COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, June 13, 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  :   234,543:   102,081     26,537     21,523     96,424    174,350    220,028    222,410:    14,515     12,133
Old  :    45,403:    29,539      5,602        985     11,033     35,811     41,557     42,398:     3,846      3,005
Other:   189,140:    82,150     30,543     10,930     85,391    138,539    178,471    180,012:    10,669      9,128
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :      -255:    -6,629      3,419      3,943      3,724     -9,926      1,038     -2,564:    -1,293      2,309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5       11.3        9.2       41.1       74.3       93.8       94.8:       6.2        5.2
Old  :     100.0:      65.1       12.3        2.2       24.3       78.9       91.5       93.4:       8.5        6.6
Other:     100.0:      43.4       16.1        5.8       45.1       73.2       94.4       95.2:       5.6        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:       132         63         62         61         64        226        164:
Old  :       172:        71         33          6         36         38        110         74:
Other:       263:       122         61         36         51         57        189        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  :                 16.5       38.6       24.5       50.5       15.7       35.3       22.4       45.3
Old  :                 23.7       56.8       34.2       67.0       23.3       56.6       33.7       66.9
Other:                 20.3       37.2       30.2       50.6       20.0       33.3       29.0       46.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, June 13, 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  :    12,667:     2,351      4,000        650      7,724      6,309     10,725     10,959:     1,942      1,708
Old  :    11,668:     2,217      3,999        642      7,018      5,431      9,877     10,072:     1,791      1,596
Other:       999:       142          9          0        706        878        848        887:       151        112
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :       347:      -218         59         11        650        431        443        501:       -96       -154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       31.6        5.1       61.0       49.8       84.7       86.5:      15.3       13.5
Old  :     100.0:      19.0       34.3        5.5       60.1       46.5       84.7       86.3:      15.3       13.7
Other:     100.0:      14.2        0.9        0.0       70.7       87.9       84.9       88.8:      15.1       11.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        21         19         13         28         19         52         48:
Old  :        72:        21         19         12         27         18         51         46:
Other:        22:         5          4          0          9          5         14          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       39.2       36.4       57.4       18.5       39.0       30.1       54.4
Old  :                 23.3       42.0       37.2       59.9       22.5       41.9       33.5       58.7
Other:                 56.7       87.8       76.8       88.7       56.7       87.0       76.8       87.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, June 13, 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  :   249,156:    55,476     77,869     36,350    136,724    121,971    228,550    236,190:    20,606     12,966
Old  :   135,160:    60,780     71,957      4,830     54,874     49,609    120,484    126,396:    14,676      8,764
Other:   113,996:    18,065     29,281      8,151     81,850     72,362    108,066    109,794:     5,930      4,202
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :   -22,306:    -3,054     -1,468     -5,045    -16,302    -14,452    -24,401    -20,965:     2,095     -1,341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       31.3       14.6       54.9       49.0       91.7       94.8:       8.3        5.2
Old  :     100.0:      45.0       53.2        3.6       40.6       36.7       89.1       93.5:      10.9        6.5
Other:     100.0:      15.8       25.7        7.2       71.8       63.5       94.8       96.3:       5.2        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        77         80         58         60         41        178        148:
Old  :       224:        80         76         26         47         35        141        125:
Other:       138:        43         35         13         51         30         97         76:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.6       22.9       32.2       33.5       14.3       15.4       24.0       24.6
Old  :                 22.7       24.6       36.3       39.2       21.7       23.6       33.4       37.1
Other:                 29.0       32.7       46.0       49.8       21.1       22.4       32.0       34.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, June 13, 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  :   854,313:   221,926    210,076    118,866    447,011    447,612    787,803    776,554:    66,510     77,759
Old  :   854,313:   221,926    210,076    118,866    447,011    447,612    787,803    776,554:    66,510     77,759
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :    12,208:       953     11,225     -5,187     15,925      6,164     11,691     12,202:       517          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       24.6       13.9       52.3       52.4       92.2       90.9:       7.8        9.1
Old  :     100.0:      26.0       24.6       13.9       52.3       52.4       92.2       90.9:       7.8        9.1
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  :       254:        88         58         74         87         79        206        187:
Old  :       254:        88         58         74         87         79        206        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  :                 14.9       20.1       22.9       29.1        9.0       13.5       15.2       21.5
Old  :                 14.9       20.1       22.9       29.1        9.0       13.5       15.2       21.5
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, June 13, 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  :   222,738:    54,204     74,472     39,214    116,581    100,107    209,999    213,793:    12,739      8,945
Old  :   142,495:    50,276     70,301     16,992     65,423     48,039    132,691    135,332:     9,804      7,163
Other:    80,243:    19,560     19,803      6,590     51,158     52,068     77,308     78,461:     2,935      1,782
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :    -1,559:    -2,294      4,800     -4,050      3,924     -2,309     -2,420     -1,559:       861          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       33.4       17.6       52.3       44.9       94.3       96.0:       5.7        4.0
Old  :     100.0:      35.3       49.3       11.9       45.9       33.7       93.1       95.0:       6.9        5.0
Other:     100.0:      24.4       24.7        8.2       63.8       64.9       96.3       97.8:       3.7        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       430:       135        121        110        142        117        330        310:
Old  :       419:       137        120         60        121         99        282        259:
Other:       271:        71         59         37        118         76        209        156:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       13.7       21.6       24.7        8.9       10.9       14.7       19.1
Old  :                 14.9       17.7       24.9       29.5       13.2       16.4       21.1       27.4
Other:                 18.7       26.1       28.4       39.3       14.3       19.9       20.9       30.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, June 13, 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  :    84,987:    51,901     23,876      2,585     18,342     52,277     72,828     78,738:    12,159      6,249
Old  :    84,987:    51,901     23,876      2,585     18,342     52,277     72,828     78,738:    12,159      6,249
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :    -2,256:    -1,965     -1,768       -356        173       -164     -2,148     -2,288:      -108         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.1       28.1        3.0       21.6       61.5       85.7       92.6:      14.3        7.4
Old  :     100.0:      61.1       28.1        3.0       21.6       61.5       85.7       92.6:      14.3        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       136:        67         50         16         12          8         90         65:
Old  :       136:        67         50         16         12          8         90         65:
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  :                 44.5       71.5       59.2       78.7       42.8       71.3       57.5       77.8
Old  :                 44.5       71.5       59.2       78.7       42.8       71.3       57.5       77.8
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, June 13, 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  :   657,828:   165,673    158,131     14,032    446,564    453,452    626,269    625,615:    31,559     32,213
Old  :   657,828:   165,673    158,131     14,032    446,564    453,452    626,269    625,615:    31,559     32,213
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :    86,714:    25,118    -18,100      1,524     59,231     95,093     85,873     78,517:       841      8,197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       24.0        2.1       67.9       68.9       95.2       95.1:       4.8        4.9
Old  :     100.0:      25.2       24.0        2.1       67.9       68.9       95.2       95.1:       4.8        4.9
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  :       333:        76         62         31        128        127        220        205:
Old  :       333:        76         62         31        128        127        220        205:
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  :                 17.4       27.8       28.5       41.4       15.1       24.5       24.3       36.4
Old  :                 17.4       27.8       28.5       41.4       15.1       24.5       24.3       36.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders - Futures Only, June 13, 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  :   329,863:    52,551      9,482     15,771    250,426    297,565    318,748    322,818:    11,115      7,045
Old  :   329,863:    52,551      9,482     15,771    250,426    297,565    318,748    322,818:    11,115      7,045
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :    23,397:    -2,621        760     12,825     11,716      8,452     21,920     22,037:     1,477      1,360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        2.9        4.8       75.9       90.2       96.6       97.9:       3.4        2.1
Old  :     100.0:      15.9        2.9        4.8       75.9       90.2       96.6       97.9:       3.4        2.1
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  :       135:        31          8          9         78         57        111         72:
Old  :       135:        31          8          9         78         57        111         72:
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  :                 29.6       49.0       43.3       69.5       28.8       46.8       39.9       63.8
Old  :                 29.6       49.0       43.3       69.5       28.8       46.8       39.9       63.8
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, June 13, 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  : 1,140,938:   305,011    102,008     23,363    766,140    994,097  1,094,514  1,119,468:    46,424     21,470
Old  : 1,140,938:   305,011    102,008     23,363    766,140    994,097  1,094,514  1,119,468:    46,424     21,470
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :   154,054:    12,042      5,318      6,933    111,398    126,215    130,373    138,466:    23,681     15,588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        8.9        2.0       67.2       87.1       95.9       98.1:       4.1        1.9
Old  :     100.0:      26.7        8.9        2.0       67.2       87.1       95.9       98.1:       4.1        1.9
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  :       355:       130         43         32        143        102        289        164:
Old  :       355:       130         43         32        143        102        289        164:
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  :                 20.3       53.0       32.0       68.1       15.8       43.5       25.3       58.6
Old  :                 20.3       53.0       32.0       68.1       15.8       43.5       25.3       58.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 16, 2017