COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, January 17, 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  :   261,756:   134,746     22,815     24,409     83,730    205,736    242,885    252,960:    18,871      8,796
Old  :   238,349:   132,754     22,379     20,274     67,623    188,258    220,651    230,911:    17,698      7,438
Other:    23,407:     5,645      4,089        482     16,107     17,478     22,234     22,049:     1,173      1,358
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2017                     :
     :    -2,333:    -4,073      1,470      2,627        850     -6,569       -596     -2,472:    -1,737        139
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.5        8.7        9.3       32.0       78.6       92.8       96.6:       7.2        3.4
Old  :     100.0:      55.7        9.4        8.5       28.4       79.0       92.6       96.9:       7.4        3.1
Other:     100.0:      24.1       17.5        2.1       68.8       74.7       95.0       94.2:       5.0        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       319:       163         54         77         56         71        259        175:
Old  :       313:       162         59         68         49         70        241        172:
Other:       105:        28         18          6         30         38         61         59:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.5       41.7       18.7       52.9       10.7       39.0       17.8       48.4
Old  :                 11.0       45.4       19.0       56.1       10.2       44.7       18.0       55.3
Other:                 41.6       45.0       60.5       62.4       38.7       45.0       57.0       60.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, January 17, 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  :    12,732:     5,287      1,522        529      4,945      9,106     10,761     11,157:     1,971      1,575
Old  :    12,732:     5,287      1,522        529      4,945      9,106     10,761     11,157:     1,971      1,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2017                     :
     :      -489:      -991         21        133        370       -343       -488       -189:        -1       -300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.5       12.0        4.2       38.8       71.5       84.5       87.6:      15.5       12.4
Old  :     100.0:      41.5       12.0        4.2       38.8       71.5       84.5       87.6:      15.5       12.4
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  :        67:        21         16         10         18         16         45         37:
Old  :        67:        21         16         10         18         16         45         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  :                 35.6       53.0       49.4       64.9       35.6       52.7       48.8       64.4
Old  :                 35.6       53.0       49.4       64.9       35.6       52.7       48.8       64.4
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, January 17, 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  :   278,653:    66,086     65,256     44,617    152,077    157,598    262,780    267,471:    15,873     11,182
Old  :   245,341:    69,554     64,093     39,396    121,919    131,534    230,869    235,023:    14,472     10,318
Other:    33,312:       743      5,374      1,010     30,158     26,064     31,911     32,448:     1,401        864
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2017                     :
     :       386:     2,838       -355      2,190     -6,010     -1,702       -982        133:     1,368        253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       23.4       16.0       54.6       56.6       94.3       96.0:       5.7        4.0
Old  :     100.0:      28.3       26.1       16.1       49.7       53.6       94.1       95.8:       5.9        4.2
Other:     100.0:       2.2       16.1        3.0       90.5       78.2       95.8       97.4:       4.2        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:        82         78         65         55         42        178        156:
Old  :       238:        87         77         62         54         41        177        152:
Other:        57:         6         14          3         25         22         34         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  :                 21.5       30.4       33.6       41.3       17.3       21.8       24.6       29.8
Old  :                 16.8       32.3       29.3       43.0       15.7       26.7       26.0       35.3
Other:                 68.1       48.9       79.9       73.7       58.4       38.4       66.2       55.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, January 17, 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  :   828,260:   228,371     36,200    120,324    392,640    626,517    741,335    783,041:    86,925     45,219
Old  :   828,260:   228,371     36,200    120,324    392,640    626,517    741,335    783,041:    86,925     45,219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2017                     :
     :     9,139:     4,895     -4,282        763       -905     10,324      4,753      6,805:     4,386      2,334
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        4.4       14.5       47.4       75.6       89.5       94.5:      10.5        5.5
Old  :     100.0:      27.6        4.4       14.5       47.4       75.6       89.5       94.5:      10.5        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  :       228:        89         31         75         83         82        203        165:
Old  :       228:        89         31         75         83         82        203        165:
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  :                 12.9       25.3       21.9       40.2        9.7       22.6       15.6       31.1
Old  :                 12.9       25.3       21.9       40.2        9.7       22.6       15.6       31.1
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, January 17, 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  :   179,348:    56,201     25,005     26,843     86,593    119,893    169,637    171,741:     9,711      7,607
Old  :   161,273:    54,888     26,152     23,322     74,116    104,660    152,326    154,134:     8,947      7,139
Other:    18,075:     4,242      1,782        592     12,477     15,233     17,311     17,607:       764        468
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2017                     :
     :    -7,585:    -1,205     -7,196         15     -5,813       -645     -7,003     -7,826:      -582        241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       13.9       15.0       48.3       66.8       94.6       95.8:       5.4        4.2
Old  :     100.0:      34.0       16.2       14.5       46.0       64.9       94.5       95.6:       5.5        4.4
Other:     100.0:      23.5        9.9        3.3       69.0       84.3       95.8       97.4:       4.2        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       371:       135         67        103        130        113        318        249:
Old  :       369:       137         70         94        127        111        309        242:
Other:       137:        26         20         15         70         54        104         82:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.4       18.7       21.4       29.2       10.9       15.5       18.7       24.8
Old  :                 13.8       18.4       23.5       28.7       12.1       14.7       20.7       24.1
Other:                 47.4       37.4       61.5       53.3       45.0       37.3       59.1       52.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, January 17, 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  :    77,719:    57,589      8,467      2,091      6,916     64,074     66,596     74,632:    11,123      3,087
Old  :    77,719:    57,589      8,467      2,091      6,916     64,074     66,596     74,632:    11,123      3,087
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2017                     :
     :    -2,899:    -3,629        377        433       -580     -3,305     -3,776     -2,495:       877       -404
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.1       10.9        2.7        8.9       82.4       85.7       96.0:      14.3        4.0
Old  :     100.0:      74.1       10.9        2.7        8.9       82.4       85.7       96.0:      14.3        4.0
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  :       155:       119         21         11         11          7        134         36:
Old  :       155:       119         21         11         11          7        134         36:
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  :                 29.5       84.5       44.9       89.4       28.8       84.5       42.9       88.1
Old  :                 29.5       84.5       44.9       89.4       28.8       84.5       42.9       88.1
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, January 17, 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  :   652,125:   183,514    116,120     11,290    431,820    500,848    626,624    628,258:    25,501     23,867
Old  :   652,125:   183,514    116,120     11,290    431,820    500,848    626,624    628,258:    25,501     23,867
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2017                     :
     :    -4,154:   -13,330      1,686       -563     13,863     -7,658        -30     -6,535:    -4,124      2,381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       17.8        1.7       66.2       76.8       96.1       96.3:       3.9        3.7
Old  :     100.0:      28.1       17.8        1.7       66.2       76.8       96.1       96.3:       3.9        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       338:        73         69         21        124        116        207        196:
Old  :       338:        73         69         21        124        116        207        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  :                 22.5       36.8       34.5       48.4       21.6       36.8       31.8       48.3
Old  :                 22.5       36.8       34.5       48.4       21.6       36.8       31.8       48.3
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, January 17, 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  :   237,680:    50,072     14,273      1,774    177,199    216,926    229,045    232,973:     8,635      4,707
Old  :   237,680:    50,072     14,273      1,774    177,199    216,926    229,045    232,973:     8,635      4,707
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2017                     :
     :     8,195:     3,895     -1,047        -82      3,858      9,376      7,671      8,247:       524        -52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        6.0        0.7       74.6       91.3       96.4       98.0:       3.6        2.0
Old  :     100.0:      21.1        6.0        0.7       74.6       91.3       96.4       98.0:       3.6        2.0
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  :       127:        27         11          5         59         57         88         71:
Old  :       127:        27         11          5         59         57         88         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  :                 38.8       42.7       52.2       64.9       37.9       42.6       51.3       64.7
Old  :                 38.8       42.7       52.2       64.9       37.9       42.6       51.3       64.7
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, January 17, 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  :   855,434:   230,484     69,243     12,496    591,587    765,385    834,567    847,124:    20,867      8,310
Old  :   855,434:   230,484     69,243     12,496    591,587    765,385    834,567    847,124:    20,867      8,310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2017                     :
     :    10,081:     6,596     -1,259        235      2,394     13,836      9,225     12,812:       856     -2,731
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9        8.1        1.5       69.2       89.5       97.6       99.0:       2.4        1.0
Old  :     100.0:      26.9        8.1        1.5       69.2       89.5       97.6       99.0:       2.4        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  :       298:       100         37         21        131         84        238        135:
Old  :       298:       100         37         21        131         84        238        135:
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  :                 24.8       48.0       38.0       66.4       23.9       48.0       34.4       66.1
Old  :                 24.8       48.0       38.0       66.4       23.9       48.0       34.4       66.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 20, 2017