COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, March 14, 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  :   274,706:   141,400     16,197     31,390     83,317    216,451    256,107    264,038:    18,599     10,668
Old  :   206,802:   127,125     17,192     19,325     44,256    163,074    190,706    199,591:    16,096      7,211
Other:    67,904:    25,841     10,571        499     39,061     53,377     65,401     64,447:     2,503      3,457
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :     1,349:    -1,907       -443      4,729     -1,694     -3,613      1,128        673:       221        676
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.5        5.9       11.4       30.3       78.8       93.2       96.1:       6.8        3.9
Old  :     100.0:      61.5        8.3        9.3       21.4       78.9       92.2       96.5:       7.8        3.5
Other:     100.0:      38.1       15.6        0.7       57.5       78.6       96.3       94.9:       3.7        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:       157         53         76         56         64        251        165:
Old  :       294:       157         49         57         44         60        228        143:
Other:       155:        50         30          7         39         52         91         88:
     :----------------------------------------------------------------------------------------------------
     :             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       42.3       17.9       52.3       10.8       41.6       17.6       51.1
Old  :                  9.6       49.7       18.0       59.8        9.6       49.3       17.9       59.2
Other:                 28.2       27.2       44.1       46.7       27.9       26.9       43.8       45.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, March 14, 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  :    10,763:     3,980      1,145        523      4,528      7,423      9,031      9,091:     1,732      1,672
Old  :    10,759:     3,980      1,144        523      4,528      7,421      9,031      9,088:     1,728      1,671
Other:         4:         0          1          0          0          2          0          3:         4          1
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :       402:       270       -187         39       -142        520        167        372:       235         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0       10.6        4.9       42.1       69.0       83.9       84.5:      16.1       15.5
Old  :     100.0:      37.0       10.6        4.9       42.1       69.0       83.9       84.5:      16.1       15.5
Other:     100.0:       0.0       25.0        0.0        0.0       50.0        0.0       75.0:     100.0       25.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        25         12         12         19         12         48         33:
Old  :        63:        25         12         12         19         12         48         33:
Other:         2:         0          1          0          0          1          0          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.7       53.0       43.0       66.5       28.0       51.8       40.2       63.3
Old  :                 28.7       53.1       43.0       66.5       28.0       51.8       40.3       63.3
Other:                  0.0       75.0        0.0       75.0        0.0       75.0        0.0       75.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, March 14, 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  :   284,966:    73,996     93,463     40,344    151,358    139,734    265,698    273,541:    19,268     11,425
Old  :   226,303:    75,416     89,099     31,248    102,997     96,087    209,661    216,434:    16,642      9,869
Other:    58,663:     4,126      9,910      3,550     48,361     43,647     56,037     57,107:     2,626      1,556
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :    -7,060:       775     -4,271        827     -7,951     -3,780     -6,349     -7,224:      -711        164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       32.8       14.2       53.1       49.0       93.2       96.0:       6.8        4.0
Old  :     100.0:      33.3       39.4       13.8       45.5       42.5       92.6       95.6:       7.4        4.4
Other:     100.0:       7.0       16.9        6.1       82.4       74.4       95.5       97.3:       4.5        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        94         74         64         59         40        187        157:
Old  :       248:       105         69         56         57         37        185        145:
Other:        84:        12         29          7         35         23         53         53:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.4       20.0       30.9       32.2       17.3       14.3       25.6       23.9
Old  :                 16.7       20.1       26.7       32.4       15.6       16.5       25.0       28.6
Other:                 45.0       41.9       64.2       61.7       40.7       26.5       52.4       39.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, March 14, 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  :   769,600:   220,065     76,789    112,581    366,762    517,166    699,408    706,536:    70,192     63,064
Old  :   769,600:   220,065     76,789    112,581    366,762    517,166    699,408    706,536:    70,192     63,064
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :     4,010:       542     23,742        381      2,982    -20,319      3,905      3,804:       105        206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       10.0       14.6       47.7       67.2       90.9       91.8:       9.1        8.2
Old  :     100.0:      28.6       10.0       14.6       47.7       67.2       90.9       91.8:       9.1        8.2
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  :       230:        79         53         73         76         71        193        166:
Old  :       230:        79         53         73         76         71        193        166:
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  :                 12.4       25.3       21.9       37.8       11.9       21.9       18.9       30.0
Old  :                 12.4       25.3       21.9       37.8       11.9       21.9       18.9       30.0
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, March 14, 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  :   183,783:    59,850     37,457     24,172     89,654    114,471    173,676    176,100:    10,107      7,683
Old  :   155,192:    59,188     39,524     15,264     71,847     93,535    146,299    148,323:     8,893      6,869
Other:    28,591:     7,684      4,955      1,886     17,807     20,936     27,377     27,777:     1,214        814
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :     8,613:     1,360      4,049      3,494      3,099        770      7,953      8,313:       660        300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       20.4       13.2       48.8       62.3       94.5       95.8:       5.5        4.2
Old  :     100.0:      38.1       25.5        9.8       46.3       60.3       94.3       95.6:       5.7        4.4
Other:     100.0:      26.9       17.3        6.6       62.3       73.2       95.8       97.2:       4.2        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       408:       137         98        103        136        113        335        269:
Old  :       405:       142         99         92        130        106        320        257:
Other:       179:        37         29         20         87         66        136        105:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.3       16.5       22.4       27.8       10.5       15.1       19.1       24.2
Old  :                 13.0       16.4       24.7       28.0       12.1       15.0       22.0       24.9
Other:                 29.1       28.0       43.0       43.2       26.5       27.9       35.6       41.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, March 14, 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  :    74,452:    54,704      6,961      1,094      9,364     63,678     65,162     71,733:     9,290      2,719
Old  :    74,452:    54,704      6,961      1,094      9,364     63,678     65,162     71,733:     9,290      2,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :    -9,059:    -2,836        472       -860     -4,161     -8,333     -7,857     -8,721:    -1,202       -338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.5        9.3        1.5       12.6       85.5       87.5       96.3:      12.5        3.7
Old  :     100.0:      73.5        9.3        1.5       12.6       85.5       87.5       96.3:      12.5        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  :       145:       105         24          8         10          8        118         39:
Old  :       145:       105         24          8         10          8        118         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  :                 28.3       85.9       46.0       89.9       27.5       85.9       44.1       89.2
Old  :                 28.3       85.9       46.0       89.9       27.5       85.9       44.1       89.2
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, March 14, 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  :   627,340:   141,401    166,071     25,436    429,202    409,786    596,039    601,293:    31,301     26,047
Old  :   627,340:   141,401    166,071     25,436    429,202    409,786    596,039    601,293:    31,301     26,047
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :    19,643:    -6,530      5,818      3,043     23,427      6,129     19,940     14,990:      -297      4,653
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       26.5        4.1       68.4       65.3       95.0       95.8:       5.0        4.2
Old  :     100.0:      22.5       26.5        4.1       68.4       65.3       95.0       95.8:       5.0        4.2
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  :       344:        80         65         32        143        121        238        204:
Old  :       344:        80         65         32        143        121        238        204:
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  :                 19.8       25.3       29.2       36.5       16.6       22.9       25.5       33.8
Old  :                 19.8       25.3       29.2       36.5       16.6       22.9       25.5       33.8
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, March 14, 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  :   321,927:    56,979     17,837      5,009    250,134    298,612    312,122    321,458:     9,805        469
Old  :   321,927:    56,979     17,837      5,009    250,134    298,612    312,122    321,458:     9,805        469
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :    30,059:     1,596      3,462      2,640     25,619     27,100     29,855     33,202:       204     -3,143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        5.5        1.6       77.7       92.8       97.0       99.9:       3.0        0.1
Old  :     100.0:      17.7        5.5        1.6       77.7       92.8       97.0       99.9:       3.0        0.1
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  :       136:        31         10         12         72         58        107         79:
Old  :       136:        31         10         12         72         58        107         79:
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  :                 29.6       47.2       44.3       69.1       28.6       41.0       41.7       60.3
Old  :                 29.6       47.2       44.3       69.1       28.6       41.0       41.7       60.3
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, March 14, 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  :   944,736:   257,099     70,358     19,439    633,640    838,885    910,178    928,682:    34,558     16,054
Old  :   944,736:   257,099     70,358     19,439    633,640    838,885    910,178    928,682:    34,558     16,054
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2017                        :
     :    42,712:    -2,130     -1,803      5,479     33,693     36,361     37,042     40,037:     5,670      2,675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        7.4        2.1       67.1       88.8       96.3       98.3:       3.7        1.7
Old  :     100.0:      27.2        7.4        2.1       67.1       88.8       96.3       98.3:       3.7        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  :       320:       120         35         33        136         88        270        144:
Old  :       320:       120         35         33        136         88        270        144:
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  :                 20.9       48.1       32.6       68.5       19.5       46.8       30.4       64.8
Old  :                 20.9       48.1       32.6       68.5       19.5       46.8       30.4       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 17, 2017