COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   302,806:   127,084     11,556     50,563    105,861    232,353    283,509    294,473:    19,298      8,333
Old  :   277,786:   126,171     13,796     43,283     89,715    213,155    259,169    270,233:    18,617      7,553
Other:    25,020:     4,020        868      4,174     16,146     19,198     24,340     24,240:       680        780
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :     4,000:     1,247        384      1,976        627      2,866      3,850      5,226:       149     -1,227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.0        3.8       16.7       35.0       76.7       93.6       97.2:       6.4        2.8
Old  :     100.0:      45.4        5.0       15.6       32.3       76.7       93.3       97.3:       6.7        2.7
Other:     100.0:      16.1        3.5       16.7       64.5       76.7       97.3       96.9:       2.7        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       316:       155         51         77         71         83        267        177:
Old  :       312:       151         56         74         67         82        259        174:
Other:        82:        20         12         15         28         37         55         57:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       35.9       20.0       47.5       10.5       30.3       16.7       40.0
Old  :                 11.3       38.6       19.1       49.2       10.8       35.4       17.5       45.1
Other:                 45.4       41.7       64.2       59.6       38.7       41.6       53.7       51.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    18,872:     9,747      1,296      2,861      3,328     13,054     15,937     17,211:     2,936      1,661
Old  :    18,872:     9,747      1,296      2,861      3,328     13,054     15,937     17,211:     2,936      1,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :        -6:       -38        -67        168       -315         -6       -185         95:       179       -102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.6        6.9       15.2       17.6       69.2       84.4       91.2:      15.6        8.8
Old  :     100.0:      51.6        6.9       15.2       17.6       69.2       84.4       91.2:      15.6        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        33         19         14         15         21         56         49:
Old  :        81:        33         19         14         15         21         56         49:
Other:         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  :                 34.9       43.1       46.0       58.7       34.9       42.1       42.5       56.7
Old  :                 34.9       43.1       46.0       58.7       34.9       42.1       42.5       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   303,315:    71,470     69,155     64,016    154,530    159,544    290,016    292,715:    13,299     10,600
Old  :   285,841:    72,399     68,903     61,679    139,175    145,235    273,253    275,816:    12,588     10,024
Other:    17,475:       684      1,865        725     15,355     14,309     16,764     16,899:       711        576
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :     4,187:     1,620        263      2,790        150        407      4,559      3,459:      -372        729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       22.8       21.1       50.9       52.6       95.6       96.5:       4.4        3.5
Old  :     100.0:      25.3       24.1       21.6       48.7       50.8       95.6       96.5:       4.4        3.5
Other:     100.0:       3.9       10.7        4.1       87.9       81.9       95.9       96.7:       4.1        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        84         81         71         54         45        178        167:
Old  :       239:        87         82         70         53         45        177        166:
Other:        47:         8         10          6         19         20         31         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       25.8       37.6       34.9       19.5       15.1       26.6       22.7
Old  :                 24.5       26.7       35.6       36.0       18.3       16.6       26.2       24.3
Other:                 70.1       56.3       82.3       79.9       61.8       48.3       67.3       65.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  : 1,060,293:   237,922     28,552    270,849    468,864    710,423    977,635  1,009,824:    82,658     50,470
Old  : 1,060,293:   237,922     28,552    270,849    468,864    710,423    977,635  1,009,824:    82,658     50,470
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :     2,674:   -11,602     -7,010      7,750      6,573      1,800      2,721      2,540:       -47        134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4        2.7       25.5       44.2       67.0       92.2       95.2:       7.8        4.8
Old  :     100.0:      22.4        2.7       25.5       44.2       67.0       92.2       95.2:       7.8        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        90         42         83         88         86        215        179:
Old  :       236:        90         42         83         88         86        215        179:
Other:         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  :                 10.8       23.1       18.8       37.0        9.0       19.1       14.0       27.7
Old  :                 10.8       23.1       18.8       37.0        9.0       19.1       14.0       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   217,890:    63,463     13,734     44,764     97,460    153,047    205,688    211,545:    12,203      6,345
Old  :   201,249:    64,262     14,911     40,948     84,364    139,494    189,574    195,353:    11,676      5,896
Other:    16,641:     1,683      1,305      1,335     13,096     13,553     16,114     16,192:       527        449
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :    -1,812:    -7,793        523      1,017      4,935     -3,304     -1,841     -1,764:        29        -49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1        6.3       20.5       44.7       70.2       94.4       97.1:       5.6        2.9
Old  :     100.0:      31.9        7.4       20.3       41.9       69.3       94.2       97.1:       5.8        2.9
Other:     100.0:      10.1        7.8        8.0       78.7       81.4       96.8       97.3:       3.2        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       380:       140         82        118        124        118        329        264:
Old  :       380:       146         81        113        121        117        322        262:
Other:       116:        16         19         18         56         54         86         79:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.6       20.1       20.5       30.9       10.2       15.3       17.4       23.2
Old  :                 12.5       20.8       21.8       30.7       11.0       16.0       18.8       24.1
Other:                 56.0       38.4       68.3       55.1       54.0       37.9       65.7       53.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    93,202:    67,949     14,674      5,790      9,737     69,414     83,477     89,879:     9,726      3,324
Old  :    93,202:    67,949     14,674      5,790      9,737     69,414     83,477     89,879:     9,726      3,324
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :    -1,739:    -4,183     -4,456      2,405       -142        536     -1,920     -1,515:       180       -224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.9       15.7        6.2       10.4       74.5       89.6       96.4:      10.4        3.6
Old  :     100.0:      72.9       15.7        6.2       10.4       74.5       89.6       96.4:      10.4        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:       111         31         21          8          9        132         51:
Old  :       158:       111         31         21          8          9        132         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       70.8       45.2       83.5       27.9       70.0       42.7       80.6
Old  :                 28.5       70.8       45.2       83.5       27.9       70.0       42.7       80.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   356,806:    98,769     59,908      7,288    225,896    270,036    331,953    337,231:    24,853     19,575
Old  :   356,806:    98,769     59,908      7,288    225,896    270,036    331,953    337,231:    24,853     19,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :     3,160:       750     -4,027        -39      3,422      7,974      4,133      3,908:      -973       -748
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       16.8        2.0       63.3       75.7       93.0       94.5:       7.0        5.5
Old  :     100.0:      27.7       16.8        2.0       63.3       75.7       93.0       94.5:       7.0        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       277:        64         40         19        110        105        183        155:
Old  :       277:        64         40         19        110        105        183        155:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       24.6       32.4       39.4       19.2       24.6       29.9       39.4
Old  :                 19.9       24.6       32.4       39.4       19.2       24.6       29.9       39.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :   224,724:    34,547     11,875      2,282    181,169    206,503    217,998    220,660:     6,726      4,064
Old  :   224,724:    34,547     11,875      2,282    181,169    206,503    217,998    220,660:     6,726      4,064
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :    -2,098:       117     -2,423        -51     -1,790      1,077     -1,724     -1,397:      -374       -701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        5.3        1.0       80.6       91.9       97.0       98.2:       3.0        1.8
Old  :     100.0:      15.4        5.3        1.0       80.6       91.9       97.0       98.2:       3.0        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       121:        16         15          6         61         57         80         75:
Old  :       121:        16         15          6         61         57         80         75:
Other:         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  :                 35.2       43.9       49.9       66.7       34.6       43.9       49.0       66.7
Old  :                 35.2       43.9       49.9       66.7       34.6       43.9       49.0       66.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                                                        Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI Emerging Markets Index x $50)                                        :
     :          :                                                                            :
All  :   827,266:   207,541     63,133     12,383    586,188    743,456    806,112    818,972:    21,154      8,294
Old  :   827,266:   207,541     63,133     12,383    586,188    743,456    806,112    818,972:    21,154      8,294
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :    -6,116:    -3,190     -7,694        191     -1,880      1,717     -4,879     -5,786:    -1,237       -330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        7.6        1.5       70.9       89.9       97.4       99.0:       2.6        1.0
Old  :     100.0:      25.1        7.6        1.5       70.9       89.9       97.4       99.0:       2.6        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       303:        96         38         25        137         86        244        138:
Old  :       303:        96         38         25        137         86        244        138:
Other:         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  :                 23.6       53.2       34.7       68.1       22.7       52.7       31.8       65.6
Old  :                 23.6       53.2       34.7       68.1       22.7       52.7       31.8       65.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 2, 2016