COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, April 18, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   239,278:   110,272     20,627     25,316     84,921    180,523    220,509    226,466:    18,769     12,812
Old  :   137,086:    81,822     23,572      6,585     35,619     99,711    124,026    129,868:    13,060      7,218
Other:   102,192:    46,078     14,683      1,103     49,302     80,812     96,483     96,598:     5,709      5,594
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2017                       :
     :   -11,710:      -458     -1,947     -6,749     -4,633       -330    -11,840     -9,026:       130     -2,684
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.1        8.6       10.6       35.5       75.4       92.2       94.6:       7.8        5.4
Old  :     100.0:      59.7       17.2        4.8       26.0       72.7       90.5       94.7:       9.5        5.3
Other:     100.0:      45.1       14.4        1.1       48.2       79.1       94.4       94.5:       5.6        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:       146         61         65         58         63        236        165:
Old  :       276:       138         60         28         40         56        187        135:
Other:       183:        74         35         12         50         53        129         96:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9       40.1       20.9       50.2       12.9       38.3       20.3       47.8
Old  :                 13.6       48.1       22.6       60.2       13.4       47.1       22.4       58.4
Other:                 22.4       33.9       36.5       51.0       22.1       32.2       36.3       48.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, April 18, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    11,585:     3,445      1,430        474      6,022      8,379      9,941     10,283:     1,644      1,302
Old  :    11,349:     3,441      1,431        473      5,824      8,169      9,738     10,073:     1,611      1,276
Other:       236:         5          0          0        198        210        203        210:        33         26
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2017                       :
     :       575:       150         34        -14        597        573        733        593:      -158        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       12.3        4.1       52.0       72.3       85.8       88.8:      14.2       11.2
Old  :     100.0:      30.3       12.6        4.2       51.3       72.0       85.8       88.8:      14.2       11.2
Other:     100.0:       2.1        0.0        0.0       83.9       89.0       86.0       89.0:      14.0       11.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        22         12         14         26         15         53         37:
Old  :        64:        22         12         14         26         15         53         37:
Other:         9:         2          0          0          5          2          7          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  :                 27.5       51.2       42.6       72.6       27.5       49.9       41.7       64.8
Old  :                 27.8       52.3       43.2       72.3       27.8       50.9       42.3       65.5
Other:                 81.8       89.0       86.0       89.0       81.8       89.0       86.0       89.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, April 18, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   278,286:    67,158     88,863     36,453    156,076    143,290    259,687    268,606:    18,599      9,680
Old  :   204,477:    69,013     84,058     23,581     96,274     88,829    188,868    196,468:    15,609      8,009
Other:    73,809:     5,332     11,992      5,685     59,802     54,461     70,819     72,138:     2,990      1,671
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2017                       :
     :       769:     6,932     13,886     -5,953     -1,323     -6,825       -344      1,108:     1,113       -339
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       31.9       13.1       56.1       51.5       93.3       96.5:       6.7        3.5
Old  :     100.0:      33.8       41.1       11.5       47.1       43.4       92.4       96.1:       7.6        3.9
Other:     100.0:       7.2       16.2        7.7       81.0       73.8       95.9       97.7:       4.1        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        98         89         59         63         39        191        166:
Old  :       265:       105         87         44         59         33        182        147:
Other:        99:        20         33         11         41         25         69         62:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.9       21.1       33.2       31.5       15.9       12.7       23.3       21.3
Old  :                 19.6       17.4       30.5       30.3       13.1       14.1       22.5       26.0
Other:                 42.3       40.4       60.1       57.8       42.2       27.9       52.7       42.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, April 18, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   790,120:   233,385    141,665     90,858    404,416    487,227    728,659    719,750:    61,461     70,370
Old  :   790,120:   233,385    141,665     90,858    404,416    487,227    728,659    719,750:    61,461     70,370
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2017                       :
     :   -11,416:    -7,105      5,302     -8,920      6,416     -7,403     -9,609    -11,021:    -1,807       -395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       17.9       11.5       51.2       61.7       92.2       91.1:       7.8        8.9
Old  :     100.0:      29.5       17.9       11.5       51.2       61.7       92.2       91.1:       7.8        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:        84         57         74         85         77        202        185:
Old  :       248:        84         57         74         85         77        202        185:
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  :                 11.3       21.1       20.4       33.4       10.2       17.8       17.3       25.0
Old  :                 11.3       21.1       20.4       33.4       10.2       17.8       17.3       25.0
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, April 18, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   192,352:    63,183     45,289     23,604     95,525    115,571    182,312    184,464:    10,040      7,888
Old  :   147,281:    60,220     47,268     11,635     67,242     81,696    139,097    140,599:     8,184      6,682
Other:    45,071:    11,155      6,213      3,777     28,283     33,875     43,215     43,865:     1,856      1,206
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2017                       :
     :   -11,997:      -513     -3,223     -6,016     -5,001     -2,884    -11,530    -12,123:      -467        126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       23.5       12.3       49.7       60.1       94.8       95.9:       5.2        4.1
Old  :     100.0:      40.9       32.1        7.9       45.7       55.5       94.4       95.5:       5.6        4.5
Other:     100.0:      24.7       13.8        8.4       62.8       75.2       95.9       97.3:       4.1        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       391:       132         95         96        127        110        311        262:
Old  :       387:       139         93         71        121        101        292        237:
Other:       200:        47         36         26         92         70        157        117:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       14.9       21.4       26.9        9.8       13.3       17.8       22.5
Old  :                 13.1       16.6       24.6       27.7       12.3       14.7       22.0       24.0
Other:                 24.4       24.3       39.5       40.7       23.4       21.4       32.0       35.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, April 18, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    66,658:    46,766      3,329      2,153      9,926     58,731     58,845     64,213:     7,813      2,445
Old  :    66,658:    46,766      3,329      2,153      9,926     58,731     58,845     64,213:     7,813      2,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2017                       :
     :    -4,837:    -2,329     -1,431        394        180     -1,101     -1,755     -2,138:    -3,082     -2,699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.2        5.0        3.2       14.9       88.1       88.3       96.3:      11.7        3.7
Old  :     100.0:      70.2        5.0        3.2       14.9       88.1       88.3       96.3:      11.7        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  :       128:        87         24         17         12          6        107         42:
Old  :       128:        87         24         17         12          6        107         42:
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  :                 31.3       88.5       46.1       90.6       29.9       88.2       44.8       89.7
Old  :                 31.3       88.5       46.1       90.6       29.9       88.2       44.8       89.7
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, April 18, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $50)                                                 :
     :          :                                                                            :
All  :   573,882:   135,785    207,997     10,533    403,492    337,378    549,810    555,908:    24,072     17,974
Old  :   573,882:   135,785    207,997     10,533    403,492    337,378    549,810    555,908:    24,072     17,974
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2017                       :
     :    -7,097:    -4,027      9,796     -3,621      1,220     -8,786     -6,428     -2,611:      -669     -4,486
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       36.2        1.8       70.3       58.8       95.8       96.9:       4.2        3.1
Old  :     100.0:      23.7       36.2        1.8       70.3       58.8       95.8       96.9:       4.2        3.1
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  :       338:        73         75         21        123        107        205        194:
Old  :       338:        73         75         21        123        107        205        194:
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  :                 21.5       26.4       33.1       39.3       19.8       26.4       31.1       39.2
Old  :                 21.5       26.4       33.1       39.3       19.8       26.4       31.1       39.2
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, April 18, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :   283,606:    56,720      7,896      2,733    215,974    269,145    275,427    279,774:     8,179      3,832
Old  :   283,606:    56,720      7,896      2,733    215,974    269,145    275,427    279,774:     8,179      3,832
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2017                       :
     :       136:    -2,510       -617         36      3,086        415        612       -166:      -476        302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        2.8        1.0       76.2       94.9       97.1       98.6:       2.9        1.4
Old  :     100.0:      20.0        2.8        1.0       76.2       94.9       97.1       98.6:       2.9        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        34         10          9         73         51        107         70:
Old  :       141:        34         10          9         73         51        107         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       52.0       46.8       75.0       33.6       51.9       46.1       74.5
Old  :                 34.3       52.0       46.8       75.0       33.6       51.9       46.1       74.5
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, April 18, 2017                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI Emerging Markets Index x $50)                                        :
     :          :                                                                            :
All  :   924,029:   290,956     88,370     12,680    594,921    815,312    898,557    916,362:    25,472      7,667
Old  :   924,029:   290,956     88,370     12,680    594,921    815,312    898,557    916,362:    25,472      7,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 11, 2017                       :
     :     2,347:       541     10,122        427        750     -9,101      1,718      1,448:       629        899
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5        9.6        1.4       64.4       88.2       97.2       99.2:       2.8        0.8
Old  :     100.0:      31.5        9.6        1.4       64.4       88.2       97.2       99.2:       2.8        0.8
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  :       334:       133         39         26        131         82        274        137:
Old  :       334:       133         39         26        131         82        274        137:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       51.9       32.6       69.7       18.7       51.9       31.0       69.7
Old  :                 19.7       51.9       32.6       69.7       18.7       51.9       31.0       69.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 21, 2017