COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, May 09, 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  :   257,824:   129,604     25,668     23,863     86,419    193,263    239,886    242,794:    17,938     15,030
Old  :   135,415:    90,038     28,000      1,710     32,994     96,261    124,742    125,971:    10,673      9,444
Other:   122,409:    59,588     17,690      2,131     53,425     97,002    115,144    116,823:     7,265      5,586
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2017                          :
     :    -2,234:    -3,014     -2,087       -339        799     -1,341     -2,554     -3,767:       320      1,533
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.3       10.0        9.3       33.5       75.0       93.0       94.2:       7.0        5.8
Old  :     100.0:      66.5       20.7        1.3       24.4       71.1       92.1       93.0:       7.9        7.0
Other:     100.0:      48.7       14.5        1.7       43.6       79.2       94.1       95.4:       5.9        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:       138         71         63         59         62        233        167:
Old  :       269:       122         67         11         36         51        161        126:
Other:       202:        87         37         16         49         55        141        105:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.8       43.2       20.3       53.7       12.8       41.2       20.2       51.5
Old  :                 13.7       53.6       24.5       62.6       13.7       52.9       24.4       62.0
Other:                 18.8       36.6       31.1       52.3       18.8       34.3       31.0       49.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, May 09, 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  :    10,618:     3,057      1,478        299      5,409      7,407      8,765      9,184:     1,853      1,434
Old  :    10,193:     3,018      1,490        286      5,118      7,047      8,422      8,823:     1,771      1,370
Other:       425:        52          1          0        291        360        343        361:        82         64
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2017                          :
     :        77:      -340        263        119         14       -305       -207         77:       284          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       13.9        2.8       50.9       69.8       82.5       86.5:      17.5       13.5
Old  :     100.0:      29.6       14.6        2.8       50.2       69.1       82.6       86.6:      17.4       13.4
Other:     100.0:      12.2        0.2        0.0       68.5       84.7       80.7       84.9:      19.3       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        21         10          9         23         11         48         27:
Old  :        58:        21         10          9         23         11         48         27:
Other:        12:         4          1          0          4          3          8          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.4       56.8       39.8       75.2       22.5       54.8       36.4       68.9
Old  :                 25.2       59.2       39.9       74.9       23.4       57.0       37.6       71.5
Other:                 71.3       84.9       80.7       84.9       71.3       84.9       80.7       84.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, May 09, 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  :   302,972:    73,462    104,209     47,747    162,743    139,453    283,952    291,409:    19,020     11,563
Old  :   211,835:    80,013     96,505     24,931     91,775     81,133    196,719    202,569:    15,116      9,266
Other:    91,137:     7,433     21,688      8,832     70,968     58,320     87,233     88,840:     3,904      2,297
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2017                          :
     :    -4,216:    -2,926     -3,291      3,940     -3,946     -4,861     -2,932     -4,212:    -1,284         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       34.4       15.8       53.7       46.0       93.7       96.2:       6.3        3.8
Old  :     100.0:      37.8       45.6       11.8       43.3       38.3       92.9       95.6:       7.1        4.4
Other:     100.0:       8.2       23.8        9.7       77.9       64.0       95.7       97.5:       4.3        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       266:       100         81         67         62         44        202        163:
Old  :       260:       111         74         51         58         37        188        145:
Other:       113:        29         29         13         45         26         78         67:
     :----------------------------------------------------------------------------------------------------
     :             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       19.4       31.4       30.0       13.1       12.8       21.4       21.3
Old  :                 19.4       17.3       30.3       30.7       13.8       15.1       22.8       26.9
Other:                 32.4       34.6       54.4       50.7       27.1       19.5       40.1       31.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, May 09, 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  :   777,908:   223,782    168,834    102,220    387,068    431,565    713,070    702,619:    64,838     75,289
Old  :   777,908:   223,782    168,834    102,220    387,068    431,565    713,070    702,619:    64,838     75,289
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2017                          :
     :    12,884:     4,708     16,346      8,067     -4,643    -11,787      8,132     12,626:     4,752        258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       21.7       13.1       49.8       55.5       91.7       90.3:       8.3        9.7
Old  :     100.0:      28.8       21.7       13.1       49.8       55.5       91.7       90.3:       8.3        9.7
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  :       245:        87         54         65         82         71        190        175:
Old  :       245:        87         54         65         82         71        190        175:
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  :                 12.7       22.7       21.5       32.9       10.4       19.3       17.7       27.7
Old  :                 12.7       22.7       21.5       32.9       10.4       19.3       17.7       27.7
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, May 09, 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  :   207,823:    53,081     54,189     35,381    109,446    109,234    197,908    198,804:     9,915      9,019
Old  :   145,151:    49,460     55,878     19,090     68,611     62,143    137,161    137,111:     7,990      8,040
Other:    62,672:    14,281      8,971      5,631     40,835     47,091     60,747     61,693:     1,925        979
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2017                          :
     :     1,099:     1,593       -518      1,802     -1,844        -76      1,551      1,208:      -452       -109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       26.1       17.0       52.7       52.6       95.2       95.7:       4.8        4.3
Old  :     100.0:      34.1       38.5       13.2       47.3       42.8       94.5       94.5:       5.5        5.5
Other:     100.0:      22.8       14.3        9.0       65.2       75.1       96.9       98.4:       3.1        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       410:       115        119        101        143        114        320        290:
Old  :       401:       121        119         66        134         97        288        253:
Other:       228:        56         43         32        107         72        181        132:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       14.3       22.2       24.9        9.3       11.6       16.3       19.6
Old  :                 15.4       16.4       25.8       27.5       12.7       15.4       20.5       24.0
Other:                 20.8       28.6       33.4       42.6       18.3       22.0       26.5       35.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, May 09, 2017                                                                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    74,804:    48,718     12,969      2,643     13,821     55,790     65,182     71,402:     9,622      3,402
Old  :    74,804:    48,718     12,969      2,643     13,821     55,790     65,182     71,402:     9,622      3,402
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2017                          :
     :       936:    -1,739      2,532        471      1,051     -2,472       -217        531:     1,153        405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.1       17.3        3.5       18.5       74.6       87.1       95.5:      12.9        4.5
Old  :     100.0:      65.1       17.3        3.5       18.5       74.6       87.1       95.5:      12.9        4.5
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  :       141:        94         28         15         12          8        113         47:
Old  :       141:        94         28         15         12          8        113         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       82.9       42.9       87.0       26.7       81.9       41.3       85.4
Old  :                 27.2       82.9       42.9       87.0       26.7       81.9       41.3       85.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders - Futures Only, May 09, 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  :   579,215:   144,356    184,455     12,631    390,804    361,017    547,791    558,103:    31,424     21,112
Old  :   579,215:   144,356    184,455     12,631    390,804    361,017    547,791    558,103:    31,424     21,112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2017                          :
     :    -4,043:   -12,116     15,830      3,772      5,589    -23,771     -2,755     -4,169:    -1,288        126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       31.8        2.2       67.5       62.3       94.6       96.4:       5.4        3.6
Old  :     100.0:      24.9       31.8        2.2       67.5       62.3       94.6       96.4:       5.4        3.6
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:        81         55         29        120        116        213        188:
Old  :       331:        81         55         29        120        116        213        188:
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  :                 21.4       27.7       32.2       41.2       19.8       27.7       30.2       41.0
Old  :                 21.4       27.7       32.2       41.2       19.8       27.7       30.2       41.0
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, May 09, 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  :   292,898:    54,105      6,733      2,954    226,606    279,003    283,665    288,690:     9,233      4,208
Old  :   292,898:    54,105      6,733      2,954    226,606    279,003    283,665    288,690:     9,233      4,208
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2017                          :
     :     4,000:     3,644       -953         85        111      4,482      3,840      3,614:       160        386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5        2.3        1.0       77.4       95.3       96.8       98.6:       3.2        1.4
Old  :     100.0:      18.5        2.3        1.0       77.4       95.3       96.8       98.6:       3.2        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  :       145:        38          9          9         71         53        109         71:
Old  :       145:        38          9          9         71         53        109         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  :                 33.6       51.9       46.0       73.1       32.5       51.8       44.5       72.7
Old  :                 33.6       51.9       46.0       73.1       32.5       51.8       44.5       72.7
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, May 09, 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  :   942,962:   284,225    100,994     12,538    618,497    819,146    915,260    932,678:    27,702     10,284
Old  :   942,962:   284,225    100,994     12,538    618,497    819,146    915,260    932,678:    27,702     10,284
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2017                          :
     :    18,411:      -874      9,385       -515     21,338      8,988     19,949     17,858:    -1,538        553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       10.7        1.3       65.6       86.9       97.1       98.9:       2.9        1.1
Old  :     100.0:      30.1       10.7        1.3       65.6       86.9       97.1       98.9:       2.9        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       343:       130         48         26        133         83        276        144:
Old  :       343:       130         48         26        133         83        276        144:
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       51.5       33.6       68.5       18.9       51.5       31.7       68.4
Old  :                 19.9       51.5       33.6       68.5       18.9       51.5       31.7       68.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 12, 2017