COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, July 11, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   210,783:    74,212     44,834     18,772    106,208    134,336    199,192    197,942:    11,591     12,841
Old  :   203,444:    73,398     46,002     17,359    101,511    127,285    192,268    190,646:    11,176     12,798
Other:     7,339:     2,106        124        121      4,697      7,051      6,924      7,296:       415         43
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2017                         :
     :     4,474:    -2,019      1,488        805      6,992      4,106      5,778      6,399:    -1,304     -1,925
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       21.3        8.9       50.4       63.7       94.5       93.9:       5.5        6.1
Old  :     100.0:      36.1       22.6        8.5       49.9       62.6       94.5       93.7:       5.5        6.3
Other:     100.0:      28.7        1.7        1.6       64.0       96.1       94.3       99.4:       5.7        0.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:       100         77         59         63         58        195        169:
Old  :       264:        99         76         56         62         56        191        166:
Other:        48:        10          5          3         14         22         26         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.3       34.5       29.2       44.9       16.9       26.9       25.1       36.8
Old  :                 18.3       35.3       28.5       44.8       17.5       28.8       25.9       38.3
Other:                 64.1       66.3       75.3       84.5       63.5       64.2       74.5       82.4
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, July 11, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    10,703:     2,066      4,250        222      6,754      4,433      9,042      8,905:     1,661      1,798
Old  :     9,295:     1,893      4,250        198      5,707      3,259      7,798      7,707:     1,497      1,588
Other:     1,408:       196         23          1      1,047      1,174      1,244      1,198:       164        210
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2017                         :
     :       226:       115        150         21        112          4        248        175:       -22         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       39.7        2.1       63.1       41.4       84.5       83.2:      15.5       16.8
Old  :     100.0:      20.4       45.7        2.1       61.4       35.1       83.9       82.9:      16.1       17.1
Other:     100.0:      13.9        1.6        0.1       74.4       83.4       88.4       85.1:      11.6       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        20         17          9         23         12         44         37:
Old  :        66:        20         17          6         23          9         44         31:
Other:        24:         7          2          1          9          7         16         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.9       41.7       42.4       60.6       24.4       41.7       38.2       60.2
Old  :                 29.0       43.6       42.7       64.2       29.0       43.6       42.4       64.2
Other:                 54.5       82.6       73.7       84.9       54.5       80.0       73.7       82.3
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, July 11, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   274,523:    58,015    100,966     43,805    149,176    115,085    250,996    259,856:    23,527     14,667
Old  :   133,943:    61,815     82,333      2,952     55,093     39,601    119,860    124,886:    14,083      9,057
Other:   140,580:    25,841     48,274     11,212     94,083     75,484    131,136    134,970:     9,444      5,610
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2017                         :
     :    10,804:     1,557      6,345      3,529      2,432        177      7,518     10,051:     3,286        753
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       36.8       16.0       54.3       41.9       91.4       94.7:       8.6        5.3
Old  :     100.0:      46.2       61.5        2.2       41.1       29.6       89.5       93.2:      10.5        6.8
Other:     100.0:      18.4       34.3        8.0       66.9       53.7       93.3       96.0:       6.7        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:        84         91         65         60         42        185        169:
Old  :       236:        83         88         15         44         26        136        120:
Other:       162:        50         49         24         53         30        117         92:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.3       18.5       30.5       29.8       13.1       11.4       21.7       20.0
Old  :                 24.4       21.6       37.9       37.7       22.8       21.6       33.8       37.5
Other:                 26.3       31.0       41.5       46.0       19.5       23.3       31.6       33.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, July 11, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   762,211:   180,752    236,787     91,559    424,895    360,994    697,206    689,340:    65,005     72,871
Old  :   762,211:   180,752    236,787     91,559    424,895    360,994    697,206    689,340:    65,005     72,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2017                         :
     :   -14,537:   -18,818     -8,681     -3,121      7,844     -4,287    -14,095    -16,089:      -442      1,552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       31.1       12.0       55.7       47.4       91.5       90.4:       8.5        9.6
Old  :     100.0:      23.7       31.1       12.0       55.7       47.4       91.5       90.4:       8.5        9.6
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  :       246:        75         61         61         84         71        186        174:
Old  :       246:        75         61         61         84         71        186        174:
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  :                 13.0       18.4       21.6       29.4        9.9       14.1       16.6       23.3
Old  :                 13.0       18.4       21.6       29.4        9.9       14.1       16.6       23.3
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, July 11, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   227,103:    52,314     81,488     47,519    117,897     90,152    217,730    219,159:     9,373      7,944
Old  :   117,733:    60,046     75,806      6,656     45,591     29,230    112,293    111,692:     5,440      6,041
Other:   109,370:    23,590     37,004      9,541     72,306     60,922    105,437    107,467:     3,933      1,903
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2017                         :
     :     2,369:    -4,665     -3,374      4,269      4,497      2,099      4,101      2,994:    -1,732       -625
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       35.9       20.9       51.9       39.7       95.9       96.5:       4.1        3.5
Old  :     100.0:      51.0       64.4        5.7       38.7       24.8       95.4       94.9:       4.6        5.1
Other:     100.0:      21.6       33.8        8.7       66.1       55.7       96.4       98.3:       3.6        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       446:       123        137        109        149        115        337        317:
Old  :       421:       138        122         21        104         78        249        214:
Other:       311:        78         81         50        130         79        240        182:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       13.8       23.3       24.2        9.1       11.0       15.4       19.3
Old  :                 17.6       20.2       27.5       36.3       17.5       18.8       27.1       34.1
Other:                 21.4       24.8       30.0       36.6       14.8       19.3       22.0       27.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, July 11, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    53,048:    29,628     27,288      2,568     13,280     20,234     45,476     50,090:     7,572      2,958
Old  :    53,048:    29,628     27,288      2,568     13,280     20,234     45,476     50,090:     7,572      2,958
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2017                         :
     :     2,327:      -450      3,046       -358      3,638       -107      2,830      2,581:      -503       -254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.9       51.4        4.8       25.0       38.1       85.7       94.4:      14.3        5.6
Old  :     100.0:      55.9       51.4        4.8       25.0       38.1       85.7       94.4:      14.3        5.6
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  :       135:        70         50         12          9          7         86         64:
Old  :       135:        70         50         12          9          7         86         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       55.6       48.7       70.0       32.0       55.1       46.5       69.2
Old  :                 34.0       55.6       48.7       70.0       32.0       55.1       46.5       69.2
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, July 11, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $50)                                                 :
     :          :                                                                            :
All  :   571,124:   149,157    186,682     12,269    381,346    351,514    542,772    550,465:    28,352     20,659
Old  :   571,124:   149,157    186,682     12,269    381,346    351,514    542,772    550,465:    28,352     20,659
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2017                         :
     :    -1,292:    -8,775     10,775      1,707      8,241    -13,056      1,173       -574:    -2,465       -718
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       32.7        2.1       66.8       61.5       95.0       96.4:       5.0        3.6
Old  :     100.0:      26.1       32.7        2.1       66.8       61.5       95.0       96.4:       5.0        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  :       309:        67         60         24        115        111        190        187:
Old  :       309:        67         60         24        115        111        190        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  :                 22.4       23.2       34.6       37.4       19.9       23.2       31.2       37.2
Old  :                 22.4       23.2       34.6       37.4       19.9       23.2       31.2       37.2
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, July 11, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :   319,564:    37,615     27,244     14,037    259,542    272,852    311,194    314,133:     8,370      5,431
Old  :   319,564:    37,615     27,244     14,037    259,542    272,852    311,194    314,133:     8,370      5,431
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2017                         :
     :     9,645:    -2,253      2,252      2,776      7,667      3,644      8,190      8,672:     1,455        973
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8        8.5        4.4       81.2       85.4       97.4       98.3:       2.6        1.7
Old  :     100.0:      11.8        8.5        4.4       81.2       85.4       97.4       98.3:       2.6        1.7
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  :       144:        35         10         10         73         53        110         71:
Old  :       144:        35         10         10         73         53        110         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  :                 33.1       48.1       47.9       69.5       32.9       47.8       45.8       69.0
Old  :                 33.1       48.1       47.9       69.5       32.9       47.8       45.8       69.0
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, July 11, 2017                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI Emerging Markets Index x $50)                                        :
     :          :                                                                            :
All  : 1,031,885:   288,423     83,225     30,390    688,628    912,431  1,007,441  1,026,046:    24,444      5,839
Old  : 1,031,885:   288,423     83,225     30,390    688,628    912,431  1,007,441  1,026,046:    24,444      5,839
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2017                         :
     :    31,177:     8,491      3,602      1,272     20,339     29,031     30,102     33,905:     1,075     -2,728
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        8.1        2.9       66.7       88.4       97.6       99.4:       2.4        0.6
Old  :     100.0:      28.0        8.1        2.9       66.7       88.4       97.6       99.4:       2.4        0.6
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  :       359:       133         47         24        139         94        283        154:
Old  :       359:       133         47         24        139         94        283        154:
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  :                 23.4       51.9       34.3       68.1       22.4       51.9       32.0       68.1
Old  :                 23.4       51.9       34.3       68.1       22.4       51.9       32.0       68.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 14, 2017