COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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  :   286,059:   125,221     16,317     47,440     94,993    206,464    267,654    270,221:    18,405     15,838
Old  :   152,833:    87,769     25,843     14,297     39,213    104,334    141,279    144,474:    11,554      8,359
Other:   133,226:    55,010      8,032     15,585     55,780    102,130    126,375    125,747:     6,851      7,479
     :          :                                                                            :
     :          :          Changes in Commitments from: April 18, 2017                       :
     :    10,556:    13,455      2,709       -440     -1,128      8,056     11,886     10,325:    -1,330        231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8        5.7       16.6       33.2       72.2       93.6       94.5:       6.4        5.5
Old  :     100.0:      57.4       16.9        9.4       25.7       68.3       92.4       94.5:       7.6        5.5
Other:     100.0:      41.3        6.0       11.7       41.9       76.7       94.9       94.4:       5.1        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       330:       160         76         90         71         75        273        204:
Old  :       296:       138         74         51         59         67        223        166:
Other:       212:        91         41         35         56         57        163        120:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       38.5       20.0       49.4       11.1       35.1       17.5       44.8
Old  :                 12.3       48.9       21.4       58.3       12.2       45.7       20.7       54.9
Other:                 17.9       31.2       29.5       46.3       17.1       28.3       28.3       42.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 2017                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    12,087:     2,986      1,304      1,225      6,066      8,043     10,277     10,572:     1,810      1,515
Old  :    11,785:     2,973      1,304      1,204      5,852      7,792     10,029     10,300:     1,756      1,485
Other:       302:        13          0         21        213        251        247        272:        55         30
     :          :                                                                            :
     :          :          Changes in Commitments from: April 18, 2017                       :
     :    -2,798:       -10       -144     -1,304     -1,412     -1,406     -2,725     -2,854:       -72         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       10.8       10.1       50.2       66.5       85.0       87.5:      15.0       12.5
Old  :     100.0:      25.2       11.1       10.2       49.7       66.1       85.1       87.4:      14.9       12.6
Other:     100.0:       4.3        0.0        7.0       70.6       83.1       81.9       90.1:      18.1        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        24         13         14         25         15         52         39:
Old  :        65:        24         13         14         25         15         52         39:
Other:        11:         3          0          2          6          2          9          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.1       51.7       37.0       68.7       22.1       50.4       36.4       61.8
Old  :                 22.2       53.0       36.9       68.2       22.0       51.7       35.7       62.4
Other:                 67.9       90.1       80.8       90.1       67.9       83.1       74.9       83.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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  :   335,501:    68,558     95,746     67,884    177,307    160,068    313,749    323,698:    21,752     11,803
Old  :   252,247:    72,984     92,283     46,963    114,570    103,051    234,517    242,297:    17,730      9,950
Other:    83,254:     6,197     14,086     10,298     62,737     57,017     79,232     81,401:     4,022      1,853
     :          :                                                                            :
     :          :          Changes in Commitments from: April 18, 2017                       :
     :    21,370:     4,387      8,549      7,813      7,855      3,643     20,054     20,004:     1,315      1,366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       28.5       20.2       52.8       47.7       93.5       96.5:       6.5        3.5
Old  :     100.0:      28.9       36.6       18.6       45.4       40.9       93.0       96.1:       7.0        3.9
Other:     100.0:       7.4       16.9       12.4       75.4       68.5       95.2       97.8:       4.8        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:       115         90         81         62         43        222        178:
Old  :       282:       123         87         70         59         40        213        167:
Other:       104:        25         33         24         41         26         77         73:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.9       19.8       30.3       29.7       12.9       11.3       19.8       18.9
Old  :                 18.2       16.9       28.5       28.4       11.3       12.5       19.3       22.4
Other:                 35.9       35.6       56.3       53.0       33.8       24.2       43.0       38.2
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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  :   909,585:   209,178    138,041    175,996    459,040    520,846    844,214    834,883:    65,371     74,702
Old  :   909,585:   209,178    138,041    175,996    459,040    520,846    844,214    834,883:    65,371     74,702
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 18, 2017                       :
     :    -7,157:   -13,322      3,025      7,093        524    -16,959     -5,705     -6,840:    -1,452       -316
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       15.2       19.3       50.5       57.3       92.8       91.8:       7.2        8.2
Old  :     100.0:      23.0       15.2       19.3       50.5       57.3       92.8       91.8:       7.2        8.2
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  :       248:        78         66         79         90         77        206        191:
Old  :       248:        78         66         79         90         77        206        191:
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  :                 11.3       20.0       20.2       30.6        9.1       15.4       15.1       22.4
Old  :                 11.3       20.0       20.2       30.6        9.1       15.4       15.1       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 with Delta-adjusted Options and Futures Combined, April 25, 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  :   240,824:    48,257     48,162     60,847    120,176    122,420    229,279    231,428:    11,545      9,396
Old  :   180,779:    48,032     50,106     43,226     80,030     79,132    171,287    172,464:     9,491      8,315
Other:    60,045:    10,642      8,472      7,204     40,146     43,288     57,992     58,964:     2,053      1,081
     :          :                                                                            :
     :          :          Changes in Commitments from: April 18, 2017                       :
     :    17,382:   -13,889      5,946     15,312     15,054     -4,807     16,477     16,451:       905        931
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       20.0       25.3       49.9       50.8       95.2       96.1:       4.8        3.9
Old  :     100.0:      26.6       27.7       23.9       44.3       43.8       94.7       95.4:       5.3        4.6
Other:     100.0:      17.7       14.1       12.0       66.9       72.1       96.6       98.2:       3.4        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       440:       141        127        129        144        120        350        323:
Old  :       433:       146        125        108        139        111        331        301:
Other:       224:        56         46         42        101         70        184        132:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       14.8       20.2       23.7        7.9       11.0       13.2       17.3
Old  :                 13.1       16.2       22.4       24.2        8.8       12.3       14.6       18.9
Other:                 22.9       26.9       36.9       41.6       21.8       21.3       32.5       34.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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  :    70,525:    49,521      6,037      1,956     10,404     59,419     61,881     67,412:     8,644      3,114
Old  :    70,525:    49,521      6,037      1,956     10,404     59,419     61,881     67,412:     8,644      3,114
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 18, 2017                       :
     :     3,549:     2,788      2,706       -461        453        673      2,781      2,919:       768        631
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.2        8.6        2.8       14.8       84.3       87.7       95.6:      12.3        4.4
Old  :     100.0:      70.2        8.6        2.8       14.8       84.3       87.7       95.6:      12.3        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  :       142:        94         29         16         14          9        113         50:
Old  :       142:        94         29         16         14          9        113         50:
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  :                 28.8       84.0       44.4       87.3       27.9       83.8       43.5       86.6
Old  :                 28.8       84.0       44.4       87.3       27.9       83.8       43.5       86.6
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, April 25, 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  :   584,657:   157,736    187,868     11,588    389,750    365,152    559,074    564,608:    25,582     20,048
Old  :   584,657:   157,736    187,868     11,588    389,750    365,152    559,074    564,608:    25,582     20,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 18, 2017                       :
     :     8,203:    21,951    -18,580     -1,285    -13,798     26,183      6,868      6,318:     1,335      1,885
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       32.1        2.0       66.7       62.5       95.6       96.6:       4.4        3.4
Old  :     100.0:      27.0       32.1        2.0       66.7       62.5       95.6       96.6:       4.4        3.4
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  :       339:        82         61         27        126        109        221        184:
Old  :       339:        82         61         27        126        109        221        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  :                 20.4       26.8       31.0       39.4       18.4       26.8       29.0       39.3
Old  :                 20.4       26.8       31.0       39.4       18.4       26.8       29.0       39.3
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, April 25, 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  :   284,689:    53,055     10,079      2,641    220,660    267,674    276,356    280,394:     8,333      4,295
Old  :   284,689:    53,055     10,079      2,641    220,660    267,674    276,356    280,394:     8,333      4,295
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 18, 2017                       :
     :     1,083:    -3,665      2,183        -92      4,686     -1,471        929        620:       154        463
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6        3.5        0.9       77.5       94.0       97.1       98.5:       2.9        1.5
Old  :     100.0:      18.6        3.5        0.9       77.5       94.0       97.1       98.5:       2.9        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  :       145:        34         12          8         75         52        109         72:
Old  :       145:        34         12          8         75         52        109         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  :                 33.5       51.6       47.1       74.5       32.8       51.6       46.4       74.1
Old  :                 33.5       51.6       47.1       74.5       32.8       51.6       46.4       74.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                                                        Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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  :   917,952:   284,552     85,288     14,286    592,266    808,992    891,104    908,566:    26,848      9,386
Old  :   917,952:   284,552     85,288     14,286    592,266    808,992    891,104    908,566:    26,848      9,386
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 18, 2017                       :
     :    -6,077:    -6,404     -3,082      1,606     -2,655     -6,320     -7,453     -7,796:     1,376      1,719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0        9.3        1.6       64.5       88.1       97.1       99.0:       2.9        1.0
Old  :     100.0:      31.0        9.3        1.6       64.5       88.1       97.1       99.0:       2.9        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  :       340:       138         39         25        131         85        279        139:
Old  :       340:       138         39         25        131         85        279        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       52.8       31.8       69.9       18.1       52.8       30.2       69.9
Old  :                 19.0       52.8       31.8       69.9       18.1       52.8       30.2       69.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 28, 2017