COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, March 07, 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  :   273,357:   143,307     16,640     26,661     85,011    220,064    254,979    263,365:    18,378      9,992
Old  :   212,445:   128,538     17,332     16,310     51,526    172,071    196,374    205,713:    16,071      6,732
Other:    60,912:    24,675      9,214        445     33,485     47,993     58,605     57,652:     2,307      3,260
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :     6,978:     5,580     -2,148      1,042      1,260      8,608      7,882      7,502:      -904       -524
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.4        6.1        9.8       31.1       80.5       93.3       96.3:       6.7        3.7
Old  :     100.0:      60.5        8.2        7.7       24.3       81.0       92.4       96.8:       7.6        3.2
Other:     100.0:      40.5       15.1        0.7       55.0       78.8       96.2       94.6:       3.8        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       301:       162         45         70         55         67        248        158:
Old  :       290:       156         46         55         43         62        226        139:
Other:       151:        50         27          6         38         51         90         83:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.8       42.3       17.8       52.8       10.8       41.6       17.6       51.5
Old  :                  9.5       49.3       17.8       59.7        9.5       48.8       17.8       59.1
Other:                 27.2       27.2       43.7       46.7       27.2       26.9       43.5       45.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, March 07, 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  :    10,361:     3,710      1,332        484      4,670      6,903      8,864      8,719:     1,497      1,642
Old  :    10,359:     3,710      1,331        484      4,670      6,903      8,864      8,718:     1,495      1,641
Other:         2:         0          1          0          0          0          0          1:         2          1
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :        57:       247       -116        144       -275       -108        116        -80:       -59        137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8       12.9        4.7       45.1       66.6       85.6       84.2:      14.4       15.8
Old  :     100.0:      35.8       12.8        4.7       45.1       66.6       85.6       84.2:      14.4       15.8
Other:     100.0:       0.0       50.0        0.0        0.0        0.0        0.0       50.0:     100.0       50.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        22         14         14         20         12         49         35:
Old  :        64:        22         14         14         20         12         49         35:
Other:         1:         0          1          0          0          0          0          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.9       52.8       44.3       65.4       29.1       52.8       41.2       64.1
Old  :                 29.9       52.8       44.4       65.4       29.1       52.8       41.2       64.1
Other:                  0.0       50.0        0.0       50.0        0.0       50.0        0.0       50.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, March 07, 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  :   292,026:    73,221     97,734     39,517    159,309    143,514    272,047    280,765:    19,979     11,261
Old  :   236,062:    74,561     93,017     30,719    113,389    102,361    218,669    226,097:    17,393      9,965
Other:    55,964:     3,690      9,747      3,768     45,920     41,153     53,378     54,668:     2,586      1,296
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :    10,084:     1,311      2,733      4,278      3,959      3,337      9,548     10,348:       536       -264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       33.5       13.5       54.6       49.1       93.2       96.1:       6.8        3.9
Old  :     100.0:      31.6       39.4       13.0       48.0       43.4       92.6       95.8:       7.4        4.2
Other:     100.0:       6.6       17.4        6.7       82.1       73.5       95.4       97.7:       4.6        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        92         90         66         60         40        188        172:
Old  :       263:       105         84         59         59         37        187        161:
Other:        85:        11         31          6         35         23         52         54:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.4       20.2       30.6       31.2       17.3       13.4       25.7       22.3
Old  :                 16.9       20.6       27.3       32.3       16.5       15.7       25.9       26.8
Other:                 47.6       41.3       64.6       63.0       41.2       30.3       52.9       41.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, March 07, 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  :   765,590:   219,523     53,047    112,200    363,780    537,485    695,503    702,732:    70,087     62,858
Old  :   765,590:   219,523     53,047    112,200    363,780    537,485    695,503    702,732:    70,087     62,858
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :      -199:    -3,524      9,767      1,680      2,485    -20,954        641     -9,507:      -840      9,308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7        6.9       14.7       47.5       70.2       90.8       91.8:       9.2        8.2
Old  :     100.0:      28.7        6.9       14.7       47.5       70.2       90.8       91.8:       9.2        8.2
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  :       219:        75         41         69         78         72        187        157:
Old  :       219:        75         41         69         78         72        187        157:
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  :                 12.1       24.2       20.9       38.4       11.9       20.3       18.8       30.0
Old  :                 12.1       24.2       20.9       38.4       11.9       20.3       18.8       30.0
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, March 07, 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  :   175,170:    58,490     33,408     20,678     86,555    113,701    165,723    167,787:     9,447      7,383
Old  :   149,011:    56,972     35,364     13,406     70,239     93,534    140,617    142,304:     8,394      6,707
Other:    26,159:     7,226      3,752      1,564     16,316     20,167     25,106     25,483:     1,053        676
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :    -1,566:       743      4,408     -3,242        793     -2,140     -1,706       -974:       140       -592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       19.1       11.8       49.4       64.9       94.6       95.8:       5.4        4.2
Old  :     100.0:      38.2       23.7        9.0       47.1       62.8       94.4       95.5:       5.6        4.5
Other:     100.0:      27.6       14.3        6.0       62.4       77.1       96.0       97.4:       4.0        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       401:       133        100         96        137        114        325        266:
Old  :       398:       137        101         84        133        110        313        255:
Other:       172:        35         27         20         88         62        134         99:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.9       17.5       22.7       28.8       11.4       15.9       20.1       25.2
Old  :                 12.8       17.0       24.6       29.0       12.8       15.7       23.0       25.8
Other:                 32.4       29.1       44.5       44.1       27.2       29.0       37.6       42.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, March 07, 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  :    83,511:    57,540      6,489      1,954     13,525     72,011     73,019     80,454:    10,492      3,057
Old  :    83,511:    57,540      6,489      1,954     13,525     72,011     73,019     80,454:    10,492      3,057
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :     8,602:     4,909     -1,332       -911      3,409     10,696      7,407      8,453:     1,195        149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.9        7.8        2.3       16.2       86.2       87.4       96.3:      12.6        3.7
Old  :     100.0:      68.9        7.8        2.3       16.2       86.2       87.4       96.3:      12.6        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  :       143:       105         21         12         13          8        122         38:
Old  :       143:       105         21         12         13          8        122         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  :                 26.3       86.2       42.7       89.9       25.6       83.6       40.9       85.9
Old  :                 26.3       86.2       42.7       89.9       25.6       83.6       40.9       85.9
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, March 07, 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  :   607,697:   147,931    160,253     22,393    405,775    403,657    576,099    586,303:    31,598     21,394
Old  :   607,697:   147,931    160,253     22,393    405,775    403,657    576,099    586,303:    31,598     21,394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :    -5,889:    -5,454     26,565      2,789     -6,327    -34,743     -8,992     -5,389:     3,103       -500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       26.4        3.7       66.8       66.4       94.8       96.5:       5.2        3.5
Old  :     100.0:      24.3       26.4        3.7       66.8       66.4       94.8       96.5:       5.2        3.5
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  :       346:        77         69         26        137        115        226        198:
Old  :       346:        77         69         26        137        115        226        198:
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       27.6       33.6       39.4       21.0       27.3       30.9       39.0
Old  :                 23.5       27.6       33.6       39.4       21.0       27.3       30.9       39.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders - Futures Only, March 07, 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  :   291,868:    55,383     14,375      2,369    224,515    271,512    282,267    288,256:     9,601      3,612
Old  :   291,868:    55,383     14,375      2,369    224,515    271,512    282,267    288,256:     9,601      3,612
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :     9,074:       444        343        323      7,728      8,962      8,495      9,628:       579       -554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0        4.9        0.8       76.9       93.0       96.7       98.8:       3.3        1.2
Old  :     100.0:      19.0        4.9        0.8       76.9       93.0       96.7       98.8:       3.3        1.2
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  :       133:        30         10          6         70         57        100         73:
Old  :       133:        30         10          6         70         57        100         73:
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  :                 32.5       47.6       47.1       70.3       31.7       47.1       45.5       68.2
Old  :                 32.5       47.6       47.1       70.3       31.7       47.1       45.5       68.2
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, March 07, 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  :   902,024:   259,229     72,161     13,960    599,947    802,524    873,136    888,645:    28,888     13,379
Old  :   902,024:   259,229     72,161     13,960    599,947    802,524    873,136    888,645:    28,888     13,379
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2017                    :
     :       185:    -1,458      2,730      2,777     -6,672     -9,864     -5,353     -4,357:     5,538      4,542
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7        8.0        1.5       66.5       89.0       96.8       98.5:       3.2        1.5
Old  :     100.0:      28.7        8.0        1.5       66.5       89.0       96.8       98.5:       3.2        1.5
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  :       315:       115         36         29        134         85        261        139:
Old  :       315:       115         36         29        134         85        261        139:
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  :                 22.6       49.7       34.5       68.7       20.7       49.3       32.1       68.3
Old  :                 22.6       49.7       34.5       68.7       20.7       49.3       32.1       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 10, 2017