COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, July 18, 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  :   216,102:    74,998     50,522     19,368    110,212    133,921    204,578    203,811:    11,524     12,291
Old  :   208,056:    74,099     51,742     17,912    104,958    126,154    196,969    195,808:    11,087     12,248
Other:     8,046:     2,235        116        120      5,254      7,767      7,609      8,003:       437         43
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :     5,319:       786      5,688        596      4,004       -415      5,386      5,869:       -67       -550
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7       23.4        9.0       51.0       62.0       94.7       94.3:       5.3        5.7
Old  :     100.0:      35.6       24.9        8.6       50.4       60.6       94.7       94.1:       5.3        5.9
Other:     100.0:      27.8        1.4        1.5       65.3       96.5       94.6       99.5:       5.4        0.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:       103         78         62         63         58        200        172:
Old  :       269:       100         79         57         63         56        195        169:
Other:        48:        11          4          3         15         21         28         27:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.6       33.8       29.3       43.9       16.5       25.5       24.5       35.1
Old  :                 18.4       34.8       28.5       43.6       16.9       27.7       25.2       36.4
Other:                 64.8       70.3       75.9       87.3       64.2       68.4       75.1       85.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, July 18, 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  :    11,682:     1,901      5,502        242      7,262      3,905      9,405      9,649:     2,277      2,033
Old  :    10,076:     1,719      5,502        210      6,073      2,558      8,002      8,270:     2,074      1,806
Other:     1,606:       213         31          1      1,189      1,347      1,403      1,379:       203        227
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :       979:      -165      1,252         20        508       -528        363        744:       616        235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       47.1        2.1       62.2       33.4       80.5       82.6:      19.5       17.4
Old  :     100.0:      17.1       54.6        2.1       60.3       25.4       79.4       82.1:      20.6       17.9
Other:     100.0:      13.3        1.9        0.1       74.0       83.9       87.4       85.9:      12.6       14.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        17         18          8         23         13         41         38:
Old  :        63:        17         18          5         23          9         41         31:
Other:        24:         7          2          1          9          7         16         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.1       40.8       40.7       55.4       23.0       40.8       36.7       55.2
Old  :                 26.8       42.3       40.1       57.8       26.8       42.3       39.6       57.8
Other:                 56.5       81.1       73.8       85.7       56.5       78.8       73.8       83.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, July 18, 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  :   278,949:    58,752    105,029     46,310    150,388    112,172    255,450    263,511:    23,499     15,438
Old  :   130,182:    60,012     85,717      1,770     55,074     34,733    116,856    122,220:    13,326      7,962
Other:   148,767:    34,388     54,960      8,892     95,314     77,439    138,594    141,291:    10,173      7,476
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :     4,426:       737      4,063      2,505      1,212     -2,913      4,454      3,655:       -28        771
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       37.7       16.6       53.9       40.2       91.6       94.5:       8.4        5.5
Old  :     100.0:      46.1       65.8        1.4       42.3       26.7       89.8       93.9:      10.2        6.1
Other:     100.0:      23.1       36.9        6.0       64.1       52.1       93.2       95.0:       6.8        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        91         86         71         60         42        195        168:
Old  :       237:        90         83         16         45         24        146        112:
Other:       169:        51         52         23         54         34        120         98:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.1       17.6       30.4       29.7       13.1       11.7       21.5       20.2
Old  :                 24.1       23.5       37.9       40.4       22.4       23.5       35.7       40.2
Other:                 25.4       30.9       40.0       45.5       19.8       25.0       32.4       35.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, July 18, 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  :   772,209:   181,255    234,730     98,808    428,288    368,094    708,351    701,632:    63,858     70,577
Old  :   772,209:   181,255    234,730     98,808    428,288    368,094    708,351    701,632:    63,858     70,577
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :     9,998:       503     -2,057      7,249      3,393      7,100     11,145     12,292:    -1,147     -2,294
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       30.4       12.8       55.5       47.7       91.7       90.9:       8.3        9.1
Old  :     100.0:      23.5       30.4       12.8       55.5       47.7       91.7       90.9:       8.3        9.1
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  :       252:        76         66         67         84         70        191        179:
Old  :       252:        76         66         67         84         70        191        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  :                 13.0       18.6       21.3       29.7       10.0       14.9       16.8       24.2
Old  :                 13.0       18.6       21.3       29.7       10.0       14.9       16.8       24.2
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, July 18, 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  :   223,173:    52,574     71,545     45,001    115,986     98,925    213,561    215,471:     9,612      7,702
Old  :   109,040:    57,532     68,959      4,253     41,587     30,339    103,372    103,551:     5,668      5,489
Other:   114,133:    26,257     33,801      9,533     74,399     68,586    110,189    111,920:     3,944      2,213
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :    -3,930:       260     -9,943     -2,518     -1,911      8,773     -4,169     -3,688:       239       -242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       32.1       20.2       52.0       44.3       95.7       96.5:       4.3        3.5
Old  :     100.0:      52.8       63.2        3.9       38.1       27.8       94.8       95.0:       5.2        5.0
Other:     100.0:      23.0       29.6        8.4       65.2       60.1       96.5       98.1:       3.5        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       433:       133        120        112        146        119        344        303:
Old  :       406:       142        106         22         93         85        243        205:
Other:       309:        79         79         51        128         86        240        186:
     :----------------------------------------------------------------------------------------------------
     :             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       16.0       24.4       26.7        9.1       10.6       15.0       18.8
Old  :                 19.1       20.4       31.1       36.6       19.1       20.2       30.4       36.1
Other:                 21.8       28.0       31.4       39.9       16.0       22.9       23.6       32.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, July 18, 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  :    53,086:    28,513     26,461      2,186     13,224     20,235     43,923     48,882:     9,163      4,204
Old  :    53,086:    28,513     26,461      2,186     13,224     20,235     43,923     48,882:     9,163      4,204
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :        38:    -1,115       -827       -382        -56          1     -1,553     -1,208:     1,591      1,246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.7       49.8        4.1       24.9       38.1       82.7       92.1:      17.3        7.9
Old  :     100.0:      53.7       49.8        4.1       24.9       38.1       82.7       92.1:      17.3        7.9
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  :       136:        70         50         13         10          7         89         63:
Old  :       136:        70         50         13         10          7         89         63:
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  :                 34.1       57.2       49.3       69.2       32.1       57.2       47.1       68.8
Old  :                 34.1       57.2       49.3       69.2       32.1       57.2       47.1       68.8
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, July 18, 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  :   561,763:   154,269    184,291     11,769    368,756    346,125    534,794    542,185:    26,969     19,578
Old  :   561,763:   154,269    184,291     11,769    368,756    346,125    534,794    542,185:    26,969     19,578
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :    -9,361:     5,112     -2,391       -500    -12,590     -5,389     -7,978     -8,280:    -1,383     -1,081
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       32.8        2.1       65.6       61.6       95.2       96.5:       4.8        3.5
Old  :     100.0:      27.5       32.8        2.1       65.6       61.6       95.2       96.5:       4.8        3.5
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  :       308:        67         54         28        114        115        189        189:
Old  :       308:        67         54         28        114        115        189        189:
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  :                 21.3       23.0       33.7       37.5       18.9       23.0       30.5       37.3
Old  :                 21.3       23.0       33.7       37.5       18.9       23.0       30.5       37.3
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, July 18, 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  :   325,307:    38,741     28,740     13,618    264,922    277,560    317,281    319,918:     8,026      5,389
Old  :   325,307:    38,741     28,740     13,618    264,922    277,560    317,281    319,918:     8,026      5,389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :     5,743:     1,126      1,496       -419      5,380      4,708      6,087      5,785:      -344        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9        8.8        4.2       81.4       85.3       97.5       98.3:       2.5        1.7
Old  :     100.0:      11.9        8.8        4.2       81.4       85.3       97.5       98.3:       2.5        1.7
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  :       153:        37         10          8         77         56        116         72:
Old  :       153:        37         10          8         77         56        116         72:
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  :                 33.1       47.3       47.5       69.1       32.9       46.9       45.4       68.6
Old  :                 33.1       47.3       47.5       69.1       32.9       46.9       45.4       68.6
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, July 18, 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  : 1,054,084:   304,065     75,690     30,823    695,353    940,430  1,030,241  1,046,943:    23,843      7,141
Old  : 1,054,084:   304,065     75,690     30,823    695,353    940,430  1,030,241  1,046,943:    23,843      7,141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 11, 2017                        :
     :    22,199:    15,642     -7,535        433      6,725     27,999     22,800     20,897:      -601      1,302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8        7.2        2.9       66.0       89.2       97.7       99.3:       2.3        0.7
Old  :     100.0:      28.8        7.2        2.9       66.0       89.2       97.7       99.3:       2.3        0.7
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  :       359:       139         41         26        141         94        291        150:
Old  :       359:       139         41         26        141         94        291        150:
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  :                 22.5       51.9       33.5       68.5       21.6       51.9       31.0       68.5
Old  :                 22.5       51.9       33.5       68.5       21.6       51.9       31.0       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 21, 2017