COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, August 22, 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  :   226,101:    73,823     46,589     21,293    119,158    145,093    214,274    212,975:    11,827     13,126
Old  :   214,344:    73,117     48,426     19,177    110,744    133,759    203,038    201,362:    11,306     12,982
Other:    11,757:     2,591         48        231      8,414     11,334     11,236     11,613:       521        144
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :     7,352:       295      5,268      1,180      5,634      1,671      7,109      8,119:       243       -767
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       20.6        9.4       52.7       64.2       94.8       94.2:       5.2        5.8
Old  :     100.0:      34.1       22.6        8.9       51.7       62.4       94.7       93.9:       5.3        6.1
Other:     100.0:      22.0        0.4        2.0       71.6       96.4       95.6       98.8:       4.4        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        97         73         71         63         58        193        179:
Old  :       261:        96         74         68         61         56        187        177:
Other:        52:        11          4          4         15         25         28         32:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.8       36.3       29.3       46.4       15.1       26.5       23.3       35.6
Old  :                 19.0       38.0       28.2       46.3       15.0       29.6       23.6       37.5
Other:                 63.3       62.9       78.2       82.3       62.8       62.6       77.5       80.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, August 22, 2017                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    10,451:     1,985      5,185        206      5,970      3,570      8,161      8,961:     2,290      1,490
Old  :     8,230:     1,812      5,158         54      4,496      1,887      6,362      7,099:     1,868      1,131
Other:     2,221:       317        171          8      1,474      1,683      1,799      1,862:       422        359
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :    -1,820:        22       -356       -111     -1,583       -809     -1,672     -1,276:      -148       -544
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       49.6        2.0       57.1       34.2       78.1       85.7:      21.9       14.3
Old  :     100.0:      22.0       62.7        0.7       54.6       22.9       77.3       86.3:      22.7       13.7
Other:     100.0:      14.3        7.7        0.4       66.4       75.8       81.0       83.8:      19.0       16.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        21         17          7         25         10         48         32:
Old  :        65:        22         16          3         25          7         48         25:
Other:        32:         8          4          2         13          8         22         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  :                 22.2       43.5       35.9       60.7       20.0       43.2       33.5       59.1
Old  :                 22.5       45.7       33.6       64.3       22.5       45.3       33.6       63.9
Other:                 49.1       73.0       62.7       82.4       49.1       71.3       62.4       80.8
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, August 22, 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  :   241,773:    58,867     98,490     34,729    131,050     99,495    224,646    232,714:    17,127      9,059
Old  :       462:         0        107          0        456        333        456        440:         6         22
Other:   241,311:    58,867     98,383     34,729    130,594     99,162    224,190    232,274:    17,121      9,037
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :    12,542:     5,641     16,888      2,031      3,554     -5,892     11,226     13,027:     1,316       -485
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       40.7       14.4       54.2       41.2       92.9       96.3:       7.1        3.7
Old  :     100.0:       0.0       23.2        0.0       98.7       72.1       98.7       95.2:       1.3        4.8
Other:     100.0:      24.4       40.8       14.4       54.1       41.1       92.9       96.3:       7.1        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        90         89         57         61         42        186        164:
Old  :         7:         0          1          0          2          5          2          6:
Other:       260:        90         88         57         61         41        186        162:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.2       18.2       32.5       29.5       16.0       12.4       25.7       20.4
Old  :                 98.7       87.0       98.7       95.2       80.1       73.4       80.1       76.6
Other:                 19.1       18.2       32.4       29.5       16.0       12.5       25.7       20.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, August 22, 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  :   840,614:   183,907    252,539    125,629    466,482    390,726    776,018    768,894:    64,596     71,720
Old  :   840,614:   183,907    252,539    125,629    466,482    390,726    776,018    768,894:    64,596     71,720
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :    25,546:     4,718     19,548     11,154      9,115        198     24,987     30,900:       559     -5,354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       30.0       14.9       55.5       46.5       92.3       91.5:       7.7        8.5
Old  :     100.0:      21.9       30.0       14.9       55.5       46.5       92.3       91.5:       7.7        8.5
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  :       258:        82         64         74         88         73        205        186:
Old  :       258:        82         64         74         88         73        205        186:
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  :                 12.8       17.1       21.4       27.2        9.8       13.3       16.2       21.6
Old  :                 12.8       17.1       21.4       27.2        9.8       13.3       16.2       21.6
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 22, 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  :   185,359:    42,369     52,185     29,067    104,278     96,632    175,714    177,884:     9,645      7,475
Old  :     2,013:         1        152          0      2,007      1,672      2,008      1,824:         5        189
Other:   183,346:    42,518     52,183     28,917    102,271     94,960    173,706    176,060:     9,640      7,286
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :    -6,203:    -2,002     11,998     -5,264        112    -12,356     -7,154     -5,622:       951       -581
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       28.2       15.7       56.3       52.1       94.8       96.0:       5.2        4.0
Old  :     100.0:       0.0        7.6        0.0       99.7       83.1       99.8       90.6:       0.2        9.4
Other:     100.0:      23.2       28.5       15.8       55.8       51.8       94.7       96.0:       5.3        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       402:       121        117         97        133        105        307        279:
Old  :        29:         1          2          0          2         24          3         26:
Other:       401:       120        117         97        132        101        306        275:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.2       18.4       26.0       28.8       10.7       14.2       17.5       22.1
Old  :                 99.8       77.8       99.8       85.3       99.8       77.8       99.8       85.3
Other:                 15.3       18.2       26.3       28.6       10.8       14.4       17.9       22.3
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, August 22, 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  :    52,379:    27,328     28,764      3,674     12,273     16,943     43,275     49,381:     9,104      2,998
Old  :    52,379:    27,328     28,764      3,674     12,273     16,943     43,275     49,381:     9,104      2,998
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :     1,116:       676        -12        365        633        489      1,674        842:      -558        274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.2       54.9        7.0       23.4       32.3       82.6       94.3:      17.4        5.7
Old  :     100.0:      52.2       54.9        7.0       23.4       32.3       82.6       94.3:      17.4        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        85         51         16         10          8        104         68:
Old  :       152:        85         51         16         10          8        104         68:
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  :                 34.9       52.2       45.0       67.8       32.5       52.2       42.4       66.9
Old  :                 34.9       52.2       45.0       67.8       32.5       52.2       42.4       66.9
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 22, 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  :   565,391:   131,851    213,510     11,127    401,662    317,715    544,640    542,352:    20,751     23,039
Old  :   565,391:   131,851    213,510     11,127    401,662    317,715    544,640    542,352:    20,751     23,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :    -1,779:     2,538      4,583     -4,548      2,610     -6,498        600     -6,463:    -2,379      4,684
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       37.8        2.0       71.0       56.2       96.3       95.9:       3.7        4.1
Old  :     100.0:      23.3       37.8        2.0       71.0       56.2       96.3       95.9:       3.7        4.1
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  :       317:        64         67         23        117        113        192        192:
Old  :       317:        64         67         23        117        113        192        192:
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  :                 27.8       22.1       39.1       35.9       25.2       21.9       35.3       35.1
Old  :                 27.8       22.1       39.1       35.9       25.2       21.9       35.3       35.1
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 22, 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  :   345,266:    42,798     26,109     11,959    279,430    300,749    334,187    338,817:    11,079      6,449
Old  :   345,266:    42,798     26,109     11,959    279,430    300,749    334,187    338,817:    11,079      6,449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :    15,554:     3,504      1,428     -1,242     11,740     13,691     14,002     13,877:     1,552      1,677
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        7.6        3.5       80.9       87.1       96.8       98.1:       3.2        1.9
Old  :     100.0:      12.4        7.6        3.5       80.9       87.1       96.8       98.1:       3.2        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        33         11          8         81         54        115         72:
Old  :       151:        33         11          8         81         54        115         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  :                 30.1       46.6       45.0       68.0       29.8       44.9       41.8       65.9
Old  :                 30.1       46.6       45.0       68.0       29.8       44.9       41.8       65.9
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 22, 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  : 1,128,466:   314,494     99,892     31,359    753,676    985,605  1,099,529  1,116,856:    28,937     11,610
Old  : 1,128,466:   314,494     99,892     31,359    753,676    985,605  1,099,529  1,116,856:    28,937     11,610
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2017                      :
     :     7,727:     9,901     15,563     -7,215      2,937       -119      5,623      8,229:     2,104       -502
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        8.9        2.8       66.8       87.3       97.4       99.0:       2.6        1.0
Old  :     100.0:      27.9        8.9        2.8       66.8       87.3       97.4       99.0:       2.6        1.0
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  :       358:       126         44         31        151         92        292        152:
Old  :       358:       126         44         31        151         92        292        152:
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  :                 19.5       48.4       29.5       64.1       18.1       47.1       27.3       62.7
Old  :                 19.5       48.4       29.5       64.1       18.1       47.1       27.3       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 25, 2017