COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      243,889
COMMITMENTS
 121,505   21,486   18,105   87,091  194,490  226,701  234,081   17,188    9,808

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:     -8,909)
  -7,711      574     -607    1,253  -11,215   -7,065  -11,248   -1,844    2,339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.8      8.8      7.4     35.7     79.7     93.0     96.0      7.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
     140       58       67       60       72      234      167                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       14,233
COMMITMENTS
   7,971    1,875      146    3,982   10,643   12,099   12,664    2,134    1,569

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:     -1,131)
    -975     -241      -98      285     -543     -788     -882     -343     -249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.0     13.2      1.0     28.0     74.8     85.0     89.0     15.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      20       19        6       16       18       42       38                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      250,327
COMMITMENTS
  65,908   68,186   27,036  144,507  144,257  237,451  239,479   12,876   10,848

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:     -4,975)
  -4,409   -3,546     -602   -1,156     -943   -6,167   -5,091    1,192      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     27.2     10.8     57.7     57.6     94.9     95.7      5.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      77       82       57       55       42      165      159                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      812,810
COMMITMENTS
 227,741   44,017  130,647  390,998  583,713  749,386  758,377   63,424   54,433

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:     -8,956)
 -23,999    1,955   14,006    4,478  -29,399   -5,515  -13,438   -3,441    4,482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0      5.4     16.1     48.1     71.8     92.2     93.3      7.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      84       37       73       82       76      197      163                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      188,916
COMMITMENTS
  56,998   27,804   29,434   91,139  125,064  177,571  182,302   11,345    6,614

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:      3,208)
   1,042    2,874    1,812      405   -1,332    3,259    3,354      -51     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     14.7     15.6     48.2     66.2     94.0     96.5      6.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
     134       80       98      128      110      315      248                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       84,233
COMMITMENTS
  63,443   11,076    1,074    9,680   68,715   74,197   80,865   10,036    3,368

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:    -11,854)
  -6,714   -2,369   -4,217      201   -4,003  -10,730  -10,589   -1,124   -1,265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.3     13.1      1.3     11.5     81.6     88.1     96.0     11.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
     126       19        7        9        9      138       33                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      672,952
COMMITMENTS
 204,933  112,500   10,336  428,840  530,361  644,109  653,197   28,843   19,755

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:    -86,992)
  22,928  -13,556  -15,129  -75,244  -32,172  -67,445  -60,857  -19,547  -26,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     16.7      1.5     63.7     78.8     95.7     97.1      4.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
      88       59       17      125      121      220      190                  
 
 
RUSSELL 1000 VALUE INDEX MINI - ICE FUTURES U.S.                     Code-23977C
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 INDEX X $50)                           OPEN INTEREST:       16,082
COMMITMENTS
   5,882      554        0    9,221   15,007   15,103   15,561      979      521

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6      3.4      0.0     57.3     93.3     93.9     96.8      6.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        0        6        8       10       10                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      211,783
COMMITMENTS
  37,627   15,152    1,438  164,685  190,441  203,750  207,031    8,033    4,752

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:    -29,238)
     103    2,134   -4,187  -24,480  -25,912  -28,564  -27,965     -674   -1,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      7.2      0.7     77.8     89.9     96.2     97.8      3.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      20       13        4       58       51       79       67                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      812,206
COMMITMENTS
 219,449   68,028   10,201  564,303  724,499  793,953  802,728   18,253    9,478

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:    -94,717)
    -888   -3,434   -4,438  -82,440  -70,203  -87,766  -78,075   -6,951  -16,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0      8.4      1.3     69.5     89.2     97.8     98.8      2.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      98       33       20      134       88      239      134                  



Updated December 23, 2016