COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, April 04, 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  :   277,475:   126,710     25,230     37,296     96,443    200,572    260,449    263,098:    17,026     14,377
Old  :   188,024:   107,139     27,449     18,800     48,772    131,586    174,711    177,835:    13,313     10,189
Other:    89,451:    37,275     15,485        792     47,671     68,986     85,738     85,263:     3,713      4,188
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :    -4,178:   -12,333      3,067      1,175      8,635    -10,487     -2,523     -6,245:    -1,655      2,067
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.7        9.1       13.4       34.8       72.3       93.9       94.8:       6.1        5.2
Old  :     100.0:      57.0       14.6       10.0       25.9       70.0       92.9       94.6:       7.1        5.4
Other:     100.0:      41.7       17.3        0.9       53.3       77.1       95.8       95.3:       4.2        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       311:       149         73         87         62         64        254        187:
Old  :       293:       141         70         63         49         58        223        160:
Other:       173:        61         36         10         50         54        116         96:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       37.9       19.8       47.3       11.2       35.1       17.9       43.5
Old  :                 11.7       45.9       20.9       54.9       10.4       42.9       18.8       51.5
Other:                 23.4       29.3       38.9       47.5       22.7       27.6       38.1       45.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, April 04, 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  :    11,346:     3,476      1,458        547      5,391      8,098      9,414     10,103:     1,932      1,243
Old  :    11,207:     3,472      1,456        547      5,291      7,983      9,310      9,986:     1,897      1,221
Other:       139:         4          2          0        100        115        104        117:        35         22
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :       320:    -1,324        577         32      1,569       -477        277        132:        43        188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       12.9        4.8       47.5       71.4       83.0       89.0:      17.0       11.0
Old  :     100.0:      31.0       13.0        4.9       47.2       71.2       83.1       89.1:      16.9       10.9
Other:     100.0:       2.9        1.4        0.0       71.9       82.7       74.8       84.2:      25.2       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        21         13         15         23         15         51         38:
Old  :        63:        21         13         15         23         15         51         38:
Other:         6:         1          1          0          3          1          4          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.2       53.7       41.8       68.8       27.2       52.8       40.2       63.3
Old  :                 27.5       54.4       42.3       68.6       27.5       53.5       40.7       64.0
Other:                 74.8       84.2       74.8       84.2       74.8       84.2       74.8       84.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, April 04, 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  :   283,269:    64,143     67,457     43,793    156,479    160,300    264,415    271,550:    18,854     11,719
Old  :   217,156:    66,940     65,765     32,612    101,469    108,436    201,021    206,813:    16,135     10,343
Other:    66,113:     4,070      8,559      4,314     55,010     51,864     63,394     64,737:     2,719      1,376
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :     1,319:      -523     -4,732       -812        251      5,853     -1,084        309:     2,403      1,010
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       23.8       15.5       55.2       56.6       93.3       95.9:       6.7        4.1
Old  :     100.0:      30.8       30.3       15.0       46.7       49.9       92.6       95.2:       7.4        4.8
Other:     100.0:       6.2       12.9        6.5       83.2       78.4       95.9       97.9:       4.1        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:        90         71         73         61         43        191        157:
Old  :       239:        96         69         65         59         40        188        146:
Other:        85:        18         23          7         38         25         59         52:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.9       23.0       29.7       33.0       14.4       14.1       21.8       22.5
Old  :                 15.4       20.2       26.1       32.1       12.6       14.6       20.9       26.1
Other:                 45.8       42.9       62.5       60.8       42.7       28.2       54.4       42.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, April 04, 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  :   801,818:   228,322    123,843    116,740    386,909    488,984    731,971    729,567:    69,847     72,251
Old  :   801,818:   228,322    123,843    116,740    386,909    488,984    731,971    729,567:    69,847     72,251
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :    -5,088:     7,955     18,639     -3,690    -10,074    -22,417     -5,809     -7,468:       721      2,380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       15.4       14.6       48.3       61.0       91.3       91.0:       8.7        9.0
Old  :     100.0:      28.5       15.4       14.6       48.3       61.0       91.3       91.0:       8.7        9.0
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  :       240:        75         57         75         86         77        199        181:
Old  :       240:        75         57         75         86         77        199        181:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.9       21.5       20.4       32.4       10.9       19.0       17.2       25.6
Old  :                 11.9       21.5       20.4       32.4       10.9       19.0       17.2       25.6
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, April 04, 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  :   198,653:    62,223     47,872     27,708     97,849    115,095    187,780    190,675:    10,873      7,978
Old  :   162,906:    60,574     49,573     17,041     75,813     89,120    153,428    155,734:     9,478      7,172
Other:    35,747:     9,134      5,784      3,182     22,036     25,975     34,352     34,941:     1,395        806
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :     7,587:     2,008      2,348      1,535      3,811      3,981      7,354      7,864:       233       -277
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       24.1       13.9       49.3       57.9       94.5       96.0:       5.5        4.0
Old  :     100.0:      37.2       30.4       10.5       46.5       54.7       94.2       95.6:       5.8        4.4
Other:     100.0:      25.6       16.2        8.9       61.6       72.7       96.1       97.7:       3.9        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       424:       132        116        107        140        115        332        296:
Old  :       420:       137        118         90        130        110        312        280:
Other:       197:        46         34         27         94         66        157        113:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       14.7       22.5       25.6        9.7       13.2       17.6       21.7
Old  :                 14.5       15.7       25.3       25.8       12.0       13.7       21.3       22.8
Other:                 26.5       27.7       40.5       43.4       24.5       25.0       33.2       38.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, April 04, 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  :    69,339:    48,816      5,857      1,836     10,643     59,014     61,295     66,707:     8,044      2,632
Old  :    69,339:    48,816      5,857      1,836     10,643     59,014     61,295     66,707:     8,044      2,632
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :    -5,311:    -4,096     -2,779        124     -1,346     -2,827     -5,318     -5,482:         7        171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.4        8.4        2.6       15.3       85.1       88.4       96.2:      11.6        3.8
Old  :     100.0:      70.4        8.4        2.6       15.3       85.1       88.4       96.2:      11.6        3.8
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  :       134:        90         25         17         11          7        110         44:
Old  :       134:        90         25         17         11          7        110         44:
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  :                 30.3       85.9       47.1       89.4       29.0       85.7       45.7       89.2
Old  :                 30.3       85.9       47.1       89.4       29.0       85.7       45.7       89.2
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, April 04, 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  :   560,648:   136,131    191,913     16,780    377,334    332,815    530,245    541,508:    30,403     19,140
Old  :   560,648:   136,131    191,913     16,780    377,334    332,815    530,245    541,508:    30,403     19,140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :    16,342:     5,775      5,224      2,471      2,385      9,486     10,631     17,181:     5,711       -839
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       34.2        3.0       67.3       59.4       94.6       96.6:       5.4        3.4
Old  :     100.0:      24.3       34.2        3.0       67.3       59.4       94.6       96.6:       5.4        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       335:        75         65         27        125        113        211        194:
Old  :       335:        75         65         27        125        113        211        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  :                 20.2       25.7       31.3       39.0       18.0       25.7       28.9       38.4
Old  :                 20.2       25.7       31.3       39.0       18.0       25.7       28.9       38.4
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, April 04, 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  :   284,747:    60,279      9,508      2,742    212,859    268,622    275,880    280,872:     8,867      3,875
Old  :   284,747:    60,279      9,508      2,742    212,859    268,622    275,880    280,872:     8,867      3,875
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :     5,597:     3,286       -417        160      2,317      5,820      5,763      5,563:      -166         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2        3.3        1.0       74.8       94.3       96.9       98.6:       3.1        1.4
Old  :     100.0:      21.2        3.3        1.0       74.8       94.3       96.9       98.6:       3.1        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  :       136:        32         11          7         68         53        101         70:
Old  :       136:        32         11          7         68         53        101         70:
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  :                 33.5       50.4       48.0       74.7       32.8       50.3       47.1       74.4
Old  :                 33.5       50.4       48.0       74.7       32.8       50.3       47.1       74.4
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, April 04, 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  :   937,179:   300,193     75,230     11,832    601,035    843,147    913,060    930,209:    24,119      6,970
Old  :   937,179:   300,193     75,230     11,832    601,035    843,147    913,060    930,209:    24,119      6,970
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 28, 2017                       :
     :    27,328:    15,611      6,564        101     12,969     21,156     28,681     27,821:    -1,353       -493
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0        8.0        1.3       64.1       90.0       97.4       99.3:       2.6        0.7
Old  :     100.0:      32.0        8.0        1.3       64.1       90.0       97.4       99.3:       2.6        0.7
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  :       342:       135         43         23        132         82        277        138:
Old  :       342:       135         43         23        132         82        277        138:
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  :                 20.2       52.6       32.8       71.2       18.8       52.6       31.1       71.2
Old  :                 20.2       52.6       32.8       71.2       18.8       52.6       31.1       71.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 7, 2017