COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      239,196
COMMITMENTS
 103,551   23,887   16,960  101,776  189,519  222,287  230,366   16,909    8,830

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     -9,715)
  -1,170   -4,970   -6,522   -1,011    1,868   -8,703   -9,624   -1,012      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.3     10.0      7.1     42.5     79.2     92.9     96.3      7.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
     137       49       71       63       70      235      164                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       16,114
COMMITMENTS
  10,105    2,478      131    3,347   11,830   13,583   14,439    2,531    1,675

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:       -888)
    -207     -236       -2     -483     -588     -692     -826     -196      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.7     15.4      0.8     20.8     73.4     84.3     89.6     15.7     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      31       18        5       15       16       50       37                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      236,765
COMMITMENTS
  81,417   66,020   19,742  123,385  140,614  224,544  226,376   12,221   10,389

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     -2,454)
  -1,672    6,508   -1,604    2,587   -6,502     -689   -1,598   -1,765     -856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4     27.9      8.3     52.1     59.4     94.8     95.6      5.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      77       77       56       55       43      165      152                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      847,421
COMMITMENTS
 294,727   41,822  107,729  362,347  656,790  764,803  806,341   82,618   41,080

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:      1,793)
 -13,974    3,211    4,425   15,283   -9,530    5,734   -1,894   -3,941    3,687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8      4.9     12.7     42.8     77.5     90.3     95.2      9.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      91       37       67       78       76      196      156                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      204,830
COMMITMENTS
  74,337   15,038   29,448   89,241  154,019  193,026  198,505   11,804    6,325

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:    -19,708)
 -10,163   -4,359   -8,123   -1,102   -5,956  -19,388  -18,438     -320   -1,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3      7.3     14.4     43.6     75.2     94.2     96.9      5.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      375)
     145       66       91      126      117      320      239                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       81,170
COMMITMENTS
  60,750   12,322    2,697    9,302   62,542   72,749   77,561    8,421    3,609

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     -4,761)
  -4,773     -905     -368      627   -4,916   -4,514   -6,189     -247    1,428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.8     15.2      3.3     11.5     77.1     89.6     95.6     10.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
     103       26       12        8        9      118       43                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      344,401
COMMITMENTS
  85,014   65,237    4,620  230,203  255,471  319,837  325,328   24,564   19,073

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:     28,693)
  32,537   -6,239     -358   -9,124   31,634   23,055   25,037    5,638    3,656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     18.9      1.3     66.8     74.2     92.9     94.5      7.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      57       42       15      104      104      170      152                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      221,115
COMMITMENTS
  33,227   13,011    2,988  177,442  200,983  213,657  216,982    7,458    4,133

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:       -978)
     413    1,064      152     -457   -2,493      108   -1,277   -1,086      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      5.9      1.4     80.2     90.9     96.6     98.1      3.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      15       14        4       62       53       79       69                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 11/15/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      845,326
COMMITMENTS
 223,884   69,962   13,232  586,234  746,235  823,350  829,429   21,976   15,897

CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST:    -13,966)
 -51,231   21,220      404   34,941  -38,051  -15,886  -16,427    1,920    2,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5      8.3      1.6     69.4     88.3     97.4     98.1      2.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
     100       43       23      136       83      248      137                  



Updated November 18, 2016