COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  :   310,948:   134,932     16,122     54,240    101,942    230,435    291,115    300,797:    19,834     10,152
Old  :   279,481:   132,094     18,575     45,145     83,719    207,389    260,958    271,108:    18,524      8,373
Other:    31,467:     6,355      1,064      5,578     18,223     23,046     30,157     29,689:     1,310      1,778
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2017                     :
     :    -4,248:    -3,579      3,827       -202      1,302     -7,856     -2,480     -4,231:    -1,768        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.4        5.2       17.4       32.8       74.1       93.6       96.7:       6.4        3.3
Old  :     100.0:      47.3        6.6       16.2       30.0       74.2       93.4       97.0:       6.6        3.0
Other:     100.0:      20.2        3.4       17.7       57.9       73.2       95.8       94.3:       4.2        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       338:       178         54         96         71         77        293        193:
Old  :       332:       172         63         88         69         76        281        190:
Other:       111:        39         13         21         33         43         79         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       36.9       18.4       47.8        8.9       32.0       14.9       40.7
Old  :                  9.9       40.7       17.2       50.1        8.7       37.2       15.3       46.0
Other:                 31.4       38.3       51.1       58.0       25.5       38.3       39.5       47.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  :    16,964:     5,317      1,381      2,823      6,686     10,963     14,825     15,166:     2,139      1,798
Old  :    16,964:     5,317      1,381      2,823      6,686     10,963     14,825     15,166:     2,139      1,798
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2017                     :
     :       444:    -1,042        190        540        883        -15        381        714:        63       -271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        8.1       16.6       39.4       64.6       87.4       89.4:      12.6       10.6
Old  :     100.0:      31.3        8.1       16.6       39.4       64.6       87.4       89.4:      12.6       10.6
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  :        79:        24         22         16         23         21         56         51:
Old  :        79:        24         22         16         23         21         56         51:
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  :                 27.7       41.9       42.5       55.9       26.8       41.1       37.1       50.7
Old  :                 27.7       41.9       42.5       55.9       26.8       41.1       37.1       50.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  :   340,010:    54,268     61,766     89,426    179,651    177,291    323,345    328,484:    16,665     11,526
Old  :   306,626:    57,934     60,861     83,938    149,493    151,165    291,364    295,964:    15,261     10,662
Other:    33,384:       736      5,307      1,086     30,158     26,127     31,981     32,520:     1,404        864
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2017                     :
     :     1,787:     2,046       -513      3,644     -5,355     -1,642        335      1,489:     1,452        298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       18.2       26.3       52.8       52.1       95.1       96.6:       4.9        3.4
Old  :     100.0:      18.9       19.8       27.4       48.8       49.3       95.0       96.5:       5.0        3.5
Other:     100.0:       2.2       15.9        3.3       90.3       78.3       95.8       97.4:       4.2        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       241:        85         78         81         55         45        187        169:
Old  :       241:        91         76         78         54         44        186        165:
Other:        57:         6         14          7         25         22         37         37:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       28.5       34.0       37.9       14.2       14.3       20.1       20.9
Old  :                 19.4       29.9       30.5       38.8       12.6       17.4       20.5       24.3
Other:                 67.9       48.8       79.7       73.6       58.2       38.3       66.1       55.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  : 1,064,551:   219,979     19,935    272,243    477,310    721,984    969,532  1,014,162:    95,019     50,389
Old  : 1,064,551:   219,979     19,935    272,243    477,310    721,984    969,532  1,014,162:    95,019     50,389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2017                     :
     :    -3,306:     3,492     -3,899     -5,921     -4,627      4,795     -7,056     -5,025:     3,750      1,719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        1.9       25.6       44.8       67.8       91.1       95.3:       8.9        4.7
Old  :     100.0:      20.7        1.9       25.6       44.8       67.8       91.1       95.3:       8.9        4.7
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  :       234:        98         28         87         92         90        219        183:
Old  :       234:        98         28         87         92         90        219        183:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.7       20.3       19.9       33.5        7.5       18.0       12.2       24.9
Old  :                 11.7       20.3       19.9       33.5        7.5       18.0       12.2       24.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  :   210,926:    51,486     23,051     50,302     98,759    129,350    200,547    202,704:    10,379      8,222
Old  :   191,874:    50,363     24,165     45,958     85,946    114,008    182,267    184,131:     9,607      7,743
Other:    19,052:     4,120      1,883      1,347     12,813     15,342     18,280     18,573:       772        479
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2017                     :
     :   -10,873:       465     -7,657     -2,690     -7,858       -712    -10,082    -11,059:      -791        186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       10.9       23.8       46.8       61.3       95.1       96.1:       4.9        3.9
Old  :     100.0:      26.2       12.6       24.0       44.8       59.4       95.0       96.0:       5.0        4.0
Other:     100.0:      21.6        9.9        7.1       67.3       80.5       95.9       97.5:       4.1        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       391:       136         86        133        133        124        340        289:
Old  :       389:       139         87        129        132        122        335        285:
Other:       143:        28         24         25         72         55        115         90:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.1       17.9       20.2       27.1        9.2       13.2       16.0       21.2
Old  :                 13.3       17.7       22.2       26.8       10.1       12.3       17.6       20.3
Other:                 45.0       35.5       58.4       50.7       42.7       34.6       56.1       49.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2017                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    78,079:    57,614      8,572      2,175      7,032     64,187     66,821     74,934:    11,258      3,145
Old  :    78,079:    57,614      8,572      2,175      7,032     64,187     66,821     74,934:    11,258      3,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2017                     :
     :    -2,797:    -3,611        407        472       -555     -3,283     -3,695     -2,404:       898       -393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.8       11.0        2.8        9.0       82.2       85.6       96.0:      14.4        4.0
Old  :     100.0:      73.8       11.0        2.8        9.0       82.2       85.6       96.0:      14.4        4.0
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  :       158:       119         23         15         12          7        139         38:
Old  :       158:       119         23         15         12          7        139         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       84.1       44.7       89.2       28.7       84.1       42.7       87.9
Old  :                 29.4       84.1       44.7       89.2       28.7       84.1       42.7       87.9
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 with Delta-adjusted Options and Futures Combined, January 17, 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  :   654,976:   183,514    115,064     13,280    432,513    502,473    629,307    630,817:    25,669     24,159
Old  :   654,976:   183,514    115,064     13,280    432,513    502,473    629,307    630,817:    25,669     24,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2017                     :
     :    -4,239:   -13,330      1,513       -523     13,723     -7,571       -129     -6,580:    -4,109      2,342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       17.6        2.0       66.0       76.7       96.1       96.3:       3.9        3.7
Old  :     100.0:      28.0       17.6        2.0       66.0       76.7       96.1       96.3:       3.9        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  :       339:        73         70         25        125        116        212        197:
Old  :       339:        73         70         25        125        116        212        197:
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  :                 22.4       36.6       34.4       48.2       21.5       36.6       31.7       48.1
Old  :                 22.4       36.6       34.4       48.2       21.5       36.6       31.7       48.1
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 with Delta-adjusted Options and Futures Combined, January 17, 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  :   237,680:    50,072     14,273      1,774    177,199    216,926    229,045    232,973:     8,635      4,707
Old  :   237,680:    50,072     14,273      1,774    177,199    216,926    229,045    232,973:     8,635      4,707
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2017                     :
     :     8,195:     3,895     -1,047        -82      3,858      9,376      7,671      8,247:       524        -52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        6.0        0.7       74.6       91.3       96.4       98.0:       3.6        2.0
Old  :     100.0:      21.1        6.0        0.7       74.6       91.3       96.4       98.0:       3.6        2.0
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  :       127:        27         11          5         59         57         88         71:
Old  :       127:        27         11          5         59         57         88         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  :                 38.8       42.7       52.2       64.9       37.9       42.6       51.3       64.7
Old  :                 38.8       42.7       52.2       64.9       37.9       42.6       51.3       64.7
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 with Delta-adjusted Options and Futures Combined, January 17, 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  :   855,434:   230,484     69,243     12,496    591,587    765,385    834,567    847,124:    20,867      8,310
Old  :   855,434:   230,484     69,243     12,496    591,587    765,385    834,567    847,124:    20,867      8,310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2017                     :
     :    10,081:     6,596     -1,259        235      2,394     13,836      9,225     12,812:       856     -2,731
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9        8.1        1.5       69.2       89.5       97.6       99.0:       2.4        1.0
Old  :     100.0:      26.9        8.1        1.5       69.2       89.5       97.6       99.0:       2.4        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  :       298:       100         37         21        131         84        238        135:
Old  :       298:       100         37         21        131         84        238        135:
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  :                 24.8       48.0       38.0       66.4       23.9       48.0       34.4       66.1
Old  :                 24.8       48.0       38.0       66.4       23.9       48.0       34.4       66.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 20, 2017