COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :   315,196:   138,511     12,294     54,443    100,640    238,291    293,594    305,028:    21,602     10,168
Old  :   285,249:   136,192     14,689     45,829     82,938    216,244    264,960    276,762:    20,289      8,487
Other:    29,947:     5,728      1,015      5,204     17,702     22,047     28,635     28,266:     1,312      1,681
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    22,991:    13,761      1,925      8,836     -2,143     11,919     20,454     22,680:     2,537        311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.9        3.9       17.3       31.9       75.6       93.1       96.8:       6.9        3.2
Old  :     100.0:      47.7        5.1       16.1       29.1       75.8       92.9       97.0:       7.1        3.0
Other:     100.0:      19.1        3.4       17.4       59.1       73.6       95.6       94.4:       4.4        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       333:       183         50         93         66         77        288        187:
Old  :       328:       179         55         88         64         76        280        184:
Other:       104:        32         13         20         32         44         71         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.8       38.1       17.5       49.1        8.7       33.1       14.7       41.7
Old  :                  9.2       41.8       16.1       51.2        8.6       38.3       15.1       46.9
Other:                 32.5       37.8       51.7       58.6       25.4       37.8       39.7       47.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :    16,521:     6,358      1,191      2,283      5,803     10,978     14,445     14,452:     2,076      2,069
Old  :    16,521:     6,358      1,191      2,283      5,803     10,978     14,445     14,452:     2,076      2,069
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :     1,019:    -1,016         92        495      1,401         15        880        602:       139        417
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.5        7.2       13.8       35.1       66.5       87.4       87.5:      12.6       12.5
Old  :     100.0:      38.5        7.2       13.8       35.1       66.5       87.4       87.5:      12.6       12.5
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  :        76:        24         20         14         23         21         54         48:
Old  :        76:        24         20         14         23         21         54         48:
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       42.8       48.2       55.8       34.5       42.3       44.4       52.5
Old  :                 34.9       42.8       48.2       55.8       34.5       42.3       44.4       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :   338,223:    52,222     62,279     85,782    185,005    178,934    323,010    326,995:    15,213     11,228
Old  :   305,876:    56,283     61,592     79,718    155,969    154,009    291,970    295,320:    13,906     10,557
Other:    32,347:       739      5,486      1,265     29,036     24,925     31,040     31,676:     1,307        671
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -2,753:    -1,557     -1,562      2,889     -4,632     -3,143     -3,301     -1,816:       548       -937
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       18.4       25.4       54.7       52.9       95.5       96.7:       4.5        3.3
Old  :     100.0:      18.4       20.1       26.1       51.0       50.4       95.5       96.5:       4.5        3.5
Other:     100.0:       2.3       17.0        3.9       89.8       77.1       96.0       97.9:       4.0        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:        84         80         84         55         47        185        177:
Old  :       240:        91         78         81         53         46        183        173:
Other:        57:         6         15          9         25         21         39         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  :                 25.2       28.4       35.6       37.6       14.7       13.4       20.3       20.2
Old  :                 21.3       29.1       32.2       38.6       13.1       15.9       20.5       23.0
Other:                 69.8       47.7       80.6       73.3       58.1       36.6       64.8       53.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  : 1,067,857:   216,488     23,834    278,164    481,937    717,189    976,589  1,019,187:    91,269     48,670
Old  : 1,067,857:   216,488     23,834    278,164    481,937    717,189    976,589  1,019,187:    91,269     48,670
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :     5,735:      -507    -13,492     -2,158       -885     26,365     -3,550     10,716:     9,285     -4,981
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        2.2       26.0       45.1       67.2       91.5       95.4:       8.5        4.6
Old  :     100.0:      20.3        2.2       26.0       45.1       67.2       91.5       95.4:       8.5        4.6
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  :       236:        90         40         88         92         87        219        184:
Old  :       236:        90         40         88         92         87        219        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  :                 11.4       19.9       19.4       33.0        7.6       17.9       12.4       24.6
Old  :                 11.4       19.9       19.4       33.0        7.6       17.9       12.4       24.6
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 with Delta-adjusted Options and Futures Combined, January 10, 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  :   221,799:    51,021     30,709     52,992    106,616    130,062    210,629    213,763:    11,170      8,036
Old  :   203,371:    51,550     32,004     48,026     93,267    115,726    192,843    195,756:    10,528      7,615
Other:    18,428:     3,105      2,339      1,332     13,350     14,336     17,787     18,008:       641        421
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -8,183:     2,213     -4,203     -3,330     -6,390       -668     -7,508     -8,202:      -675         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       13.8       23.9       48.1       58.6       95.0       96.4:       5.0        3.6
Old  :     100.0:      25.3       15.7       23.6       45.9       56.9       94.8       96.3:       5.2        3.7
Other:     100.0:      16.8       12.7        7.2       72.4       77.8       96.5       97.7:       3.5        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       417:       140        106        140        135        127        356        308:
Old  :       417:       147        107        137        134        124        353        304:
Other:       141:        26         27         25         71         52        114         88:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       16.8       20.3       25.6        8.6       12.2       15.4       19.6
Old  :                 13.0       16.6       22.1       25.6        9.4       11.4       16.9       18.9
Other:                 44.1       34.7       58.0       49.8       41.7       33.5       55.7       48.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :    80,876:    61,225      8,165      1,703      7,587     67,470     70,516     77,338:    10,360      3,538
Old  :    80,876:    61,225      8,165      1,703      7,587     67,470     70,516     77,338:    10,360      3,538
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -4,748:    -3,302     -2,068        169       -856     -1,389     -3,988     -3,288:      -760     -1,461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.7       10.1        2.1        9.4       83.4       87.2       95.6:      12.8        4.4
Old  :     100.0:      75.7       10.1        2.1        9.4       83.4       87.2       95.6:      12.8        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  :       160:       130         15          9         10          8        142         30:
Old  :       160:       130         15          9         10          8        142         30:
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       83.0       45.4       88.8       29.5       83.0       43.3       88.0
Old  :                 30.2       83.0       45.4       88.8       29.5       83.0       43.3       88.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :   659,215:   196,844    113,551     13,803    418,789    510,044    629,436    637,398:    29,779     21,817
Old  :   659,215:   196,844    113,551     13,803    418,789    510,044    629,436    637,398:    29,779     21,817
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    -4,322:   -11,713     -1,234       -744      7,637     -2,841     -4,820     -4,819:       498        497
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       17.2        2.1       63.5       77.4       95.5       96.7:       4.5        3.3
Old  :     100.0:      29.9       17.2        2.1       63.5       77.4       95.5       96.7:       4.5        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       337:        77         63         24        125        122        213        198:
Old  :       337:        77         63         24        125        122        213        198:
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  :                 22.3       37.0       35.2       47.7       22.0       37.0       32.6       47.6
Old  :                 22.3       37.0       35.2       47.7       22.0       37.0       32.6       47.6
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 with Delta-adjusted Options and Futures Combined, January 10, 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  :   229,485:    46,177     15,320      1,856    173,341    207,550    221,374    224,726:     8,111      4,759
Old  :   229,485:    46,177     15,320      1,856    173,341    207,550    221,374    224,726:     8,111      4,759
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :     6,211:     3,342      2,004        -76      3,178      4,318      6,444      6,246:      -233        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        6.7        0.8       75.5       90.4       96.5       97.9:       3.5        2.1
Old  :     100.0:      20.1        6.7        0.8       75.5       90.4       96.5       97.9:       3.5        2.1
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  :       123:        24         11          5         60         57         86         71:
Old  :       123:        24         11          5         60         57         86         71:
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  :                 38.9       42.9       52.5       62.7       38.0       42.8       51.5       62.6
Old  :                 38.9       42.9       52.5       62.7       38.0       42.8       51.5       62.6
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 with Delta-adjusted Options and Futures Combined, January 10, 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  :   845,353:   223,888     70,502     12,261    589,193    751,549    825,342    834,312:    20,011     11,041
Old  :   845,353:   223,888     70,502     12,261    589,193    751,549    825,342    834,312:    20,011     11,041
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2017                      :
     :    33,471:    20,240      4,983       -377     21,009     26,150     40,872     30,756:    -7,401      2,715
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        8.3        1.5       69.7       88.9       97.6       98.7:       2.4        1.3
Old  :     100.0:      26.5        8.3        1.5       69.7       88.9       97.6       98.7:       2.4        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       297:        96         40         21        130         84        233        138:
Old  :       297:        96         40         21        130         84        233        138:
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  :                 25.4       47.4       38.3       65.7       24.4       47.4       35.0       65.6
Old  :                 25.4       47.4       38.3       65.7       24.4       47.4       35.0       65.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 13, 2017