COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2017                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   314,999:    99,695     16,433     67,488    131,867    215,700    299,051    299,621:    15,948     15,377
Old  :   295,486:    98,419     18,454     62,431    119,412    199,612    280,262    280,497:    15,224     14,989
Other:    19,513:     3,499        202      2,835     12,455     16,087     18,789     19,125:       724        388
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2017                    :
     :    16,779:     9,687     -4,574      3,792      2,988     16,771     16,467     15,990:       312        790
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        5.2       21.4       41.9       68.5       94.9       95.1:       5.1        4.9
Old  :     100.0:      33.3        6.2       21.1       40.4       67.6       94.8       94.9:       5.2        5.1
Other:     100.0:      17.9        1.0       14.5       63.8       82.4       96.3       98.0:       3.7        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:       135         61         87         72         84        247        199:
Old  :       300:       132         63         84         70         82        243        196:
Other:        66:        17          8          8         18         29         40         41:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       34.0       25.7       44.3       11.3       25.2       17.2       34.0
Old  :                 15.4       35.7       23.9       45.6       11.9       28.8       18.2       36.6
Other:                 55.8       51.1       74.8       74.8       54.1       50.3       64.9       64.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2017                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    13,016:     2,266      2,128      2,492      5,742      7,124     10,500     11,744:     2,516      1,272
Old  :     8,637:     2,045      2,146      1,224      3,399      4,281      6,668      7,650:     1,970        987
Other:     4,378:       473        234      1,017      2,343      2,843      3,832      4,093:       546        285
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2017                    :
     :       871:       583     -2,866        831       -243      3,182      1,171      1,146:      -299       -275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       16.3       19.1       44.1       54.7       80.7       90.2:      19.3        9.8
Old  :     100.0:      23.7       24.8       14.2       39.4       49.6       77.2       88.6:      22.8       11.4
Other:     100.0:      10.8        5.3       23.2       53.5       64.9       87.5       93.5:      12.5        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        26         17         19         27         17         57         49:
Old  :        73:        21         20         15         26         16         54         44:
Other:        45:        15          5         12         18          9         33         26:
     :----------------------------------------------------------------------------------------------------
     :             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       39.1       32.5       54.0       17.1       35.0       28.4       46.2
Old  :                 20.4       31.4       32.7       49.3       18.1       29.2       28.2       44.4
Other:                 32.6       59.8       52.5       73.7       32.6       57.5       47.8       66.3
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2017                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   288,497:    62,183     98,250     59,525    147,904    120,928    269,612    278,703:    18,885      9,794
Old  :   272,728:    62,718     97,881     57,725    133,858    107,444    254,301    263,051:    18,427      9,678
Other:    15,769:       525      1,429        740     14,046     13,484     15,311     15,653:       458        116
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2017                    :
     :    14,313:     3,477      2,065      2,936      7,193      9,787     13,606     14,788:       706       -476
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       34.1       20.6       51.3       41.9       93.5       96.6:       6.5        3.4
Old  :     100.0:      23.0       35.9       21.2       49.1       39.4       93.2       96.5:       6.8        3.5
Other:     100.0:       3.3        9.1        4.7       89.1       85.5       97.1       99.3:       2.9        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        99         90         88         63         45        217        177:
Old  :       270:       102         89         87         63         45        217        176:
Other:        37:         3          6          2         22         14         26         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.6       20.1       31.6       31.5       13.6       10.8       22.6       18.1
Old  :                 18.8       19.3       30.5       31.0       12.3       10.6       21.3       17.9
Other:                 76.9       66.6       84.7       83.9       57.4       57.2       63.7       69.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2017                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   973,190:   163,240    210,975    214,749    520,063    475,762    898,052    901,486:    75,139     71,704
Old  :   973,190:   163,240    210,975    214,749    520,063    475,762    898,052    901,486:    75,139     71,704
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2017                    :
     :   -22,076:    -5,595    -20,854     -4,638    -10,319        978    -20,552    -24,514:    -1,524      2,438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       21.7       22.1       53.4       48.9       92.3       92.6:       7.7        7.4
Old  :     100.0:      16.8       21.7       22.1       53.4       48.9       92.3       92.6:       7.7        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  :       245:        73         66         83         96         84        210        196:
Old  :       245:        73         66         83         96         84        210        196:
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  :                 12.3       15.9       20.1       25.1        8.9       11.9       14.9       18.6
Old  :                 12.3       15.9       20.1       25.1        8.9       11.9       14.9       18.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2017                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   238,749:    46,142     69,523     62,455    118,486     99,058    227,084    231,036:    11,666      7,713
Old  :   231,665:    47,238     70,342     59,563    113,556     94,160    220,356    224,065:    11,308      7,599
Other:     7,085:     1,074      1,350        723      4,930      4,897      6,727      6,970:       358        114
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2017                    :
     :    -4,432:     3,053      2,802       -497     -6,053     -5,680     -3,498     -3,375:      -934     -1,057
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       29.1       26.2       49.6       41.5       95.1       96.8:       4.9        3.2
Old  :     100.0:      20.4       30.4       25.7       49.0       40.6       95.1       96.7:       4.9        3.3
Other:     100.0:      15.2       19.1       10.2       69.6       69.1       95.0       98.4:       5.0        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       459:       149        141        145        138        120        357        347:
Old  :       459:       150        141        142        138        117        355        343:
Other:       111:        17         16         10         61         38         82         60:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.6       14.9       24.0       24.8        9.0       10.7       14.3       17.9
Old  :                 14.1       15.2       23.8       25.3        9.3       11.2       14.8       18.6
Other:                 43.1       34.2       57.4       53.0       33.0       32.4       43.9       46.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2017                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    55,993:    29,150     31,382      3,678     14,739     18,461     47,567     53,521:     8,426      2,472
Old  :    55,993:    29,150     31,382      3,678     14,739     18,461     47,567     53,521:     8,426      2,472
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2017                    :
     :       -61:     2,230        569     -2,776      1,351      2,443        805        236:      -866       -297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.1       56.0        6.6       26.3       33.0       85.0       95.6:      15.0        4.4
Old  :     100.0:      52.1       56.0        6.6       26.3       33.0       85.0       95.6:      15.0        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        77         54         17         11          9         96         76:
Old  :       150:        77         54         17         11          9         96         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.7       51.3       50.3       66.9       37.3       47.3       44.4       62.6
Old  :                 40.7       51.3       50.3       66.9       37.3       47.3       44.4       62.6
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, September 12, 2017                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $50)                                                 :
     :          :                                                                            :
All  :   490,058:    68,967    171,118      8,184    392,998    291,074    470,150    470,376:    19,908     19,681
Old  :   490,058:    68,967    171,118      8,184    392,998    291,074    470,150    470,376:    19,908     19,681
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2017                    :
     :   -55,469:   -46,219    -26,425     -1,478     -4,541    -27,532    -52,238    -55,434:    -3,231        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       34.9        1.7       80.2       59.4       95.9       96.0:       4.1        4.0
Old  :     100.0:      14.1       34.9        1.7       80.2       59.4       95.9       96.0:       4.1        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        46         49         21        108        102        163        163:
Old  :       256:        46         49         21        108        102        163        163:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       25.0       43.0       38.8       30.1       25.0       41.4       37.9
Old  :                 30.2       25.0       43.0       38.8       30.1       25.0       41.4       37.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2017                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :   356,770:    44,762     25,051      8,271    295,648    319,976    348,681    353,298:     8,089      3,472
Old  :   356,770:    44,762     25,051      8,271    295,648    319,976    348,681    353,298:     8,089      3,472
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2017                    :
     :     7,727:     1,224       -386     -1,270      7,504     11,216      7,458      9,560:       269     -1,833
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        7.0        2.3       82.9       89.7       97.7       99.0:       2.3        1.0
Old  :     100.0:      12.5        7.0        2.3       82.9       89.7       97.7       99.0:       2.3        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        32          9          7         82         62        115         77:
Old  :       149:        32          9          7         82         62        115         77:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       47.5       48.3       68.3       28.5       41.8       39.9       62.0
Old  :                 30.6       47.5       48.3       68.3       28.5       41.8       39.9       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                                                        Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2017                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI Emerging Markets Index x $50)                                        :
     :          :                                                                            :
All  : 1,240,801:   326,553     98,038     29,344    821,219  1,078,052  1,177,115  1,205,433:    63,686     35,368
Old  : 1,240,801:   326,553     98,038     29,344    821,219  1,078,052  1,177,115  1,205,433:    63,686     35,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2017                    :
     :   103,636:     4,983      1,517     -3,898     67,678     84,387     68,763     82,006:    34,873     21,630
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        7.9        2.4       66.2       86.9       94.9       97.1:       5.1        2.9
Old  :     100.0:      26.3        7.9        2.4       66.2       86.9       94.9       97.1:       5.1        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       369:       129         46         37        158         97        304        165:
Old  :       369:       129         46         37        158         97        304        165:
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       44.9       27.4       62.5       16.4       43.1       24.6       57.9
Old  :                 17.4       44.9       27.4       62.5       16.4       43.1       24.6       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 15, 2017