COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, May 30, 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  :   241,493:   115,458     23,628     17,248     91,025    190,064    223,731    230,940:    17,762     10,553
Old  :    94,220:    59,316     11,836      2,388     22,733     75,337     84,437     89,561:     9,783      4,659
Other:   147,273:    66,463     22,113      4,539     68,292    114,727    139,294    141,379:     7,979      5,894
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :    -4,984:    -9,597     -1,477      1,609      2,542     -5,197     -5,446     -5,065:       462         81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.8        9.8        7.1       37.7       78.7       92.6       95.6:       7.4        4.4
Old  :     100.0:      63.0       12.6        2.5       24.1       80.0       89.6       95.1:      10.4        4.9
Other:     100.0:      45.1       15.0        3.1       46.4       77.9       94.6       96.0:       5.4        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:       149         49         64         58         64        234        160:
Old  :       231:       114         44         16         33         47        153        101:
Other:       221:        99         45         25         48         55        159        117:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       44.9       22.2       56.1       14.8       42.5       21.9       52.5
Old  :                 16.9       64.1       28.8       71.4       16.8       64.1       28.7       71.3
Other:                 21.2       36.5       31.6       52.5       21.0       33.3       31.2       48.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, May 30, 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  :    12,024:     2,968      3,351        391      6,474      6,552      9,833     10,294:     2,191      1,730
Old  :    11,087:     2,836      3,350        391      5,861      5,737      9,088      9,478:     1,999      1,609
Other:       937:       132          1          0        613        815        745        816:       192        121
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :       250:       -93        808        -10        302       -472        199        326:        51        -76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       27.9        3.3       53.8       54.5       81.8       85.6:      18.2       14.4
Old  :     100.0:      25.6       30.2        3.5       52.9       51.7       82.0       85.5:      18.0       14.5
Other:     100.0:      14.1        0.1        0.0       65.4       87.0       79.5       87.1:      20.5       12.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        22         20         10         27         14         52         41:
Old  :        73:        22         20         10         27         14         52         41:
Other:        19:         6          1          0          7          5         13          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.1       45.1       32.9       64.7       17.8       44.6       29.3       61.5
Old  :                 22.0       48.4       32.8       65.4       21.9       47.8       32.4       64.8
Other:                 56.1       86.6       73.6       87.1       56.1       86.6       73.6       87.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, May 30, 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  :   288,943:    63,646     83,114     42,763    165,124    150,898    271,533    276,775:    17,410     12,168
Old  :   190,416:    72,644     77,962     17,784     87,148     85,767    177,576    181,513:    12,840      8,903
Other:    98,527:     8,219     22,369      7,762     77,976     65,131     93,957     95,262:     4,570      3,265
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :     1,598:       123        187       -726        992      2,493        389      1,954:     1,209       -356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       28.8       14.8       57.1       52.2       94.0       95.8:       6.0        4.2
Old  :     100.0:      38.2       40.9        9.3       45.8       45.0       93.3       95.3:       6.7        4.7
Other:     100.0:       8.3       22.7        7.9       79.1       66.1       95.4       96.7:       4.6        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       252:        85         86         76         59         44        193        168:
Old  :       245:        91         82         57         52         36        175        146:
Other:       118:        31         30         17         47         29         85         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.0       20.9       32.3       30.4       13.0       11.0       21.7       19.0
Old  :                 21.7       18.9       34.1       31.3       15.1       14.5       26.2       26.0
Other:                 31.4       35.7       51.9       52.9       25.8       25.9       38.8       37.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, May 30, 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  :   814,153:   218,216    169,151    103,350    423,492    459,146    745,058    731,647:    69,095     82,506
Old  :   814,153:   218,216    169,151    103,350    423,492    459,146    745,058    731,647:    69,095     82,506
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :    15,411:    -4,100      9,755     -2,364     19,890         55     13,426      7,446:     1,985      7,965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       20.8       12.7       52.0       56.4       91.5       89.9:       8.5       10.1
Old  :     100.0:      26.8       20.8       12.7       52.0       56.4       91.5       89.9:       8.5       10.1
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  :       248:        85         60         66         85         74        193        181:
Old  :       248:        85         60         66         85         74        193        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  :                 14.8       23.3       22.6       32.8        9.5       17.9       16.1       25.1
Old  :                 14.8       23.3       22.6       32.8        9.5       17.9       16.1       25.1
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, May 30, 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  :   215,278:    54,826     61,706     37,918    111,950    107,208    204,694    206,832:    10,584      8,446
Old  :   145,780:    53,767     61,630     19,683     64,167     57,566    137,617    138,879:     8,163      6,901
Other:    69,498:    14,296     13,313      4,998     47,783     49,642     67,077     67,953:     2,421      1,545
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :     2,176:     1,202      3,137        268      1,527       -710      2,997      2,695:      -821       -519
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       28.7       17.6       52.0       49.8       95.1       96.1:       4.9        3.9
Old  :     100.0:      36.9       42.3       13.5       44.0       39.5       94.4       95.3:       5.6        4.7
Other:     100.0:      20.6       19.2        7.2       68.8       71.4       96.5       97.8:       3.5        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       428:       131        119        113        142        119        332        310:
Old  :       418:       128        127         77        121         99        287        269:
Other:       246:        62         47         34        116         77        200        140:
     :----------------------------------------------------------------------------------------------------
     :             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       13.9       21.8       24.4        9.2       11.3       15.8       19.6
Old  :                 13.8       15.9       25.0       27.6       13.1       15.6       21.2       26.0
Other:                 21.6       27.0       34.3       40.5       17.4       20.3       25.4       31.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, May 30, 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  :    84,839:    51,405     23,700      3,177     18,191     51,901     72,773     78,778:    12,066      6,061
Old  :    84,839:    51,405     23,700      3,177     18,191     51,901     72,773     78,778:    12,066      6,061
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :      -297:    -3,427        192        459       -292     -3,884     -3,260     -3,233:     2,963      2,936
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.6       27.9        3.7       21.4       61.2       85.8       92.9:      14.2        7.1
Old  :     100.0:      60.6       27.9        3.7       21.4       61.2       85.8       92.9:      14.2        7.1
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  :       149:        86         44         17         13          7        109         61:
Old  :       149:        86         44         17         13          7        109         61:
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  :                 37.2       69.8       51.9       75.6       35.7       69.5       50.4       75.2
Old  :                 37.2       69.8       51.9       75.6       35.7       69.5       50.4       75.2
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, May 30, 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  :   572,884:   120,482    193,512     12,761    410,406    341,782    543,649    548,055:    29,235     24,829
Old  :   572,884:   120,482    193,512     12,761    410,406    341,782    543,649    548,055:    29,235     24,829
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :     4,123:    -4,319     -3,790      1,337      6,376      5,947      3,394      3,494:       729        629
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       33.8        2.2       71.6       59.7       94.9       95.7:       5.1        4.3
Old  :     100.0:      21.0       33.8        2.2       71.6       59.7       94.9       95.7:       5.1        4.3
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  :       324:        71         60         23        120        115        202        187:
Old  :       324:        71         60         23        120        115        202        187:
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  :                 20.7       26.3       31.8       40.4       19.1       26.3       29.9       40.2
Old  :                 20.7       26.3       31.8       40.4       19.1       26.3       29.9       40.2
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 30, 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  :   309,661:    55,936      8,329      2,522    242,171    293,302    300,629    304,153:     9,032      5,508
Old  :   309,661:    55,936      8,329      2,522    242,171    293,302    300,629    304,153:     9,032      5,508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :    11,471:      -437      1,375         79     11,374      9,002     11,016     10,456:       455      1,015
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1        2.7        0.8       78.2       94.7       97.1       98.2:       2.9        1.8
Old  :     100.0:      18.1        2.7        0.8       78.2       94.7       97.1       98.2:       2.9        1.8
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  :       147:        39          8          7         74         56        113         71:
Old  :       147:        39          8          7         74         56        113         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  :                 33.0       50.5       47.7       70.9       32.2       50.5       45.8       69.8
Old  :                 33.0       50.5       47.7       70.9       32.2       50.5       45.8       69.8
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 30, 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  :   972,582:   288,372    101,506     12,255    646,362    850,862    946,989    964,623:    25,593      7,959
Old  :   972,582:   288,372    101,506     12,255    646,362    850,862    946,989    964,623:    25,593      7,959
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 23, 2017                         :
     :    22,154:     4,388      4,201          1     19,845     13,783     24,234     17,985:    -2,080      4,169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       10.4        1.3       66.5       87.5       97.4       99.2:       2.6        0.8
Old  :     100.0:      29.7       10.4        1.3       66.5       87.5       97.4       99.2:       2.6        0.8
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  :       353:       133         42         26        142         93        287        149:
Old  :       353:       133         42         26        142         93        287        149:
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  :                 20.1       51.4       32.8       69.2       18.9       50.6       30.8       68.3
Old  :                 20.1       51.4       32.8       69.2       18.9       50.6       30.8       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 2, 2017