COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, May 16, 2017                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   264,211:   136,728     26,709     22,984     86,746    202,044    246,458    251,737:    17,753     12,474
Old  :   128,234:    88,310     22,022      2,057     27,006     97,839    117,373    121,918:    10,861      6,316
Other:   135,977:    66,141     22,410      3,204     59,740    104,205    129,085    129,819:     6,892      6,158
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2017                          :
     :     6,387:     7,124      1,041       -879        327      8,781      6,572      8,943:      -185     -2,556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.7       10.1        8.7       32.8       76.5       93.3       95.3:       6.7        4.7
Old  :     100.0:      68.9       17.2        1.6       21.1       76.3       91.5       95.1:       8.5        4.9
Other:     100.0:      48.6       16.5        2.4       43.9       76.6       94.9       95.5:       5.1        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       313:       154         65         60         59         65        243        169:
Old  :       269:       126         65         12         31         51        162        123:
Other:       224:        95         46         17         52         58        156        115:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       43.0       20.1       53.7       12.8       40.8       20.0       51.0
Old  :                 14.0       56.9       24.8       65.5       14.0       56.9       24.8       65.2
Other:                 19.8       35.0       30.8       50.2       19.6       32.3       30.5       47.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, May 16, 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  :    11,049:     3,216      1,803        321      5,578      7,370      9,115      9,494:     1,934      1,555
Old  :    10,430:     3,135      1,802        321      5,165      6,790      8,621      8,913:     1,809      1,517
Other:       619:        81          1          0        413        580        494        581:       125         38
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2017                          :
     :       431:       159        325         22        169        -37        350        310:        81        121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       16.3        2.9       50.5       66.7       82.5       85.9:      17.5       14.1
Old  :     100.0:      30.1       17.3        3.1       49.5       65.1       82.7       85.5:      17.3       14.5
Other:     100.0:      13.1        0.2        0.0       66.7       93.7       79.8       93.9:      20.2        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        22         11          9         23         12         48         30:
Old  :        62:        22         11          9         23         12         48         30:
Other:        16:         5          1          0          6          4         11          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       53.6       36.7       72.0       20.7       52.7       32.6       66.5
Old  :                 23.6       56.8       37.5       71.7       22.3       55.8       35.9       69.3
Other:                 63.2       93.7       76.3       93.9       63.2       93.7       76.3       93.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, May 16, 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  :   292,663:    66,758     92,434     48,276    160,248    140,152    275,282    280,862:    17,381     11,801
Old  :   201,116:    74,486     87,695     23,923     89,399     80,692    187,808    192,310:    13,308      8,806
Other:    91,547:     9,191     21,658      7,434     70,849     59,460     87,474     88,552:     4,073      2,995
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2017                          :
     :   -10,309:    -6,704    -11,775        529     -2,495        699     -8,670    -10,547:    -1,639        238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       31.6       16.5       54.8       47.9       94.1       96.0:       5.9        4.0
Old  :     100.0:      37.0       43.6       11.9       44.5       40.1       93.4       95.6:       6.6        4.4
Other:     100.0:      10.0       23.7        8.1       77.4       65.0       95.6       96.7:       4.4        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:        85         81         69         60         45        190        166:
Old  :       248:        93         81         47         54         39        172        145:
Other:       121:        34         29         13         48         27         84         69:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       21.0       32.3       30.4       13.5       12.0       21.9       20.2
Old  :                 20.8       18.3       32.5       30.8       14.7       13.9       24.0       25.8
Other:                 32.9       33.3       53.4       51.3       27.3       22.8       40.4       35.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, May 16, 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  :   792,922:   220,319    176,987    111,307    393,514    430,364    725,140    718,658:    67,782     74,264
Old  :   792,922:   220,319    176,987    111,307    393,514    430,364    725,140    718,658:    67,782     74,264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2017                          :
     :    15,014:    -3,463      8,153      9,087      6,446     -1,201     12,070     16,039:     2,944     -1,025
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       22.3       14.0       49.6       54.3       91.5       90.6:       8.5        9.4
Old  :     100.0:      27.8       22.3       14.0       49.6       54.3       91.5       90.6:       8.5        9.4
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  :       246:        83         57         76         82         72        195        183:
Old  :       246:        83         57         76         82         72        195        183:
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  :                 13.3       21.8       21.4       32.0        9.9       18.2       17.0       26.8
Old  :                 13.3       21.8       21.4       32.0        9.9       18.2       17.0       26.8
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 16, 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  :   211,577:    52,578     54,791     39,204    109,294    108,353    201,076    202,348:    10,501      9,229
Old  :   146,173:    49,285     56,433     21,287     67,246     60,326    137,818    138,046:     8,355      8,127
Other:    65,404:    14,898      9,963      6,312     42,048     48,027     63,258     64,302:     2,146      1,102
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2017                          :
     :     3,754:      -503        602      3,823       -152       -881      3,168      3,544:       586        210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       25.9       18.5       51.7       51.2       95.0       95.6:       5.0        4.4
Old  :     100.0:      33.7       38.6       14.6       46.0       41.3       94.3       94.4:       5.7        5.6
Other:     100.0:      22.8       15.2        9.7       64.3       73.4       96.7       98.3:       3.3        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       409:       117        121        105        141        117        321        294:
Old  :       401:       118        125         71        131         96        289        254:
Other:       234:        61         41         32        110         73        189        131:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.6       14.0       21.9       24.9        9.2       11.5       15.9       20.1
Old  :                 14.1       16.2       24.7       28.8       12.9       15.9       21.3       26.2
Other:                 22.0       27.0       36.2       40.8       17.6       20.0       25.9       32.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, May 16, 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  :    78,050:    51,495     17,220      2,382     15,403     55,803     69,280     75,405:     8,770      2,645
Old  :    78,050:    51,495     17,220      2,382     15,403     55,803     69,280     75,405:     8,770      2,645
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2017                          :
     :     3,246:     2,777      4,251       -261      1,582         13      4,098      4,003:      -852       -757
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.0       22.1        3.1       19.7       71.5       88.8       96.6:      11.2        3.4
Old  :     100.0:      66.0       22.1        3.1       19.7       71.5       88.8       96.6:      11.2        3.4
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  :       145:        84         40         18         13          8        109         58:
Old  :       145:        84         40         18         13          8        109         58:
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  :                 29.8       79.2       48.6       83.4       28.3       78.6       47.0       82.4
Old  :                 29.8       79.2       48.6       83.4       28.3       78.6       47.0       82.4
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 16, 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  :   574,376:   139,424    183,363     13,241    390,068    354,269    542,733    550,873:    31,643     23,503
Old  :   574,376:   139,424    183,363     13,241    390,068    354,269    542,733    550,873:    31,643     23,503
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2017                          :
     :    -4,839:    -4,932     -1,092        610       -736     -6,748     -5,058     -7,230:       219      2,391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       31.9        2.3       67.9       61.7       94.5       95.9:       5.5        4.1
Old  :     100.0:      24.3       31.9        2.3       67.9       61.7       94.5       95.9:       5.5        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  :       329:        82         54         31        120        116        214        189:
Old  :       329:        82         54         31        120        116        214        189:
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  :                 21.4       27.4       32.4       41.1       20.0       27.4       30.4       41.0
Old  :                 21.4       27.4       32.4       41.1       20.0       27.4       30.4       41.0
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 16, 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  :   297,056:    54,877      8,408      2,582    231,211    281,183    288,670    292,173:     8,386      4,883
Old  :   297,056:    54,877      8,408      2,582    231,211    281,183    288,670    292,173:     8,386      4,883
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2017                          :
     :     4,158:       772      1,675       -372      4,605      2,180      5,005      3,483:      -847        675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5        2.8        0.9       77.8       94.7       97.2       98.4:       2.8        1.6
Old  :     100.0:      18.5        2.8        0.9       77.8       94.7       97.2       98.4:       2.8        1.6
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  :       147:        38          8          7         73         55        111         70:
Old  :       147:        38          8          7         73         55        111         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  :                 33.4       51.7       46.7       72.4       32.3       51.7       45.3       71.8
Old  :                 33.4       51.7       46.7       72.4       32.3       51.7       45.3       71.8
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 16, 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  :   957,928:   289,966    105,000     12,580    627,808    833,328    930,354    950,908:    27,574      7,020
Old  :   957,928:   289,966    105,000     12,580    627,808    833,328    930,354    950,908:    27,574      7,020
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2017                          :
     :    14,966:     5,741      4,006         42      9,311     14,182     15,094     18,230:      -128     -3,264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3       11.0        1.3       65.5       87.0       97.1       99.3:       2.9        0.7
Old  :     100.0:      30.3       11.0        1.3       65.5       87.0       97.1       99.3:       2.9        0.7
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  :       353:       133         48         28        135         88        281        151:
Old  :       353:       133         48         28        135         88        281        151:
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  :                 20.4       51.3       34.0       69.3       19.5       51.3       32.1       69.3
Old  :                 20.4       51.3       34.0       69.3       19.5       51.3       32.1       69.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 19, 2017