COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      251,793
COMMITMENTS
 125,357   22,545   16,458   91,455  204,521  233,270  243,524   18,523    8,269

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     12,597)
  21,806   -1,342     -502  -10,321   15,002   10,983   13,158    1,614     -561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.8      9.0      6.5     36.3     81.2     92.6     96.7      7.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
     152       50       61       54       75      238      164                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       15,866
COMMITMENTS
   9,752    2,578      184    3,265   11,503   13,201   14,265    2,665    1,601

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:       -248)
    -353      100       53      -82     -327     -382     -174      134      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.5     16.2      1.2     20.6     72.5     83.2     89.9     16.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      28       20        6       16       17       50       39                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      242,224
COMMITMENTS
  78,555   70,423   24,305  126,467  137,903  229,327  232,631   12,897    9,593

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      5,459)
  -2,862    4,403    4,563    3,082   -2,711    4,783    6,255      676     -796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     29.1     10.0     52.2     56.9     94.7     96.0      5.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      77       78       60       54       42      167      158                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      819,282
COMMITMENTS
 262,752   46,038  111,569  367,848  615,976  742,169  773,583   77,113   45,699

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:    -28,139)
 -31,975    4,216    3,840    5,501  -40,814  -22,634  -32,758   -5,505    4,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1      5.6     13.6     44.9     75.2     90.6     94.4      9.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      82       43       72       82       75      199      159                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      191,007
COMMITMENTS
  71,125   13,981   24,700   83,503  146,308  179,328  184,989   11,679    6,018

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:    -13,823)
  -3,212   -1,057   -4,748   -5,738   -7,711  -13,698  -13,516     -125     -307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2      7.3     12.9     43.7     76.6     93.9     96.8      6.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
     136       68       85      112      113      300      230                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       93,965
COMMITMENTS
  72,226   19,037    2,800    9,539   68,678   84,565   90,515    9,400    3,450

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:     12,795)
  11,476    6,715      103      237    6,136   11,816   12,954      979     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.9     20.3      3.0     10.2     73.1     90.0     96.3     10.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
     114       29       12        8        9      128       46                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      352,668
COMMITMENTS
  97,888   63,729    6,885  222,132  261,892  326,905  332,506   25,763   20,162

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      8,267)
  12,874   -1,508    2,265   -8,071    6,421    7,068    7,178    1,199    1,089

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     18.1      2.0     63.0     74.3     92.7     94.3      7.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      63       44       15      107      104      176      157                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      226,822
COMMITMENTS
  34,430   14,298    2,333  182,959  205,426  219,722  222,057    7,100    4,765

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:      5,707)
   1,203    1,287     -655    5,517    4,443    6,065    5,075     -358      632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      6.3      1.0     80.7     90.6     96.9     97.9      3.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      14       13        5       61       56       78       71                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 11/22/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      833,382
COMMITMENTS
 210,731   70,827   12,192  588,068  741,739  810,991  824,758   22,391    8,624

CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST:    -11,944)
 -13,153      865   -1,040    1,834   -4,496  -12,359   -4,671      415   -7,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3      8.5      1.5     70.6     89.0     97.3     99.0      2.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      98       39       25      137       84      247      136                  



Updated November 25, 2016