COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, February 21, 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  :   261,594:   135,847     18,413     25,059     83,139    208,056    244,045    251,528:    17,549     10,066
Old  :   212,745:   127,980     19,464     15,648     53,524    170,207    197,152    205,319:    15,593      7,426
Other:    48,849:    16,684      7,766        594     29,615     37,849     46,893     46,209:     1,956      2,640
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2017                    :
     :   -20,464:    -8,759       -981     -2,579     -6,772    -17,323    -18,110    -20,883:    -2,354        419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.9        7.0        9.6       31.8       79.5       93.3       96.2:       6.7        3.8
Old  :     100.0:      60.2        9.1        7.4       25.2       80.0       92.7       96.5:       7.3        3.5
Other:     100.0:      34.2       15.9        1.2       60.6       77.5       96.0       94.6:       4.0        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       297:       152         51         61         51         66        229        159:
Old  :       289:       151         49         47         39         63        210        143:
Other:       134:        38         25          5         31         49         71         79:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       40.1       18.7       50.6       11.1       39.0       18.5       48.4
Old  :                 10.0       46.6       18.4       56.3       10.0       46.1       18.4       55.7
Other:                 32.0       28.9       53.5       47.3       30.2       28.9       51.5       46.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, February 21, 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  :    11,114:     3,399      1,440        413      5,643      7,915      9,455      9,768:     1,659      1,346
Old  :    11,113:     3,399      1,440        413      5,643      7,915      9,455      9,768:     1,658      1,345
Other:         1:         0          0          0          0          0          0          0:         1          1
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2017                    :
     :      -575:        79       -133       -357        -99         83       -377       -407:      -198       -168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       13.0        3.7       50.8       71.2       85.1       87.9:      14.9       12.1
Old  :     100.0:      30.6       13.0        3.7       50.8       71.2       85.1       87.9:      14.9       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:     100.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        24         10         11         22         13         50         31:
Old  :        63:        24         10         11         22         13         50         31:
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  :                 36.9       51.3       50.6       67.6       36.9       51.2       49.4       66.6
Old  :                 36.9       51.3       50.6       67.6       36.9       51.2       49.4       66.6
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 21, 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  :   269,538:    67,381     83,606     39,740    144,746    134,722    251,867    258,068:    17,671     11,470
Old  :   220,888:    70,478     80,305     33,079    102,001     97,454    205,558    210,838:    15,330     10,050
Other:    48,650:     1,521      7,919      2,043     42,745     37,268     46,309     47,230:     2,341      1,420
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2017                    :
     :     7,757:     4,345      3,942      1,778      1,914      1,921      8,037      7,641:      -280        116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       31.0       14.7       53.7       50.0       93.4       95.7:       6.6        4.3
Old  :     100.0:      31.9       36.4       15.0       46.2       44.1       93.1       95.5:       6.9        4.5
Other:     100.0:       3.1       16.3        4.2       87.9       76.6       95.2       97.1:       4.8        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        87         80         62         56         39        178        158:
Old  :       245:        97         76         57         56         37        177        151:
Other:        74:        11         24          6         30         22         47         46:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       23.0       30.6       35.6       16.8       13.7       24.7       22.6
Old  :                 14.6       24.4       26.7       35.5       13.9       16.4       23.6       26.7
Other:                 54.9       44.5       68.4       66.4       43.1       32.6       52.9       44.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, February 21, 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  :   802,571:   226,927     27,796    115,001    368,956    608,425    710,884    751,222:    91,687     51,349
Old  :   802,571:   226,927     27,796    115,001    368,956    608,425    710,884    751,222:    91,687     51,349
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2017                    :
     :   -56,291:   -12,944     -8,999     -1,067    -46,711    -47,950    -60,722    -58,016:     4,431      1,725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3        3.5       14.3       46.0       75.8       88.6       93.6:      11.4        6.4
Old  :     100.0:      28.3        3.5       14.3       46.0       75.8       88.6       93.6:      11.4        6.4
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  :       217:        87         30         75         76         73        195        153:
Old  :       217:        87         30         75         76         73        195        153:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.2       29.0       22.2       43.4       10.2       26.6       16.9       35.6
Old  :                 13.2       29.0       22.2       43.4       10.2       26.6       16.9       35.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders - Futures Only, February 21, 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  :   173,929:    57,280     26,408     23,218     83,492    117,194    163,990    166,820:     9,939      7,109
Old  :   151,065:    54,233     27,565     18,438     69,334     98,606    142,005    144,609:     9,060      6,456
Other:    22,864:     6,257      2,053      1,570     14,158     18,588     21,985     22,211:       879        653
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2017                    :
     :      -810:     2,205       -621     -2,409       -700      2,517       -904       -513:        94       -297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       15.2       13.3       48.0       67.4       94.3       95.9:       5.7        4.1
Old  :     100.0:      35.9       18.2       12.2       45.9       65.3       94.0       95.7:       6.0        4.3
Other:     100.0:      27.4        9.0        6.9       61.9       81.3       96.2       97.1:       3.8        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       374:       140         73         92        126        108        317        235:
Old  :       372:       143         77         84        124        105        308        229:
Other:       155:        36         20         16         79         56        122         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  :                 11.3       18.0       21.4       29.6       11.3       16.0       19.4       25.6
Old  :                 13.0       17.2       23.9       29.9       13.0       15.5       22.3       26.3
Other:                 35.8       32.8       48.1       48.3       31.0       32.4       41.3       46.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, February 21, 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  :    74,802:    52,656      6,842      2,896      9,987     61,773     65,539     71,511:     9,263      3,291
Old  :    74,802:    52,656      6,842      2,896      9,987     61,773     65,539     71,511:     9,263      3,291
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2017                    :
     :       592:      -459       -412        311      1,478        352      1,330        251:      -738        341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.4        9.1        3.9       13.4       82.6       87.6       95.6:      12.4        4.4
Old  :     100.0:      70.4        9.1        3.9       13.4       82.6       87.6       95.6:      12.4        4.4
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  :       149:       110         22         10         12          8        123         39:
Old  :       149:       110         22         10         12          8        123         39:
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       84.8       43.5       89.9       26.7       84.8       41.1       87.4
Old  :                 27.8       84.8       43.5       89.9       26.7       84.8       41.1       87.4
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 21, 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  :   612,760:   153,819    117,291     14,001    416,046    462,543    583,866    593,835:    28,894     18,925
Old  :   612,760:   153,819    117,291     14,001    416,046    462,543    583,866    593,835:    28,894     18,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2017                    :
     :    -5,570:    -9,100      3,120      1,629      2,484     -8,611     -4,987     -3,862:      -583     -1,708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       19.1        2.3       67.9       75.5       95.3       96.9:       4.7        3.1
Old  :     100.0:      25.1       19.1        2.3       67.9       75.5       95.3       96.9:       4.7        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       351:        85         65         23        132        120        228        197:
Old  :       351:        85         65         23        132        120        228        197:
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  :                 23.5       34.7       34.0       47.3       21.3       34.7       30.6       47.1
Old  :                 23.5       34.7       34.0       47.3       21.3       34.7       30.6       47.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders - Futures Only, February 21, 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  :   276,358:    53,868     14,297      2,463    210,673    255,835    267,004    272,595:     9,354      3,763
Old  :   276,358:    53,868     14,297      2,463    210,673    255,835    267,004    272,595:     9,354      3,763
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2017                    :
     :     8,874:      -586       -785       -167      8,587     10,797      7,834      9,845:     1,040       -971
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5        5.2        0.9       76.2       92.6       96.6       98.6:       3.4        1.4
Old  :     100.0:      19.5        5.2        0.9       76.2       92.6       96.6       98.6:       3.4        1.4
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  :       127:        27         10          5         66         53         93         68:
Old  :       127:        27         10          5         66         53         93         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.4       52.5       48.2       74.3       33.7       52.0       47.4       72.6
Old  :                 34.4       52.5       48.2       74.3       33.7       52.0       47.4       72.6
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 21, 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  :   891,953:   258,122     69,481     12,942    597,890    801,134    868,954    883,557:    22,999      8,396
Old  :   891,953:   258,122     69,481     12,942    597,890    801,134    868,954    883,557:    22,999      8,396
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2017                    :
     :    14,831:       355     -3,106       -118     14,368     16,893     14,605     13,669:       226      1,162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9        7.8        1.5       67.0       89.8       97.4       99.1:       2.6        0.9
Old  :     100.0:      28.9        7.8        1.5       67.0       89.8       97.4       99.1:       2.6        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       317:       117         36         24        132         84        259        134:
Old  :       317:       117         36         24        132         84        259        134:
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  :                 23.4       50.4       35.0       69.5       21.8       50.2       32.6       69.3
Old  :                 23.4       50.4       35.0       69.5       21.8       50.2       32.6       69.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 24, 2017