COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, November 29, 2016                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   255,483:   126,896     22,532     18,967     91,005    206,984    236,868    248,483:    18,615      7,000
Old  :   236,683:   126,309     22,148     15,890     76,516    192,169    218,715    230,207:    17,968      6,476
Other:    18,800:     3,471      3,268        193     14,489     14,815     18,153     18,276:       647        524
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :     3,690:     1,539        -13      2,509       -450      2,463      3,598      4,959:        92     -1,269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.7        8.8        7.4       35.6       81.0       92.7       97.3:       7.3        2.7
Old  :     100.0:      53.4        9.4        6.7       32.3       81.2       92.4       97.3:       7.6        2.7
Other:     100.0:      18.5       17.4        1.0       77.1       78.8       96.6       97.2:       3.4        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:       145         54         59         56         77        233        165:
Old  :       298:       147         53         57         49         74        224        159:
Other:        80:        14         16          5         25         34         42         52:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       39.9       20.3       52.1       12.4       36.2       19.7       47.0
Old  :                 12.7       42.7       20.7       54.2       12.6       42.4       20.5       53.4
Other:                 59.5       47.2       77.5       64.8       56.2       47.1       74.3       63.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, November 29, 2016                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    15,798:     9,683      2,572        285      2,984     11,453     12,952     14,310:     2,846      1,488
Old  :    15,798:     9,683      2,572        285      2,984     11,453     12,952     14,310:     2,846      1,488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :       -68:       -69         -6        101       -281        -50       -249         45:       181       -113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.3       16.3        1.8       18.9       72.5       82.0       90.6:      18.0        9.4
Old  :     100.0:      61.3       16.3        1.8       18.9       72.5       82.0       90.6:      18.0        9.4
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  :        71:        26         19          6         13         16         45         38:
Old  :        71:        26         19          6         13         16         45         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       48.4       53.0       65.0       41.6       47.5       52.1       64.0
Old  :                 41.6       48.4       53.0       65.0       41.6       47.5       52.1       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, November 29, 2016                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   246,969:    80,869     70,836     25,916    127,649    139,872    234,434    236,624:    12,535     10,345
Old  :   229,579:    81,771     70,564     23,683    112,294    125,563    217,748    219,810:    11,831      9,769
Other:    17,390:       768      1,942        563     15,355     14,309     16,686     16,814:       704        576
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :     4,745:     2,314        413      1,611      1,182      1,969      5,107      3,993:      -362        752
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       28.7       10.5       51.7       56.6       94.9       95.8:       5.1        4.2
Old  :     100.0:      35.6       30.7       10.3       48.9       54.7       94.8       95.7:       5.2        4.3
Other:     100.0:       4.4       11.2        3.2       88.3       82.3       96.0       96.7:       4.0        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        81         77         57         54         42        169        152:
Old  :       232:        84         78         54         53         42        167        150:
Other:        47:         8         10          2         19         20         28         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       27.4       36.3       38.0       23.4       22.5       32.5       31.8
Old  :                 23.1       28.7       35.0       39.6       22.2       25.0       32.5       34.6
Other:                 70.4       56.6       82.7       80.3       62.1       48.5       67.6       66.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, November 29, 2016                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   822,246:   254,341     37,808    119,529    371,861    619,357    745,731    776,694:    76,515     45,552
Old  :   822,246:   254,341     37,808    119,529    371,861    619,357    745,731    776,694:    76,515     45,552
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :     2,964:    -8,411     -8,230      7,960      4,013      3,381      3,562      3,111:      -598       -147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9        4.6       14.5       45.2       75.3       90.7       94.5:       9.3        5.5
Old  :     100.0:      30.9        4.6       14.5       45.2       75.3       90.7       94.5:       9.3        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        89         34         73         82         79        201        163:
Old  :       229:        89         34         73         82         79        201        163:
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  :                 12.2       29.1       20.8       44.4       11.6       24.6       18.0       36.0
Old  :                 12.2       29.1       20.8       44.4       11.6       24.6       18.0       36.0
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 - Futures Only, November 29, 2016                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   186,449:    64,941     14,319     23,830     86,071    142,317    174,842    180,466:    11,607      5,983
Old  :   170,456:    65,695     15,527     20,534     73,144    128,858    159,373    164,919:    11,083      5,537
Other:    15,993:     1,757      1,303        785     12,927     13,459     15,469     15,547:       524        446
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :    -4,558:    -6,184        338       -870      2,568     -3,991     -4,486     -4,523:       -72        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8        7.7       12.8       46.2       76.3       93.8       96.8:       6.2        3.2
Old  :     100.0:      38.5        9.1       12.0       42.9       75.6       93.5       96.8:       6.5        3.2
Other:     100.0:      11.0        8.1        4.9       80.8       84.2       96.7       97.2:       3.3        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       360:       127         76         90        117        108        295        235:
Old  :       359:       131         77         83        114        107        286        232:
Other:       114:        19         14         13         55         53         83         73:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       20.9       22.0       33.0       11.9       17.2       20.3       26.4
Old  :                 13.3       21.2       23.9       32.8       13.0       17.9       22.2       27.5
Other:                 58.3       39.8       71.1       57.3       56.2       39.7       68.4       55.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, November 29, 2016                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    92,156:    68,042     14,639      5,178      9,374     69,184     82,594     89,001:     9,562      3,155
Old  :    92,156:    68,042     14,639      5,178      9,374     69,184     82,594     89,001:     9,562      3,155
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :    -1,809:    -4,184     -4,398      2,378       -165        506     -1,971     -1,514:       162       -295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.8       15.9        5.6       10.2       75.1       89.6       96.6:      10.4        3.4
Old  :     100.0:      73.8       15.9        5.6       10.2       75.1       89.6       96.6:      10.4        3.4
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  :       157:       112         29         15          8          9        127         49:
Old  :       157:       112         29         15          8          9        127         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       71.6       45.7       84.2       28.2       70.8       43.2       81.6
Old  :                 28.8       71.6       45.7       84.2       28.2       70.8       43.2       81.6
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 - Futures Only, November 29, 2016                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $100.00)                                             :
     :          :                                                                            :
All  :   355,514:    98,752     59,771      6,551    225,501    269,849    330,804    336,171:    24,710     19,343
Old  :   355,514:    98,752     59,771      6,551    225,501    269,849    330,804    336,171:    24,710     19,343
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :     2,846:       864     -3,958       -334      3,369      7,957      3,899      3,665:    -1,053       -819
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       16.8        1.8       63.4       75.9       93.0       94.6:       7.0        5.4
Old  :     100.0:      27.8       16.8        1.8       63.4       75.9       93.0       94.6:       7.0        5.4
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  :       277:        63         41         16        109        105        179        155:
Old  :       277:        63         41         16        109        105        179        155:
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  :                 20.0       24.7       32.5       39.6       19.3       24.7       30.0       39.6
Old  :                 20.0       24.7       32.5       39.6       19.3       24.7       30.0       39.6
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 - Futures Only, November 29, 2016                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   224,724:    34,547     11,875      2,282    181,169    206,503    217,998    220,660:     6,726      4,064
Old  :   224,724:    34,547     11,875      2,282    181,169    206,503    217,998    220,660:     6,726      4,064
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :    -2,098:       117     -2,423        -51     -1,790      1,077     -1,724     -1,397:      -374       -701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        5.3        1.0       80.6       91.9       97.0       98.2:       3.0        1.8
Old  :     100.0:      15.4        5.3        1.0       80.6       91.9       97.0       98.2:       3.0        1.8
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  :       121:        16         15          6         61         57         80         75:
Old  :       121:        16         15          6         61         57         80         75:
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  :                 35.2       43.9       49.9       66.7       34.6       43.9       49.0       66.7
Old  :                 35.2       43.9       49.9       66.7       34.6       43.9       49.0       66.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                                                        Code-244042
Commitments of Traders - Futures Only, November 29, 2016                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   827,266:   207,541     63,133     12,383    586,188    743,456    806,112    818,972:    21,154      8,294
Old  :   827,266:   207,541     63,133     12,383    586,188    743,456    806,112    818,972:    21,154      8,294
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2016                    :
     :    -6,116:    -3,190     -7,694        191     -1,880      1,717     -4,879     -5,786:    -1,237       -330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        7.6        1.5       70.9       89.9       97.4       99.0:       2.6        1.0
Old  :     100.0:      25.1        7.6        1.5       70.9       89.9       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  :       303:        96         38         25        137         86        244        138:
Old  :       303:        96         38         25        137         86        244        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       53.2       34.7       68.1       22.7       52.7       31.8       65.6
Old  :                 23.6       53.2       34.7       68.1       22.7       52.7       31.8       65.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 2, 2016