COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, August 15, 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  :   218,749:    73,528     41,321     20,113    113,524    143,422    207,165    204,856:    11,584     13,893
Old  :   208,325:    72,906     43,168     18,053    106,281    133,342    197,240    194,563:    11,085     13,762
Other:    10,424:     2,509         40        173      7,243     10,080      9,925     10,293:       499        131
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2017                       :
     :      -343:    -4,264      2,116        157      4,095     -3,517        -12     -1,244:      -331        901
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       18.9        9.2       51.9       65.6       94.7       93.6:       5.3        6.4
Old  :     100.0:      35.0       20.7        8.7       51.0       64.0       94.7       93.4:       5.3        6.6
Other:     100.0:      24.1        0.4        1.7       69.5       96.7       95.2       98.7:       4.8        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        97         72         71         63         60        195        178:
Old  :       263:        95         73         68         61         58        189        176:
Other:        49:        11          3          4         15         23         28         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       36.3       28.8       47.2       15.6       27.6       24.0       37.6
Old  :                 18.6       38.1       27.9       47.0       15.5       30.7       24.3       39.3
Other:                 65.8       66.7       79.6       84.9       65.0       65.4       78.8       83.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, August 15, 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  :    12,271:     1,963      5,541        317      7,553      4,379      9,833     10,237:     2,438      2,034
Old  :    10,297:     1,789      5,541        277      6,165      2,755      8,231      8,573:     2,066      1,724
Other:     1,974:       203         29         11      1,388      1,624      1,602      1,664:       372        310
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2017                       :
     :      -577:       -22       -377       -102       -634        -99       -758       -578:       181          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       45.2        2.6       61.6       35.7       80.1       83.4:      19.9       16.6
Old  :     100.0:      17.4       53.8        2.7       59.9       26.8       79.9       83.3:      20.1       16.7
Other:     100.0:      10.3        1.5        0.6       70.3       82.3       81.2       84.3:      18.8       15.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        19         15          8         22         11         42         34:
Old  :        60:        19         15          7         22          8         42         30:
Other:        26:         7          2          3         11          8         19         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.4       39.7       39.6       56.1       17.1       36.9       28.4       49.2
Old  :                 27.7       41.2       41.8       59.1       22.7       37.9       32.1       51.7
Other:                 54.7       79.5       68.5       83.8       54.7       77.6       68.0       81.5
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, August 15, 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  :   229,231:    53,226     81,602     32,698    127,496    105,387    213,420    219,687:    15,811      9,544
Old  :     8,758:     3,413      3,125          0      4,083      5,018      7,496      8,143:     1,262        615
Other:   220,473:    55,565     84,229     26,946    123,413    100,369    205,924    211,544:    14,549      8,929
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2017                       :
     :   -18,182:      -711      6,567     -7,684     -6,863    -12,968    -15,258    -14,085:    -2,924     -4,097
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       35.6       14.3       55.6       46.0       93.1       95.8:       6.9        4.2
Old  :     100.0:      39.0       35.7        0.0       46.6       57.3       85.6       93.0:      14.4        7.0
Other:     100.0:      25.2       38.2       12.2       56.0       45.5       93.4       96.0:       6.6        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:        76         92         54         59         45        170        166:
Old  :        50:        10         10          0         14         18         24         28:
Other:       247:        79         93         49         58         42        166        160:
     :----------------------------------------------------------------------------------------------------
     :             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       18.3       32.7       30.2       15.6       11.8       25.7       19.4
Old  :                 61.1       38.0       75.1       60.2       56.4       38.0       70.4       60.1
Other:                 19.6       18.8       33.1       31.1       16.4       12.7       26.5       21.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, August 15, 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  :   815,068:   179,189    232,991    114,475    457,367    390,528    751,031    737,994:    64,037     77,074
Old  :   815,068:   179,189    232,991    114,475    457,367    390,528    751,031    737,994:    64,037     77,074
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2017                       :
     :    35,883:     3,603     32,053      4,781     27,895     -5,455     36,279     31,379:      -396      4,504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       28.6       14.0       56.1       47.9       92.1       90.5:       7.9        9.5
Old  :     100.0:      22.0       28.6       14.0       56.1       47.9       92.1       90.5:       7.9        9.5
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  :       255:        77         69         74         84         74        198        188:
Old  :       255:        77         69         74         84         74        198        188:
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       16.9       22.1       27.7       10.1       13.7       16.7       22.0
Old  :                 13.0       16.9       22.1       27.7       10.1       13.7       16.7       22.0
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 15, 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  :   191,562:    44,371     40,187     34,331    104,166    108,988    182,868    183,506:     8,694      8,056
Old  :    26,727:     9,071      6,887        112     15,309     18,143     24,492     25,142:     2,235      1,585
Other:   164,835:    42,625     40,625     26,894     88,857     90,845    158,376    158,364:     6,459      6,471
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2017                       :
     :   -13,773:    -2,259     -6,617     -2,791     -7,997     -4,521    -13,047    -13,929:      -726        156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       21.0       17.9       54.4       56.9       95.5       95.8:       4.5        4.2
Old  :     100.0:      33.9       25.8        0.4       57.3       67.9       91.6       94.1:       8.4        5.9
Other:     100.0:      25.9       24.6       16.3       53.9       55.1       96.1       96.1:       3.9        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       392:       114        106        114        139        116        320        290:
Old  :       209:        41         48          4         59         70        102        120:
Other:       380:       118        104         93        129         97        291        260:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       20.4       26.5       29.9       10.6       12.3       16.9       19.9
Old  :                 38.7       34.3       50.3       46.4       38.7       34.3       50.3       46.4
Other:                 17.1       20.2       28.0       30.7       11.8       16.9       19.7       24.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, August 15, 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  :    51,263:    26,652     28,776      3,309     11,640     16,454     41,601     48,539:     9,662      2,724
Old  :    51,263:    26,652     28,776      3,309     11,640     16,454     41,601     48,539:     9,662      2,724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2017                       :
     :    -1,485:      -680     -1,240         54       -870        -96     -1,496     -1,282:        11       -203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.0       56.1        6.5       22.7       32.1       81.2       94.7:      18.8        5.3
Old  :     100.0:      52.0       56.1        6.5       22.7       32.1       81.2       94.7:      18.8        5.3
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  :       151:        81         53         18          9          8        103         69:
Old  :       151:        81         53         18          9          8        103         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  :                 34.1       52.2       42.6       68.1       31.6       52.2       40.2       67.5
Old  :                 34.1       52.2       42.6       68.1       31.6       52.2       40.2       67.5
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 15, 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  :   567,170:   129,313    208,927     15,675    399,052    324,213    544,040    548,815:    23,130     18,355
Old  :   567,170:   129,313    208,927     15,675    399,052    324,213    544,040    548,815:    23,130     18,355
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2017                       :
     :   -11,040:   -26,369      3,616      2,768     13,525    -19,216    -10,076    -12,832:      -964      1,792
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       36.8        2.8       70.4       57.2       95.9       96.8:       4.1        3.2
Old  :     100.0:      22.8       36.8        2.8       70.4       57.2       95.9       96.8:       4.1        3.2
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  :       311:        66         61         25        111        112        187        188:
Old  :       311:        66         61         25        111        112        187        188:
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  :                 26.2       21.8       37.7       36.2       23.2       21.7       33.7       35.5
Old  :                 26.2       21.8       37.7       36.2       23.2       21.7       33.7       35.5
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 15, 2017                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :   329,712:    39,294     24,681     13,201    267,690    287,058    320,185    324,940:     9,527      4,772
Old  :   329,712:    39,294     24,681     13,201    267,690    287,058    320,185    324,940:     9,527      4,772
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2017                       :
     :      -796:    -2,219     -1,197       -125        908        728     -1,436       -594:       640       -202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9        7.5        4.0       81.2       87.1       97.1       98.6:       2.9        1.4
Old  :     100.0:      11.9        7.5        4.0       81.2       87.1       97.1       98.6:       2.9        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        34         12          8         79         53        114         72:
Old  :       151:        34         12          8         79         53        114         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  :                 31.6       48.5       47.3       70.7       31.3       48.3       45.0       70.1
Old  :                 31.6       48.5       47.3       70.7       31.3       48.3       45.0       70.1
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 15, 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  : 1,120,739:   304,593     84,329     38,574    750,739    985,724  1,093,906  1,108,627:    26,833     12,112
Old  : 1,120,739:   304,593     84,329     38,574    750,739    985,724  1,093,906  1,108,627:    26,833     12,112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2017                       :
     :    30,846:    -7,466     10,806      2,911     36,461     15,353     31,906     29,070:    -1,060      1,776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        7.5        3.4       67.0       88.0       97.6       98.9:       2.4        1.1
Old  :     100.0:      27.2        7.5        3.4       67.0       88.0       97.6       98.9:       2.4        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  :       353:       126         43         32        147         91        288        151:
Old  :       353:       126         43         32        147         91        288        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  :                 19.7       49.0       30.3       64.6       18.2       47.7       27.1       63.2
Old  :                 19.7       49.0       30.3       64.6       18.2       47.7       27.1       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 18, 2017