
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 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  :   214,558:    17,045     82,039     27,646     70,422     11,072     94,733     10,879      8,368     19,540      8,558     10,651:   25,503    12,568
Old  :   214,558:    17,045     82,039     27,646     70,422     11,072     94,733     10,879      8,368     19,540      8,558     10,651:   25,503    12,568
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2017                                                                :
     :   -13,484:     1,946      3,674     -1,888      2,420     -2,581      6,935     -1,443     -9,662        385        711     -6,856:   -1,764       252
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.9       38.2       12.9       32.8        5.2       44.2        5.1        3.9        9.1        4.0        5.0:     11.9       5.9
Old  :     100.0:       7.9       38.2       12.9       32.8        5.2       44.2        5.1        3.9        9.1        4.0        5.0:     11.9       5.9
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  :       203:        15         23         12         14         16         64         16         27         39         26         29:
Old  :       203:        15         23         12         14         16         64         16         27         39         26         29:
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  :                 18.4       38.2       28.7       51.8       17.2       34.9       27.0       47.7
Old  :                 18.4       38.2       28.7       51.8       17.2       34.9       27.0       47.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD - COMMODITY EXCHANGE INC.                                                                                                                   Code-088691
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 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  :   656,489:    38,769    149,814     54,355    127,721     88,923    173,523     51,803     62,281     77,185     30,800    112,783:   48,669    32,362
Old  :   656,489:    38,769    149,814     54,355    127,721     88,923    173,523     51,803     62,281     77,185     30,800    112,783:   48,669    32,362
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2017                                                                :
     :     4,998:    -4,395      9,270     -4,336     21,501       -427     28,408    -10,848    -10,840        419        824     -8,021:    4,190     3,539
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       5.9       22.8        8.3       19.5       13.5       26.4        7.9        9.5       11.8        4.7       17.2:      7.4       4.9
Old  :     100.0:       5.9       22.8        8.3       19.5       13.5       26.4        7.9        9.5       11.8        4.7       17.2:      7.4       4.9
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  :       365:        23         29         14         19         23         87         42         65        104         59         71:
Old  :       365:        23         29         14         19         23         87         42         65        104         59         71:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.7       25.4       27.3       36.9       14.3       17.6       19.4       26.8
Old  :                 16.7       25.4       27.3       36.9       14.3       17.6       19.4       26.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                                                                                        Code-085692
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 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  :   268,330:    43,366    114,821     42,600     13,865      4,100    103,982     33,322     11,470     16,955     49,595     28,562:   17,294    12,595
Old  :   268,330:    43,366    114,821     42,600     13,865      4,100    103,982     33,322     11,470     16,955     49,595     28,562:   17,294    12,595
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2017                                                                :
     :   -17,159:      -191     -7,676     -3,654       -937       -775     -7,184        667     -2,756         97     -3,369     -1,252:   -1,443    -1,060
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.2       42.8       15.9        5.2        1.5       38.8       12.4        4.3        6.3       18.5       10.6:      6.4       4.7
Old  :     100.0:      16.2       42.8       15.9        5.2        1.5       38.8       12.4        4.3        6.3       18.5       10.6:      6.4       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       290:        29         44         16          7          6         80         30         27         47         50         36:
Old  :       290:        29         44         16          7          6         80         30         27         47         50         36:
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  :                 18.9       26.1       31.3       44.0       17.8       25.3       27.5       39.5
Old  :                 18.9       26.1       31.3       44.0       17.8       25.3       27.5       39.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALUMINUM MW US TR PLATTS SWAP - COMMODITY EXCHANGE INC.                                                                                          Code-191693
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 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  :    37,191:    13,334     35,635      5,343        465         25      3,215          0          0     15,024        290          0:      250       776
Old  :    37,191:    13,334     35,635      5,343        465         25      3,215          0          0     15,024        290          0:      250       776
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2017                                                                :
     :     1,692:       840      1,636        118          0          0          0          0          0        673          0          0:       61        56
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.9       95.8       14.4        1.3        0.1        8.6        0.0        0.0       40.4        0.8        0.0:      0.7       2.1
Old  :     100.0:      35.9       95.8       14.4        1.3        0.1        8.6        0.0        0.0       40.4        0.8        0.0:      0.7       2.1
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  :        27:         8         16          .          .          .          .          0          0          .          .          0:
Old  :        27:         8         16          .          .          .          .          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.2       60.7       90.5       86.1       68.2       58.6       86.9       79.0
Old  :                 68.2       60.7       90.5       86.1       68.2       58.6       86.9       79.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-192651
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 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  :    12,647:     1,090        456      5,392          0          0        786        500         28      4,828     11,173        360:      163       130
Old  :    12,647:     1,090        456      5,392          0          0        786        500         28      4,828     11,173        360:      163       130
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2017                                                                :
     :    -1,004:       -64       -196       -803          0          0          6        187        -44        -51       -962        -15:      -33        26
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.6        3.6       42.6        0.0        0.0        6.2        4.0        0.2       38.2       88.3        2.8:      1.3       1.0
Old  :     100.0:       8.6        3.6       42.6        0.0        0.0        6.2        4.0        0.2       38.2       88.3        2.8:      1.3       1.0
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          4          .          0          0          .          .          .          5          5          .:
Old  :        23:         7          4          .          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  :                 73.6       91.0       86.5       98.6       73.6       88.1       86.5       94.3
Old  :                 73.6       91.0       86.5       98.6       73.6       88.1       86.5       94.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-195651
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 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  :    16,760:     4,819      4,879         66          0         44      1,028      3,364        814      5,401      3,209      3,694:      894       756
Old  :    16,760:     4,819      4,879         66          0         44      1,028      3,364        814      5,401      3,209      3,694:      894       756
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2017                                                                :
     :        56:      -113        322          0          0          0         10         75         42       -108       -570        -51:      276       238
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.8       29.1        0.4        0.0        0.3        6.1       20.1        4.9       32.2       19.1       22.0:      5.3       4.5
Old  :     100.0:      28.8       29.1        0.4        0.0        0.3        6.1       20.1        4.9       32.2       19.1       22.0:      5.3       4.5
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  :        54:        13         11          .          0          .          5          6          .         18          9         18:
Old  :        54:        13         11          .          0          .          5          6          .         18          9         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       31.3       43.3       49.8       18.4       20.5       29.6       35.2
Old  :                 26.2       31.3       43.3       49.8       18.4       20.5       29.6       35.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                                                               Code-058643
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 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  :     6,079:       404      3,034         75          0          0      2,220        609         10      1,045        463        638:    1,686     1,325
Old  :     6,079:       404      3,034         75          0          0      2,220        609         10      1,045        463        638:    1,686     1,325
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2017                                                                :
     :       407:       -44        397         -7          0          0        507          0         -4         55       -109        -78:      -21       201
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.7       49.9        1.2        0.0        0.0       36.5       10.0        0.2       17.2        7.6       10.5:     27.7      21.8
Old  :     100.0:       6.7       49.9        1.2        0.0        0.0       36.5       10.0        0.2       17.2        7.6       10.5:     27.7      21.8
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  :        67:        12         24          .          0          0         16          .          .         14          5         12:
Old  :        67:        12         24          .          0          0         16          .          .         14          5         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       26.5       35.1       43.0       22.9       26.5       33.8       42.6
Old  :                 22.9       26.5       35.1       43.0       22.9       26.5       33.8       42.6
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 - Options and Futures Combined, February 28, 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  :     7,842:     6,174      2,214          0      5,148         70          0          0          0      1,589        404          0:        9         6
Old  :     7,842:     6,174      2,214          0      5,148         70          0          0          0      1,589        404          0:        9         6
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2017                                                                :
     :      -722:      -631          0          0       -722          0          0          0          0        -65         25        -25:       -1         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.7       28.2        0.0       65.6        0.9        0.0        0.0        0.0       20.3        5.2        0.0:      0.1       0.1
Old  :     100.0:      78.7       28.2        0.0       65.6        0.9        0.0        0.0        0.0       20.3        5.2        0.0:      0.1       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  :        23:         4          5          0          4          .          0          0          0          7          4          0:
Old  :        23:         4          5          0          4          .          0          0          0          7          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  :                 89.0       80.5       96.6       97.8       89.0       77.1       95.1       94.4
Old  :                 89.0       80.5       96.6       97.8       89.0       77.1       95.1       94.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                                                                                                   Code-00639W
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 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  :    32,030:    14,550     19,571          0          0          0          0          0          0     16,880     11,859        600:        0         0
Old  :    32,030:    14,550     19,571          0          0          0          0          0          0     16,880     11,859        600:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 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:      45.4       61.1        0.0        0.0        0.0        0.0        0.0        0.0       52.7       37.0        1.9:      0.0       0.0
Old  :     100.0:      45.4       61.1        0.0        0.0        0.0        0.0        0.0        0.0       52.7       37.0        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          4          6          .:
Old  :        23:         8          5          0          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  :                 65.1       74.8       90.2       95.1       65.1       73.8       90.2       92.9
Old  :                 65.1       74.8       90.2       95.1       65.1       73.8       90.2       92.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                                                                                                   Code-00639X
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 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  :    39,544:    26,140     19,261          0          0          0          0          0          0     13,384     20,263         20:        0         0
Old  :    39,544:    26,140     19,261          0          0          0          0          0          0     13,384     20,263         20:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2017                                                                :
     :       600:       800        900          0          0          0          0          0          0       -200       -300          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.1       48.7        0.0        0.0        0.0        0.0        0.0        0.0       33.8       51.2        0.1:      0.0       0.0
Old  :     100.0:      66.1       48.7        0.0        0.0        0.0        0.0        0.0        0.0       33.8       51.2        0.1:      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:         9          6          0          0          0          0          0          0          5          9          .:
Old  :        25:         9          6          0          0          0          0          0          0          5          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  :                 67.0       66.9       89.2       88.4       67.0       62.8       89.2       81.8
Old  :                 67.0       66.9       89.2       88.4       67.0       62.8       89.2       81.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV                                                                                           Code-00639Y
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 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  :    31,169:    23,675     17,446      1,160      8,989        249          0          0          0      2,782      1,173      3,281:       22        30
Old  :    31,169:    23,675     17,446      1,160      8,989        249          0          0          0      2,782      1,173      3,281:       22        30
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2017                                                                :
     :    -5,877:      -309     -5,608     -2,440        -23        -27          0          0          0     -2,990       -121       -113:        3        15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.0       56.0        3.7       28.8        0.8        0.0        0.0        0.0        8.9        3.8       10.5:      0.1       0.1
Old  :     100.0:      76.0       56.0        3.7       28.8        0.8        0.0        0.0        0.0        8.9        3.8       10.5:      0.1       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  :        28:         8          8          .          .          .          0          0          0          8          6         10:
Old  :        28:         8          8          .          .          .          0          0          0          8          6         10:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.9       58.3       83.3       76.0       51.2       52.2       59.7       60.3
Old  :                 66.9       58.3       83.3       76.0       51.2       52.2       59.7       60.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                                                                                                       Code-0063A1
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 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  :    38,245:    30,155      6,860          0     29,022        101          0          0          0      7,989      2,202          0:        0        60
Old  :    38,245:    30,155      6,860          0     29,022        101          0          0          0      7,989      2,202          0:        0        60
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2017                                                                :
     :       436:       110        276          0       -226        101          0          0          0        225        235          0:        0        50
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.8       17.9        0.0       75.9        0.3        0.0        0.0        0.0       20.9        5.8        0.0:      0.0       0.2
Old  :     100.0:      78.8       17.9        0.0       75.9        0.3        0.0        0.0        0.0       20.9        5.8        0.0:      0.0       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         9          7          0          4          .          0          0          0          .          4          0:
Old  :        24:         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  :                 82.0       84.8       96.9       97.2       79.6       84.5       94.3       94.3
Old  :                 82.0       84.8       96.9       97.2       79.6       84.5       94.3       94.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                                                                                                   Code-0063A3
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 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  :    34,730:    26,030     19,522          0          0          0          0          0          0      8,425     14,933        275:        0         0
Old  :    34,730:    26,030     19,522          0          0          0          0          0          0      8,425     14,933        275:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2017                                                                :
     :       400:       800        400          0          0          0          0          0          0       -400          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.9       56.2        0.0        0.0        0.0        0.0        0.0        0.0       24.3       43.0        0.8:      0.0       0.0
Old  :     100.0:      74.9       56.2        0.0        0.0        0.0        0.0        0.0        0.0       24.3       43.0        0.8:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         8          5          0          0          0          0          0          0          7          6          .:
Old  :        24:         8          5          0          0          0          0          0          0          7          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  :                 71.1       79.5       89.4       96.6       71.1       77.7       89.4       94.0
Old  :                 71.1       79.5       89.4       96.6       71.1       77.7       89.4       94.0
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 - Options and Futures Combined, February 28, 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  :    21,595:    17,305     13,055          0          0          0          0          0          0      4,290      8,540          0:        0         0
Old  :    21,595:    17,305     13,055          0          0          0          0          0          0      4,290      8,540          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2017                                                                :
     :       650:       750        650          0          0          0          0          0          0       -100          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.1       60.5        0.0        0.0        0.0        0.0        0.0        0.0       19.9       39.5        0.0:      0.0       0.0
Old  :     100.0:      80.1       60.5        0.0        0.0        0.0        0.0        0.0        0.0       19.9       39.5        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  :        21:         8          4          0          0          0          0          0          0          .          7          0:
Old  :        21:         8          4          0          0          0          0          0          0          .          7          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  :                 70.5       78.0       97.1       96.2       70.5       78.0       97.1       96.2
Old  :                 70.5       78.0       97.1       96.2       70.5       78.0       97.1       96.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV                                                                                           Code-0063AA
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 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  :    15,479:     6,905      8,864          0          0          0        524          0          0      8,050      6,615          0:        0         0
Old  :    15,479:     6,905      8,864          0          0          0        524          0          0      8,050      6,615          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2017                                                                :
     :      -394:      -707       -294          0          0          0        -36          0          0        350       -100          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      44.6       57.3        0.0        0.0        0.0        3.4        0.0        0.0       52.0       42.7        0.0:      0.0       0.0
Old  :     100.0:      44.6       57.3        0.0        0.0        0.0        3.4        0.0        0.0       52.0       42.7        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  :        24:         7          8          0          0          0          .          0          0          6          4          0:
Old  :        24:         7          8          0          0          0          .          0          0          6          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  :                 63.0       67.5       87.4       92.5       61.7       65.9       86.1       90.9
Old  :                 63.0       67.5       87.4       92.5       61.7       65.9       86.1       90.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV                                                                                           Code-0063AB
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 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  :    27,104:    17,637     15,754          0          0          0      1,756          0          0      7,010     10,650        700:        0         0
Old  :    27,104:    17,637     15,754          0          0          0      1,756          0          0      7,010     10,650        700:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2017                                                                :
     :      -153:      -125       -603          0          0          0        -28          0          0          0        450          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.1       58.1        0.0        0.0        0.0        6.5        0.0        0.0       25.9       39.3        2.6:      0.0       0.0
Old  :     100.0:      65.1       58.1        0.0        0.0        0.0        6.5        0.0        0.0       25.9       39.3        2.6:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11          6          0          0          0          .          0          0          4          6          .:
Old  :        23:        11          6          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  :                 54.7       71.8       80.3       93.1       53.9       68.5       79.6       86.2
Old  :                 54.7       71.8       80.3       93.1       53.9       68.5       79.6       86.2
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 - Options and Futures Combined, February 28, 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  :    17,970:    10,300     12,070          0          0          0        500          0          0      7,070      5,800        100:        0         0
Old  :    17,970:    10,300     12,070          0          0          0        500          0          0      7,070      5,800        100:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2017                                                                :
     :       100:       100        100          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.3       67.2        0.0        0.0        0.0        2.8        0.0        0.0       39.3       32.3        0.6:      0.0       0.0
Old  :     100.0:      57.3       67.2        0.0        0.0        0.0        2.8        0.0        0.0       39.3       32.3        0.6:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         9          .          0          0          0          .          0          0          6          4          .:
Old  :        23:         9          .          0          0          0          .          0          0          6          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.1       87.8       80.7      100.0       55.1       87.2       80.7       99.4
Old  :                 55.1       87.8       80.7      100.0       55.1       87.2       80.7       99.4
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 - Options and Futures Combined, February 28, 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  :    11,137:     8,813      7,994          0        250      1,000          0          0          0        285        854      1,039:        0         0
Old  :    11,137:     8,813      7,994          0        250      1,000          0          0          0        285        854      1,039:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2017                                                                :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.1       71.8        0.0        2.2        9.0        0.0        0.0        0.0        2.6        7.7        9.3:      0.0       0.0
Old  :     100.0:      79.1       71.8        0.0        2.2        9.0        0.0        0.0        0.0        2.6        7.7        9.3:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         9         10          .          .          .          0          0          0          .          4          .:
Old  :        20:         9         10          .          .          .          0          0          0          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.5       73.8       92.7       93.9       60.1       58.0       69.3       68.6
Old  :                 64.5       73.8       92.7       93.9       60.1       58.0       69.3       68.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 3, 2017