COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, November 22, 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  :   251,793:   125,357     22,545     16,458     91,455    204,521    233,270    243,524:    18,523      8,269
Old  :   233,322:   124,974     22,005     13,842     76,715    189,694    215,531    225,541:    17,791      7,781
Other:    18,471:     2,811      2,968        188     14,740     14,827     17,739     17,983:       732        488
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    12,597:    21,806     -1,342       -502    -10,321     15,002     10,983     13,158:     1,614       -561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.8        9.0        6.5       36.3       81.2       92.6       96.7:       7.4        3.3
Old  :     100.0:      53.6        9.4        5.9       32.9       81.3       92.4       96.7:       7.6        3.3
Other:     100.0:      15.2       16.1        1.0       79.8       80.3       96.0       97.4:       4.0        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:       152         50         61         54         75        238        164:
Old  :       303:       152         51         59         48         72        231        158:
Other:        77:        12         16          4         25         33         40         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       39.7       20.4       52.3       12.4       35.8       19.7       46.9
Old  :                 12.6       42.8       20.7       54.3       12.5       42.1       20.4       53.5
Other:                 61.9       48.0       79.3       64.5       58.5       47.9       76.0       64.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, November 22, 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  :    15,866:     9,752      2,578        184      3,265     11,503     13,201     14,265:     2,665      1,601
Old  :    15,866:     9,752      2,578        184      3,265     11,503     13,201     14,265:     2,665      1,601
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :      -248:      -353        100         53        -82       -327       -382       -174:       134        -74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.5       16.2        1.2       20.6       72.5       83.2       89.9:      16.8       10.1
Old  :     100.0:      61.5       16.2        1.2       20.6       72.5       83.2       89.9:      16.8       10.1
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  :        77:        28         20          6         16         17         50         39:
Old  :        77:        28         20          6         16         17         50         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  :                 41.2       49.0       52.5       64.8       41.2       48.0       51.6       63.8
Old  :                 41.2       49.0       52.5       64.8       41.2       48.0       51.6       63.8
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 22, 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  :   242,224:    78,555     70,423     24,305    126,467    137,903    229,327    232,631:    12,897      9,593
Old  :   226,246:    79,479     70,140     22,439    112,171    124,647    214,089    217,226:    12,157      9,020
Other:    15,978:       628      1,835        314     14,296     13,256     15,238     15,405:       740        573
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     5,459:    -2,862      4,403      4,563      3,082     -2,711      4,783      6,255:       676       -796
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       29.1       10.0       52.2       56.9       94.7       96.0:       5.3        4.0
Old  :     100.0:      35.1       31.0        9.9       49.6       55.1       94.6       96.0:       5.4        4.0
Other:     100.0:       3.9       11.5        2.0       89.5       83.0       95.4       96.4:       4.6        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:        77         78         60         54         42        167        158:
Old  :       233:        80         79         55         53         42        164        155:
Other:        47:         7         11          3         19         20         28         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       27.5       36.3       38.1       23.6       22.5       32.8       32.0
Old  :                 22.8       28.8       34.7       39.7       22.2       24.8       32.4       34.6
Other:                 73.5       57.8       83.6       80.7       65.1       50.4       70.9       68.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, November 22, 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  :   819,282:   262,752     46,038    111,569    367,848    615,976    742,169    773,583:    77,113     45,699
Old  :   819,282:   262,752     46,038    111,569    367,848    615,976    742,169    773,583:    77,113     45,699
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :   -28,139:   -31,975      4,216      3,840      5,501    -40,814    -22,634    -32,758:    -5,505      4,619
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        5.6       13.6       44.9       75.2       90.6       94.4:       9.4        5.6
Old  :     100.0:      32.1        5.6       13.6       44.9       75.2       90.6       94.4:       9.4        5.6
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  :       229:        82         43         72         82         75        199        159:
Old  :       229:        82         43         72         82         75        199        159:
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  :                 12.8       29.7       20.9       45.1       12.3       25.0       18.7       37.5
Old  :                 12.8       29.7       20.9       45.1       12.3       25.0       18.7       37.5
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 22, 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  :   191,007:    71,125     13,981     24,700     83,503    146,308    179,328    184,989:    11,679      6,018
Old  :   175,348:    71,524     15,041     21,820     70,853    132,954    164,197    169,815:    11,151      5,533
Other:    15,659:     1,646        985        835     12,650     13,354     15,131     15,174:       528        485
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :   -13,823:    -3,212     -1,057     -4,748     -5,738     -7,711    -13,698    -13,516:      -125       -307
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2        7.3       12.9       43.7       76.6       93.9       96.8:       6.1        3.2
Old  :     100.0:      40.8        8.6       12.4       40.4       75.8       93.6       96.8:       6.4        3.2
Other:     100.0:      10.5        6.3        5.3       80.8       85.3       96.6       96.9:       3.4        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       368:       136         68         85        112        113        300        230:
Old  :       367:       138         70         81        109        112        293        228:
Other:       109:        18         13         11         50         51         76         69:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       21.4       21.3       33.5       12.3       18.4       20.5       28.0
Old  :                 13.5       21.7       23.2       33.3       13.4       19.3       22.3       29.0
Other:                 58.5       40.7       72.5       58.9       56.7       40.6       69.1       57.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, November 22, 2016                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    93,965:    72,226     19,037      2,800      9,539     68,678     84,565     90,515:     9,400      3,450
Old  :    93,965:    72,226     19,037      2,800      9,539     68,678     84,565     90,515:     9,400      3,450
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :    12,795:    11,476      6,715        103        237      6,136     11,816     12,954:       979       -159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.9       20.3        3.0       10.2       73.1       90.0       96.3:      10.0        3.7
Old  :     100.0:      76.9       20.3        3.0       10.2       73.1       90.0       96.3:      10.0        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  :       158:       114         29         12          8          9        128         46:
Old  :       158:       114         29         12          8          9        128         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       69.6       48.3       82.5       28.0       69.6       46.4       81.2
Old  :                 28.6       69.6       48.3       82.5       28.0       69.6       46.4       81.2
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 22, 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  :   352,668:    97,888     63,729      6,885    222,132    261,892    326,905    332,506:    25,763     20,162
Old  :   352,668:    97,888     63,729      6,885    222,132    261,892    326,905    332,506:    25,763     20,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     8,267:    12,874     -1,508      2,265     -8,071      6,421      7,068      7,178:     1,199      1,089
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       18.1        2.0       63.0       74.3       92.7       94.3:       7.3        5.7
Old  :     100.0:      27.8       18.1        2.0       63.0       74.3       92.7       94.3:       7.3        5.7
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  :       280:        63         44         15        107        104        176        157:
Old  :       280:        63         44         15        107        104        176        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  :                 20.1       23.8       31.9       37.5       19.5       23.8       30.2       37.4
Old  :                 20.1       23.8       31.9       37.5       19.5       23.8       30.2       37.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders - Futures Only, November 22, 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  :   226,822:    34,430     14,298      2,333    182,959    205,426    219,722    222,057:     7,100      4,765
Old  :   226,822:    34,430     14,298      2,333    182,959    205,426    219,722    222,057:     7,100      4,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :     5,707:     1,203      1,287       -655      5,517      4,443      6,065      5,075:      -358        632
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2        6.3        1.0       80.7       90.6       96.9       97.9:       3.1        2.1
Old  :     100.0:      15.2        6.3        1.0       80.7       90.6       96.9       97.9:       3.1        2.1
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  :       117:        14         13          5         61         56         78         71:
Old  :       117:        14         13          5         61         56         78         71:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       41.9       49.9       64.5       35.1       41.9       49.0       64.4
Old  :                 35.8       41.9       49.9       64.5       35.1       41.9       49.0       64.4
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 22, 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  :   833,382:   210,731     70,827     12,192    588,068    741,739    810,991    824,758:    22,391      8,624
Old  :   833,382:   210,731     70,827     12,192    588,068    741,739    810,991    824,758:    22,391      8,624
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2016                    :
     :   -11,944:   -13,153        865     -1,040      1,834     -4,496    -12,359     -4,671:       415     -7,273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        8.5        1.5       70.6       89.0       97.3       99.0:       2.7        1.0
Old  :     100.0:      25.3        8.5        1.5       70.6       89.0       97.3       99.0:       2.7        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:        98         39         25        137         84        247        136:
Old  :       306:        98         39         25        137         84        247        136:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       52.9       34.6       67.9       22.7       52.9       31.8       65.9
Old  :                 23.6       52.9       34.6       67.9       22.7       52.9       31.8       65.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 25, 2016