COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, September 05, 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  :   234,800:    92,628     35,274     17,353    110,393    170,329    220,374    222,956:    14,426     11,844
Old  :   220,540:    92,480     37,795     14,515     99,762    156,649    206,757    208,959:    13,783     11,581
Other:    14,260:     2,785        116        201     10,631     13,680     13,617     13,997:       643        263
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2017                      :
     :     9,833:    16,021     -4,182     -2,784     -5,676     16,870      7,561      9,904:     2,272        -71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.4       15.0        7.4       47.0       72.5       93.9       95.0:       6.1        5.0
Old  :     100.0:      41.9       17.1        6.6       45.2       71.0       93.8       94.7:       6.2        5.3
Other:     100.0:      19.5        0.8        1.4       74.6       95.9       95.5       98.2:       4.5        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       267:       114         57         67         60         68        206        167:
Old  :       267:       114         57         63         59         65        201        164:
Other:        55:        10          7          4         16         25         28         35:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       37.9       25.2       49.4       15.1       31.9       22.9       42.8
Old  :                 15.4       40.3       23.8       50.0       15.3       36.9       23.6       46.5
Other:                 66.9       55.6       81.1       80.4       66.4       54.5       80.4       79.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, September 05, 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  :     9,687:     1,780      5,038        245      5,090      2,978      7,115      8,261:     2,572      1,426
Old  :     7,283:     1,526      4,991         53      3,478      1,274      5,057      6,318:     2,226        965
Other:     2,404:       445        238          1      1,612      1,704      2,058      1,943:       346        461
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2017                      :
     :      -580:        -8       -249         23       -874       -349       -859       -575:       279         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       52.0        2.5       52.5       30.7       73.4       85.3:      26.6       14.7
Old  :     100.0:      21.0       68.5        0.7       47.8       17.5       69.4       86.7:      30.6       13.3
Other:     100.0:      18.5        9.9        0.0       67.1       70.9       85.6       80.8:      14.4       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        16         18          9         24          9         43         33:
Old  :        60:        16         17          2         23          6         39         25:
Other:        35:        10          5          1         14          8         24         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  :                 22.4       41.5       34.4       61.1       21.6       41.5       33.7       60.3
Old  :                 19.8       44.8       32.1       63.8       19.8       44.8       32.1       63.8
Other:                 47.6       70.5       64.6       77.4       47.6       70.5       61.9       75.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, September 05, 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  :   248,497:    59,794    100,034     38,802    132,630     99,935    231,226    238,771:    17,271      9,726
Old  :   233,191:    60,334     99,568     37,268    118,765     86,767    216,367    223,603:    16,824      9,588
Other:    15,306:       256      1,262        738     13,865     13,168     14,859     15,168:       447        138
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2017                      :
     :       815:       -85      2,746      1,860       -888     -4,260        887        346:       -72        469
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       40.3       15.6       53.4       40.2       93.0       96.1:       7.0        3.9
Old  :     100.0:      25.9       42.7       16.0       50.9       37.2       92.8       95.9:       7.2        4.1
Other:     100.0:       1.7        8.2        4.8       90.6       86.0       97.1       99.1:       2.9        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       253:        89         80         59         62         43        192        153:
Old  :       253:        92         81         58         62         43        192        152:
Other:        34:         3          5          2         21         13         25         19:
     :----------------------------------------------------------------------------------------------------
     :             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       19.5       34.0       30.6       16.4       11.9       26.6       20.3
Old  :                 19.8       19.0       32.5       30.2       15.2       11.3       25.2       20.0
Other:                 77.8       66.6       85.8       84.6       59.1       57.7       65.0       69.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, September 05, 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  :   824,467:   179,460    235,790    114,753    459,382    409,333    753,595    759,876:    70,872     64,591
Old  :   824,467:   179,460    235,790    114,753    459,382    409,333    753,595    759,876:    70,872     64,591
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2017                      :
     :   -10,734:    -2,111    -10,684     -4,835     -5,998      6,221    -12,944     -9,298:     2,210     -1,436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       28.6       13.9       55.7       49.6       91.4       92.2:       8.6        7.8
Old  :     100.0:      21.8       28.6       13.9       55.7       49.6       91.4       92.2:       8.6        7.8
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  :       243:        78         60         77         86         76        199        184:
Old  :       243:        78         60         77         86         76        199        184:
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  :                 14.9       18.6       23.5       29.4       10.5       14.2       17.6       22.4
Old  :                 14.9       18.6       23.5       29.4       10.5       14.2       17.6       22.4
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, September 05, 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  :   206,646:    47,399     69,510     36,089    111,522     92,700    195,010    198,299:    11,636      8,347
Old  :   199,800:    47,644     69,588     34,191    106,665     87,812    188,500    191,591:    11,300      8,209
Other:     6,846:     1,010      1,177        643      4,857      4,888      6,510      6,708:       336        138
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2017                      :
     :    12,599:     4,423      8,800      3,717      3,219       -798     11,359     11,719:     1,240        880
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       33.6       17.5       54.0       44.9       94.4       96.0:       5.6        4.0
Old  :     100.0:      23.8       34.8       17.1       53.4       43.9       94.3       95.9:       5.7        4.1
Other:     100.0:      14.8       17.2        9.4       70.9       71.4       95.1       98.0:       4.9        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       422:       141        116        101        134        103        325        285:
Old  :       422:       142        118         98        134        101        323        282:
Other:       104:        13         15          7         58         37         75         55:
     :----------------------------------------------------------------------------------------------------
     :             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       16.4       25.7       28.0       11.0       12.9       17.3       21.0
Old  :                 14.8       16.9       25.4       28.7       11.0       13.4       17.5       21.9
Other:                 44.6       35.9       58.6       55.5       34.2       34.8       45.0       48.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, September 05, 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  :    55,828:    26,830     30,774      6,437     13,363     16,016     46,630     53,227:     9,198      2,601
Old  :    55,828:    26,830     30,774      6,437     13,363     16,016     46,630     53,227:     9,198      2,601
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2017                      :
     :    -2,254:    -4,521     -3,631      2,266       -306       -447     -2,561     -1,812:       307       -442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.1       55.1       11.5       23.9       28.7       83.5       95.3:      16.5        4.7
Old  :     100.0:      48.1       55.1       11.5       23.9       28.7       83.5       95.3:      16.5        4.7
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  :       158:        83         55         19         11          8        103         77:
Old  :       158:        83         55         19         11          8        103         77:
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  :                 40.1       46.9       50.0       63.6       37.0       46.9       44.3       62.1
Old  :                 40.1       46.9       50.0       63.6       37.0       46.9       44.3       62.1
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, September 05, 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  :   545,269:   115,167    197,542      9,505    397,539    318,604    522,211    525,651:    23,058     19,618
Old  :   545,269:   115,167    197,542      9,505    397,539    318,604    522,211    525,651:    23,058     19,618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2017                      :
     :   -10,655:    -5,091    -10,294        486     -7,771        197    -12,376     -9,611:     1,721     -1,044
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       36.2        1.7       72.9       58.4       95.8       96.4:       4.2        3.6
Old  :     100.0:      21.1       36.2        1.7       72.9       58.4       95.8       96.4:       4.2        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       304:        57         65         22        112        115        178        193:
Old  :       304:        57         65         22        112        115        178        193:
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  :                 27.1       22.5       38.9       36.1       24.6       22.4       34.6       35.2
Old  :                 27.1       22.5       38.9       36.1       24.6       22.4       34.6       35.2
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, September 05, 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  :   349,043:    43,538     25,437      9,541    288,144    308,760    341,223    343,738:     7,820      5,305
Old  :   349,043:    43,538     25,437      9,541    288,144    308,760    341,223    343,738:     7,820      5,305
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2017                      :
     :     6,136:       144     -1,778     -1,904      8,712      9,280      6,952      5,598:      -816        538
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        7.3        2.7       82.6       88.5       97.8       98.5:       2.2        1.5
Old  :     100.0:      12.5        7.3        2.7       82.6       88.5       97.8       98.5:       2.2        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         10          6         86         57        122         72:
Old  :       155:        35         10          6         86         57        122         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  :                 29.6       45.9       43.6       68.2       29.2       44.0       41.1       64.6
Old  :                 29.6       45.9       43.6       68.2       29.2       44.0       41.1       64.6
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, September 05, 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  : 1,136,874:   321,486     96,521     33,138    753,437    993,477  1,108,061  1,123,136:    28,813     13,738
Old  : 1,136,874:   321,486     96,521     33,138    753,437    993,477  1,108,061  1,123,136:    28,813     13,738
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2017                      :
     :    -5,760:     2,692     -5,752      3,274    -10,850     -3,713     -4,884     -6,191:      -876        431
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3        8.5        2.9       66.3       87.4       97.5       98.8:       2.5        1.2
Old  :     100.0:      28.3        8.5        2.9       66.3       87.4       97.5       98.8:       2.5        1.2
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  :       360:       130         43         33        155         92        300        153:
Old  :       360:       130         43         33        155         92        300        153:
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  :                 18.8       49.8       28.6       66.4       17.9       47.8       27.3       63.2
Old  :                 18.8       49.8       28.6       66.4       17.9       47.8       27.3       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 8, 2017