COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, May 02, 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  :   260,058:   132,618     27,755     24,202     85,620    194,604    242,440    246,561:    17,618     13,497
Old  :   140,562:    94,967     31,082      1,653     33,020     99,876    129,640    132,611:    10,922      7,951
Other:   119,496:    58,163     17,185      2,037     52,600     94,728    112,800    113,950:     6,696      5,546
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :    12,175:     7,638      3,762        815      3,542      7,055     11,995     11,632:       180        543
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.0       10.7        9.3       32.9       74.8       93.2       94.8:       6.8        5.2
Old  :     100.0:      67.6       22.1        1.2       23.5       71.1       92.2       94.3:       7.8        5.7
Other:     100.0:      48.7       14.4        1.7       44.0       79.3       94.4       95.4:       5.6        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       308:       145         72         61         58         63        238        168:
Old  :       278:       131         66         12         36         52        171        126:
Other:       198:        83         37         17         48         53        138        104:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       42.9       20.2       53.5       12.7       41.0       20.1       51.5
Old  :                 14.1       53.6       24.2       63.3       14.1       52.9       24.0       62.7
Other:                 19.6       35.9       33.0       51.8       19.4       33.6       32.7       49.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, May 02, 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  :    10,541:     3,397      1,215        180      5,395      7,712      8,972      9,107:     1,569      1,434
Old  :    10,268:     3,381      1,219        176      5,195      7,467      8,752      8,862:     1,516      1,406
Other:       273:        20          0          0        200        245        220        245:        53         28
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :      -167:       137       -118        -59       -129        -14        -51       -191:      -116         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       11.5        1.7       51.2       73.2       85.1       86.4:      14.9       13.6
Old  :     100.0:      32.9       11.9        1.7       50.6       72.7       85.2       86.3:      14.8       13.7
Other:     100.0:       7.3        0.0        0.0       73.3       89.7       80.6       89.7:      19.4       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        25         10          9         24         10         52         26:
Old  :        62:        25         10          9         24         10         52         26:
Other:         9:         3          0          0          4          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  :                 27.6       59.7       42.7       76.4       24.0       58.1       37.1       69.9
Old  :                 28.0       61.3       43.0       76.1       24.8       59.6       38.7       71.7
Other:                 73.3       89.7       80.6       89.7       73.3       89.7       80.6       89.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, May 02, 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  :   307,188:    76,388    107,500     43,807    166,689    144,314    286,884    295,621:    20,304     11,567
Old  :   220,499:    82,705    100,647     22,980     98,144     87,246    203,829    210,873:    16,670      9,626
Other:    86,689:     5,613     18,783      8,897     68,545     57,068     83,055     84,748:     3,634      1,941
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :    13,040:     1,968      9,697      5,464      4,939     -2,805     12,371     12,356:       669        684
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       35.0       14.3       54.3       47.0       93.4       96.2:       6.6        3.8
Old  :     100.0:      37.5       45.6       10.4       44.5       39.6       92.4       95.6:       7.6        4.4
Other:     100.0:       6.5       21.7       10.3       79.1       65.8       95.8       97.8:       4.2        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:       104         82         65         62         40        199        165:
Old  :       266:       116         77         46         57         36        189        144:
Other:       112:        25         35         15         43         27         73         75:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.3       19.8       32.2       30.7       13.4       13.0       21.4       21.2
Old  :                 19.5       17.6       30.5       30.1       13.0       15.1       22.1       26.3
Other:                 34.7       37.2       57.0       53.1       30.6       21.4       41.2       33.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, May 02, 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  :   765,024:   219,074    152,488     94,153    391,711    443,352    704,938    689,993:    60,086     75,031
Old  :   765,024:   219,074    152,488     94,153    391,711    443,352    704,938    689,993:    60,086     75,031
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :   -10,893:    -3,601      8,672        263     -7,288    -24,186    -10,626    -15,251:      -267      4,358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       19.9       12.3       51.2       58.0       92.1       90.2:       7.9        9.8
Old  :     100.0:      28.6       19.9       12.3       51.2       58.0       92.1       90.2:       7.9        9.8
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  :       235:        81         52         60         82         70        188        162:
Old  :       235:        81         52         60         82         70        188        162:
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  :                 12.1       22.6       21.6       33.6       10.8       19.0       18.0       27.9
Old  :                 12.1       22.6       21.6       33.6       10.8       19.0       18.0       27.9
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, May 02, 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  :   206,724:    51,488     54,707     33,579    111,290    109,310    196,357    197,596:    10,367      9,128
Old  :   148,054:    49,861     56,216     18,998     70,719     64,617    139,578    139,831:     8,476      8,223
Other:    58,670:    11,806      8,670      4,402     40,571     44,693     56,779     57,765:     1,891        905
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :     6,233:    -1,276      3,057      2,803      4,684         74      6,211      5,934:        22        299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       26.5       16.2       53.8       52.9       95.0       95.6:       5.0        4.4
Old  :     100.0:      33.7       38.0       12.8       47.8       43.6       94.3       94.4:       5.7        5.6
Other:     100.0:      20.1       14.8        7.5       69.2       76.2       96.8       98.5:       3.2        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       414:       117        120         92        143        117        313        292:
Old  :       405:       125        116         65        134        101        286        259:
Other:       218:        49         41         31        102         73        171        129:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.4       13.3       22.8       23.5        9.3       11.7       16.4       19.2
Old  :                 15.5       15.1       26.1       25.5       12.1       14.3       19.5       22.7
Other:                 23.4       29.9       37.7       44.4       22.2       23.8       33.6       38.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, May 02, 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  :    73,868:    50,457     10,437      2,172     12,770     58,262     65,399     70,871:     8,469      2,997
Old  :    73,868:    50,457     10,437      2,172     12,770     58,262     65,399     70,871:     8,469      2,997
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :     3,659:       880      4,401        488      2,385     -1,144      3,753      3,745:       -94        -86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.3       14.1        2.9       17.3       78.9       88.5       95.9:      11.5        4.1
Old  :     100.0:      68.3       14.1        2.9       17.3       78.9       88.5       95.9:      11.5        4.1
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  :       147:       105         27         10         11          8        117         44:
Old  :       147:       105         27         10         11          8        117         44:
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  :                 26.7       83.4       41.7       87.7       26.2       82.5       40.1       86.3
Old  :                 26.7       83.4       41.7       87.7       26.2       82.5       40.1       86.3
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, May 02, 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  :   583,258:   156,472    168,625      8,859    385,215    384,788    550,546    562,272:    32,712     20,986
Old  :   583,258:   156,472    168,625      8,859    385,215    384,788    550,546    562,272:    32,712     20,986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :      -453:    -1,133    -19,327     -2,027     -4,495     19,787     -7,655     -1,567:     7,202      1,114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       28.9        1.5       66.0       66.0       94.4       96.4:       5.6        3.6
Old  :     100.0:      26.8       28.9        1.5       66.0       66.0       94.4       96.4:       5.6        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       328:        84         51         24        121        113        213        180:
Old  :       328:        84         51         24        121        113        213        180:
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  :                 20.2       27.9       31.3       40.9       18.6       27.9       29.3       40.7
Old  :                 20.2       27.9       31.3       40.9       18.6       27.9       29.3       40.7
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, May 02, 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  :   288,898:    50,461      7,686      2,869    226,495    274,521    279,825    285,076:     9,073      3,822
Old  :   288,898:    50,461      7,686      2,869    226,495    274,521    279,825    285,076:     9,073      3,822
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :     4,209:    -2,594     -2,393        228      5,835      6,847      3,469      4,682:       740       -473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5        2.7        1.0       78.4       95.0       96.9       98.7:       3.1        1.3
Old  :     100.0:      17.5        2.7        1.0       78.4       95.0       96.9       98.7:       3.1        1.3
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  :       144:        33         12          7         72         54        105         73:
Old  :       144:        33         12          7         72         54        105         73:
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  :                 34.0       52.4       46.2       74.0       33.1       52.3       45.2       73.5
Old  :                 34.0       52.4       46.2       74.0       33.1       52.3       45.2       73.5
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, May 02, 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  :   924,551:   285,099     91,609     13,053    597,159    810,158    895,311    914,820:    29,240      9,731
Old  :   924,551:   285,099     91,609     13,053    597,159    810,158    895,311    914,820:    29,240      9,731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2017                       :
     :     6,599:       547      6,321     -1,233      4,893      1,166      4,207      6,254:     2,392        345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8        9.9        1.4       64.6       87.6       96.8       98.9:       3.2        1.1
Old  :     100.0:      30.8        9.9        1.4       64.6       87.6       96.8       98.9:       3.2        1.1
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  :       340:       130         45         24        134         81        275        139:
Old  :       340:       130         45         24        134         81        275        139:
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  :                 19.6       52.2       33.1       69.7       18.6       52.2       31.3       69.6
Old  :                 19.6       52.2       33.1       69.7       18.6       52.2       31.3       69.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 5, 2017