COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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  :   272,658:    73,174     31,622     56,905    129,685    166,582    259,764    255,109:    12,894     17,549
Old  :   257,941:    71,219     32,150     53,614    120,784    154,790    245,617    240,554:    12,324     17,387
Other:    14,717:     2,620        138      2,626      8,901     11,791     14,147     14,555:       570        162
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2017                       :
     :     3,085:    -4,137        258      2,076      4,985     -1,307      2,924      1,027:       161      2,058
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       11.6       20.9       47.6       61.1       95.3       93.6:       4.7        6.4
Old  :     100.0:      27.6       12.5       20.8       46.8       60.0       95.2       93.3:       4.8        6.7
Other:     100.0:      17.8        0.9       17.8       60.5       80.1       96.1       98.9:       3.9        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:       108         79         95         74         72        228        207:
Old  :       285:       107         78         94         74         71        227        206:
Other:        54:        10          8          7         18         24         35         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.6       33.5       28.3       43.2       12.6       23.1       19.3       30.7
Old  :                 17.2       34.9       26.7       42.9       12.6       25.2       19.8       31.6
Other:                 60.9       55.3       77.3       80.3       55.1       54.5       63.1       66.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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  :    14,880:     1,219      5,553      2,188      8,830      5,030     12,237     12,771:     2,644      2,110
Old  :    12,172:     1,122      5,579      1,732      7,125      3,069      9,978     10,380:     2,194      1,792
Other:     2,708:       129          6        425      1,705      1,961      2,258      2,391:       450        317
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2017                       :
     :      -619:       152       -391       -179       -756        -57       -783       -626:       164          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       37.3       14.7       59.3       33.8       82.2       85.8:      17.8       14.2
Old  :     100.0:       9.2       45.8       14.2       58.5       25.2       82.0       85.3:      18.0       14.7
Other:     100.0:       4.8        0.2       15.7       63.0       72.4       83.4       88.3:      16.6       11.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        20         18         17         25         13         48         46:
Old  :        66:        18         20         17         25         12         48         45:
Other:        29:         7          4         10         13          8         24         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.1       32.7       37.2       49.7       17.3       30.5       28.4       41.8
Old  :                 24.0       34.9       40.9       51.4       20.3       32.1       30.9       43.7
Other:                 45.2       67.5       59.2       80.9       45.2       63.7       55.4       68.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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  :   250,987:    53,105     79,405     48,039    133,083    113,380    234,227    240,824:    16,760     10,162
Old  :     8,758:     3,413      3,125          0      4,083      5,018      7,496      8,143:     1,262        615
Other:   242,229:    55,370     81,959     42,361    129,000    108,362    226,731    232,681:    15,498      9,547
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2017                       :
     :   -17,591:       873      6,713     -7,620     -8,239    -12,712    -14,986    -13,619:    -2,605     -3,971
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       31.6       19.1       53.0       45.2       93.3       96.0:       6.7        4.0
Old  :     100.0:      39.0       35.7        0.0       46.6       57.3       85.6       93.0:      14.4        7.0
Other:     100.0:      22.9       33.8       17.5       53.3       44.7       93.6       96.1:       6.4        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:        83         93         78         59         46        189        181:
Old  :        50:        10         10          0         14         18         24         28:
Other:       256:        86         94         74         58         43        185        176:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.4       17.9       30.8       28.8       14.4       10.4       23.5       18.2
Old  :                 61.1       38.0       75.1       60.2       56.4       38.0       70.4       60.1
Other:                 18.5       18.4       31.0       29.6       15.0       11.2       24.2       19.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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  :   977,006:   164,195    224,704    213,612    530,238    457,603    908,045    895,918:    68,960     81,087
Old  :   977,006:   164,195    224,704    213,612    530,238    457,603    908,045    895,918:    68,960     81,087
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2017                       :
     :    36,495:      -766     32,320      4,192     33,971     -4,182     37,396     32,330:      -901      4,165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       23.0       21.9       54.3       46.8       92.9       91.7:       7.1        8.3
Old  :     100.0:      16.8       23.0       21.9       54.3       46.8       92.9       91.7:       7.1        8.3
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  :       262:        78         76         90         92         81        217        207:
Old  :       262:        78         76         90         92         81        217        207:
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  :                 11.6       14.6       20.4       24.4        8.8       12.1       14.2       18.9
Old  :                 11.6       14.6       20.4       24.4        8.8       12.1       14.2       18.9
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, August 15, 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  :   219,011:    43,038     38,341     53,689    112,996    118,588    209,723    210,618:     9,287      8,393
Old  :    26,727:     9,071      6,887        112     15,309     18,143     24,492     25,142:     2,235      1,585
Other:   192,284:    40,334     37,821     47,210     97,687    100,445    185,231    185,476:     7,052      6,808
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2017                       :
     :   -35,635:    -1,697     -2,034    -19,540    -13,786    -13,654    -35,022    -35,228:      -613       -407
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       17.5       24.5       51.6       54.1       95.8       96.2:       4.2        3.8
Old  :     100.0:      33.9       25.8        0.4       57.3       67.9       91.6       94.1:       8.4        5.9
Other:     100.0:      21.0       19.7       24.6       50.8       52.2       96.3       96.5:       3.7        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       424:       132        121        149        143        124        354        332:
Old  :       209:        41         48          4         59         70        102        120:
Other:       416:       135        119        133        137        111        333        311:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       20.1       25.1       28.5        9.3       10.6       14.7       17.2
Old  :                 38.7       34.3       50.3       46.4       38.7       34.3       50.3       46.4
Other:                 16.5       19.9       26.0       29.0        9.9       14.3       16.3       21.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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  :    51,434:    26,698     28,828      3,346     11,650     16,461     41,694     48,635:     9,741      2,799
Old  :    51,434:    26,698     28,828      3,346     11,650     16,461     41,694     48,635:     9,741      2,799
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2017                       :
     :    -1,495:      -688     -1,250         57       -875        -96     -1,506     -1,289:        11       -206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.9       56.0        6.5       22.6       32.0       81.1       94.6:      18.9        5.4
Old  :     100.0:      51.9       56.0        6.5       22.6       32.0       81.1       94.6:      18.9        5.4
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  :       156:        84         55         19          9          8        106         72:
Old  :       156:        84         55         19          9          8        106         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  :                 34.0       52.1       42.5       67.8       31.5       52.1       40.0       67.3
Old  :                 34.0       52.1       42.5       67.8       31.5       52.1       40.0       67.3
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, August 15, 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  :   567,679:   129,349    208,964     15,979    399,101    324,277    544,429    549,220:    23,250     18,459
Old  :   567,679:   129,349    208,964     15,979    399,101    324,277    544,429    549,220:    23,250     18,459
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2017                       :
     :   -10,969:   -26,333      3,722      2,769     13,524    -19,234    -10,040    -12,743:      -928      1,774
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       36.8        2.8       70.3       57.1       95.9       96.7:       4.1        3.3
Old  :     100.0:      22.8       36.8        2.8       70.3       57.1       95.9       96.7:       4.1        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  :       311:        66         61         27        111        114        188        191:
Old  :       311:        66         61         27        111        114        188        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  :                 26.2       21.8       37.6       36.2       23.2       21.7       33.6       35.4
Old  :                 26.2       21.8       37.6       36.2       23.2       21.7       33.6       35.4
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, August 15, 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  :   329,712:    39,294     24,681     13,201    267,690    287,058    320,185    324,940:     9,527      4,772
Old  :   329,712:    39,294     24,681     13,201    267,690    287,058    320,185    324,940:     9,527      4,772
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2017                       :
     :      -796:    -2,219     -1,197       -125        908        728     -1,436       -594:       640       -202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9        7.5        4.0       81.2       87.1       97.1       98.6:       2.9        1.4
Old  :     100.0:      11.9        7.5        4.0       81.2       87.1       97.1       98.6:       2.9        1.4
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  :       151:        34         12          8         79         53        114         72:
Old  :       151:        34         12          8         79         53        114         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  :                 31.6       48.5       47.3       70.7       31.3       48.3       45.0       70.1
Old  :                 31.6       48.5       47.3       70.7       31.3       48.3       45.0       70.1
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, August 15, 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  : 1,120,988:   304,673     84,329     38,658    750,823    985,888  1,094,155  1,108,876:    26,833     12,112
Old  : 1,120,988:   304,673     84,329     38,658    750,823    985,888  1,094,155  1,108,876:    26,833     12,112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2017                       :
     :    30,808:    -7,465     10,806      2,891     36,441     15,334     31,868     29,032:    -1,060      1,776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        7.5        3.4       67.0       87.9       97.6       98.9:       2.4        1.1
Old  :     100.0:      27.2        7.5        3.4       67.0       87.9       97.6       98.9:       2.4        1.1
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  :       353:       126         43         33        148         91        289        152:
Old  :       353:       126         43         33        148         91        289        152:
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  :                 19.7       49.0       30.3       64.6       18.2       47.7       27.1       63.2
Old  :                 19.7       49.0       30.3       64.6       18.2       47.7       27.1       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 18, 2017