COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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  :   296,841:   102,258     17,529     61,353    117,956    202,842    281,567    281,724:    15,274     15,117
Old  :    73,195:    27,098      5,230     18,639     23,141     45,919     68,878     69,788:     4,318      3,407
Other:   223,646:    80,878     18,017     36,996     94,815    156,923    212,689    211,936:    10,957     11,710
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :     2,381:    -7,241      4,407      5,854      5,449     -9,824      4,063        438:    -1,682      1,943
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4        5.9       20.7       39.7       68.3       94.9       94.9:       5.1        5.1
Old  :     100.0:      37.0        7.1       25.5       31.6       62.7       94.1       95.3:       5.9        4.7
Other:     100.0:      36.2        8.1       16.5       42.4       70.2       95.1       94.8:       4.9        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       313:       140         75         93         76         76        261        206:
Old  :       192:        75         39         47         60         57        153        126:
Other:       285:       123         76         67         63         66        222        175:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       35.0       25.8       46.1       12.6       28.4       17.9       36.8
Old  :                 20.5       45.1       31.7       55.6       12.8       34.5       19.7       39.7
Other:                 18.7       33.9       28.9       46.7       16.9       28.8       24.5       39.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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  :    15,085:     1,446      4,021      2,583      8,930      6,706     12,959     13,310:     2,126      1,775
Old  :    13,753:     1,385      4,030      2,361      8,055      5,703     11,800     12,094:     1,953      1,659
Other:     1,331:        81         10        203        875      1,003      1,159      1,215:       173        116
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :       274:      -133         77        -19        547        385        395        443:      -121       -170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       26.7       17.1       59.2       44.5       85.9       88.2:      14.1       11.8
Old  :     100.0:      10.1       29.3       17.2       58.6       41.5       85.8       87.9:      14.2       12.1
Other:     100.0:       6.0        0.7       15.2       65.7       75.3       87.0       91.3:      13.0        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        21         22         17         30         22         56         56:
Old  :        76:        20         23         17         30         22         56         56:
Other:        25:         6          4          8         10          7         19         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.5       32.9       35.8       49.3       17.8       32.6       30.5       46.1
Old  :                 20.6       35.6       36.0       51.7       20.0       35.4       32.7       49.9
Other:                 53.7       74.1       70.7       86.1       52.8       69.8       65.5       72.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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  :   276,511:    56,001     76,351     54,395    144,631    132,037    255,027    262,783:    21,485     13,729
Old  :   153,850:    61,346     70,689     16,190     60,988     57,835    138,524    144,714:    15,326      9,137
Other:   122,661:    17,757     28,765     15,103     83,643     74,202    116,503    118,069:     6,158      4,592
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :   -18,808:    -1,623     -1,604     -3,974    -15,297    -11,958    -20,895    -17,537:     2,087     -1,271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       27.6       19.7       52.3       47.8       92.2       95.0:       7.8        5.0
Old  :     100.0:      39.9       45.9       10.5       39.6       37.6       90.0       94.1:      10.0        5.9
Other:     100.0:      14.5       23.5       12.3       68.2       60.5       95.0       96.3:       5.0        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        83         84         77         60         42        190        166:
Old  :       233:        86         80         55         49         37        161        147:
Other:       146:        45         41         30         51         30        108         90:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       22.6       29.4       32.5       12.9       14.5       21.8       22.8
Old  :                 20.2       23.7       32.1       37.1       19.1       21.3       29.3       33.1
Other:                 27.4       31.5       43.3       48.0       19.6       20.8       29.9       31.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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  : 1,041,794:   197,083    204,204    237,843    533,228    517,428    968,154    959,476:    73,640     82,319
Old  : 1,041,794:   197,083    204,204    237,843    533,228    517,428    968,154    959,476:    73,640     82,319
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :    17,822:    -3,961     11,722        949     19,807      5,434     16,796     18,106:     1,026       -283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       19.6       22.8       51.2       49.7       92.9       92.1:       7.1        7.9
Old  :     100.0:      18.9       19.6       22.8       51.2       49.7       92.9       92.1:       7.1        7.9
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  :       258:        86         64         92         93         83        220        205:
Old  :       258:        86         64         92         93         83        220        205:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       16.7       21.5       25.6        7.2       11.6       12.3       18.2
Old  :                 12.8       16.7       21.5       25.6        7.2       11.6       12.3       18.2
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, June 13, 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  :   257,027:    50,573     72,722     64,606    128,229    110,362    243,408    247,690:    13,619      9,337
Old  :   164,825:    49,342     69,137     33,012     72,096     55,217    154,450    157,367:    10,376      7,458
Other:    92,201:    16,681     19,034     16,144     56,133     55,144     88,958     90,323:     3,243      1,878
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :   -18,510:     1,918      5,463    -18,287     -2,514     -5,606    -18,884    -18,431:       374        -79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       28.3       25.1       49.9       42.9       94.7       96.4:       5.3        3.6
Old  :     100.0:      29.9       41.9       20.0       43.7       33.5       93.7       95.5:       6.3        4.5
Other:     100.0:      18.1       20.6       17.5       60.9       59.8       96.5       98.0:       3.5        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       459:       150        134        146        147        127        365        352:
Old  :       445:       148        132        103        132        115        322        312:
Other:       295:        79         69         60        127         87        239        187:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9       14.2       20.4       23.8        7.7        9.8       12.5       17.1
Old  :                 14.0       16.1       22.9       27.1       11.0       15.1       18.0       24.6
Other:                 17.8       23.8       27.5       35.8       12.7       17.4       18.4       26.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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  :    85,059:    51,880     23,902      2,627     18,343     52,278     72,850     78,807:    12,209      6,252
Old  :    85,059:    51,880     23,902      2,627     18,343     52,278     72,850     78,807:    12,209      6,252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :    -2,410:    -1,990     -1,816       -442        162       -173     -2,270     -2,431:      -140         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.0       28.1        3.1       21.6       61.5       85.6       92.6:      14.4        7.4
Old  :     100.0:      61.0       28.1        3.1       21.6       61.5       85.6       92.6:      14.4        7.4
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  :       137:        66         52         19         12          9         91         69:
Old  :       137:        66         52         19         12          9         91         69:
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  :                 44.5       71.4       59.2       78.6       42.7       71.2       57.4       77.8
Old  :                 44.5       71.4       59.2       78.6       42.7       71.2       57.4       77.8
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, June 13, 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  :   658,653:   165,673    157,973     14,702    446,621    453,546    626,997    626,221:    31,657     32,432
Old  :   658,653:   165,673    157,973     14,702    446,621    453,546    626,997    626,221:    31,657     32,432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :    86,835:    25,118    -18,137      1,632     59,240     95,091     85,990     78,586:       845      8,250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       24.0        2.2       67.8       68.9       95.2       95.1:       4.8        4.9
Old  :     100.0:      25.2       24.0        2.2       67.8       68.9       95.2       95.1:       4.8        4.9
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  :       333:        76         62         32        129        127        222        205:
Old  :       333:        76         62         32        129        127        222        205:
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  :                 17.4       27.7       28.5       41.4       15.1       24.5       24.3       36.4
Old  :                 17.4       27.7       28.5       41.4       15.1       24.5       24.3       36.4
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, June 13, 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  :   329,863:    52,551      9,482     15,771    250,426    297,565    318,748    322,818:    11,115      7,045
Old  :   329,863:    52,551      9,482     15,771    250,426    297,565    318,748    322,818:    11,115      7,045
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :    23,397:    -2,621        760     12,825     11,716      8,452     21,920     22,037:     1,477      1,360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        2.9        4.8       75.9       90.2       96.6       97.9:       3.4        2.1
Old  :     100.0:      15.9        2.9        4.8       75.9       90.2       96.6       97.9:       3.4        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  :       135:        31          8          9         78         57        111         72:
Old  :       135:        31          8          9         78         57        111         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       49.0       43.3       69.5       28.8       46.8       39.9       63.8
Old  :                 29.6       49.0       43.3       69.5       28.8       46.8       39.9       63.8
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, June 13, 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  : 1,140,938:   305,011    102,008     23,363    766,140    994,097  1,094,514  1,119,468:    46,424     21,470
Old  : 1,140,938:   305,011    102,008     23,363    766,140    994,097  1,094,514  1,119,468:    46,424     21,470
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2017                         :
     :   154,054:    12,042      5,318      6,933    111,398    126,215    130,373    138,466:    23,681     15,588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        8.9        2.0       67.2       87.1       95.9       98.1:       4.1        1.9
Old  :     100.0:      26.7        8.9        2.0       67.2       87.1       95.9       98.1:       4.1        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       355:       130         43         32        143        102        289        164:
Old  :       355:       130         43         32        143        102        289        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  :                 20.3       53.0       32.0       68.1       15.8       43.5       25.3       58.6
Old  :                 20.3       53.0       32.0       68.1       15.8       43.5       25.3       58.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 16, 2017