COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, November 08, 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  :   248,911:   104,721     28,857     23,482    102,787    187,651    230,990    239,990:    17,921      8,921
Old  :   232,304:   104,419     26,890     22,549     87,966    174,419    214,934    223,858:    17,370      8,446
Other:    16,607:     1,040      2,705        195     14,821     13,232     16,056     16,132:       551        475
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2016                     :
     :    -8,351:    -4,726     -5,056     -5,794      1,832      2,541     -8,688     -8,309:       337        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.1       11.6        9.4       41.3       75.4       92.8       96.4:       7.2        3.6
Old  :     100.0:      44.9       11.6        9.7       37.9       75.1       92.5       96.4:       7.5        3.6
Other:     100.0:       6.3       16.3        1.2       89.2       79.7       96.7       97.1:       3.3        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       297:       135         56         82         61         71        241        178:
Old  :       294:       134         56         81         60         69        239        173:
Other:        70:         9         16          4         21         31         32         49:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       36.5       22.2       46.9       12.8       30.8       19.6       40.0
Old  :                 13.2       39.1       20.9       48.6       13.1       36.8       20.3       44.8
Other:                 74.6       48.4       84.5       65.7       71.0       48.4       80.8       65.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, November 08, 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  :    17,002:    10,312      2,714        133      3,830     12,418     14,275     15,265:     2,727      1,737
Old  :    17,002:    10,312      2,714        133      3,830     12,418     14,275     15,265:     2,727      1,737
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2016                     :
     :       342:       179        -28        125         82        395        386        492:       -44       -150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.7       16.0        0.8       22.5       73.0       84.0       89.8:      16.0       10.2
Old  :     100.0:      60.7       16.0        0.8       22.5       73.0       84.0       89.8:      16.0       10.2
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  :        77:        31         19          4         15         17         49         39:
Old  :        77:        31         19          4         15         17         49         39:
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  :                 39.5       47.4       51.7       62.6       37.9       45.7       49.3       60.8
Old  :                 39.5       47.4       51.7       62.6       37.9       45.7       49.3       60.8
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 - Futures Only, November 08, 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  :   239,219:    83,089     59,512     21,346    120,798    147,116    225,233    227,974:    13,986     11,245
Old  :   224,147:    83,249     59,272     20,422    107,161    133,773    210,832    213,467:    13,315     10,680
Other:    15,072:       654      1,054        110     13,637     13,343     14,401     14,507:       671        565
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2016                     :
     :   -20,862:    -5,989      5,096    -16,333        138     -9,466    -22,184    -20,703:     1,322       -159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7       24.9        8.9       50.5       61.5       94.2       95.3:       5.8        4.7
Old  :     100.0:      37.1       26.4        9.1       47.8       59.7       94.1       95.2:       5.9        4.8
Other:     100.0:       4.3        7.0        0.7       90.5       88.5       95.5       96.3:       4.5        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        75         76         60         59         48        175        155:
Old  :       229:        78         77         56         57         48        171        153:
Other:        44:         7          8          3         20         18         30         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.6       28.9       36.2       41.0       26.0       24.6       34.2       33.7
Old  :                 24.9       30.2       34.5       40.4       24.3       26.7       33.0       36.1
Other:                 77.0       62.9       85.6       79.7       68.6       60.5       73.6       70.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, November 08, 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  :   845,628:   308,701     38,611    103,304    347,064    666,320    759,069    808,235:    86,559     37,393
Old  :   845,628:   308,701     38,611    103,304    347,064    666,320    759,069    808,235:    86,559     37,393
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2016                     :
     :       702:   -11,628     -5,111      1,126      7,140      7,209     -3,362      3,224:     4,064     -2,522
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.5        4.6       12.2       41.0       78.8       89.8       95.6:      10.2        4.4
Old  :     100.0:      36.5        4.6       12.2       41.0       78.8       89.8       95.6:      10.2        4.4
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  :       234:       100         31         65         79         79        201        157:
Old  :       234:       100         31         65         79         79        201        157:
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  :                 14.1       32.2       22.0       48.5       13.4       28.0       19.6       42.2
Old  :                 14.1       32.2       22.0       48.5       13.4       28.0       19.6       42.2
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, November 08, 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  :   224,538:    84,500     19,397     37,571     90,343    159,975    212,414    216,943:    12,124      7,595
Old  :   210,562:    84,744     20,237     34,937     79,151    147,987    198,832    203,161:    11,730      7,401
Other:    13,976:     1,454        858        936     11,192     11,988     13,582     13,782:       394        194
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2016                     :
     :     7,265:     2,827      2,129     -3,120      7,378      8,271      7,085      7,280:       180        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6        8.6       16.7       40.2       71.2       94.6       96.6:       5.4        3.4
Old  :     100.0:      40.2        9.6       16.6       37.6       70.3       94.4       96.5:       5.6        3.5
Other:     100.0:      10.4        6.1        6.7       80.1       85.8       97.2       98.6:       2.8        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       410:       168         71        110        127        120        352        260:
Old  :       410:       169         74        108        126        117        350        256:
Other:       115:        18         15          8         53         53         78         70:
     :----------------------------------------------------------------------------------------------------
     :             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       19.2       19.4       31.1       10.7       15.6       18.3       24.4
Old  :                 11.6       19.0       20.5       31.2       11.4       15.8       19.5       25.5
Other:                 55.2       42.6       71.4       61.8       53.8       42.4       67.7       57.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, November 08, 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  :    85,931:    65,523     13,227      3,065      8,675     67,458     77,263     83,750:     8,668      2,181
Old  :    85,931:    65,523     13,227      3,065      8,675     67,458     77,263     83,750:     8,668      2,181
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2016                     :
     :       192:    -1,658        376       -619      1,836        496       -441        253:       633        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.3       15.4        3.6       10.1       78.5       89.9       97.5:      10.1        2.5
Old  :     100.0:      76.3       15.4        3.6       10.1       78.5       89.9       97.5:      10.1        2.5
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  :       139:       103         21         10          7          9        116         37:
Old  :       139:       103         21         10          7          9        116         37:
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  :                 34.6       79.2       52.4       88.1       34.0       79.2       51.3       87.2
Old  :                 34.6       79.2       52.4       88.1       34.0       79.2       51.3       87.2
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, November 08, 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  :   315,708:    52,477     71,476      4,978    239,327    223,837    296,782    300,291:    18,926     15,417
Old  :   315,708:    52,477     71,476      4,978    239,327    223,837    296,782    300,291:    18,926     15,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2016                     :
     :   -12,482:    -9,636      1,854     -2,673      1,657     -7,705    -10,652     -8,524:    -1,830     -3,958
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       22.6        1.6       75.8       70.9       94.0       95.1:       6.0        4.9
Old  :     100.0:      16.6       22.6        1.6       75.8       70.9       94.0       95.1:       6.0        4.9
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  :       257:        47         50         18         96        100        151        160:
Old  :       257:        47         50         18         96        100        151        160:
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  :                 30.1       28.8       40.8       38.1       27.3       28.8       37.0       38.0
Old  :                 30.1       28.8       40.8       38.1       27.3       28.8       37.0       38.0
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, November 08, 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  :   222,093:    32,814     11,947      2,836    177,899    203,476    213,549    218,259:     8,544      3,834
Old  :   222,093:    32,814     11,947      2,836    177,899    203,476    213,549    218,259:     8,544      3,834
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2016                     :
     :       894:    -4,637      1,042        222      5,404       -385        989        879:       -95         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8        5.4        1.3       80.1       91.6       96.2       98.3:       3.8        1.7
Old  :     100.0:      14.8        5.4        1.3       80.1       91.6       96.2       98.3:       3.8        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  :       113:        14         11          5         61         53         76         68:
Old  :       113:        14         11          5         61         53         76         68:
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       42.2       49.0       65.7       33.9       42.2       47.9       65.7
Old  :                 34.9       42.2       49.0       65.7       33.9       42.2       47.9       65.7
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 - Futures Only, November 08, 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  :   859,292:   275,115     48,742     12,828    551,293    784,286    839,236    845,856:    20,056     13,436
Old  :   859,292:   275,115     48,742     12,828    551,293    784,286    839,236    845,856:    20,056     13,436
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2016                     :
     :   -22,238:    -7,910     -5,575       -296    -11,159    -20,858    -19,365    -26,729:    -2,873      4,491
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0        5.7        1.5       64.2       91.3       97.7       98.4:       2.3        1.6
Old  :     100.0:      32.0        5.7        1.5       64.2       91.3       97.7       98.4:       2.3        1.6
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  :       304:       109         30         24        129         90        245        137:
Old  :       304:       109         30         24        129         90        245        137:
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  :                 20.1       56.6       30.6       70.7       18.9       56.5       27.7       69.1
Old  :                 20.1       56.6       30.6       70.7       18.9       56.5       27.7       69.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 11, 2016