COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED 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:      302,806
COMMITMENTS
 127,084   11,556   50,563  105,861  232,353  283,509  294,473   19,298    8,333

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:      4,000)
   1,247      384    1,976      627    2,866    3,850    5,226      149   -1,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.0      3.8     16.7     35.0     76.7     93.6     97.2      6.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
     155       51       77       71       83      267      177                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED 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:       18,872
COMMITMENTS
   9,747    1,296    2,861    3,328   13,054   15,937   17,211    2,936    1,661

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:         -6)
     -38      -67      168     -315       -6     -185       95      179     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.6      6.9     15.2     17.6     69.2     84.4     91.2     15.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      33       19       14       15       21       56       49                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED 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:      303,315
COMMITMENTS
  71,470   69,155   64,016  154,530  159,544  290,016  292,715   13,299   10,600

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:      4,187)
   1,620      263    2,790      150      407    4,559    3,459     -372      729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6     22.8     21.1     50.9     52.6     95.6     96.5      4.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      84       81       71       54       45      178      167                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED 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:    1,060,293
COMMITMENTS
 237,922   28,552  270,849  468,864  710,423  977,635  1009824   82,658   50,470

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:      2,674)
 -11,602   -7,010    7,750    6,573    1,800    2,721    2,540      -47      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.4      2.7     25.5     44.2     67.0     92.2     95.2      7.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      90       42       83       88       86      215      179                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED 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:      217,890
COMMITMENTS
  63,463   13,734   44,764   97,460  153,047  205,688  211,545   12,203    6,345

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:     -1,812)
  -7,793      523    1,017    4,935   -3,304   -1,841   -1,764       29      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.1      6.3     20.5     44.7     70.2     94.4     97.1      5.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      380)
     140       82      118      124      118      329      264                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED 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:       93,202
COMMITMENTS
  67,949   14,674    5,790    9,737   69,414   83,477   89,879    9,726    3,324

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:     -1,739)
  -4,183   -4,456    2,405     -142      536   -1,920   -1,515      180     -224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.9     15.7      6.2     10.4     74.5     89.6     96.4     10.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
     111       31       21        8        9      132       51                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED 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:      356,806
COMMITMENTS
  98,769   59,908    7,288  225,896  270,036  331,953  337,231   24,853   19,575

CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST:      3,160)
     750   -4,027      -39    3,422    7,974    4,133    3,908     -973     -748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.7     16.8      2.0     63.3     75.7     93.0     94.5      7.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      64       40       19      110      105      183      155                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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