COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, January 24, 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  :   264,328:   132,523     24,328     28,046     84,249    203,684    244,818    256,058:    19,510      8,270
Old  :   239,995:   129,480     23,417     24,154     68,151    185,354    221,785    232,925:    18,210      7,070
Other:    24,333:     6,518      4,386        417     16,098     18,330     23,033     23,133:     1,300      1,200
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :     2,572:    -2,223      1,513      3,637        519     -2,052      1,933      3,098:       639       -526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.1        9.2       10.6       31.9       77.1       92.6       96.9:       7.4        3.1
Old  :     100.0:      54.0        9.8       10.1       28.4       77.2       92.4       97.1:       7.6        2.9
Other:     100.0:      26.8       18.0        1.7       66.2       75.3       94.7       95.1:       5.3        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       305:       157         56         73         53         67        247        167:
Old  :       299:       156         58         70         46         64        236        162:
Other:       104:        26         20          6         28         38         55         63:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.7       42.3       18.9       52.0       10.7       39.9       17.8       48.7
Old  :                 11.3       46.2       19.2       55.0       10.2       45.7       18.0       54.5
Other:                 40.2       44.7       61.6       61.8       37.4       44.7       58.2       60.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, January 24, 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  :    11,850:     3,604      1,300        679      5,671      8,215      9,954     10,194:     1,896      1,656
Old  :    11,850:     3,604      1,300        679      5,671      8,215      9,954     10,194:     1,896      1,656
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :      -882:    -1,683       -222        150        726       -891       -807       -963:       -75         81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       11.0        5.7       47.9       69.3       84.0       86.0:      16.0       14.0
Old  :     100.0:      30.4       11.0        5.7       47.9       69.3       84.0       86.0:      16.0       14.0
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  :        69:        21         14         13         24         17         52         40:
Old  :        69:        21         14         13         24         17         52         40:
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  :                 30.7       54.5       45.8       65.2       30.2       53.8       44.5       62.9
Old  :                 30.7       54.5       45.8       65.2       30.2       53.8       44.5       62.9
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, January 24, 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  :   272,785:    66,112     69,449     43,532    146,883    148,846    256,527    261,827:    16,258     10,958
Old  :   240,172:    69,220     68,279     39,211    117,018    122,551    225,449    230,041:    14,723     10,131
Other:    32,613:       488      4,766        725     29,865     26,295     31,078     31,786:     1,535        827
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :    -5,868:        26      4,193     -1,085     -5,194     -8,752     -6,253     -5,644:       385       -224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       25.5       16.0       53.8       54.6       94.0       96.0:       6.0        4.0
Old  :     100.0:      28.8       28.4       16.3       48.7       51.0       93.9       95.8:       6.1        4.2
Other:     100.0:       1.5       14.6        2.2       91.6       80.6       95.3       97.5:       4.7        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        82         84         71         56         42        183        161:
Old  :       242:        88         81         69         54         40        180        158:
Other:        57:         6         14          4         28         22         37         37:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       27.8       31.7       40.4       16.0       19.0       23.6       27.5
Old  :                 15.4       30.0       27.9       41.4       14.9       23.0       24.7       32.6
Other:                 65.4       50.9       76.7       73.9       56.2       40.4       64.9       56.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, January 24, 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  :   834,634:   231,324     34,232    121,632    402,020    636,794    754,976    792,658:    79,658     41,976
Old  :   834,634:   231,324     34,232    121,632    402,020    636,794    754,976    792,658:    79,658     41,976
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :     6,374:     2,953     -1,968      1,308      9,380     10,277     13,641      9,617:    -7,267     -3,243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7        4.1       14.6       48.2       76.3       90.5       95.0:       9.5        5.0
Old  :     100.0:      27.7        4.1       14.6       48.2       76.3       90.5       95.0:       9.5        5.0
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  :       239:        94         30         84         87         86        214        178:
Old  :       239:        94         30         84         87         86        214        178:
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  :                 12.2       26.1       21.0       41.0        9.6       24.0       15.5       33.1
Old  :                 12.2       26.1       21.0       41.0        9.6       24.0       15.5       33.1
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, January 24, 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  :   180,324:    54,570     18,325     29,493     86,465    125,757    170,528    173,575:     9,796      6,749
Old  :   161,787:    53,210     19,656     25,638     73,748    110,240    152,596    155,534:     9,191      6,253
Other:    18,537:     4,439      1,748        776     12,717     15,517     17,932     18,041:       605        496
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :       976:    -1,631     -6,680      2,650       -128      5,864        891      1,834:        85       -858
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3       10.2       16.4       47.9       69.7       94.6       96.3:       5.4        3.7
Old  :     100.0:      32.9       12.1       15.8       45.6       68.1       94.3       96.1:       5.7        3.9
Other:     100.0:      23.9        9.4        4.2       68.6       83.7       96.7       97.3:       3.3        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       381:       141         70        111        127        116        327        258:
Old  :       379:       146         73        104        124        113        319        251:
Other:       144:        25         24         14         75         55        109         85:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.5       19.2       20.6       30.4       10.8       15.4       18.5       25.2
Old  :                 12.8       18.9       22.6       29.9       12.0       14.8       20.6       24.7
Other:                 46.1       36.5       59.8       52.2       43.8       36.4       57.5       51.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, January 24, 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  :    74,838:    55,098      6,676      1,970      6,938     63,451     64,006     72,097:    10,832      2,741
Old  :    74,838:    55,098      6,676      1,970      6,938     63,451     64,006     72,097:    10,832      2,741
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :    -2,881:    -2,491     -1,791       -121         22       -623     -2,590     -2,535:      -291       -346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.6        8.9        2.6        9.3       84.8       85.5       96.3:      14.5        3.7
Old  :     100.0:      73.6        8.9        2.6        9.3       84.8       85.5       96.3:      14.5        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  :       148:       116         17          8         11          7        128         32:
Old  :       148:       116         17          8         11          7        128         32:
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  :                 28.9       87.5       44.7       91.4       28.1       87.5       43.1       90.3
Old  :                 28.9       87.5       44.7       91.4       28.1       87.5       43.1       90.3
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, January 24, 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  :   647,446:   190,221    114,813      8,938    419,993    502,689    619,152    626,440:    28,294     21,006
Old  :   647,446:   190,221    114,813      8,938    419,993    502,689    619,152    626,440:    28,294     21,006
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :    -4,679:     6,707     -1,307     -2,352    -11,827      1,841     -7,472     -1,818:     2,793     -2,861
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       17.7        1.4       64.9       77.6       95.6       96.8:       4.4        3.2
Old  :     100.0:      29.4       17.7        1.4       64.9       77.6       95.6       96.8:       4.4        3.2
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  :       345:        82         66         22        124        119        214        199:
Old  :       345:        82         66         22        124        119        214        199:
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  :                 21.7       36.8       33.9       48.3       20.9       36.8       31.2       48.2
Old  :                 21.7       36.8       33.9       48.3       20.9       36.8       31.2       48.2
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, January 24, 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  :   245,982:    51,157     15,811      1,877    184,161    223,917    237,195    241,605:     8,787      4,377
Old  :   245,982:    51,157     15,811      1,877    184,161    223,917    237,195    241,605:     8,787      4,377
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :     8,302:     1,085      1,538        103      6,962      6,991      8,150      8,632:       152       -330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        6.4        0.8       74.9       91.0       96.4       98.2:       3.6        1.8
Old  :     100.0:      20.8        6.4        0.8       74.9       91.0       96.4       98.2:       3.6        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        25         12          5         58         54         85         69:
Old  :       124:        25         12          5         58         54         85         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       44.9       51.4       66.2       37.4       44.8       50.5       65.9
Old  :                 38.2       44.9       51.4       66.2       37.4       44.8       50.5       65.9
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, January 24, 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  :   850,977:   235,844     70,227     13,862    579,506    757,971    829,212    842,060:    21,765      8,917
Old  :   850,977:   235,844     70,227     13,862    579,506    757,971    829,212    842,060:    21,765      8,917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2017                     :
     :    -4,457:     5,360        984      1,366    -12,081     -7,414     -5,355     -5,064:       898        607
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7        8.3        1.6       68.1       89.1       97.4       99.0:       2.6        1.0
Old  :     100.0:      27.7        8.3        1.6       68.1       89.1       97.4       99.0:       2.6        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:       100         40         22        134         86        242        140:
Old  :       302:       100         40         22        134         86        242        140:
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  :                 24.4       48.6       37.6       67.0       23.2       48.6       33.9       66.6
Old  :                 24.4       48.6       37.6       67.0       23.2       48.6       33.9       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 27, 2017