COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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  :   294,460:   109,499     13,121     55,499    112,507    212,666    277,505    281,286:    16,956     13,175
Old  :   102,300:    46,623      9,424     19,212     29,080     69,531     94,915     98,167:     7,385      4,133
Other:   192,161:    70,707     11,527     28,457     83,426    143,135    182,590    183,119:     9,571      9,042
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2017                         :
     :    -4,258:    -5,606      1,294        397      2,959     -5,010     -2,249     -3,319:    -2,008       -939
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2        4.5       18.8       38.2       72.2       94.2       95.5:       5.8        4.5
Old  :     100.0:      45.6        9.2       18.8       28.4       68.0       92.8       96.0:       7.2        4.0
Other:     100.0:      36.8        6.0       14.8       43.4       74.5       95.0       95.3:       5.0        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       307:       149         64         92         73         74        261        198:
Old  :       226:        97         51         52         59         59        182        137:
Other:       251:       112         57         56         59         64        197        153:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.4       38.7       24.1       49.8       12.5       33.2       18.2       41.8
Old  :                 14.6       52.2       25.0       59.6       12.0       45.3       20.1       50.3
Other:                 20.0       34.7       30.3       48.8       18.3       29.7       25.9       42.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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  :    14,811:     1,579      3,944      2,602      8,383      6,320     12,564     12,867:     2,247      1,945
Old  :    13,548:     1,560      3,943      2,411      7,502      5,371     11,472     11,725:     2,075      1,823
Other:     1,263:        35         17        175        881        949      1,092      1,142:       172        122
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2017                         :
     :       589:      -391        586        402        713       -514        724        474:      -134        116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       26.6       17.6       56.6       42.7       84.8       86.9:      15.2       13.1
Old  :     100.0:      11.5       29.1       17.8       55.4       39.6       84.7       86.5:      15.3       13.5
Other:     100.0:       2.8        1.4       13.9       69.7       75.1       86.4       90.3:      13.6        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        20         22         17         30         20         55         54:
Old  :        75:        21         21         17         30         20         55         54:
Other:        24:         4          5          7         10          7         18         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       33.5       35.4       49.8       18.6       33.3       30.7       46.9
Old  :                 19.5       36.2       34.1       51.8       19.2       36.0       32.5       50.8
Other:                 57.2       76.4       74.4       87.4       57.2       71.6       69.0       73.5
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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  :   295,319:    57,625     77,955     58,369    159,927    143,995    275,921    280,320:    19,398     15,000
Old  :   181,003:    66,122     71,613     23,267     77,757     75,223    167,146    170,103:    13,858     10,901
Other:   114,316:    12,166     27,005     14,440     82,170     68,773    108,776    110,217:     5,540      4,099
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2017                         :
     :   -32,326:      -625     -4,722    -11,255    -21,316    -18,019    -33,195    -33,996:       870      1,670
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       26.4       19.8       54.2       48.8       93.4       94.9:       6.6        5.1
Old  :     100.0:      36.5       39.6       12.9       43.0       41.6       92.3       94.0:       7.7        6.0
Other:     100.0:      10.6       23.6       12.6       71.9       60.2       95.2       96.4:       4.8        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:        80         79         83         60         42        193        165:
Old  :       232:        90         71         62         54         36        174        144:
Other:       132:        34         41         30         48         28        101         82:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.5       21.9       28.2       31.7       12.5       14.5       20.8       22.0
Old  :                 18.0       22.6       30.5       34.3       17.4       19.1       27.7       30.3
Other:                 27.7       34.1       46.1       50.0       22.5       24.4       33.9       34.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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  : 1,023,972:   201,043    192,481    236,894    513,421    511,995    951,358    941,370:    72,614     82,602
Old  : 1,023,972:   201,043    192,481    236,894    513,421    511,995    951,358    941,370:    72,614     82,602
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2017                         :
     :    45,886:    -2,448     28,626     35,471     15,056    -13,490     48,079     50,607:    -2,193     -4,721
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       18.8       23.1       50.1       50.0       92.9       91.9:       7.1        8.1
Old  :     100.0:      19.6       18.8       23.1       50.1       50.0       92.9       91.9:       7.1        8.1
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  :       261:        88         66         94         91         79        220        206:
Old  :       261:        88         66         94         91         79        220        206:
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  :                 12.3       18.3       20.8       27.3        7.4       13.3       12.7       19.6
Old  :                 12.3       18.3       20.8       27.3        7.4       13.3       12.7       19.6
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, June 06, 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  :   275,537:    48,656     67,259     82,893    130,743    115,968    262,292    266,120:    13,245      9,416
Old  :   190,968:    49,992     64,051     55,459     75,002     63,575    180,453    183,085:    10,514      7,883
Other:    84,569:    12,737     17,282     13,361     55,741     52,393     81,839     83,036:     2,730      1,533
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2017                         :
     :    17,222:      -517      7,505     12,117      4,055     -2,855     15,655     16,767:     1,568        456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       24.4       30.1       47.5       42.1       95.2       96.6:       4.8        3.4
Old  :     100.0:      26.2       33.5       29.0       39.3       33.3       94.5       95.9:       5.5        4.1
Other:     100.0:      15.1       20.4       15.8       65.9       62.0       96.8       98.2:       3.2        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       478:       158        147        160        145        127        375        374:
Old  :       469:       159        146        134        131        112        343        343:
Other:       277:        70         63         57        126         84        230        175:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.9       12.9       19.8       21.8        7.1        8.8       11.5       15.7
Old  :                 13.1       14.6       22.0       25.4        8.6       12.5       13.7       20.9
Other:                 17.9       23.0       29.6       35.6       14.5       16.8       21.5       27.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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  :    87,469:    53,870     25,719      3,069     18,181     52,450     75,120     81,238:    12,349      6,231
Old  :    87,469:    53,870     25,719      3,069     18,181     52,450     75,120     81,238:    12,349      6,231
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2017                         :
     :     2,430:     2,465      1,958       -222        -20        540      2,223      2,275:       208        155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.6       29.4        3.5       20.8       60.0       85.9       92.9:      14.1        7.1
Old  :     100.0:      61.6       29.4        3.5       20.8       60.0       85.9       92.9:      14.1        7.1
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  :       143:        71         53         20         14          8         99         69:
Old  :       143:        71         53         20         14          8         99         69:
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  :                 38.5       69.5       53.8       75.2       37.1       69.2       52.3       74.8
Old  :                 38.5       69.5       53.8       75.2       37.1       69.2       52.3       74.8
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, June 06, 2017                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $50)                                                 :
     :          :                                                                            :
All  :   571,818:   140,555    176,110     13,070    387,381    358,455    541,007    547,636:    30,812     24,183
Old  :   571,818:   140,555    176,110     13,070    387,381    358,455    541,007    547,636:    30,812     24,183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2017                         :
     :    -1,780:    20,035    -17,320       -227    -23,059     16,575     -3,252       -972:     1,472       -808
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       30.8        2.3       67.7       62.7       94.6       95.8:       5.4        4.2
Old  :     100.0:      24.6       30.8        2.3       67.7       62.7       94.6       95.8:       5.4        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       330:        77         58         26        125        119        213        192:
Old  :       330:        77         58         26        125        119        213        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  :                 19.1       28.3       30.4       42.0       17.7       28.2       28.7       41.8
Old  :                 19.1       28.3       30.4       42.0       17.7       28.2       28.7       41.8
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, June 06, 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  :   306,466:    55,172      8,722      2,946    238,710    289,113    296,828    300,781:     9,638      5,685
Old  :   306,466:    55,172      8,722      2,946    238,710    289,113    296,828    300,781:     9,638      5,685
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2017                         :
     :    -3,195:      -764        393        424     -3,461     -4,189     -3,801     -3,372:       606        177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0        2.8        1.0       77.9       94.3       96.9       98.1:       3.1        1.9
Old  :     100.0:      18.0        2.8        1.0       77.9       94.3       96.9       98.1:       3.1        1.9
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  :       143:        35          9          7         76         54        112         69:
Old  :       143:        35          9          7         76         54        112         69:
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  :                 31.6       51.1       45.1       71.3       30.7       50.5       42.6       69.6
Old  :                 31.6       51.1       45.1       71.3       30.7       50.5       42.6       69.6
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, June 06, 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  :   986,884:   292,969     96,690     16,430    654,742    867,882    964,141    981,002:    22,743      5,882
Old  :   986,884:   292,969     96,690     16,430    654,742    867,882    964,141    981,002:    22,743      5,882
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 30, 2017                         :
     :    14,302:     4,597     -4,816      4,175      8,380     17,020     17,152     16,379:    -2,850     -2,077
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        9.8        1.7       66.3       87.9       97.7       99.4:       2.3        0.6
Old  :     100.0:      29.7        9.8        1.7       66.3       87.9       97.7       99.4:       2.3        0.6
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  :       362:       143         38         30        146         91        302        147:
Old  :       362:       143         38         30        146         91        302        147:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       51.8       31.0       69.4       18.0       50.6       29.2       68.2
Old  :                 19.1       51.8       31.0       69.4       18.0       50.6       29.2       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 9, 2017