COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, August 29, 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  :   224,967:    76,607     39,456     20,137    116,069    153,459    212,813    213,052:    12,154     11,915
Old  :   212,424:    76,079     41,481     17,755    106,999    141,462    200,833    200,698:    11,591     11,726
Other:    12,543:     2,688        135        222      9,070     11,997     11,980     12,354:       563        189
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2017                      :
     :    -1,134:     2,784     -7,133     -1,156     -3,089      8,366     -1,461         77:       327     -1,211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       17.5        9.0       51.6       68.2       94.6       94.7:       5.4        5.3
Old  :     100.0:      35.8       19.5        8.4       50.4       66.6       94.5       94.5:       5.5        5.5
Other:     100.0:      21.4        1.1        1.8       72.3       95.6       95.5       98.5:       4.5        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:        98         66         68         62         62        192        171:
Old  :       256:        97         67         64         61         60        186        169:
Other:        53:        10          6          4         16         24         28         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       37.9       27.6       48.5       15.0       29.8       23.2       39.5
Old  :                 17.0       39.7       26.1       48.2       14.9       33.2       23.6       41.5
Other:                 63.6       63.0       77.7       82.7       63.1       61.7       77.0       81.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, August 29, 2017                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    10,267:     1,788      5,287        222      5,964      3,327      7,974      8,836:     2,293      1,431
Old  :     7,951:     1,618      5,247         48      4,438      1,621      6,104      6,916:     1,847      1,035
Other:     2,316:       331        201         13      1,526      1,706      1,870      1,920:       446        396
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2017                      :
     :      -184:      -197        102         16         -6       -243       -187       -125:         3        -59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       51.5        2.2       58.1       32.4       77.7       86.1:      22.3       13.9
Old  :     100.0:      20.3       66.0        0.6       55.8       20.4       76.8       87.0:      23.2       13.0
Other:     100.0:      14.3        8.7        0.6       65.9       73.7       80.7       82.9:      19.3       17.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        20         15          7         25          9         47         29:
Old  :        63:        21         14          1         24          7         45         22:
Other:        34:         8          5          3         14          8         24         15:
     :----------------------------------------------------------------------------------------------------
     :             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       43.8       35.5       62.2       20.2       43.8       33.2       60.8
Old  :                 23.1       47.0       35.5       66.5       23.1       47.0       35.5       66.5
Other:                 47.1       70.7       59.8       79.7       47.1       68.8       59.5       77.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, August 29, 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  :   247,682:    59,879     97,288     36,942    133,518    104,195    230,339    238,425:    17,343      9,257
Old  :       253:         0          0          0        253        251        253        251:         0          2
Other:   247,429:    59,879     97,288     36,942    133,265    103,944    230,086    238,174:    17,343      9,255
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2017                      :
     :     5,909:     1,012     -1,202      2,213      2,468      4,700      5,693      5,711:       216        198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       39.3       14.9       53.9       42.1       93.0       96.3:       7.0        3.7
Old  :     100.0:       0.0        0.0        0.0      100.0       99.2      100.0       99.2:       0.0        0.8
Other:     100.0:      24.2       39.3       14.9       53.9       42.0       93.0       96.3:       7.0        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        93         73         57         61         46        188        151:
Old  :         5:         0          0          0          2          4          2          4:
Other:       249:        93         73         57         61         46        188        151:
     :----------------------------------------------------------------------------------------------------
     :             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       18.9       33.8       30.6       16.4       11.8       26.1       20.5
Old  :                100.0       99.2      100.0       99.2       66.4       65.6       66.4       65.6
Other:                 19.8       18.8       33.7       30.5       16.4       11.8       26.0       20.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, August 29, 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  :   835,201:   181,571    246,474    119,588    465,380    403,112    766,539    769,174:    68,662     66,027
Old  :   835,201:   181,571    246,474    119,588    465,380    403,112    766,539    769,174:    68,662     66,027
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2017                      :
     :    -5,413:    -2,336     -6,065     -6,041     -1,102     12,386     -9,479        280:     4,066     -5,693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       29.5       14.3       55.7       48.3       91.8       92.1:       8.2        7.9
Old  :     100.0:      21.7       29.5       14.3       55.7       48.3       91.8       92.1:       8.2        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:        73         60         73         88         78        198        186:
Old  :       248:        73         60         73         88         78        198        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  :                 14.7       18.7       23.0       29.2       10.6       14.2       17.3       22.8
Old  :                 14.7       18.7       23.0       29.2       10.6       14.2       17.3       22.8
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, August 29, 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  :   194,047:    42,976     60,710     32,372    108,303     93,498    183,651    186,580:    10,396      7,467
Old  :       424:         0          0          0        424        382        424        382:         0         42
Other:   193,623:    42,976     60,710     32,372    107,879     93,116    183,227    186,198:    10,396      7,425
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2017                      :
     :     8,688:       607      8,525      3,305      4,025     -3,134      7,937      8,696:       751         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       31.3       16.7       55.8       48.2       94.6       96.2:       5.4        3.8
Old  :     100.0:       0.0        0.0        0.0      100.0       90.1      100.0       90.1:       0.0        9.9
Other:     100.0:      22.2       31.4       16.7       55.7       48.1       94.6       96.2:       5.4        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       402:       124        114         99        132        102        310        275:
Old  :        11:         0          0          0          1         10          1         10:
Other:       401:       124        114         99        131        102        309        275:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       18.1       26.5       30.1       10.5       13.2       17.1       21.2
Old  :                100.0       84.9      100.0       89.4      100.0       84.9      100.0       89.4
Other:                 15.3       18.1       26.6       30.0       10.6       13.3       17.3       21.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, August 29, 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  :    58,082:    31,351     34,405      4,171     13,669     16,463     49,191     55,039:     8,891      3,043
Old  :    58,082:    31,351     34,405      4,171     13,669     16,463     49,191     55,039:     8,891      3,043
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2017                      :
     :     5,703:     4,023      5,641        497      1,396       -480      5,916      5,658:      -213         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.0       59.2        7.2       23.5       28.3       84.7       94.8:      15.3        5.2
Old  :     100.0:      54.0       59.2        7.2       23.5       28.3       84.7       94.8:      15.3        5.2
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  :       148:        77         54         17         10          8         94         74:
Old  :       148:        77         54         17         10          8         94         74:
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  :                 43.6       47.1       52.4       62.6       41.3       47.1       49.9       62.4
Old  :                 43.6       47.1       52.4       62.6       41.3       47.1       49.9       62.4
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, August 29, 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  :   555,924:   120,258    207,836      9,019    405,310    318,407    534,587    535,262:    21,337     20,662
Old  :   555,924:   120,258    207,836      9,019    405,310    318,407    534,587    535,262:    21,337     20,662
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2017                      :
     :    -9,467:   -11,593     -5,674     -2,108      3,648        692    -10,053     -7,090:       586     -2,377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       37.4        1.6       72.9       57.3       96.2       96.3:       3.8        3.7
Old  :     100.0:      21.6       37.4        1.6       72.9       57.3       96.2       96.3:       3.8        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:        57         67         21        113        114        179        193:
Old  :       306:        57         67         21        113        114        179        193:
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  :                 28.9       22.9       40.4       36.3       26.0       22.8       36.2       35.6
Old  :                 28.9       22.9       40.4       36.3       26.0       22.8       36.2       35.6
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, August 29, 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  :   342,907:    43,394     27,215     11,445    279,432    299,480    334,271    338,140:     8,636      4,767
Old  :   342,907:    43,394     27,215     11,445    279,432    299,480    334,271    338,140:     8,636      4,767
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2017                      :
     :    -2,359:       596      1,106       -514          2     -1,269         84       -677:    -2,443     -1,682
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7        7.9        3.3       81.5       87.3       97.5       98.6:       2.5        1.4
Old  :     100.0:      12.7        7.9        3.3       81.5       87.3       97.5       98.6:       2.5        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        34         10          6         79         55        113         71:
Old  :       150:        34         10          6         79         55        113         71:
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  :                 30.3       46.6       44.7       68.2       30.0       44.9       42.1       66.0
Old  :                 30.3       46.6       44.7       68.2       30.0       44.9       42.1       66.0
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, August 29, 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  : 1,142,634:   318,794    102,273     29,864    764,287    997,190  1,112,945  1,129,327:    29,689     13,307
Old  : 1,142,634:   318,794    102,273     29,864    764,287    997,190  1,112,945  1,129,327:    29,689     13,307
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2017                      :
     :    14,168:     4,300      2,381     -1,495     10,611     11,585     13,416     12,471:       752      1,697
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        9.0        2.6       66.9       87.3       97.4       98.8:       2.6        1.2
Old  :     100.0:      27.9        9.0        2.6       66.9       87.3       97.4       98.8:       2.6        1.2
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  :       364:       131         46         32        152         91        298        154:
Old  :       364:       131         46         32        152         91        298        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       48.6       29.6       65.1       18.0       47.3       27.5       62.8
Old  :                 19.7       48.6       29.6       65.1       18.0       47.3       27.5       62.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 1, 2017