COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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  :   275,381:    72,179     37,412     55,542    134,695    165,902    262,417    258,857:    12,964     16,524
Old  :   259,477:    70,086     37,929     52,329    124,667    152,873    247,082    243,131:    12,395     16,346
Other:    15,904:     2,651         42      2,655     10,028     13,029     15,334     15,726:       570        178
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :     2,723:      -994      5,791     -1,363      5,010       -679      2,653      3,748:        71     -1,025
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       13.6       20.2       48.9       60.2       95.3       94.0:       4.7        6.0
Old  :     100.0:      27.0       14.6       20.2       48.0       58.9       95.2       93.7:       4.8        6.3
Other:     100.0:      16.7        0.3       16.7       63.1       81.9       96.4       98.9:       3.6        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:       103         81         91         74         72        222        209:
Old  :       283:       101         82         89         74         71        219        208:
Other:        57:        14          5          7         18         26         35         36:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       32.8       28.3       41.8       12.4       22.0       19.2       29.2
Old  :                 17.2       34.3       26.7       42.0       12.4       24.3       19.6       30.7
Other:                 59.3       54.3       75.4       77.0       54.5       53.7       64.1       67.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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  :    12,617:     1,446      5,190      1,623      7,073      4,247     10,142     11,059:     2,474      1,558
Old  :     9,482:     1,410      5,189        942      5,182      2,159      7,533      8,290:     1,949      1,192
Other:     3,135:       187        151        530      1,892      2,087      2,609      2,769:       526        366
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :    -2,264:       228       -363       -566     -1,756       -783     -2,094     -1,712:      -170       -552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       41.1       12.9       56.1       33.7       80.4       87.7:      19.6       12.3
Old  :     100.0:      14.9       54.7        9.9       54.6       22.8       79.4       87.4:      20.6       12.6
Other:     100.0:       6.0        4.8       16.9       60.3       66.6       83.2       88.3:      16.8       11.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        20         21         15         26         13         52         43:
Old  :        69:        22         19         14         26         12         52         41:
Other:        35:         5          9         11         15          8         28         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.2       38.7       36.6       54.7       20.5       37.6       32.9       51.0
Old  :                 23.1       39.7       35.3       56.4       23.1       39.3       32.9       55.9
Other:                 39.9       61.9       54.1       77.4       39.9       57.5       50.0       66.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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  :   264,461:    58,246     95,329     51,470    136,658    108,037    246,374    254,835:    18,087      9,626
Old  :       462:         0        107          0        456        333        456        440:         6         22
Other:   263,999:    58,246     95,222     51,470    136,202    107,704    245,918    254,395:    18,081      9,604
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :    13,474:     5,141     15,923      3,431      3,575     -5,343     12,148     14,011:     1,327       -537
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       36.0       19.5       51.7       40.9       93.2       96.4:       6.8        3.6
Old  :     100.0:       0.0       23.2        0.0       98.7       72.1       98.7       95.2:       1.3        4.8
Other:     100.0:      22.1       36.1       19.5       51.6       40.8       93.2       96.4:       6.8        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       277:       100         95         86         61         44        211        186:
Old  :         7:         0          1          0          2          5          2          6:
Other:       276:       100         94         86         61         44        211        185:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.2       17.5       30.8       28.3       14.6       11.2       23.6       18.8
Old  :                 98.7       87.0       98.7       95.2       80.1       73.4       80.1       76.6
Other:                 18.1       17.5       30.7       28.2       14.7       11.3       23.5       18.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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  : 1,001,556:   167,108    244,603    226,850    537,787    453,974    931,746    925,427:    69,810     76,129
Old  : 1,001,556:   167,108    244,603    226,850    537,787    453,974    931,746    925,427:    69,810     76,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :    24,550:     2,913     19,899     13,238      7,549     -3,629     23,700     29,509:       850     -4,959
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       24.4       22.6       53.7       45.3       93.0       92.4:       7.0        7.6
Old  :     100.0:      16.7       24.4       22.6       53.7       45.3       93.0       92.4:       7.0        7.6
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  :       266:        85         70         93         95         81        224        209:
Old  :       266:        85         70         93         95         81        224        209:
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  :                 11.4       14.6       20.0       23.8        8.6       11.3       14.0       18.6
Old  :                 11.4       14.6       20.0       23.8        8.6       11.3       14.0       18.6
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, August 22, 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  :   214,970:    38,843     49,413     51,320    114,323    106,350    204,485    207,083:    10,484      7,887
Old  :     2,013:         1        152          0      2,007      1,672      2,008      1,824:         5        189
Other:   212,957:    38,992     49,411     51,170    112,316    104,678    202,477    205,259:    10,479      7,698
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :    -4,041:    -4,195     11,072     -2,369      1,327    -12,237     -5,238     -3,535:     1,197       -506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       23.0       23.9       53.2       49.5       95.1       96.3:       4.9        3.7
Old  :     100.0:       0.0        7.6        0.0       99.7       83.1       99.8       90.6:       0.2        9.4
Other:     100.0:      18.3       23.2       24.0       52.7       49.2       95.1       96.4:       4.9        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       429:       132        133        139        136        117        340        328:
Old  :        29:         1          2          0          2         24          3         26:
Other:       428:       131        133        139        135        115        339        326:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.6       18.6       24.2       27.5        9.3       11.9       15.1       18.3
Old  :                 99.8       77.8       99.8       85.3       99.8       77.8       99.8       85.3
Other:                 14.7       18.3       24.4       27.4        9.3       12.0       15.2       18.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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  :    52,535:    27,374     28,817      3,698     12,282     16,947     43,354     49,462:     9,181      3,073
Old  :    52,535:    27,374     28,817      3,698     12,282     16,947     43,354     49,462:     9,181      3,073
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :     1,101:       676        -11        352        633        486      1,661        827:      -560        274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.1       54.9        7.0       23.4       32.3       82.5       94.2:      17.5        5.8
Old  :     100.0:      52.1       54.9        7.0       23.4       32.3       82.5       94.2:      17.5        5.8
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  :       157:        88         53         17         10          8        107         71:
Old  :       157:        88         53         17         10          8        107         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       52.1       44.9       67.6       32.4       52.1       42.4       66.7
Old  :                 34.8       52.1       44.9       67.6       32.4       52.1       42.4       66.7
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, August 22, 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  :   565,640:   131,849    213,495     11,309    401,662    317,720    544,821    542,525:    20,819     23,115
Old  :   565,640:   131,849    213,495     11,309    401,662    317,720    544,821    542,525:    20,819     23,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :    -2,039:     2,501      4,531     -4,670      2,561     -6,557        391     -6,695:    -2,431      4,656
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       37.7        2.0       71.0       56.2       96.3       95.9:       3.7        4.1
Old  :     100.0:      23.3       37.7        2.0       71.0       56.2       96.3       95.9:       3.7        4.1
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  :       317:        64         67         26        117        115        193        196:
Old  :       317:        64         67         26        117        115        193        196:
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  :                 27.8       22.1       39.1       35.9       25.2       21.9       35.2       35.1
Old  :                 27.8       22.1       39.1       35.9       25.2       21.9       35.2       35.1
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, August 22, 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  :   345,266:    42,798     26,109     11,959    279,430    300,749    334,187    338,817:    11,079      6,449
Old  :   345,266:    42,798     26,109     11,959    279,430    300,749    334,187    338,817:    11,079      6,449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :    15,554:     3,504      1,428     -1,242     11,740     13,691     14,002     13,877:     1,552      1,677
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        7.6        3.5       80.9       87.1       96.8       98.1:       3.2        1.9
Old  :     100.0:      12.4        7.6        3.5       80.9       87.1       96.8       98.1:       3.2        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  :       151:        33         11          8         81         54        115         72:
Old  :       151:        33         11          8         81         54        115         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       46.6       45.0       68.0       29.8       44.9       41.8       65.9
Old  :                 30.1       46.6       45.0       68.0       29.8       44.9       41.8       65.9
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, August 22, 2017                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI Emerging Markets Index x $50)                                        :
     :          :                                                                            :
All  : 1,128,750:   314,574     99,892     31,461    753,778    985,787  1,099,813  1,117,140:    28,937     11,610
Old  : 1,128,750:   314,574     99,892     31,461    753,778    985,787  1,099,813  1,117,140:    28,937     11,610
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :     7,763:     9,901     15,563     -7,197      2,955       -101      5,659      8,265:     2,104       -502
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        8.8        2.8       66.8       87.3       97.4       99.0:       2.6        1.0
Old  :     100.0:      27.9        8.8        2.8       66.8       87.3       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  :       358:       126         44         32        152         92        293        153:
Old  :       358:       126         44         32        152         92        293        153:
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  :                 19.5       48.4       29.5       64.1       18.1       47.1       27.3       62.7
Old  :                 19.5       48.4       29.5       64.1       18.1       47.1       27.3       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 25, 2017