COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, December 06, 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  :   251,402:   127,452     20,680     20,471     85,278    202,910    233,201    244,061:    18,201      7,341
Old  :   232,141:   126,599     20,927     16,836     71,249    187,749    214,684    225,512:    17,457      6,629
Other:    19,261:     4,296      3,196        192     14,029     15,161     18,517     18,549:       744        712
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2016                    :
     :    -4,081:       556     -1,852      1,504     -5,727     -4,074     -3,667     -4,422:      -414        341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.7        8.2        8.1       33.9       80.7       92.8       97.1:       7.2        2.9
Old  :     100.0:      54.5        9.0        7.3       30.7       80.9       92.5       97.1:       7.5        2.9
Other:     100.0:      22.3       16.6        1.0       72.8       78.7       96.1       96.3:       3.9        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       301:       150         52         61         57         73        235        162:
Old  :       297:       148         53         58         51         71        226        157:
Other:        80:        15         16          4         24         34         42         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       40.9       19.4       53.1       11.4       37.7       18.9       48.3
Old  :                 11.8       44.0       20.0       55.4       11.5       43.3       19.6       54.5
Other:                 55.0       46.9       74.4       63.7       52.0       46.9       71.2       63.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, December 06, 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  :    16,388:     9,984      2,597        234      3,252     11,958     13,470     14,789:     2,918      1,599
Old  :    16,388:     9,984      2,597        234      3,252     11,958     13,470     14,789:     2,918      1,599
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2016                    :
     :       590:       301         25        -51        268        505        518        479:        72        111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.9       15.8        1.4       19.8       73.0       82.2       90.2:      17.8        9.8
Old  :     100.0:      60.9       15.8        1.4       19.8       73.0       82.2       90.2:      17.8        9.8
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  :        73:        26         18          5         15         16         46         37:
Old  :        73:        26         18          5         15         16         46         37:
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  :                 42.1       48.3       52.9       64.3       42.1       47.3       52.1       62.9
Old  :                 42.1       48.3       52.9       64.3       42.1       47.3       52.1       62.9
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, December 06, 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  :   253,550:    76,535     68,696     28,463    136,475    145,787    241,473    242,946:    12,077     10,604
Old  :   234,699:    76,826     68,404     26,307    120,250    130,024    223,383    224,735:    11,316      9,964
Other:    18,851:     1,159      1,742        706     16,225     15,763     18,090     18,211:       761        640
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2016                    :
     :     6,581:    -4,334     -2,140      2,547      8,826      5,915      7,039      6,322:      -458        259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       27.1       11.2       53.8       57.5       95.2       95.8:       4.8        4.2
Old  :     100.0:      32.7       29.1       11.2       51.2       55.4       95.2       95.8:       4.8        4.2
Other:     100.0:       6.1        9.2        3.7       86.1       83.6       96.0       96.6:       4.0        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:        82         77         60         55         44        173        156:
Old  :       235:        83         80         57         54         44        171        154:
Other:        49:         9         10          3         22         18         32         30:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       28.0       36.4       38.8       21.5       21.7       30.5       30.8
Old  :                 22.3       29.1       34.4       40.6       20.6       24.1       30.8       33.4
Other:                 67.1       55.7       79.3       80.8       54.6       44.0       61.1       61.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, December 06, 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  :   835,875:   257,116     36,616    124,483    379,542    627,782    761,141    788,881:    74,734     46,994
Old  :   835,875:   257,116     36,616    124,483    379,542    627,782    761,141    788,881:    74,734     46,994
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2016                    :
     :    13,629:     2,775     -1,192      4,954      7,681      8,425     15,410     12,187:    -1,781      1,442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8        4.4       14.9       45.4       75.1       91.1       94.4:       8.9        5.6
Old  :     100.0:      30.8        4.4       14.9       45.4       75.1       91.1       94.4:       8.9        5.6
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  :       226:        85         34         69         80         77        194        160:
Old  :       226:        85         34         69         80         77        194        160:
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  :                 11.2       28.7       19.9       43.5       10.6       24.5       17.2       35.2
Old  :                 11.2       28.7       19.9       43.5       10.6       24.5       17.2       35.2
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, December 06, 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  :   185,690:    58,473     21,171     26,012     90,308    132,237    174,793    179,420:    10,897      6,270
Old  :   169,496:    59,507     22,632     22,438     77,137    118,519    159,082    163,589:    10,414      5,907
Other:    16,194:     1,735      1,308        805     13,171     13,718     15,711     15,831:       483        363
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2016                    :
     :      -759:    -6,468      6,852      2,182      4,237    -10,080        -49     -1,046:      -710        287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       11.4       14.0       48.6       71.2       94.1       96.6:       5.9        3.4
Old  :     100.0:      35.1       13.4       13.2       45.5       69.9       93.9       96.5:       6.1        3.5
Other:     100.0:      10.7        8.1        5.0       81.3       84.7       97.0       97.8:       3.0        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       362:       124         78         88        121        107        300        232:
Old  :       361:       128         81         81        120        105        293        228:
Other:       116:        20         13         12         58         54         86         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  :                 13.0       19.7       22.0       30.3       11.2       15.2       18.5       24.2
Old  :                 14.2       19.7       23.1       30.1       12.2       15.2       20.3       24.7
Other:                 57.2       39.2       70.1       56.6       54.9       39.1       67.0       54.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, December 06, 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  :    93,311:    66,444     11,842      5,688      9,335     70,871     81,467     88,401:    11,844      4,910
Old  :    93,311:    66,444     11,842      5,688      9,335     70,871     81,467     88,401:    11,844      4,910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2016                    :
     :     1,155:    -1,598     -2,797        510        -39      1,687     -1,127       -600:     2,282      1,755
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.2       12.7        6.1       10.0       76.0       87.3       94.7:      12.7        5.3
Old  :     100.0:      71.2       12.7        6.1       10.0       76.0       87.3       94.7:      12.7        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:       112         25         19         10          9        133         46:
Old  :       155:       112         25         19         10          9        133         46:
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  :                 27.4       72.1       42.1       82.5       26.7       71.7       40.3       81.0
Old  :                 27.4       72.1       42.1       82.5       26.7       71.7       40.3       81.0
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, December 06, 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 $50)                                                 :
     :          :                                                                            :
All  :   691,904:   185,041    135,631     13,160    462,000    519,477    660,201    668,268:    31,703     23,636
Old  :   691,904:   185,041    135,631     13,160    462,000    519,477    660,201    668,268:    31,703     23,636
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2016                    :
     :   336,390:    86,289     75,860      6,609    236,499    249,628    329,397    332,097:     6,993      4,293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       19.6        1.9       66.8       75.1       95.4       96.6:       4.6        3.4
Old  :     100.0:      26.7       19.6        1.9       66.8       75.1       95.4       96.6:       4.6        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  :       359:        86         66         20        130        127        226        203:
Old  :       359:        86         66         20        130        127        226        203:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       25.7       34.1       39.4       21.6       25.7       31.5       39.0
Old  :                 22.1       25.7       34.1       39.4       21.6       25.7       31.5       39.0
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, December 06, 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  :   221,754:    32,694     10,559      1,979    179,538    204,094    214,211    216,632:     7,543      5,122
Old  :   221,754:    32,694     10,559      1,979    179,538    204,094    214,211    216,632:     7,543      5,122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2016                    :
     :    -2,970:    -1,853     -1,316       -303     -1,631     -2,409     -3,787     -4,028:       817      1,058
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        4.8        0.9       81.0       92.0       96.6       97.7:       3.4        2.3
Old  :     100.0:      14.7        4.8        0.9       81.0       92.0       96.6       97.7:       3.4        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        12         12          5         63         55         78         69:
Old  :       115:        12         12          5         63         55         78         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  :                 35.0       45.1       50.6       67.5       34.2       44.6       49.7       67.1
Old  :                 35.0       45.1       50.6       67.5       34.2       44.6       49.7       67.1
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, December 06, 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  :   834,985:   214,170     61,318     13,903    587,346    749,193    815,419    824,414:    19,566     10,571
Old  :   834,985:   214,170     61,318     13,903    587,346    749,193    815,419    824,414:    19,566     10,571
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2016                    :
     :     7,719:     6,629     -1,815      1,520      1,158      5,737      9,307      5,442:    -1,588      2,277
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        7.3        1.7       70.3       89.7       97.7       98.7:       2.3        1.3
Old  :     100.0:      25.6        7.3        1.7       70.3       89.7       97.7       98.7:       2.3        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       303:        96         37         25        139         90        245        142:
Old  :       303:        96         37         25        139         90        245        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       53.8       34.2       68.6       22.0       52.4       31.2       65.3
Old  :                 22.8       53.8       34.2       68.6       22.0       52.4       31.2       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 9, 2016