COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, August 01, 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  :   216,622:    75,238     45,963     19,740    110,639    138,115    205,617    203,818:    11,005     12,804
Old  :   208,124:    74,381     47,068     18,411    104,745    129,893    197,537    195,372:    10,587     12,752
Other:     8,498:     2,042         80        144      5,894      8,222      8,080      8,446:       418         52
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :        38:      -336     -2,680        236        -70      2,965       -170        521:       208       -483
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7       21.2        9.1       51.1       63.8       94.9       94.1:       5.1        5.9
Old  :     100.0:      35.7       22.6        8.8       50.3       62.4       94.9       93.9:       5.1        6.1
Other:     100.0:      24.0        0.9        1.7       69.4       96.8       95.1       99.4:       4.9        0.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:       103         73         67         62         61        197        175:
Old  :       263:       103         72         63         61         59        191        173:
Other:        50:        10          6          4         14         23         27         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.4       35.6       29.2       45.9       16.0       26.8       24.1       36.6
Old  :                 18.2       36.5       28.2       45.6       16.1       28.8       24.7       38.0
Other:                 62.7       68.1       75.5       86.8       62.1       66.3       74.8       85.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, August 01, 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  :    12,066:     2,008      5,704        391      7,468      3,954      9,867     10,049:     2,199      2,017
Old  :    10,330:     1,870      5,704        318      6,189      2,472      8,377      8,494:     1,953      1,836
Other:     1,736:       209         71          2      1,279      1,482      1,490      1,555:       246        181
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :       338:       -11       -289         80        138        333        207        124:       131        214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       47.3        3.2       61.9       32.8       81.8       83.3:      18.2       16.7
Old  :     100.0:      18.1       55.2        3.1       59.9       23.9       81.1       82.2:      18.9       17.8
Other:     100.0:      12.0        4.1        0.1       73.7       85.4       85.8       89.6:      14.2       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        18         18          9         22         12         43         38:
Old  :        64:        19         18          6         22          9         43         32:
Other:        27:         7          3          2         10          8         18         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.2       37.2       39.5       51.5       20.9       36.8       33.6       50.2
Old  :                 26.9       37.6       40.5       53.2       26.4       37.2       36.8       51.7
Other:                 56.7       81.9       72.5       88.6       56.7       79.7       72.5       86.5
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, August 01, 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  :   264,550:    53,372     81,989     42,548    149,138    126,313    245,058    250,850:    19,492     13,700
Old  :    96,105:    39,091     58,284      1,357     47,104     30,230     87,552     89,871:     8,553      6,234
Other:   168,445:    43,127     52,551     12,345    102,034     96,083    157,506    160,979:    10,939      7,466
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :   -13,126:      -415    -12,632     -3,379     -7,604      3,594    -11,398    -12,417:    -1,728       -709
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       31.0       16.1       56.4       47.7       92.6       94.8:       7.4        5.2
Old  :     100.0:      40.7       60.6        1.4       49.0       31.5       91.1       93.5:       8.9        6.5
Other:     100.0:      25.6       31.2        7.3       60.6       57.0       93.5       95.6:       6.5        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:        74         82         67         62         42        178        161:
Old  :       202:        63         75         13         48         21        120        100:
Other:       182:        63         55         26         55         35        130        105:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       20.0       30.2       31.9       13.6       11.2       22.0       19.4
Old  :                 24.9       27.9       42.5       43.7       24.1       27.7       40.1       43.4
Other:                 24.2       29.4       40.4       45.3       22.2       24.0       33.9       36.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, August 01, 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  :   762,626:   174,500    200,233    100,633    417,591    391,608    692,724    692,474:    69,902     70,152
Old  :   762,626:   174,500    200,233    100,633    417,591    391,608    692,724    692,474:    69,902     70,152
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :    -8,434:    -6,118    -22,324        572    -10,431     15,498    -15,977     -6,254:     7,543     -2,180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       26.3       13.2       54.8       51.3       90.8       90.8:       9.2        9.2
Old  :     100.0:      22.9       26.3       13.2       54.8       51.3       90.8       90.8:       9.2        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        75         57         69         82         72        186        174:
Old  :       239:        75         57         69         82         72        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  :                 13.8       18.8       22.3       29.5       10.7       15.1       17.9       24.3
Old  :                 13.8       18.8       22.3       29.5       10.7       15.1       17.9       24.3
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, August 01, 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  :   213,961:    47,954     54,666     41,674    114,899    108,920    204,527    205,260:     9,434      8,701
Old  :    88,351:    45,834     49,003      3,074     34,878     30,952     83,786     83,029:     4,565      5,322
Other:   125,610:    28,566     32,109     12,154     80,021     77,968    120,741    122,231:     4,869      3,379
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :   -10,533:    -1,261     -8,483     -7,028     -2,407      4,083    -10,696    -11,428:       163        895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       25.5       19.5       53.7       50.9       95.6       95.9:       4.4        4.1
Old  :     100.0:      51.9       55.5        3.5       39.5       35.0       94.8       94.0:       5.2        6.0
Other:     100.0:      22.7       25.6        9.7       63.7       62.1       96.1       97.3:       3.9        2.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       409:       114        117        116        142        125        326        305:
Old  :       373:       120        100         20         79         88        204        203:
Other:       318:        86         76         60        128         93        246        202:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.3       17.0       24.2       26.0        9.4       10.4       15.5       17.6
Old  :                 22.1       19.5       32.8       32.8       22.1       19.2       31.4       32.4
Other:                 20.4       24.9       31.8       38.3       14.7       20.6       23.3       30.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, August 01, 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  :    51,424:    27,331     28,898      2,916     12,747     16,520     42,994     48,334:     8,430      3,090
Old  :    51,424:    27,331     28,898      2,916     12,747     16,520     42,994     48,334:     8,430      3,090
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :     1,440:     1,502        564      1,085     -1,129       -156      1,458      1,493:       -18        -53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.1       56.2        5.7       24.8       32.1       83.6       94.0:      16.4        6.0
Old  :     100.0:      53.1       56.2        5.7       24.8       32.1       83.6       94.0:      16.4        6.0
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:        77         51         16         10          8         94         72:
Old  :       147:        77         51         16         10          8         94         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  :                 35.4       52.3       48.2       66.6       33.2       52.3       45.8       65.7
Old  :                 35.4       52.3       48.2       66.6       33.2       52.3       45.8       65.7
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, August 01, 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  :   575,783:   156,330    199,781     13,105    381,490    345,080    550,925    557,966:    24,858     17,817
Old  :   575,783:   156,330    199,781     13,105    381,490    345,080    550,925    557,966:    24,858     17,817
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :     4,309:    -1,204     11,546      2,815      4,284     -7,974      5,895      6,387:    -1,586     -2,078
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       34.7        2.3       66.3       59.9       95.7       96.9:       4.3        3.1
Old  :     100.0:      27.2       34.7        2.3       66.3       59.9       95.7       96.9:       4.3        3.1
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  :       321:        72         59         27        111        123        192        200:
Old  :       321:        72         59         27        111        123        192        200:
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  :                 23.6       21.9       35.6       36.2       21.2       21.9       32.8       36.1
Old  :                 23.6       21.9       35.6       36.2       21.2       21.9       32.8       36.1
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, August 01, 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  :   326,359:    39,696     26,880     13,184    265,200    281,043    318,080    321,107:     8,279      5,252
Old  :   326,359:    39,696     26,880     13,184    265,200    281,043    318,080    321,107:     8,279      5,252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :     1,763:       194     -2,114       -379      1,256      4,110      1,071      1,617:       692        146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        8.2        4.0       81.3       86.1       97.5       98.4:       2.5        1.6
Old  :     100.0:      12.2        8.2        4.0       81.3       86.1       97.5       98.4:       2.5        1.6
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  :       156:        35         12          8         80         56        116         75:
Old  :       156:        35         12          8         80         56        116         75:
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  :                 32.0       48.3       46.7       70.5       31.7       48.3       44.3       69.9
Old  :                 32.0       48.3       46.7       70.5       31.7       48.3       44.3       69.9
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, August 01, 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  : 1,077,100:   315,410     69,876     35,704    698,645    960,156  1,049,759  1,065,736:    27,341     11,364
Old  : 1,077,100:   315,410     69,876     35,704    698,645    960,156  1,049,759  1,065,736:    27,341     11,364
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2017                        :
     :    24,034:    11,578     -2,515      4,548      5,072     20,763     21,198     22,796:     2,836      1,238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3        6.5        3.3       64.9       89.1       97.5       98.9:       2.5        1.1
Old  :     100.0:      29.3        6.5        3.3       64.9       89.1       97.5       98.9:       2.5        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       366:       141         42         29        145         93        299        151:
Old  :       366:       141         42         29        145         93        299        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       51.0       31.9       67.1       19.9       51.0       29.0       67.1
Old  :                 20.8       51.0       31.9       67.1       19.9       51.0       29.0       67.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 4, 2017