COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, June 06, 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  :   234,798:   108,710     23,118     17,580     92,700    184,276    218,990    224,974:    15,808      9,824
Old  :    73,794:    47,617     10,427      1,456     17,823     58,278     66,896     70,161:     6,898      3,633
Other:   161,004:    70,806     22,404      6,411     74,877    125,998    152,094    154,813:     8,910      6,191
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2017                         :
     :    -6,695:    -6,748       -510        332      1,675     -5,788     -4,741     -5,966:    -1,954       -729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.3        9.8        7.5       39.5       78.5       93.3       95.8:       6.7        4.2
Old  :     100.0:      64.5       14.1        2.0       24.2       79.0       90.7       95.1:       9.3        4.9
Other:     100.0:      44.0       13.9        4.0       46.5       78.3       94.5       96.2:       5.5        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:       139         53         61         59         63        226        158:
Old  :       206:        96         41         11         35         41        135         89:
Other:       229:       105         46         31         49         56        165        125:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.7       43.4       23.3       54.8       15.3       40.5       22.4       50.6
Old  :                 16.7       61.4       27.5       68.4       16.7       61.4       27.4       68.4
Other:                 21.9       38.6       31.8       53.4       21.9       34.8       30.9       49.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, June 06, 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  :    12,320:     2,569      3,941        639      7,074      5,878     10,282     10,458:     2,038      1,862
Old  :    11,332:     2,427      3,940        638      6,377      5,008      9,442      9,586:     1,890      1,746
Other:       988:       143          2          0        697        870        840        872:       148        116
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2017                         :
     :       296:      -399        590        248        600       -674        449        164:      -153        132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       32.0        5.2       57.4       47.7       83.5       84.9:      16.5       15.1
Old  :     100.0:      21.4       34.8        5.6       56.3       44.2       83.3       84.6:      16.7       15.4
Other:     100.0:      14.5        0.2        0.0       70.5       88.1       85.0       88.3:      15.0       11.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        21         19         14         28         17         52         47:
Old  :        72:        21         19         14         26         16         50         46:
Other:        20:         5          2          0          9          5         14          7:
     :----------------------------------------------------------------------------------------------------
     :             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       40.3       34.7       58.8       17.4       40.2       29.2       56.1
Old  :                 22.3       43.2       34.0       60.7       21.4       43.2       32.7       60.7
Other:                 56.5       88.0       76.9       88.3       56.5       87.1       76.9       87.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, June 06, 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  :   271,462:    58,530     79,337     41,395    153,026    136,423    252,951    257,155:    18,511     14,307
Old  :   164,459:    66,398     72,782     12,367     72,502     68,721    151,267    153,870:    13,192     10,589
Other:   107,003:    12,803     27,226      8,357     80,524     67,702    101,684    103,285:     5,319      3,718
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2017                         :
     :   -17,481:    -5,116     -3,777     -1,368    -12,098    -14,475    -18,582    -19,620:     1,101      2,139
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       29.2       15.2       56.4       50.3       93.2       94.7:       6.8        5.3
Old  :     100.0:      40.4       44.3        7.5       44.1       41.8       92.0       93.6:       8.0        6.4
Other:     100.0:      12.0       25.4        7.8       75.3       63.3       95.0       96.5:       5.0        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        78         73         64         60         41        183        147:
Old  :       225:        86         68         40         53         33        162        123:
Other:       126:        38         31         17         48         28         93         71:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.7       22.7       29.9       33.0       13.6       15.4       22.5       23.7
Old  :                 19.6       23.5       32.5       36.1       19.2       20.6       30.5       32.9
Other:                 29.1       35.8       48.8       52.8       24.0       26.6       36.1       37.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, June 06, 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  :   842,105:   220,973    198,851    124,053    431,086    441,448    776,112    764,352:    65,993     77,753
Old  :   842,105:   220,973    198,851    124,053    431,086    441,448    776,112    764,352:    65,993     77,753
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2017                         :
     :    27,952:     2,757     29,700     20,703      7,594    -17,698     31,054     32,705:    -3,102     -4,753
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       23.6       14.7       51.2       52.4       92.2       90.8:       7.8        9.2
Old  :     100.0:      26.2       23.6       14.7       51.2       52.4       92.2       90.8:       7.8        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:        86         62         76         87         73        205        187:
Old  :       255:        86         62         76         87         73        205        187:
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  :                 14.2       21.4       22.4       31.2        9.0       15.5       15.4       23.1
Old  :                 14.2       21.4       22.4       31.2        9.0       15.5       15.4       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders - Futures Only, June 06, 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  :   224,297:    56,498     69,672     43,264    112,657    102,416    212,419    215,352:    11,878      8,945
Old  :   149,944:    56,075     66,732     23,020     61,472     52,691    140,567    142,443:     9,377      7,501
Other:    74,353:    15,262     17,779      5,405     51,185     49,725     71,852     72,909:     2,501      1,444
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2017                         :
     :     9,019:     1,672      7,966      5,346        707     -4,792      7,725      8,520:     1,294        499
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       31.1       19.3       50.2       45.7       94.7       96.0:       5.3        4.0
Old  :     100.0:      37.4       44.5       15.4       41.0       35.1       93.7       95.0:       6.3        5.0
Other:     100.0:      20.5       23.9        7.3       68.8       66.9       96.6       98.1:       3.4        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       435:       127        136        118        140        116        326        325:
Old  :       426:       126        139         81        121         96        284        283:
Other:       255:        58         58         37        118         76        204        148:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.3       12.4       21.0       23.0        8.7       10.4       15.6       18.7
Old  :                 14.1       16.2       25.0       28.2       12.6       15.0       21.3       25.7
Other:                 19.4       25.6       31.2       38.9       16.4       19.0       23.7       30.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, June 06, 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  :    87,243:    53,866     25,644      2,941     18,169     52,441     74,976     81,026:    12,267      6,217
Old  :    87,243:    53,866     25,644      2,941     18,169     52,441     74,976     81,026:    12,267      6,217
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2017                         :
     :     2,404:     2,461      1,944       -236        -22        540      2,203      2,248:       201        156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.7       29.4        3.4       20.8       60.1       85.9       92.9:      14.1        7.1
Old  :     100.0:      61.7       29.4        3.4       20.8       60.1       85.9       92.9:      14.1        7.1
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  :       139:        71         50         17         13          7         96         64:
Old  :       139:        71         50         17         13          7         96         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       69.7       54.0       75.4       37.2       69.4       52.5       75.0
Old  :                 38.6       69.7       54.0       75.4       37.2       69.4       52.5       75.0
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, June 06, 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  :   571,114:   140,555    176,231     12,508    387,333    358,359    540,396    547,098:    30,718     24,016
Old  :   571,114:   140,555    176,231     12,508    387,333    358,359    540,396    547,098:    30,718     24,016
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2017                         :
     :    -1,770:    20,073    -17,281       -253    -23,073     16,577     -3,253       -957:     1,483       -813
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       30.9        2.2       67.8       62.7       94.6       95.8:       5.4        4.2
Old  :     100.0:      24.6       30.9        2.2       67.8       62.7       94.6       95.8:       5.4        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       330:        77         58         24        124        117        210        190:
Old  :       330:        77         58         24        124        117        210        190:
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  :                 19.2       28.3       30.4       42.1       17.7       28.3       28.8       41.9
Old  :                 19.2       28.3       30.4       42.1       17.7       28.3       28.8       41.9
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, June 06, 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  :   306,466:    55,172      8,722      2,946    238,710    289,113    296,828    300,781:     9,638      5,685
Old  :   306,466:    55,172      8,722      2,946    238,710    289,113    296,828    300,781:     9,638      5,685
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2017                         :
     :    -3,195:      -764        393        424     -3,461     -4,189     -3,801     -3,372:       606        177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0        2.8        1.0       77.9       94.3       96.9       98.1:       3.1        1.9
Old  :     100.0:      18.0        2.8        1.0       77.9       94.3       96.9       98.1:       3.1        1.9
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  :       143:        35          9          7         76         54        112         69:
Old  :       143:        35          9          7         76         54        112         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.6       51.1       45.1       71.3       30.7       50.5       42.6       69.6
Old  :                 31.6       51.1       45.1       71.3       30.7       50.5       42.6       69.6
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, June 06, 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  :   986,884:   292,969     96,690     16,430    654,742    867,882    964,141    981,002:    22,743      5,882
Old  :   986,884:   292,969     96,690     16,430    654,742    867,882    964,141    981,002:    22,743      5,882
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2017                         :
     :    14,302:     4,597     -4,816      4,175      8,380     17,020     17,152     16,379:    -2,850     -2,077
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        9.8        1.7       66.3       87.9       97.7       99.4:       2.3        0.6
Old  :     100.0:      29.7        9.8        1.7       66.3       87.9       97.7       99.4:       2.3        0.6
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  :       362:       143         38         30        146         91        302        147:
Old  :       362:       143         38         30        146         91        302        147:
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  :                 19.1       51.8       31.0       69.4       18.0       50.6       29.2       68.2
Old  :                 19.1       51.8       31.0       69.4       18.0       50.6       29.2       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 9, 2017