COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, April 11, 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  :   250,988:   110,730     22,574     32,065     89,554    180,853    232,349    235,492:    18,639     15,496
Old  :   155,829:    89,125     27,599     11,283     41,429    106,616    141,837    145,498:    13,992     10,331
Other:    95,159:    41,479     14,849        908     48,125     74,237     90,512     89,994:     4,647      5,165
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2017                        :
     :   -26,487:   -15,980     -2,656     -5,231     -6,889    -19,719    -28,100    -27,606:     1,613      1,119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.1        9.0       12.8       35.7       72.1       92.6       93.8:       7.4        6.2
Old  :     100.0:      57.2       17.7        7.2       26.6       68.4       91.0       93.4:       9.0        6.6
Other:     100.0:      43.6       15.6        1.0       50.6       78.0       95.1       94.6:       4.9        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:       147         64         83         62         62        248        176:
Old  :       279:       141         60         51         47         54        211        143:
Other:       181:        67         40         11         48         54        121        100:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       37.5       19.8       46.9       12.4       35.3       19.5       44.2
Old  :                 11.8       44.2       20.6       54.8       11.6       43.1       20.3       53.0
Other:                 23.2       32.3       38.2       49.2       22.9       30.4       37.9       47.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, April 11, 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  :    11,010:     3,295      1,396        488      5,425      7,806      9,208      9,690:     1,802      1,320
Old  :    10,852:     3,292      1,394        488      5,303      7,676      9,083      9,558:     1,769      1,294
Other:       158:         3          2          0        122        130        125        132:        33         26
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2017                        :
     :      -336:      -181        -62        -59         34       -292       -206       -413:      -130         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       12.7        4.4       49.3       70.9       83.6       88.0:      16.4       12.0
Old  :     100.0:      30.3       12.8        4.5       48.9       70.7       83.7       88.1:      16.3       11.9
Other:     100.0:       1.9        1.3        0.0       77.2       82.3       79.1       83.5:      20.9       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        21         11         16         24         15         52         37:
Old  :        62:        21         11         16         24         15         52         37:
Other:         7:         1          1          0          4          1          5          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  :                 28.5       52.6       42.9       71.7       28.4       51.8       42.9       66.3
Old  :                 28.9       53.3       43.5       71.6       28.8       52.6       43.5       66.1
Other:                 78.5       83.5       79.1       83.5       78.5       83.5       79.1       83.5
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, April 11, 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  :   277,517:    60,226     74,977     42,406    157,399    150,115    260,031    267,498:    17,486     10,019
Old  :   206,355:    63,517     72,282     28,423     99,694     97,191    191,634    197,896:    14,721      8,459
Other:    71,162:     5,316     11,302      5,376     57,705     52,924     68,397     69,602:     2,765      1,560
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2017                        :
     :    -5,752:    -3,917      7,520     -1,387        920    -10,185     -4,384     -4,052:    -1,368     -1,700
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       27.0       15.3       56.7       54.1       93.7       96.4:       6.3        3.6
Old  :     100.0:      30.8       35.0       13.8       48.3       47.1       92.9       95.9:       7.1        4.1
Other:     100.0:       7.5       15.9        7.6       81.1       74.4       96.1       97.8:       3.9        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:        90         90         71         61         40        192        170:
Old  :       256:        95         89         59         58         38        182        160:
Other:        96:        23         29         12         38         24         67         60:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       21.3       32.2       31.9       15.3       12.6       22.6       20.6
Old  :                 18.1       18.1       29.4       30.5       13.2       13.9       22.2       25.0
Other:                 43.4       40.8       61.5       58.3       42.3       27.5       53.2       42.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, April 11, 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  :   801,536:   240,490    136,363     99,778    398,000    494,630    738,268    730,771:    63,268     70,765
Old  :   801,536:   240,490    136,363     99,778    398,000    494,630    738,268    730,771:    63,268     70,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2017                        :
     :      -282:    12,168     12,520    -16,962     11,091      5,646      6,297      1,204:    -6,579     -1,486
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       17.0       12.4       49.7       61.7       92.1       91.2:       7.9        8.8
Old  :     100.0:      30.0       17.0       12.4       49.7       61.7       92.1       91.2:       7.9        8.8
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  :       251:        85         58         75         86         75        205        184:
Old  :       251:        85         58         75         86         75        205        184:
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  :                 10.8       20.3       19.2       31.2       10.1       18.3       16.6       24.1
Old  :                 10.8       20.3       19.2       31.2       10.1       18.3       16.6       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders - Futures Only, April 11, 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  :   204,349:    63,696     48,512     29,620    100,526    118,455    193,842    196,587:    10,507      7,762
Old  :   162,909:    61,777     50,451     16,873     75,252     88,633    153,902    155,957:     9,007      6,952
Other:    41,440:    10,843      6,985      3,823     25,274     29,822     39,940     40,630:     1,500        810
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2017                        :
     :     5,696:     1,473        640      1,912      2,677      3,360      6,062      5,912:      -366       -216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       23.7       14.5       49.2       58.0       94.9       96.2:       5.1        3.8
Old  :     100.0:      37.9       31.0       10.4       46.2       54.4       94.5       95.7:       5.5        4.3
Other:     100.0:      26.2       16.9        9.2       61.0       72.0       96.4       98.0:       3.6        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       408:       128        109        104        133        117        319        288:
Old  :       403:       133        109         83        125        109        300        265:
Other:       197:        47         32         27         94         67        159        112:
     :----------------------------------------------------------------------------------------------------
     :             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       15.2       22.3       25.8        9.5       12.4       17.0       20.8
Old  :                 14.6       17.1       25.1       26.3       11.8       13.6       20.7       21.8
Other:                 25.2       25.0       39.7       42.1       23.8       22.3       32.8       37.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, April 11, 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  :    71,495:    49,095      4,760      1,759      9,746     59,832     60,600     66,351:    10,895      5,144
Old  :    71,495:    49,095      4,760      1,759      9,746     59,832     60,600     66,351:    10,895      5,144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2017                        :
     :     2,156:       279     -1,097        -77       -897        818       -695       -356:     2,851      2,512
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.7        6.7        2.5       13.6       83.7       84.8       92.8:      15.2        7.2
Old  :     100.0:      68.7        6.7        2.5       13.6       83.7       84.8       92.8:      15.2        7.2
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  :       124:        85         23         14         11          6        102         39:
Old  :       124:        85         23         14         11          6        102         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  :                 30.0       84.3       45.0       86.7       28.7       84.2       43.7       86.1
Old  :                 30.0       84.3       45.0       86.7       28.7       84.2       43.7       86.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders - Futures Only, April 11, 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  :   580,979:   139,812    198,201     14,154    402,272    346,164    556,238    558,519:    24,741     22,460
Old  :   580,979:   139,812    198,201     14,154    402,272    346,164    556,238    558,519:    24,741     22,460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2017                        :
     :    20,331:     3,681      6,288     -2,626     24,938     13,349     25,993     17,011:    -5,662      3,320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       34.1        2.4       69.2       59.6       95.7       96.1:       4.3        3.9
Old  :     100.0:      24.1       34.1        2.4       69.2       59.6       95.7       96.1:       4.3        3.9
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  :       348:        76         76         24        126        110        211        201:
Old  :       348:        76         76         24        126        110        211        201:
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  :                 20.8       26.0       31.6       38.4       18.8       26.0       29.6       37.7
Old  :                 20.8       26.0       31.6       38.4       18.8       26.0       29.6       37.7
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 11, 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  :   283,470:    59,230      8,513      2,697    212,888    268,730    274,815    279,940:     8,655      3,530
Old  :   283,470:    59,230      8,513      2,697    212,888    268,730    274,815    279,940:     8,655      3,530
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2017                        :
     :    -1,277:    -1,049       -995        -45         29        108     -1,065       -932:      -212       -345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        3.0        1.0       75.1       94.8       96.9       98.8:       3.1        1.2
Old  :     100.0:      20.9        3.0        1.0       75.1       94.8       96.9       98.8:       3.1        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  :       142:        36         11          7         68         54        105         71:
Old  :       142:        36         11          7         68         54        105         71:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       51.8       47.3       75.1       33.5       51.7       46.5       74.7
Old  :                 34.2       51.8       47.3       75.1       33.5       51.7       46.5       74.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                                                        Code-244042
Commitments of Traders - Futures Only, April 11, 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  :   921,682:   290,415     78,248     12,253    594,171    824,413    896,839    914,914:    24,843      6,768
Old  :   921,682:   290,415     78,248     12,253    594,171    824,413    896,839    914,914:    24,843      6,768
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2017                        :
     :   -15,497:    -9,778      3,018        421     -6,864    -18,734    -16,221    -15,295:       724       -202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5        8.5        1.3       64.5       89.4       97.3       99.3:       2.7        0.7
Old  :     100.0:      31.5        8.5        1.3       64.5       89.4       97.3       99.3:       2.7        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  :       331:       133         37         24        131         82        274        133:
Old  :       331:       133         37         24        131         82        274        133:
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  :                 19.9       53.6       32.5       71.3       18.9       53.6       31.1       71.3
Old  :                 19.9       53.6       32.5       71.3       18.9       53.6       31.1       71.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 14, 2017