PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                                                                                         Code-075651
Disaggregated Commitments of Traders - Options and Futures Combined, May 23, 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  :    33,963:     2,440     17,323      3,002      6,189      1,121     20,910      2,186      2,065      1,837      3,055        648:    1,939     1,374
Old  :    33,963:     2,440     17,323      3,002      6,189      1,121     20,910      2,186      2,065      1,837      3,055        648:    1,939     1,374
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :    -4,632:        23     -1,279        -69       -916       -248     -3,118         29       -928         -2       -758       -144:     -146      -389
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.2       51.0        8.8       18.2        3.3       61.6        6.4        6.1        5.4        9.0        1.9:      5.7       4.0
Old  :     100.0:       7.2       51.0        8.8       18.2        3.3       61.6        6.4        6.1        5.4        9.0        1.9:      5.7       4.0
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  :       169:        11         24         11         11         12         49         15         11         19         32         12:
Old  :       169:        11         24         11         11         12         49         15         11         19         32         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  :                 25.5       30.2       41.6       48.7       25.0       30.1       39.6       46.6
Old  :                 25.5       30.2       41.6       48.7       25.0       30.1       39.6       46.6
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, May 23, 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  :    72,343:     6,146     28,854      7,690      5,771      1,788     22,793     27,486      2,354     22,414      1,700        961:    8,197     3,431
Old  :    72,343:     6,146     28,854      7,690      5,771      1,788     22,793     27,486      2,354     22,414      1,700        961:    8,197     3,431
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :    -4,031:      -535      1,176     -2,225         25        201       -307     -4,448        111       -951     -1,113        -21:     -304        37
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.5       39.9       10.6        8.0        2.5       31.5       38.0        3.3       31.0        2.3        1.3:     11.3       4.7
Old  :     100.0:       8.5       39.9       10.6        8.0        2.5       31.5       38.0        3.3       31.0        2.3        1.3:     11.3       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  :       243:        22         17         10         11          9         47         38         13         88         12         10:
Old  :       243:        22         17         10         11          9         47         38         13         88         12         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  :                 18.3       33.0       26.6       50.2       17.6       32.7       25.6       49.9
Old  :                 18.3       33.0       26.6       50.2       17.6       32.7       25.6       49.9
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, May 23, 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  :   227,086:    14,965     62,092     32,501     49,757     13,489     68,599     38,913     22,205     27,312      6,214     19,813:   28,202    14,604
Old  :   227,086:    14,965     62,092     32,501     49,757     13,489     68,599     38,913     22,205     27,312      6,214     19,813:   28,202    14,604
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :    -8,219:       -53      4,026       -912        760        270       -712    -12,099       -722     -3,150        528        415:   -3,355    -1,397
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.6       27.3       14.3       21.9        5.9       30.2       17.1        9.8       12.0        2.7        8.7:     12.4       6.4
Old  :     100.0:       6.6       27.3       14.3       21.9        5.9       30.2       17.1        9.8       12.0        2.7        8.7:     12.4       6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       229:        17         21         12         12         16         45         33         32         70         23         47:
Old  :       229:        17         21         12         12         16         45         33         32         70         23         47:
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  :                 18.6       29.2       28.2       41.9       16.3       28.0       25.2       39.6
Old  :                 18.6       29.2       28.2       41.9       16.3       28.0       25.2       39.6
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, May 23, 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  :   697,601:    39,399    191,408     56,856     79,828    122,214    167,181     49,520     67,474     72,475     30,525    121,809:   50,193    34,822
Old  :   697,601:    39,399    191,408     56,856     79,828    122,214    167,181     49,520     67,474     72,475     30,525    121,809:   50,193    34,822
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :    57,369:     1,851     22,315     -7,505      8,846     18,067     34,695    -13,043      9,544     -5,745      2,639      6,971:     -509     2,030
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       5.6       27.4        8.2       11.4       17.5       24.0        7.1        9.7       10.4        4.4       17.5:      7.2       5.0
Old  :     100.0:       5.6       27.4        8.2       11.4       17.5       24.0        7.1        9.7       10.4        4.4       17.5:      7.2       5.0
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  :       378:        27         35         15         19         23         88         40         72        106         61         84:
Old  :       378:        27         35         15         19         23         88         40         72        106         61         84:
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  :                 17.3       27.2       27.6       38.7       11.4       19.3       16.7       25.4
Old  :                 17.3       27.2       27.6       38.7       11.4       19.3       16.7       25.4
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, May 23, 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  :   257,500:    51,767    102,706     48,766      8,673      5,519     81,185     30,994     13,025     16,101     53,162     25,181:   15,957    18,241
Old  :   257,500:    51,767    102,706     48,766      8,673      5,519     81,185     30,994     13,025     16,101     53,162     25,181:   15,957    18,241
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     6,106:     2,060      7,484      2,283        181        984      2,951     -9,251      1,392     -2,583      5,264     -1,248:      268     1,300
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.1       39.9       18.9        3.4        2.1       31.5       12.0        5.1        6.3       20.6        9.8:      6.2       7.1
Old  :     100.0:      20.1       39.9       18.9        3.4        2.1       31.5       12.0        5.1        6.3       20.6        9.8:      6.2       7.1
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  :       289:        32         38         15          6          7         71         31         30         46         61         41:
Old  :       289:        32         38         15          6          7         71         31         30         46         61         41:
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  :                 23.4       25.5       35.3       40.6       21.0       23.4       31.0       35.6
Old  :                 23.4       25.5       35.3       40.6       21.0       23.4       31.0       35.6
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, May 23, 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  :    33,293:    13,638     30,544      9,943        323         41      3,480          0          0      5,436      1,050        549:      206       786
Old  :    33,293:    13,638     30,544      9,943        323         41      3,480          0          0      5,436      1,050        549:      206       786
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :       684:       546        519        129          0          0          0          0          0          0        240          0:        9       -75
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.0       91.7       29.9        1.0        0.1       10.5        0.0        0.0       16.3        3.2        1.6:      0.6       2.4
Old  :     100.0:      41.0       91.7       29.9        1.0        0.1       10.5        0.0        0.0       16.3        3.2        1.6:      0.6       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        11         18          .          .          .          4          0          0          .          .          .:
Old  :        32:        11         18          .          .          .          4          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  :                 58.9       60.4       81.7       86.8       58.8       56.8       80.9       80.0
Old  :                 58.9       60.4       81.7       86.8       58.8       56.8       80.9       80.0
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, May 23, 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  :    13,484:       775      1,029      4,656          0          0        499        832        186      6,379     10,511        885:      104        41
Old  :    13,484:       775      1,029      4,656          0          0        499        832        186      6,379     10,511        885:      104        41
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :       723:         0        125        145          0          0        139        120        -50          5         13        517:      -33        -2
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       5.7        7.6       34.5        0.0        0.0        3.7        6.2        1.4       47.3       78.0        6.6:      0.8       0.3
Old  :     100.0:       5.7        7.6       34.5        0.0        0.0        3.7        6.2        1.4       47.3       78.0        6.6:      0.8       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:         8          5          .          0          0          .          .          .          7          5          4:
Old  :        27:         8          5          .          0          0          .          .          .          7          5          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  :                 68.5       85.6       83.8       97.2       68.5       80.0       82.7       89.6
Old  :                 68.5       85.6       83.8       97.2       68.5       80.0       82.7       89.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
IRON ORE 62% FE, CFR CHINA TSI - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-195651
Disaggregated Commitments of Traders - Options and Futures Combined, May 23, 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  :    18,981:     6,164      7,109         79          0          6        648      4,376        927      6,163      1,939      4,146:      848       478
Old  :    18,981:     6,164      7,109         79          0          6        648      4,376        927      6,163      1,939      4,146:      848       478
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :       816:       318        318          0          0          0         10        563          0        521         15        -53:       20       -27
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.5       37.5        0.4        0.0        0.0        3.4       23.1        4.9       32.5       10.2       21.8:      4.5       2.5
Old  :     100.0:      32.5       37.5        0.4        0.0        0.0        3.4       23.1        4.9       32.5       10.2       21.8:      4.5       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  :        47:        12         13          .          0          .          .          4          .         15          8         18:
Old  :        47:        12         13          .          0          .          .          4          .         15          8         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  :                 35.7       50.9       53.6       67.5       24.7       29.1       32.2       34.7
Old  :                 35.7       50.9       53.6       67.5       24.7       29.1       32.2       34.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                                                               Code-058643
Disaggregated Commitments of Traders - Options and Futures Combined, May 23, 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  :     5,294:     1,353      2,110         59          0          0        709        676          1        758        762        746:    1,669     1,000
Old  :     5,294:     1,353      2,110         59          0          0        709        676          1        758        762        746:    1,669     1,000
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :       118:       275         98          0          0          0       -323         67          0         81        -65         75:       11       -57
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.6       39.8        1.1        0.0        0.0       13.4       12.8        0.0       14.3       14.4       14.1:     31.5      18.9
Old  :     100.0:      25.6       39.8        1.1        0.0        0.0       13.4       12.8        0.0       14.3       14.4       14.1:     31.5      18.9
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  :        60:        19         22          .          0          0          6          .          .         15          8         11:
Old  :        60:        19         22          .          0          0          6          .          .         15          8         11:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       41.1       35.1       55.2       20.1       35.2       30.0       49.3
Old  :                 22.5       41.1       35.1       55.2       20.1       35.2       30.0       49.3
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, May 23, 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  :     7,493:     6,959      2,214          0      5,078         70          0          0          0        460        125          0:        4         6
Old  :     7,493:     6,959      2,214          0      5,078         70          0          0          0        460        125          0:        4         6
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :         0:     1,000          0          0          0          0          0          0          0     -1,000          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.9       29.5        0.0       67.8        0.9        0.0        0.0        0.0        6.1        1.7        0.0:      0.1       0.1
Old  :     100.0:      92.9       29.5        0.0       67.8        0.9        0.0        0.0        0.0        6.1        1.7        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  :        22:         6          5          0          4          .          0          0          0          6          .          0:
Old  :        22:         6          5          0          4          .          0          0          0          6          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.2       83.2       95.9       98.4       87.2       79.7       94.3       94.9
Old  :                 87.2       83.2       95.9       98.4       87.2       79.7       94.3       94.9
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, May 23, 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  :    30,227:    14,306     19,387        111          0          0          0          0          0     15,210     10,224        600:        0        16
Old  :    30,227:    14,306     19,387        111          0          0          0          0          0     15,210     10,224        600:        0        16
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :       -15:       -15        -15          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.3       64.1        0.4        0.0        0.0        0.0        0.0        0.0       50.3       33.8        2.0:      0.0       0.1
Old  :     100.0:      47.3       64.1        0.4        0.0        0.0        0.0        0.0        0.0       50.3       33.8        2.0:      0.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        10          6          .          0          0          0          0          0          4          6          4:
Old  :        23:        10          6          .          0          0          0          0          0          4          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  :                 66.0       75.6       91.8       93.7       65.1       65.2       84.8       81.0
Old  :                 66.0       75.6       91.8       93.7       65.1       65.2       84.8       81.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                                                                                                   Code-00639X
Disaggregated Commitments of Traders - Options and Futures Combined, May 23, 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  :    44,736:    29,020     23,933          0          0          0          0          0          0     15,696     20,783         20:        0         0
Old  :    44,736:    29,020     23,933          0          0          0          0          0          0     15,696     20,783         20:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 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:      64.9       53.5        0.0        0.0        0.0        0.0        0.0        0.0       35.1       46.5        0.0:      0.0       0.0
Old  :     100.0:      64.9       53.5        0.0        0.0        0.0        0.0        0.0        0.0       35.1       46.5        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  :        27:         9          6          0          0          0          0          0          0          6         10          .:
Old  :        27:         9          6          0          0          0          0          0          0          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  :                 63.0       65.0       88.5       89.9       63.0       60.8       88.5       85.5
Old  :                 63.0       65.0       88.5       89.9       63.0       60.8       88.5       85.5
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, May 23, 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  :    58,128:    43,994     33,582      2,916     11,302      2,351          0          0          0      5,085      7,041      3,778:        5        75
Old  :    58,128:    43,994     33,582      2,916     11,302      2,351          0          0          0      5,085      7,041      3,778:        5        75
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     8,747:     6,237      6,160        886        241      1,526          0          0          0       -213        499        321:      -10         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.7       57.8        5.0       19.4        4.0        0.0        0.0        0.0        8.7       12.1        6.5:      0.0       0.1
Old  :     100.0:      75.7       57.8        5.0       19.4        4.0        0.0        0.0        0.0        8.7       12.1        6.5:      0.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        10          8          .          .          .          0          0          0          7          9          7:
Old  :        31:        10          8          .          .          .          0          0          0          7          9          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.8       46.4       81.4       74.4       30.9       31.0       40.8       41.9
Old  :                 64.8       46.4       81.4       74.4       30.9       31.0       40.8       41.9
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, May 23, 2017                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1,000 RGGI CO2 Allowances                                                                                               :
     :          :    Positions                                                                                                           :
All  :    39,502:    31,333      8,219          0     30,258        180          0          0          0      7,989        845          0:        0         0
Old  :    39,502:    31,333      8,219          0     30,258        180          0          0          0      7,989        845          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :         7:         0          7          0         -7          7          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.3       20.8        0.0       76.6        0.5        0.0        0.0        0.0       20.2        2.1        0.0:      0.0       0.0
Old  :     100.0:      79.3       20.8        0.0       76.6        0.5        0.0        0.0        0.0       20.2        2.1        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         9          7          0          4          .          0          0          0          .          4          0:
Old  :        23:         9          7          0          4          .          0          0          0          .          4          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.2       85.4       97.3       96.3       79.7       85.0       92.1       92.1
Old  :                 82.2       85.4       97.3       96.3       79.7       85.0       92.1       92.1
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, May 23, 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  :    34,842:    27,680     18,582          0          0          0          0          0          0      6,775     15,873        387:        0         0
Old  :    34,842:    27,680     18,582          0          0          0          0          0          0      6,775     15,873        387:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.4       53.3        0.0        0.0        0.0        0.0        0.0        0.0       19.4       45.6        1.1:      0.0       0.0
Old  :     100.0:      79.4       53.3        0.0        0.0        0.0        0.0        0.0        0.0       19.4       45.6        1.1:      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  :        23:         8          5          0          0          0          0          0          0          5          7          .:
Old  :        23:         8          5          0          0          0          0          0          0          5          7          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.7       76.9       91.7       93.4       74.7       75.0       91.7       91.6
Old  :                 74.7       76.9       91.7       93.4       74.7       75.0       91.7       91.6
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, May 23, 2017                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(10 SRECs)                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    23,765:    20,015     18,120          0          0          0          0          0          0      3,750      5,645          0:        0         0
Old  :    23,765:    20,015     18,120          0          0          0          0          0          0      3,750      5,645          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 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:      84.2       76.2        0.0        0.0        0.0        0.0        0.0        0.0       15.8       23.8        0.0:      0.0       0.0
Old  :     100.0:      84.2       76.2        0.0        0.0        0.0        0.0        0.0        0.0       15.8       23.8        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         7          4          0          0          0          0          0          0          4          7          0:
Old  :        22:         7          4          0          0          0          0          0          0          4          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  :                 77.1       77.9       96.7       95.0       77.1       77.9       96.7       95.0
Old  :                 77.1       77.9       96.7       95.0       77.1       77.9       96.7       95.0
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, May 23, 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  :    17,767:     9,200     10,797         37          0          0          0          0          0      8,530      6,970          0:        0         0
Old  :    17,767:     9,200     10,797         37          0          0          0          0          0      8,530      6,970          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :        37:         0        -63          0          0          0        -63          0          0        100        100          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.8       60.8        0.2        0.0        0.0        0.0        0.0        0.0       48.0       39.2        0.0:      0.0       0.0
Old  :     100.0:      51.8       60.8        0.2        0.0        0.0        0.0        0.0        0.0       48.0       39.2        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          5          5          0:
Old  :        24:         7          8          .          0          0          0          0          0          5          5          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.3       72.5       92.5       91.5       67.1       71.1       91.3       90.1
Old  :                 68.3       72.5       92.5       91.5       67.1       71.1       91.3       90.1
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, May 23, 2017                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :100 MWh of renewable energy certificates                                                                                :
     :          :    Positions                                                                                                           :
All  :    28,200:    13,943     12,255          0          0          0      2,007          0          0     11,550     15,245        700:        0         0
Old  :    28,200:    13,943     12,255          0          0          0      2,007          0          0     11,550     15,245        700:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :        71:      -287         71          0          0          0         58          0          0        300          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.4       43.5        0.0        0.0        0.0        7.1        0.0        0.0       41.0       54.1        2.5:      0.0       0.0
Old  :     100.0:      49.4       43.5        0.0        0.0        0.0        7.1        0.0        0.0       41.0       54.1        2.5:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:         9          7          0          0          0          .          0          0          5          6          .:
Old  :        25:         9          7          0          0          0          .          0          0          5          6          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.4       64.9       82.4       88.5       56.7       64.6       81.7       85.1
Old  :                 57.4       64.9       82.4       88.5       56.7       64.6       81.7       85.1
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, May 23, 2017                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :100 MWh of renewable energy certificates                                                                                :
     :          :    Positions                                                                                                           :
All  :    18,545:     9,250     11,738          0          0          0        550          0          0      8,645      6,707        100:        0         0
Old  :    18,545:     9,250     11,738          0          0          0        550          0          0      8,645      6,707        100:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :      -200:         0       -200          0          0          0          0          0          0       -200          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.9       63.3        0.0        0.0        0.0        3.0        0.0        0.0       46.6       36.2        0.5:      0.0       0.0
Old  :     100.0:      49.9       63.3        0.0        0.0        0.0        3.0        0.0        0.0       46.6       36.2        0.5:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         7          5          0          0          0          .          0          0          6          4          .:
Old  :        23:         7          5          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  :                 61.1       72.6       84.1       96.0       61.1       72.1       84.1       95.4
Old  :                 61.1       72.6       84.1       96.0       61.1       72.1       84.1       95.4
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, May 23, 2017                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1,000 RGGI CO2 Allowances                                                                                               :
     :          :    Positions                                                                                                           :
All  :    20,852:    20,030     17,296          0      1,851          0          0          0          0        760      1,648         52:       10         5
Old  :    20,852:    20,030     17,296          0      1,851          0          0          0          0        760      1,648         52:       10         5
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :        13:       114        -31          0         25          0          0          0          0       -100         16         -1:        0         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      96.1       82.9        0.0        8.9        0.0        0.0        0.0        0.0        3.6        7.9        0.3:      0.0       0.0
Old  :     100.0:      96.1       82.9        0.0        8.9        0.0        0.0        0.0        0.0        3.6        7.9        0.3:      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  :        23:        12          9          0          .          0          0          0          0          .          4          .:
Old  :        23:        12          9          0          .          0          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  :                 79.4       73.6       95.1       91.7       79.4       64.5       89.5       82.3
Old  :                 79.4       73.6       95.1       91.7       79.4       64.5       89.5       82.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 26, 2017