COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, September 12, 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  :   243,886:   102,489     33,603     15,205    111,392    184,006    229,086    232,814:    14,800     11,072
Old  :   228,939:   101,804     36,180     12,258    100,675    169,730    214,737    218,168:    14,202     10,771
Other:    14,947:     3,430        168        202     10,717     14,276     14,349     14,646:       598        301
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2017                    :
     :     9,086:     9,861     -1,671     -2,148        999     13,677      8,712      9,858:       374       -772
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.0       13.8        6.2       45.7       75.4       93.9       95.5:       6.1        4.5
Old  :     100.0:      44.5       15.8        5.4       44.0       74.1       93.8       95.3:       6.2        4.7
Other:     100.0:      22.9        1.1        1.4       71.7       95.5       96.0       98.0:       4.0        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:       123         59         63         61         73        212        174:
Old  :       281:       121         61         56         59         70        205        169:
Other:        61:        14          6          4         16         28         32         37:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       38.1       24.5       50.5       14.5       32.1       22.0       44.0
Old  :                 15.4       40.5       23.6       51.0       15.0       37.3       23.2       47.5
Other:                 64.1       58.4       77.7       80.0       63.7       57.3       77.0       78.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, September 12, 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  :     9,090:     2,057      2,501        354      4,498      5,118      6,909      7,973:     2,181      1,117
Old  :     6,471:     2,189      2,213         61      2,496      3,335      4,746      5,609:     1,725        862
Other:     2,619:       151        571         10      2,002      1,783      2,163      2,364:       456        255
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2017                    :
     :      -597:       277     -2,537        109       -592      2,140       -206       -288:      -391       -309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       27.5        3.9       49.5       56.3       76.0       87.7:      24.0       12.3
Old  :     100.0:      33.8       34.2        0.9       38.6       51.5       73.3       86.7:      26.7       13.3
Other:     100.0:       5.8       21.8        0.4       76.4       68.1       82.6       90.3:      17.4        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        18         18          8         24         11         45         34:
Old  :        67:        20         16          2         22         11         42         29:
Other:        36:         5         11          2         14          7         19         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       44.9       37.7       60.4       23.5       44.8       37.7       60.4
Old  :                 23.7       37.8       36.5       59.2       23.7       37.6       36.5       59.0
Other:                 52.5       67.1       71.5       79.8       52.5       67.1       71.5       79.8
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, September 12, 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  :   261,699:    63,839    101,535     41,388    138,373    109,431    243,600    252,354:    18,099      9,345
Old  :   245,936:    64,374    101,172     39,588    124,327     95,947    228,289    236,707:    17,647      9,229
Other:    15,763:       525      1,423        740     14,046     13,484     15,311     15,647:       452        116
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2017                    :
     :    13,202:     4,045      1,501      2,586      5,743      9,496     12,374     13,583:       828       -381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       38.8       15.8       52.9       41.8       93.1       96.4:       6.9        3.6
Old  :     100.0:      26.2       41.1       16.1       50.6       39.0       92.8       96.2:       7.2        3.8
Other:     100.0:       3.3        9.0        4.7       89.1       85.5       97.1       99.3:       2.9        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        95         81         59         63         43        199        152:
Old  :       258:        98         80         58         63         43        199        151:
Other:        36:         3          5          2         22         14         26         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.0       20.9       32.3       32.5       15.0       12.7       24.9       20.5
Old  :                 18.8       20.6       30.9       31.5       13.7       11.9       23.7       20.1
Other:                 76.9       66.6       84.8       83.9       57.4       57.2       63.7       69.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, September 12, 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  :   801,502:   176,887    216,340    108,378    447,676    409,699    732,941    734,417:    68,561     67,085
Old  :   801,502:   176,887    216,340    108,378    447,676    409,699    732,941    734,417:    68,561     67,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2017                    :
     :   -22,965:    -2,573    -19,450     -6,375    -11,706        366    -20,654    -25,459:    -2,311      2,494
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       27.0       13.5       55.9       51.1       91.4       91.6:       8.6        8.4
Old  :     100.0:      22.1       27.0       13.5       55.9       51.1       91.4       91.6:       8.6        8.4
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  :       239:        76         56         69         90         77        197        177:
Old  :       239:        76         56         69         90         77        197        177:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.8       19.0       22.1       29.7       10.3       14.5       17.5       22.7
Old  :                 13.8       19.0       22.1       29.7       10.3       14.5       17.5       22.7
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 12, 2017                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   205,989:    48,071     70,002     40,741    106,318     88,117    195,130    198,860:    10,859      7,129
Old  :   199,132:    48,530     70,123     38,594    101,506     83,396    188,630    192,113:    10,502      7,019
Other:     6,857:     1,027      1,365        661      4,812      4,721      6,500      6,747:       357        110
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2017                    :
     :      -657:       672        492      4,652     -5,204     -4,583        120        561:      -777     -1,218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       34.0       19.8       51.6       42.8       94.7       96.5:       5.3        3.5
Old  :     100.0:      24.4       35.2       19.4       51.0       41.9       94.7       96.5:       5.3        3.5
Other:     100.0:      15.0       19.9        9.6       70.2       68.8       94.8       98.4:       5.2        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       425:       134        121        101        133        110        321        293:
Old  :       425:       138        120         97        132        106        317        288:
Other:       108:        13         17          7         59         37         76         57:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       15.3       25.6       25.7       10.6       13.0       17.2       21.4
Old  :                 14.4       15.7       25.4       26.5       10.8       13.6       17.4       22.2
Other:                 44.5       35.3       58.6       54.6       33.9       33.4       44.7       47.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, September 12, 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  :    55,883:    29,161     31,352      3,621     14,734     18,459     47,516     53,432:     8,367      2,451
Old  :    55,883:    29,161     31,352      3,621     14,734     18,459     47,516     53,432:     8,367      2,451
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2017                    :
     :        55:     2,331        578     -2,816      1,371      2,443        886        205:      -831       -150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.2       56.1        6.5       26.4       33.0       85.0       95.6:      15.0        4.4
Old  :     100.0:      52.2       56.1        6.5       26.4       33.0       85.0       95.6:      15.0        4.4
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  :       149:        78         52         14         11          9         96         72:
Old  :       149:        78         52         14         11          9         96         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  :                 40.8       51.4       50.4       67.0       37.3       47.4       44.5       62.7
Old  :                 40.8       51.4       50.4       67.0       37.3       47.4       44.5       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders - Futures Only, September 12, 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  :   489,595:    69,005    171,330      7,786    392,977    290,902    469,768    470,018:    19,827     19,577
Old  :   489,595:    69,005    171,330      7,786    392,977    290,902    469,768    470,018:    19,827     19,577
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2017                    :
     :   -55,674:   -46,162    -26,212     -1,719     -4,562    -27,702    -52,443    -55,633:    -3,231        -41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       35.0        1.6       80.3       59.4       96.0       96.0:       4.0        4.0
Old  :     100.0:      14.1       35.0        1.6       80.3       59.4       96.0       96.0:       4.0        4.0
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  :       256:        45         50         21        107        101        162        162:
Old  :       256:        45         50         21        107        101        162        162:
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  :                 30.2       25.0       43.0       38.8       30.1       25.0       41.5       37.9
Old  :                 30.2       25.0       43.0       38.8       30.1       25.0       41.5       37.9
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 12, 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  :   356,770:    44,762     25,051      8,271    295,648    319,976    348,681    353,298:     8,089      3,472
Old  :   356,770:    44,762     25,051      8,271    295,648    319,976    348,681    353,298:     8,089      3,472
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2017                    :
     :     7,727:     1,224       -386     -1,270      7,504     11,216      7,458      9,560:       269     -1,833
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        7.0        2.3       82.9       89.7       97.7       99.0:       2.3        1.0
Old  :     100.0:      12.5        7.0        2.3       82.9       89.7       97.7       99.0:       2.3        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  :       149:        32          9          7         82         62        115         77:
Old  :       149:        32          9          7         82         62        115         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  :                 30.6       47.5       48.3       68.3       28.5       41.8       39.9       62.0
Old  :                 30.6       47.5       48.3       68.3       28.5       41.8       39.9       62.0
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 12, 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  : 1,240,474:   326,473     98,038     29,220    821,095  1,077,848  1,176,788  1,205,106:    63,686     35,368
Old  : 1,240,474:   326,473     98,038     29,220    821,095  1,077,848  1,176,788  1,205,106:    63,686     35,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2017                    :
     :   103,600:     4,987      1,517     -3,918     67,658     84,371     68,727     81,970:    34,873     21,630
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        7.9        2.4       66.2       86.9       94.9       97.1:       5.1        2.9
Old  :     100.0:      26.3        7.9        2.4       66.2       86.9       94.9       97.1:       5.1        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       369:       129         46         36        158         97        304        164:
Old  :       369:       129         46         36        158         97        304        164:
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  :                 17.5       44.9       27.4       62.5       16.4       43.2       24.6       57.9
Old  :                 17.5       44.9       27.4       62.5       16.4       43.2       24.6       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 15, 2017