COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, February 14, 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  :   282,058:   144,606     19,394     27,638     89,911    225,379    262,155    272,411:    19,903      9,647
Old  :   237,575:   136,904     20,038     18,707     63,793    191,248    219,404    229,993:    18,171      7,582
Other:    44,483:    16,001      7,655        632     26,118     34,131     42,751     42,418:     1,732      2,065
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :    -1,473:     2,554     -6,171       -513     -2,083      5,308        -42     -1,376:    -1,431        -97
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.3        6.9        9.8       31.9       79.9       92.9       96.6:       7.1        3.4
Old  :     100.0:      57.6        8.4        7.9       26.9       80.5       92.4       96.8:       7.6        3.2
Other:     100.0:      36.0       17.2        1.4       58.7       76.7       96.1       95.4:       3.9        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       316:       167         52         73         62         67        260        169:
Old  :       308:       170         47         64         51         64        244        156:
Other:       136:        38         27          7         34         48         75         80:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.4       41.1       18.2       51.5       11.4       39.6       18.2       48.7
Old  :                  9.5       47.2       17.3       57.6        9.5       46.5       17.3       55.7
Other:                 34.2       31.7       54.4       49.4       32.0       31.7       51.7       49.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, February 14, 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  :    11,689:     3,320      1,573        770      5,742      7,832      9,832     10,175:     1,857      1,514
Old  :    11,689:     3,320      1,573        770      5,742      7,832      9,832     10,175:     1,857      1,514
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :       139:      -408        -20        145        265        154          2        279:       137       -140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       13.5        6.6       49.1       67.0       84.1       87.0:      15.9       13.0
Old  :     100.0:      28.4       13.5        6.6       49.1       67.0       84.1       87.0:      15.9       13.0
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  :        68:        25         10         14         25         14         55         34:
Old  :        68:        25         10         14         25         14         55         34:
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  :                 32.9       47.4       47.1       63.1       32.9       47.3       47.1       62.5
Old  :                 32.9       47.4       47.1       63.1       32.9       47.3       47.1       62.5
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, February 14, 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  :   261,781:    63,036     79,664     37,962    142,832    132,801    243,830    250,427:    17,951     11,354
Old  :   216,252:    66,414     78,053     31,257    102,893     96,878    200,564    206,188:    15,688     10,064
Other:    45,529:     1,038      6,027      2,289     39,939     35,923     43,266     44,239:     2,263      1,290
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :     1,624:     5,539      5,735     -4,775      1,641      1,568      2,405      2,528:      -781       -904
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       30.4       14.5       54.6       50.7       93.1       95.7:       6.9        4.3
Old  :     100.0:      30.7       36.1       14.5       47.6       44.8       92.7       95.3:       7.3        4.7
Other:     100.0:       2.3       13.2        5.0       87.7       78.9       95.0       97.2:       5.0        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:        91         86         58         55         39        179        160:
Old  :       253:        98         82         55         55         36        178        154:
Other:        69:        13         18          7         29         21         48         40:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.7       21.7       31.6       33.7       17.1       14.0       25.0       22.7
Old  :                 16.4       22.0       28.5       33.3       15.9       17.0       26.2       27.9
Other:                 54.4       45.3       68.6       67.7       42.2       34.6       53.5       46.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, February 14, 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  :   858,862:   239,871     36,795    116,068    415,667    656,375    771,606    809,238:    87,256     49,624
Old  :   858,862:   239,871     36,795    116,068    415,667    656,375    771,606    809,238:    87,256     49,624
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :      -504:    -5,647      5,096     -8,851     19,421     -2,776      4,923     -6,531:    -5,427      6,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        4.3       13.5       48.4       76.4       89.8       94.2:      10.2        5.8
Old  :     100.0:      27.9        4.3       13.5       48.4       76.4       89.8       94.2:      10.2        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       230:        94         27         79         84         83        205        170:
Old  :       230:        94         27         79         84         83        205        170:
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  :                 13.8       26.3       22.6       42.1        9.4       24.8       15.2       33.0
Old  :                 13.8       26.3       22.6       42.1        9.4       24.8       15.2       33.0
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, February 14, 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  :   174,739:    55,075     27,029     25,627     84,192    114,677    164,894    167,333:     9,845      7,406
Old  :   152,488:    52,375     28,172     20,953     70,211     96,585    143,539    145,710:     8,949      6,778
Other:    22,251:     6,062      2,219      1,312     13,981     18,092     21,355     21,623:       896        628
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :    -7,155:     1,268      4,435     -2,024     -5,920     -9,635     -6,676     -7,224:      -479         69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       15.5       14.7       48.2       65.6       94.4       95.8:       5.6        4.2
Old  :     100.0:      34.3       18.5       13.7       46.0       63.3       94.1       95.6:       5.9        4.4
Other:     100.0:      27.2       10.0        5.9       62.8       81.3       96.0       97.2:       4.0        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       383:       132         82        101        130        110        322        252:
Old  :       381:       137         85         92        128        107        314        244:
Other:       153:        31         23         14         79         56        118         86:
     :----------------------------------------------------------------------------------------------------
     :             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       17.5       21.5       29.1       11.3       15.3       19.3       25.3
Old  :                 13.1       16.7       23.6       29.5       12.9       14.8       22.0       25.2
Other:                 36.2       33.2       49.1       49.0       31.6       33.1       42.7       47.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, February 14, 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  :    74,210:    53,115      7,254      2,585      8,509     61,421     64,209     71,260:    10,001      2,950
Old  :    74,210:    53,115      7,254      2,585      8,509     61,421     64,209     71,260:    10,001      2,950
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :       235:    -1,220       -348       -175      1,292        868       -103        345:       338       -110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.6        9.8        3.5       11.5       82.8       86.5       96.0:      13.5        4.0
Old  :     100.0:      71.6        9.8        3.5       11.5       82.8       86.5       96.0:      13.5        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  :       147:       109         22         11         11          8        123         38:
Old  :       147:       109         22         11         11          8        123         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  :                 27.8       86.2       42.7       90.7       26.8       86.2       41.1       88.5
Old  :                 27.8       86.2       42.7       90.7       26.8       86.2       41.1       88.5
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, February 14, 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  :   618,330:   162,919    114,171     12,372    413,562    471,154    588,853    597,697:    29,477     20,633
Old  :   618,330:   162,919    114,171     12,372    413,562    471,154    588,853    597,697:    29,477     20,633
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :    -7,085:    -6,159     -5,779       -158     -2,156     -1,615     -8,473     -7,552:     1,388        467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       18.5        2.0       66.9       76.2       95.2       96.7:       4.8        3.3
Old  :     100.0:      26.3       18.5        2.0       66.9       76.2       95.2       96.7:       4.8        3.3
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  :       348:        84         62         26        135        116        229        194:
Old  :       348:        84         62         26        135        116        229        194:
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  :                 23.0       34.4       33.5       46.2       20.6       34.4       29.9       46.0
Old  :                 23.0       34.4       33.5       46.2       20.6       34.4       29.9       46.0
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, February 14, 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  :   267,484:    54,454     15,082      2,630    202,086    245,038    259,170    262,750:     8,314      4,734
Old  :   267,484:    54,454     15,082      2,630    202,086    245,038    259,170    262,750:     8,314      4,734
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :     4,696:     1,638      1,465        485      3,008      2,312      5,131      4,262:      -435        434
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4        5.6        1.0       75.6       91.6       96.9       98.2:       3.1        1.8
Old  :     100.0:      20.4        5.6        1.0       75.6       91.6       96.9       98.2:       3.1        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  :       126:        28         10          4         64         53         92         67:
Old  :       126:        28         10          4         64         53         92         67:
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  :                 35.5       49.5       48.8       71.8       34.7       49.4       47.8       70.8
Old  :                 35.5       49.5       48.8       71.8       34.7       49.4       47.8       70.8
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, February 14, 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  :   877,122:   257,767     72,587     13,060    583,522    784,241    854,349    869,888:    22,773      7,234
Old  :   877,122:   257,767     72,587     13,060    583,522    784,241    854,349    869,888:    22,773      7,234
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2017                     :
     :    20,661:     8,674      4,622        111     12,029     16,792     20,814     21,525:      -153       -864
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4        8.3        1.5       66.5       89.4       97.4       99.2:       2.6        0.8
Old  :     100.0:      29.4        8.3        1.5       66.5       89.4       97.4       99.2:       2.6        0.8
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  :       317:       113         38         24        133         84        256        136:
Old  :       317:       113         38         24        133         84        256        136:
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       50.2       35.5       67.8       22.0       50.2       33.0       67.8
Old  :                 23.6       50.2       35.5       67.8       22.0       50.2       33.0       67.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 17, 2017