COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, May 23, 2017                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   246,477:   125,055     25,105     15,639     88,483    195,261    229,177    236,005:    17,300     10,472
Old  :   106,085:    67,688     13,481      2,330     25,982     85,363     96,000    101,174:    10,085      4,911
Other:   140,392:    67,351     21,608      3,325     62,501    109,898    133,177    134,831:     7,215      5,561
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2017                         :
     :   -17,734:   -11,673     -1,604     -7,345      1,737     -6,783    -17,281    -15,732:      -453     -2,002
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.7       10.2        6.3       35.9       79.2       93.0       95.8:       7.0        4.2
Old  :     100.0:      63.8       12.7        2.2       24.5       80.5       90.5       95.4:       9.5        4.6
Other:     100.0:      48.0       15.4        2.4       44.5       78.3       94.9       96.0:       5.1        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:       153         48         61         58         65        236        158:
Old  :       240:       121         44         18         31         50        156        108:
Other:       221:       104         38         19         50         56        161        109:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.0       45.2       21.7       56.3       13.9       42.9       21.6       53.2
Old  :                 15.7       62.7       28.0       70.9       15.7       62.7       27.9       70.9
Other:                 19.2       35.9       30.4       52.1       19.2       32.7       30.0       48.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, May 23, 2017                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    11,774:     3,061      2,543        401      6,172      7,024      9,634      9,968:     2,140      1,806
Old  :    10,964:     2,944      2,542        401      5,665      6,347      9,010      9,290:     1,954      1,674
Other:       810:       117          1          0        507        677        624        678:       186        132
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2017                         :
     :       725:      -155        740         80        594       -346        519        474:       206        251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       21.6        3.4       52.4       59.7       81.8       84.7:      18.2       15.3
Old  :     100.0:      26.9       23.2        3.7       51.7       57.9       82.2       84.7:      17.8       15.3
Other:     100.0:      14.4        0.1        0.0       62.6       83.6       77.0       83.7:      23.0       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        21         17         12         26         13         51         39:
Old  :        69:        21         17         12         26         13         51         39:
Other:        19:         6          1          0          8          4         14          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       48.0       32.5       66.4       18.1       47.0       29.1       62.4
Old  :                 21.1       51.6       33.0       66.8       20.8       50.6       32.3       65.5
Other:                 50.7       83.6       69.8       83.7       50.7       83.6       69.8       83.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, May 23, 2017                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   287,345:    63,523     82,927     43,489    164,132    148,405    271,144    274,821:    16,201     12,524
Old  :   192,963:    70,378     76,735     22,016     88,791     85,011    181,185    183,762:    11,778      9,201
Other:    94,382:     7,947     20,994      6,671     75,341     63,394     89,959     91,059:     4,423      3,323
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2017                         :
     :    -5,318:    -3,235     -9,507     -4,787      3,884      8,253     -4,138     -6,041:    -1,180        723
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       28.9       15.1       57.1       51.6       94.4       95.6:       5.6        4.4
Old  :     100.0:      36.5       39.8       11.4       46.0       44.1       93.9       95.2:       6.1        4.8
Other:     100.0:       8.4       22.2        7.1       79.8       67.2       95.3       96.5:       4.7        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       247:        82         78         72         60         46        189        164:
Old  :       241:        91         76         55         53         40        174        144:
Other:       117:        34         26         15         47         28         84         68:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       21.8       32.5       30.8       12.7       11.9       21.3       19.9
Old  :                 21.5       18.6       33.3       31.0       14.5       14.0       24.4       25.6
Other:                 30.4       33.9       49.8       51.2       25.1       23.4       39.3       36.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, May 23, 2017                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   798,742:   222,316    159,396    105,714    403,602    459,091    731,632    724,201:    67,110     74,541
Old  :   798,742:   222,316    159,396    105,714    403,602    459,091    731,632    724,201:    67,110     74,541
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2017                         :
     :     5,820:     1,997    -17,591     -5,593     10,088     28,727      6,492      5,543:      -672        277
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       20.0       13.2       50.5       57.5       91.6       90.7:       8.4        9.3
Old  :     100.0:      27.8       20.0       13.2       50.5       57.5       91.6       90.7:       8.4        9.3
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  :       242:        87         51         73         84         74        197        177:
Old  :       242:        87         51         73         84         74        197        177:
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  :                 14.2       22.7       22.4       32.6       10.0       17.6       17.2       26.3
Old  :                 14.2       22.7       22.4       32.6       10.0       17.6       17.2       26.3
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 - Futures Only, May 23, 2017                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   213,102:    53,624     58,569     37,650    110,423    107,918    201,697    204,137:    11,405      8,965
Old  :   145,460:    52,260     58,727     20,173     64,228     58,956    136,661    137,856:     8,799      7,604
Other:    67,642:    14,185     12,663      4,656     46,195     48,962     65,036     66,281:     2,606      1,361
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2017                         :
     :     1,525:     1,046      3,778     -1,554      1,129       -435        621      1,789:       904       -264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       27.5       17.7       51.8       50.6       94.6       95.8:       5.4        4.2
Old  :     100.0:      35.9       40.4       13.9       44.2       40.5       94.0       94.8:       6.0        5.2
Other:     100.0:      21.0       18.7        6.9       68.3       72.4       96.1       98.0:       3.9        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       412:       122        118        107        139        119        319        302:
Old  :       402:       120        124         67        121        102        275        262:
Other:       238:        60         45         32        111         76        190        138:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.6       14.1       21.6       24.8        9.2       11.5       15.8       20.3
Old  :                 14.1       16.1       25.4       28.8       13.2       16.0       21.8       26.4
Other:                 21.8       26.7       35.7       40.4       17.8       19.4       26.8       31.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, May 23, 2017                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    85,136:    54,832     23,508      2,718     18,483     55,785     76,033     82,011:     9,103      3,125
Old  :    85,136:    54,832     23,508      2,718     18,483     55,785     76,033     82,011:     9,103      3,125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2017                         :
     :     7,086:     3,337      6,288        336      3,080        -18      6,753      6,606:       333        480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.4       27.6        3.2       21.7       65.5       89.3       96.3:      10.7        3.7
Old  :     100.0:      64.4       27.6        3.2       21.7       65.5       89.3       96.3:      10.7        3.7
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  :       141:        80         40         17         14          8        103         59:
Old  :       141:        80         40         17         14          8        103         59:
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  :                 37.1       73.6       52.5       80.9       35.7       73.1       51.1       80.4
Old  :                 37.1       73.6       52.5       80.9       35.7       73.1       51.1       80.4
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 - Futures Only, May 23, 2017                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $50)                                                 :
     :          :                                                                            :
All  :   568,761:   124,801    197,302     11,424    404,030    335,835    540,255    544,561:    28,506     24,200
Old  :   568,761:   124,801    197,302     11,424    404,030    335,835    540,255    544,561:    28,506     24,200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2017                         :
     :    -5,615:   -14,623     13,939     -1,817     13,962    -18,434     -2,478     -6,312:    -3,137        697
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       34.7        2.0       71.0       59.0       95.0       95.7:       5.0        4.3
Old  :     100.0:      21.9       34.7        2.0       71.0       59.0       95.0       95.7:       5.0        4.3
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  :       330:        73         64         24        122        114        207        190:
Old  :       330:        73         64         24        122        114        207        190:
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  :                 21.2       26.9       32.4       41.1       19.8       26.9       30.5       41.0
Old  :                 21.2       26.9       32.4       41.1       19.8       26.9       30.5       41.0
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 - Futures Only, May 23, 2017                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   298,190:    56,373      6,954      2,443    230,797    284,300    289,613    293,697:     8,577      4,493
Old  :   298,190:    56,373      6,954      2,443    230,797    284,300    289,613    293,697:     8,577      4,493
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2017                         :
     :     1,134:     1,496     -1,454       -139       -414      3,117        943      1,524:       191       -390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9        2.3        0.8       77.4       95.3       97.1       98.5:       2.9        1.5
Old  :     100.0:      18.9        2.3        0.8       77.4       95.3       97.1       98.5:       2.9        1.5
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  :       146:        40          7          7         72         55        112         69:
Old  :       146:        40          7          7         72         55        112         69:
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  :                 33.6       52.4       47.1       73.1       32.4       52.3       45.2       72.5
Old  :                 33.6       52.4       47.1       73.1       32.4       52.3       45.2       72.5
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 - Futures Only, May 23, 2017                                                                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   950,428:   283,984     97,305     12,254    626,517    837,079    922,755    946,638:    27,673      3,790
Old  :   950,428:   283,984     97,305     12,254    626,517    837,079    922,755    946,638:    27,673      3,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2017                         :
     :    -7,500:    -5,982     -7,695       -326     -1,291      3,751     -7,599     -4,270:        99     -3,230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       10.2        1.3       65.9       88.1       97.1       99.6:       2.9        0.4
Old  :     100.0:      29.9       10.2        1.3       65.9       88.1       97.1       99.6:       2.9        0.4
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  :       348:       131         43         26        135         92        278        149:
Old  :       348:       131         43         26        135         92        278        149:
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  :                 20.7       51.3       33.8       69.3       19.7       51.3       31.9       69.3
Old  :                 20.7       51.3       33.8       69.3       19.7       51.3       31.9       69.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 26, 2017