COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, July 25, 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  :   216,584:    75,574     48,643     19,504    110,709    135,150    205,787    203,297:    10,797     13,287
Old  :   208,251:    74,648     49,762     18,147    105,083    127,094    197,878    195,003:    10,373     13,248
Other:     8,333:     2,111         66        172      5,626      8,056      7,909      8,294:       424         39
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :       482:       576     -1,879        136        497      1,229      1,209       -514:      -727        996
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9       22.5        9.0       51.1       62.4       95.0       93.9:       5.0        6.1
Old  :     100.0:      35.8       23.9        8.7       50.5       61.0       95.0       93.6:       5.0        6.4
Other:     100.0:      25.3        0.8        2.1       67.5       96.7       94.9       99.5:       5.1        0.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:       103         76         63         60         61        194        174:
Old  :       264:       100         76         59         60         59        190        171:
Other:        47:        10          4          4         14         23         27         29:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       34.1       29.5       44.1       16.6       25.7       24.5       35.2
Old  :                 18.6       34.9       28.6       43.9       16.9       27.7       25.2       36.6
Other:                 62.6       69.1       75.6       87.5       62.0       67.2       74.8       85.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, July 25, 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  :    11,728:     2,019      5,993        311      7,330      3,621      9,660      9,925:     2,068      1,803
Old  :    10,052:     1,843      5,993        279      6,061      2,182      8,183      8,454:     1,869      1,598
Other:     1,676:       206         30          2      1,269      1,439      1,477      1,471:       199        205
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :        46:       118        491         69         68       -284        255        276:      -209       -230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       51.1        2.7       62.5       30.9       82.4       84.6:      17.6       15.4
Old  :     100.0:      18.3       59.6        2.8       60.3       21.7       81.4       84.1:      18.6       15.9
Other:     100.0:      12.3        1.8        0.1       75.7       85.9       88.1       87.8:      11.9       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        18         20         10         24         13         44         41:
Old  :        66:        18         20          7         24         10         44         35:
Other:        26:         8          2          2         10          8         18         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.9       40.1       41.3       54.8       22.6       39.8       36.1       54.5
Old  :                 28.5       40.8       40.8       56.6       28.5       40.5       39.9       56.3
Other:                 58.7       83.6       75.1       87.5       58.7       81.4       75.1       85.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, July 25, 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  :   277,676:    53,787     94,621     45,927    156,742    122,719    256,456    263,267:    21,220     14,409
Old  :   115,858:    47,036     71,557      1,918     55,718     35,204    104,672    108,679:    11,186      7,179
Other:   161,818:    39,439     55,752     11,321    101,024     87,515    151,784    154,588:    10,034      7,230
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :    -1,273:    -4,965    -10,408       -383      6,354     10,547      1,006       -244:    -2,279     -1,029
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       34.1       16.5       56.4       44.2       92.4       94.8:       7.6        5.2
Old  :     100.0:      40.6       61.8        1.7       48.1       30.4       90.3       93.8:       9.7        6.2
Other:     100.0:      24.4       34.5        7.0       62.4       54.1       93.8       95.5:       6.2        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:        80         85         77         60         43        187        174:
Old  :       224:        79         82         14         46         23        134        110:
Other:       178:        54         59         28         55         33        126        107:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.5       18.5       30.1       29.7       13.1       11.3       21.3       19.2
Old  :                 25.4       24.7       40.8       40.8       23.9       24.7       38.4       40.6
Other:                 25.0       28.8       41.1       43.4       22.6       23.2       34.6       34.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, July 25, 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  :   771,060:   180,618    222,557    100,061    428,022    376,110    708,701    698,728:    62,359     72,332
Old  :   771,060:   180,618    222,557    100,061    428,022    376,110    708,701    698,728:    62,359     72,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :    -1,149:      -637    -12,173      1,253       -266      8,016        350     -2,904:    -1,499      1,755
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       28.9       13.0       55.5       48.8       91.9       90.6:       8.1        9.4
Old  :     100.0:      23.4       28.9       13.0       55.5       48.8       91.9       90.6:       8.1        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  :       248:        75         62         66         86         73        191        179:
Old  :       248:        75         62         66         86         73        191        179:
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  :                 13.7       18.5       22.1       29.6       10.5       15.5       17.6       24.3
Old  :                 13.7       18.5       22.1       29.6       10.5       15.5       17.6       24.3
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, July 25, 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  :   224,494:    49,215     63,149     48,702    117,306    104,837    215,223    216,688:     9,271      7,806
Old  :   103,022:    55,995     62,240      4,367     37,825     30,938     98,187     97,545:     4,835      5,477
Other:   121,472:    26,300     33,989     11,255     79,481     73,899    117,036    119,143:     4,436      2,329
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :     1,321:    -3,359     -8,396      3,701      1,320      5,912      1,662      1,217:      -341        104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       28.1       21.7       52.3       46.7       95.9       96.5:       4.1        3.5
Old  :     100.0:      54.4       60.4        4.2       36.7       30.0       95.3       94.7:       4.7        5.3
Other:     100.0:      21.7       28.0        9.3       65.4       60.8       96.3       98.1:       3.7        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       431:       119        129        119        145        119        337        315:
Old  :       400:       126        119         23         90         81        226        213:
Other:       314:        84         78         53        129         87        243        191:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.3       16.0       24.1       25.0        8.9        9.9       14.6       17.2
Old  :                 20.4       18.8       31.5       33.9       20.4       18.5       30.7       33.6
Other:                 21.5       25.8       32.7       38.8       15.5       20.8       23.7       29.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, July 25, 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  :    49,984:    25,829     28,334      1,831     13,876     16,676     41,536     46,841:     8,448      3,143
Old  :    49,984:    25,829     28,334      1,831     13,876     16,676     41,536     46,841:     8,448      3,143
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :    -3,102:    -2,684      1,873       -355        652     -3,559     -2,387     -2,041:      -715     -1,061
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.7       56.7        3.7       27.8       33.4       83.1       93.7:      16.9        6.3
Old  :     100.0:      51.7       56.7        3.7       27.8       33.4       83.1       93.7:      16.9        6.3
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  :       136:        70         50         11         10          7         87         63:
Old  :       136:        70         50         11         10          7         87         63:
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  :                 36.8       55.0       49.9       68.4       34.8       55.0       47.7       68.0
Old  :                 36.8       55.0       49.9       68.4       34.8       55.0       47.7       68.0
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, July 25, 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  :   571,474:   157,534    188,235     10,290    377,206    353,054    545,030    551,579:    26,444     19,895
Old  :   571,474:   157,534    188,235     10,290    377,206    353,054    545,030    551,579:    26,444     19,895
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :     9,711:     3,265      3,944     -1,479      8,450      6,929     10,236      9,394:      -525        317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       32.9        1.8       66.0       61.8       95.4       96.5:       4.6        3.5
Old  :     100.0:      27.6       32.9        1.8       66.0       61.8       95.4       96.5:       4.6        3.5
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  :       315:        72         58         21        114        115        194        186:
Old  :       315:        72         58         21        114        115        194        186:
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  :                 22.3       21.7       34.8       36.7       19.9       21.7       31.7       36.5
Old  :                 22.3       21.7       34.8       36.7       19.9       21.7       31.7       36.5
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, July 25, 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  :   324,596:    39,502     28,994     13,563    263,944    276,933    317,009    319,490:     7,587      5,106
Old  :   324,596:    39,502     28,994     13,563    263,944    276,933    317,009    319,490:     7,587      5,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :      -711:       761        254        -55       -978       -627       -272       -428:      -439       -283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        8.9        4.2       81.3       85.3       97.7       98.4:       2.3        1.6
Old  :     100.0:      12.2        8.9        4.2       81.3       85.3       97.7       98.4:       2.3        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  :       154:        34         11          8         81         56        117         73:
Old  :       154:        34         11          8         81         56        117         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  :                 32.3       47.8       46.9       69.8       32.2       47.4       44.6       69.2
Old  :                 32.3       47.8       46.9       69.8       32.2       47.4       44.6       69.2
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, July 25, 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  : 1,053,066:   303,832     72,391     31,156    693,573    939,393  1,028,561  1,042,940:    24,505     10,126
Old  : 1,053,066:   303,832     72,391     31,156    693,573    939,393  1,028,561  1,042,940:    24,505     10,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2017                        :
     :    -1,018:      -233     -3,299        333     -1,780     -1,037     -1,680     -4,003:       662      2,985
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9        6.9        3.0       65.9       89.2       97.7       99.0:       2.3        1.0
Old  :     100.0:      28.9        6.9        3.0       65.9       89.2       97.7       99.0:       2.3        1.0
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  :       359:       135         42         27        143         93        291        149:
Old  :       359:       135         42         27        143         93        291        149:
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  :                 21.6       52.0       32.6       68.6       20.6       52.0       30.1       68.6
Old  :                 21.6       52.0       32.6       68.6       20.6       52.0       30.1       68.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 28, 2017