COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      255,483
COMMITMENTS
 126,896   22,532   18,967   91,005  206,984  236,868  248,483   18,615    7,000

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:      3,690)
   1,539      -13    2,509     -450    2,463    3,598    4,959       92   -1,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.7      8.8      7.4     35.6     81.0     92.7     97.3      7.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
     145       54       59       56       77      233      165                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       15,798
COMMITMENTS
   9,683    2,572      285    2,984   11,453   12,952   14,310    2,846    1,488

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:        -68)
     -69       -6      101     -281      -50     -249       45      181     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.3     16.3      1.8     18.9     72.5     82.0     90.6     18.0      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      26       19        6       13       16       45       38                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      246,969
COMMITMENTS
  80,869   70,836   25,916  127,649  139,872  234,434  236,624   12,535   10,345

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:      4,745)
   2,314      413    1,611    1,182    1,969    5,107    3,993     -362      752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     28.7     10.5     51.7     56.6     94.9     95.8      5.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      81       77       57       54       42      169      152                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      822,246
COMMITMENTS
 254,341   37,808  119,529  371,861  619,357  745,731  776,694   76,515   45,552

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:      2,964)
  -8,411   -8,230    7,960    4,013    3,381    3,562    3,111     -598     -147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9      4.6     14.5     45.2     75.3     90.7     94.5      9.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      89       34       73       82       79      201      163                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      186,449
COMMITMENTS
  64,941   14,319   23,830   86,071  142,317  174,842  180,466   11,607    5,983

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:     -4,558)
  -6,184      338     -870    2,568   -3,991   -4,486   -4,523      -72      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8      7.7     12.8     46.2     76.3     93.8     96.8      6.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      360)
     127       76       90      117      108      295      235                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       92,156
COMMITMENTS
  68,042   14,639    5,178    9,374   69,184   82,594   89,001    9,562    3,155

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:     -1,809)
  -4,184   -4,398    2,378     -165      506   -1,971   -1,514      162     -295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.8     15.9      5.6     10.2     75.1     89.6     96.6     10.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
     112       29       15        8        9      127       49                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00)                       OPEN INTEREST:      355,514
COMMITMENTS
  98,752   59,771    6,551  225,501  269,849  330,804  336,171   24,710   19,343

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:      2,846)
     864   -3,958     -334    3,369    7,957    3,899    3,665   -1,053     -819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     16.8      1.8     63.4     75.9     93.0     94.6      7.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      63       41       16      109      105      179      155                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      224,724
COMMITMENTS
  34,547   11,875    2,282  181,169  206,503  217,998  220,660    6,726    4,064

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:     -2,098)
     117   -2,423      -51   -1,790    1,077   -1,724   -1,397     -374     -701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      5.3      1.0     80.6     91.9     97.0     98.2      3.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      16       15        6       61       57       80       75                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 11/29/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      827,266
COMMITMENTS
 207,541   63,133   12,383  586,188  743,456  806,112  818,972   21,154    8,294

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:     -6,116)
  -3,190   -7,694      191   -1,880    1,717   -4,879   -5,786   -1,237     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      7.6      1.5     70.9     89.9     97.4     99.0      2.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      96       38       25      137       86      244      138                  



Updated December 2, 2016