COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   329,606:   139,709     15,988     66,370    103,724    232,564    309,803    314,922:    19,803     14,684
Old  :   233,237:   119,874     21,756     42,527     54,249    159,565    216,649    223,847:    16,587      9,390
Other:    96,369:    32,090      6,486     11,589     49,475     72,999     93,154     91,075:     3,216      5,295
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2017                       :
     :     5,669:    -1,156      1,844      4,058      3,130       -307      6,032      5,595:      -363         74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4        4.9       20.1       31.5       70.6       94.0       95.5:       6.0        4.5
Old  :     100.0:      51.4        9.3       18.2       23.3       68.4       92.9       96.0:       7.1        4.0
Other:     100.0:      33.3        6.7       12.0       51.3       75.7       96.7       94.5:       3.3        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       333:       167         70        102         71         75        286        207:
Old  :       310:       156         66         89         64         73        265        186:
Other:       180:        62         40         27         51         55        127        109:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.0       35.4       17.9       45.5        9.3       32.8       15.0       41.1
Old  :                  8.5       42.7       16.1       51.1        8.1       40.2       15.2       47.8
Other:                 21.2       24.9       35.0       42.7       20.9       22.3       33.9       39.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :    14,101:     4,633        548      2,410      5,058      9,933     12,101     12,891:     1,999      1,210
Old  :    14,066:     4,629        548      2,398      5,043      9,915     12,071     12,862:     1,995      1,205
Other:        35:         4          0         12         15         18         31         30:         4          5
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2017                       :
     :      -625:        46         86        -51       -433        -69       -437        -34:      -188       -591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9        3.9       17.1       35.9       70.4       85.8       91.4:      14.2        8.6
Old  :     100.0:      32.9        3.9       17.1       35.9       70.5       85.8       91.4:      14.2        8.6
Other:     100.0:      11.3        0.4       34.0       43.1       51.1       88.4       85.5:      11.6       14.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        23         19         19         22         18         59         44:
Old  :        71:        23         19         19         22         18         59         44:
Other:         5:         1          1          2          2          1          4          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       47.8       34.2       63.0       21.2       46.6       31.4       57.0
Old  :                 21.5       48.0       34.1       63.0       21.3       46.7       31.4       57.1
Other:                 88.4       85.5       88.4       85.5       54.4       51.5       54.4       51.5
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   336,622:    58,917     71,811     80,860    178,886    172,167    318,662    324,838:    17,959     11,783
Old  :   266,429:    62,418     68,773     65,883    122,832    121,709    251,133    256,365:    15,295     10,064
Other:    70,193:     3,233      9,772      8,243     56,053     50,458     67,529     68,474:     2,664      1,719
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2017                       :
     :      -979:    -2,422     -8,783        365      3,374      8,066      1,316       -352:    -2,295       -627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       21.3       24.0       53.1       51.1       94.7       96.5:       5.3        3.5
Old  :     100.0:      23.4       25.8       24.7       46.1       45.7       94.3       96.2:       5.7        3.8
Other:     100.0:       4.6       13.9       11.7       79.9       71.9       96.2       97.6:       3.8        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       251:        93         83         87         60         49        199        179:
Old  :       250:       101         78         80         59         47        196        171:
Other:        85:        13         29         20         37         25         63         61:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.6       20.8       28.7       30.3       12.4       11.7       19.0       18.9
Old  :                 14.7       18.5       24.6       28.6       10.4       11.9       18.3       21.4
Other:                 43.3       39.2       59.4       56.1       39.9       25.5       51.2       38.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   970,664:   203,330    101,311    222,521    468,767    572,343    894,618    896,175:    76,046     74,490
Old  :   970,664:   203,330    101,311    222,521    468,767    572,343    894,618    896,175:    76,046     74,490
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2017                       :
     :    18,064:     3,856     13,522       -110     11,000        535     14,745     13,947:     3,319      4,116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       10.4       22.9       48.3       59.0       92.2       92.3:       7.8        7.7
Old  :     100.0:      20.9       10.4       22.9       48.3       59.0       92.2       92.3:       7.8        7.7
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  :       241:        72         65         86         89         82        210        191:
Old  :       241:        72         65         86         89         82        210        191:
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  :                 11.1       20.1       19.9       30.0        9.3       16.4       15.0       22.0
Old  :                 11.1       20.1       19.9       30.0        9.3       16.4       15.0       22.0
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, March 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  :   227,604:    55,916     43,026     52,874    107,321    123,006    216,110    218,905:    11,494      8,699
Old  :   193,873:    55,651     44,661     41,645     86,535     99,728    183,831    186,035:    10,042      7,838
Other:    33,731:     7,177      5,277      4,316     20,786     23,277     32,279     32,870:     1,452        861
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2017                       :
     :     9,894:    -3,011      6,766      5,995      6,422     -3,262      9,406      9,500:       488        394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       18.9       23.2       47.2       54.0       95.0       96.2:       5.0        3.8
Old  :     100.0:      28.7       23.0       21.5       44.6       51.4       94.8       96.0:       5.2        4.0
Other:     100.0:      21.3       15.6       12.8       61.6       69.0       95.7       97.4:       4.3        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       445:       145        126        141        145        118        359        332:
Old  :       441:       149        124        130        137        113        344        319:
Other:       197:        38         41         36         99         71        161        125:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.2       15.7       21.6       25.2        9.1       12.3       16.0       19.5
Old  :                 14.8       16.1       24.5       25.2       10.5       12.3       17.8       20.0
Other:                 25.5       25.4       37.7       40.7       22.6       25.3       30.9       35.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :    74,915:    52,814      8,648      1,920     12,017     61,860     66,750     72,428:     8,165      2,487
Old  :    74,915:    52,814      8,648      1,920     12,017     61,860     66,750     72,428:     8,165      2,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2017                       :
     :     1,921:       -18      2,023        339      2,700       -450      3,022      1,912:    -1,101          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.5       11.5        2.6       16.0       82.6       89.1       96.7:      10.9        3.3
Old  :     100.0:      70.5       11.5        2.6       16.0       82.6       89.1       96.7:      10.9        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        94         28         18         13         12        116         53:
Old  :       145:        94         28         18         13         12        116         53:
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  :                 27.6       83.0       43.8       87.1       26.5       82.8       42.4       86.8
Old  :                 27.6       83.0       43.8       87.1       26.5       82.8       42.4       86.8
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, March 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  :   546,853:   130,682    185,321     16,361    375,009    325,038    522,053    526,719:    24,801     20,134
Old  :   546,853:   130,682    185,321     16,361    375,009    325,038    522,053    526,719:    24,801     20,134
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2017                       :
     :    -5,360:    -4,423      9,456     -8,161      9,438     -2,296     -3,146     -1,001:    -2,214     -4,358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       33.9        3.0       68.6       59.4       95.5       96.3:       4.5        3.7
Old  :     100.0:      23.9       33.9        3.0       68.6       59.4       95.5       96.3:       4.5        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  :       331:        75         64         22        122        113        205        191:
Old  :       331:        75         64         22        122        113        205        191:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       24.7       32.1       37.9       18.5       24.7       29.3       37.1
Old  :                 21.1       24.7       32.1       37.9       18.5       24.7       29.3       37.1
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, March 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  :   279,150:    56,993      9,925      2,582    210,542    262,802    270,117    275,309:     9,033      3,841
Old  :   279,150:    56,993      9,925      2,582    210,542    262,802    270,117    275,309:     9,033      3,841
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2017                       :
     :     8,137:       538        948       -113      7,583     43,262      8,008     44,097:       129    -35,960
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4        3.6        0.9       75.4       94.1       96.8       98.6:       3.2        1.4
Old  :     100.0:      20.4        3.6        0.9       75.4       94.1       96.8       98.6:       3.2        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  :       133:        29         12          7         67         53         97         71:
Old  :       133:        29         12          7         67         53         97         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  :                 34.8       48.7       49.3       73.9       33.8       48.6       48.1       73.5
Old  :                 34.8       48.7       49.3       73.9       33.8       48.6       48.1       73.5
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, March 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  :   909,851:   284,582     68,666     11,731    588,066    821,991    884,379    902,388:    25,472      7,463
Old  :   909,851:   284,582     68,666     11,731    588,066    821,991    884,379    902,388:    25,472      7,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2017                       :
     :    16,967:    12,277     -4,464       -549      5,945     25,722     17,673     20,709:      -706     -3,742
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        7.5        1.3       64.6       90.3       97.2       99.2:       2.8        0.8
Old  :     100.0:      31.3        7.5        1.3       64.6       90.3       97.2       99.2:       2.8        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       330:       129         39         23        127         84        265        137:
Old  :       330:       129         39         23        127         84        265        137:
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  :                 20.4       53.4       33.4       72.0       19.0       53.3       31.4       72.0
Old  :                 20.4       53.4       33.4       72.0       19.0       53.3       31.4       72.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 31, 2017