COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, August 08, 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  :   219,092:    77,792     39,205     19,956    109,429    146,939    207,177    206,100:    11,915     12,992
Old  :   209,529:    77,166     40,847     18,186    102,768    137,695    198,120    196,728:    11,409     12,801
Other:     9,563:     2,307         39         89      6,661      9,244      9,057      9,372:       506        191
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :     2,470:     2,554     -6,758        216     -1,210      8,824      1,560      2,282:       910        188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5       17.9        9.1       49.9       67.1       94.6       94.1:       5.4        5.9
Old  :     100.0:      36.8       19.5        8.7       49.0       65.7       94.6       93.9:       5.4        6.1
Other:     100.0:      24.1        0.4        0.9       69.7       96.7       94.7       98.0:       5.3        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:       106         70         69         62         62        200        176:
Old  :       267:       104         72         67         61         60        196        174:
Other:        46:        11          2          3         13         24         25         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.4       37.2       27.8       48.1       15.5       29.3       23.5       39.4
Old  :                 17.0       38.4       26.5       48.0       15.2       31.6       23.7       41.1
Other:                 66.2       64.1       79.5       86.4       65.4       62.4       78.7       84.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, August 08, 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  :    12,848:     1,985      5,918        419      8,187      4,478     10,591     10,815:     2,257      2,033
Old  :    11,035:     1,863      5,918        333      6,858      2,962      9,054      9,213:     1,981      1,822
Other:     1,813:       200         78          8      1,329      1,516      1,537      1,602:       276        211
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :       782:       -23        214         28        719        524        724        766:        58         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       46.1        3.3       63.7       34.9       82.4       84.2:      17.6       15.8
Old  :     100.0:      16.9       53.6        3.0       62.1       26.8       82.0       83.5:      18.0       16.5
Other:     100.0:      11.0        4.3        0.4       73.3       83.6       84.8       88.4:      15.2       11.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        18         18         11         24         13         45         41:
Old  :        66:        20         18          8         24         10         45         35:
Other:        28:         6          4          2         11          8         18         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.0       38.6       41.1       52.8       19.4       35.2       31.0       47.2
Old  :                 28.8       39.3       42.7       55.6       24.2       35.4       33.9       49.1
Other:                 56.2       80.1       71.2       86.5       56.2       78.0       70.8       84.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, August 08, 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  :   247,413:    53,937     75,035     40,382    134,359    118,355    228,678    233,772:    18,735     13,641
Old  :    56,234:    20,935     29,992      1,231     29,079     21,261     51,245     52,484:     4,989      3,750
Other:   191,179:    55,063     67,104     17,090    105,280     97,094    177,433    181,288:    13,746      9,891
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :   -17,137:       565     -6,954     -2,166    -14,779     -7,958    -16,380    -17,078:      -757        -59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       30.3       16.3       54.3       47.8       92.4       94.5:       7.6        5.5
Old  :     100.0:      37.2       53.3        2.2       51.7       37.8       91.1       93.3:       8.9        6.7
Other:     100.0:      28.8       35.1        8.9       55.1       50.8       92.8       94.8:       7.2        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:        74         82         63         62         43        173        162:
Old  :       155:        38         57          8         44         20         88         79:
Other:       207:        77         63         35         58         39        149        124:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       22.1       31.8       32.6       14.3       11.2       23.4       19.0
Old  :                 39.2       28.0       50.9       45.2       34.4       28.0       46.1       43.6
Other:                 22.3       27.0       34.3       39.8       17.6       21.3       27.4       32.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, August 08, 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  :   779,185:   175,586    200,938    109,694    429,472    395,983    714,752    706,615:    64,433     72,570
Old  :   779,185:   175,586    200,938    109,694    429,472    395,983    714,752    706,615:    64,433     72,570
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :    16,559:     1,086        705      9,061     11,881      4,375     22,028     14,141:    -5,469      2,418
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       25.8       14.1       55.1       50.8       91.7       90.7:       8.3        9.3
Old  :     100.0:      22.5       25.8       14.1       55.1       50.8       91.7       90.7:       8.3        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        77         58         70         81         73        188        179:
Old  :       242:        77         58         70         81         73        188        179:
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       22.8       29.5       10.5       14.8       17.5       23.8
Old  :                 13.8       18.8       22.8       29.5       10.5       14.8       17.5       23.8
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 08, 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  :   205,335:    46,630     46,804     37,122    112,163    113,509    195,915    197,435:     9,420      7,900
Old  :    66,886:    32,727     32,230      2,318     27,618     28,659     62,663     63,207:     4,223      3,679
Other:   138,449:    32,250     32,921     16,457     84,545     84,850    133,252    134,228:     5,197      4,221
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :    -8,626:    -1,324     -7,862     -4,552     -2,736      4,589     -8,612     -7,825:       -14       -801
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       22.8       18.1       54.6       55.3       95.4       96.2:       4.6        3.8
Old  :     100.0:      48.9       48.2        3.5       41.3       42.8       93.7       94.5:       6.3        5.5
Other:     100.0:      23.3       23.8       11.9       61.1       61.3       96.2       97.0:       3.8        3.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       401:       115        108        117        140        128        324        302:
Old  :       341:       103         90         17         70         90        180        190:
Other:       337:        96         83         76        124        100        256        228:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.1       19.5       26.0       28.5        9.9       10.8       16.1       18.0
Old  :                 25.0       20.9       35.5       33.0       24.9       19.9       34.6       32.0
Other:                 20.5       22.9       30.9       35.4       13.1       18.9       21.0       28.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, August 08, 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  :    52,748:    27,332     30,016      3,255     12,510     16,550     43,097     49,821:     9,651      2,927
Old  :    52,748:    27,332     30,016      3,255     12,510     16,550     43,097     49,821:     9,651      2,927
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :     1,324:         1      1,118        339       -237         30        103      1,487:     1,221       -163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.8       56.9        6.2       23.7       31.4       81.7       94.5:      18.3        5.5
Old  :     100.0:      51.8       56.9        6.2       23.7       31.4       81.7       94.5:      18.3        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        79         53         17         10          7        101         69:
Old  :       150:        79         53         17         10          7        101         69:
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  :                 35.2       51.0       44.7       66.3       32.8       51.0       42.4       66.0
Old  :                 35.2       51.0       44.7       66.3       32.8       51.0       42.4       66.0
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 08, 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  :   578,210:   155,682    205,311     12,907    385,527    343,429    554,116    561,647:    24,094     16,563
Old  :   578,210:   155,682    205,311     12,907    385,527    343,429    554,116    561,647:    24,094     16,563
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :     2,427:      -648      5,530       -198      4,037     -1,651      3,191      3,681:      -764     -1,254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       35.5        2.2       66.7       59.4       95.8       97.1:       4.2        2.9
Old  :     100.0:      26.9       35.5        2.2       66.7       59.4       95.8       97.1:       4.2        2.9
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  :       318:        68         60         24        114        119        190        195:
Old  :       318:        68         60         24        114        119        190        195:
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  :                 23.9       21.9       35.5       36.4       21.6       21.9       32.4       36.2
Old  :                 23.9       21.9       35.5       36.4       21.6       21.9       32.4       36.2
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, August 08, 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  :   330,508:    41,513     25,878     13,326    266,782    286,330    321,621    325,534:     8,887      4,974
Old  :   330,508:    41,513     25,878     13,326    266,782    286,330    321,621    325,534:     8,887      4,974
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :     4,149:     1,817     -1,002        142      1,582      5,287      3,541      4,427:       608       -278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6        7.8        4.0       80.7       86.6       97.3       98.5:       2.7        1.5
Old  :     100.0:      12.6        7.8        4.0       80.7       86.6       97.3       98.5:       2.7        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        35         12          8         79         55        115         74:
Old  :       155:        35         12          8         79         55        115         74:
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  :                 31.7       47.8       46.0       69.7       31.4       47.7       43.6       69.1
Old  :                 31.7       47.8       46.0       69.7       31.4       47.7       43.6       69.1
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 08, 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  : 1,089,893:   312,059     73,523     35,663    714,278    970,371  1,062,000  1,079,557:    27,893     10,336
Old  : 1,089,893:   312,059     73,523     35,663    714,278    970,371  1,062,000  1,079,557:    27,893     10,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 1, 2017                       :
     :    12,793:    -3,351      3,647        -41     15,633     10,215     12,241     13,821:       552     -1,028
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        6.7        3.3       65.5       89.0       97.4       99.1:       2.6        0.9
Old  :     100.0:      28.6        6.7        3.3       65.5       89.0       97.4       99.1:       2.6        0.9
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  :       359:       131         45         29        144         94        288        155:
Old  :       359:       131         45         29        144         94        288        155:
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  :                 20.5       49.2       31.5       65.6       19.5       49.2       29.0       65.5
Old  :                 20.5       49.2       31.5       65.6       19.5       49.2       29.0       65.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 11, 2017