COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :   307,944:   137,206     13,124     52,855     97,727    229,795    287,789    295,774:    20,155     12,169
Old  :   242,489:   124,290     17,414     37,119     63,046    179,592    224,454    234,124:    18,035      8,365
Other:    65,455:    20,148      2,941      8,506     34,681     50,203     63,335     61,650:     2,120      3,805
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :     7,124:     1,220       -872      2,965      1,189      4,420      5,375      6,514:     1,749        611
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.6        4.3       17.2       31.7       74.6       93.5       96.0:       6.5        4.0
Old  :     100.0:      51.3        7.2       15.3       26.0       74.1       92.6       96.6:       7.4        3.4
Other:     100.0:      30.8        4.5       13.0       53.0       76.7       96.8       94.2:       3.2        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       311:       169         47         87         64         76        264        185:
Old  :       299:       156         54         79         61         75        253        174:
Other:       146:        50         23         25         37         54         96         93:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9       36.1       17.6       46.9        9.3       33.8       15.6       43.1
Old  :                  8.7       42.7       16.3       51.7        8.4       40.1       15.8       48.8
Other:                 26.6       25.6       43.6       44.7       24.9       24.9       41.7       40.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :    13,593:     3,359      1,293      2,123      6,331      8,505     11,813     11,921:     1,780      1,672
Old  :    13,586:     3,359      1,293      2,120      6,328      8,502     11,807     11,915:     1,779      1,671
Other:         7:         0          0          3          3          3          6          6:         1          1
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :      -418:        -3         63        125       -515       -777       -394       -590:       -24        172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        9.5       15.6       46.6       62.6       86.9       87.7:      13.1       12.3
Old  :     100.0:      24.7        9.5       15.6       46.6       62.6       86.9       87.7:      13.1       12.3
Other:     100.0:       3.3        0.0       41.7       41.7       45.0       86.6       86.6:      13.4       13.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        23         13         15         23         15         51         38:
Old  :        63:        23         13         15         23         15         51         38:
Other:         3:         1          0          1          1          1          2          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.7       43.6       38.5       58.3       23.2       39.8       32.6       51.1
Old  :                 23.7       43.6       38.5       58.3       23.2       39.9       32.6       51.1
Other:                 86.6       86.6       86.6       86.6       45.0       45.0       45.0       45.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :   326,324:    66,164     93,205     66,928    172,125    154,084    305,217    314,218:    21,106     12,106
Old  :   273,616:    67,877     89,803     58,842    128,355    114,207    255,074    262,852:    18,542     10,764
Other:    52,707:     3,159      8,275      3,215     43,770     39,877     50,144     51,366:     2,564      1,342
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :    17,128:     3,025     10,228        112     12,087      6,751     15,224     17,092:     1,904         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       28.6       20.5       52.7       47.2       93.5       96.3:       6.5        3.7
Old  :     100.0:      24.8       32.8       21.5       46.9       41.7       93.2       96.1:       6.8        3.9
Other:     100.0:       6.0       15.7        6.1       83.0       75.7       95.1       97.5:       4.9        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        97         99         73         57         43        195        181:
Old  :       270:       106         96         68         57         41        195        174:
Other:        78:        13         27         14         30         22         52         54:
     :----------------------------------------------------------------------------------------------------
     :             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       19.4       28.9       30.1       15.5       11.1       22.4       18.7
Old  :                 15.3       19.6       25.5       29.1       13.9       12.7       21.6       21.3
Other:                 48.6       43.0       63.6       65.6       41.3       32.3       52.7       43.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :   912,021:   214,506     37,380    202,518    417,786    612,949    834,810    852,848:    77,211     59,173
Old  :   912,021:   214,506     37,380    202,518    417,786    612,949    834,810    852,848:    77,211     59,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :   -40,248:   -10,631     17,597     -6,697     -2,319    -53,633    -19,647    -42,733:   -20,602      2,485
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        4.1       22.2       45.8       67.2       91.5       93.5:       8.5        6.5
Old  :     100.0:      23.5        4.1       22.2       45.8       67.2       91.5       93.5:       8.5        6.5
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  :       226:        80         44         82         84         79        205        172:
Old  :       226:        80         44         82         84         79        205        172:
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  :                 11.8       23.4       20.1       35.5        9.4       19.6       15.2       27.4
Old  :                 11.8       23.4       20.1       35.5        9.4       19.6       15.2       27.4
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, February 28, 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  :   204,621:    54,909     27,309     44,680     94,981    124,236    194,570    196,226:    10,051      8,396
Old  :   178,084:    52,839     28,987     36,864     79,296    104,412    168,999    170,264:     9,085      7,820
Other:    26,537:     6,567      2,818      3,319     15,685     19,824     25,571     25,962:       966        576
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :     4,984:    -1,315      2,095      2,665      4,070       -448      5,420      4,312:      -435        672
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       13.3       21.8       46.4       60.7       95.1       95.9:       4.9        4.1
Old  :     100.0:      29.7       16.3       20.7       44.5       58.6       94.9       95.6:       5.1        4.4
Other:     100.0:      24.7       10.6       12.5       59.1       74.7       96.4       97.8:       3.6        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       406:       148         93        127        136        120        345        290:
Old  :       405:       145        103        123        134        115        339        284:
Other:       174:        43         26         31         82         62        139        106:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.3       17.2       20.5       27.4        9.8       14.1       17.6       22.3
Old  :                 11.6       16.8       22.1       27.5       11.2       13.7       20.0       23.1
Other:                 30.9       28.4       43.4       42.6       26.4       27.3       35.6       40.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :    75,463:    52,586      7,781      3,311     10,193     61,416     66,090     72,508:     9,373      2,955
Old  :    75,463:    52,586      7,781      3,311     10,193     61,416     66,090     72,508:     9,373      2,955
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :        58:      -218        754        138        116       -453         37        439:        21       -381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.7       10.3        4.4       13.5       81.4       87.6       96.1:      12.4        3.9
Old  :     100.0:      69.7       10.3        4.4       13.5       81.4       87.6       96.1:      12.4        3.9
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  :       152:       104         27         19         14          9        125         50:
Old  :       152:       104         27         19         14          9        125         50:
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  :                 28.7       83.8       45.2       88.6       28.0       82.8       43.0       86.2
Old  :                 28.7       83.8       45.2       88.6       28.0       82.8       43.0       86.2
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, February 28, 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  :   616,636:   153,385    131,941     22,065    412,432    440,446    587,883    594,453:    28,753     22,183
Old  :   616,636:   153,385    131,941     22,065    412,432    440,446    587,883    594,453:    28,753     22,183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :     1,164:      -434     16,167      5,893     -3,928    -23,853      1,531     -1,792:      -366      2,957
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       21.4        3.6       66.9       71.4       95.3       96.4:       4.7        3.6
Old  :     100.0:      24.9       21.4        3.6       66.9       71.4       95.3       96.4:       4.7        3.6
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  :       348:        81         66         26        135        116        232        192:
Old  :       348:        81         66         26        135        116        232        192:
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  :                 23.5       30.9       33.8       43.4       21.1       30.9       30.4       43.1
Old  :                 23.5       30.9       33.8       43.4       21.1       30.9       30.4       43.1
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, February 28, 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  :   282,794:    54,939     14,032      2,046    216,787    262,550    273,772    278,628:     9,022      4,166
Old  :   282,794:    54,939     14,032      2,046    216,787    262,550    273,772    278,628:     9,022      4,166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :     6,436:     1,071       -265       -417      6,114      6,715      6,768      6,033:      -332        403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4        5.0        0.7       76.7       92.8       96.8       98.5:       3.2        1.5
Old  :     100.0:      19.4        5.0        0.7       76.7       92.8       96.8       98.5:       3.2        1.5
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  :       133:        29         10          4         70         54         99         68:
Old  :       133:        29         10          4         70         54         99         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       51.2       48.2       73.4       32.7       50.7       47.4       71.6
Old  :                 33.5       51.2       48.2       73.4       32.7       50.7       47.4       71.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                                                        Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :   901,839:   260,687     69,431     11,183    606,619    812,388    878,489    893,002:    23,350      8,837
Old  :   901,839:   260,687     69,431     11,183    606,619    812,388    878,489    893,002:    23,350      8,837
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2017                    :
     :     9,886:     2,565        -50     -1,759      8,729     11,254      9,535      9,445:       351        441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9        7.7        1.2       67.3       90.1       97.4       99.0:       2.6        1.0
Old  :     100.0:      28.9        7.7        1.2       67.3       90.1       97.4       99.0:       2.6        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  :       318:       117         39         26        137         80        265        134:
Old  :       318:       117         39         26        137         80        265        134:
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  :                 22.5       50.2       34.5       69.5       20.8       49.9       32.2       69.1
Old  :                 22.5       50.2       34.5       69.5       20.8       49.9       32.2       69.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 3, 2017