COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED 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:      288,409
COMMITMENTS
 120,940   13,079   45,090  104,340  219,168  270,370  277,336   18,039   11,073

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:    -14,908)
  -7,600    2,365   -5,808      409  -13,784  -12,999  -17,227   -1,909    2,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.9      4.5     15.6     36.2     76.0     93.7     96.2      6.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
     148       57       88       73       77      264      183                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED 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:       16,603
COMMITMENTS
   8,002    1,282    1,757    4,646   11,783   14,406   14,822    2,197    1,781

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:     -2,028)
    -980       39     -923      270     -904   -1,633   -1,788     -395     -239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.2      7.7     10.6     28.0     71.0     86.8     89.3     13.2     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      23       22       11       21       22       52       48                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED 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:      312,133
COMMITMENTS
  54,407   66,174   70,385  173,684  164,377  298,476  300,936   13,657   11,197

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:     -4,134)
  -5,574   -4,082      494     -314     -750   -5,394   -4,338    1,260      204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     21.2     22.5     55.6     52.7     95.6     96.4      4.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      78       84       71       55       45      173      171                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED 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:    1,038,618
COMMITMENTS
 213,293   35,139  269,940  483,881  672,650  967,114  977,728   71,504   60,890

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:    -38,722)
 -10,706    4,355  -15,668   -9,263  -32,087  -35,637  -43,401   -3,085    4,679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5      3.4     26.0     46.6     64.8     93.1     94.1      6.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      84       45       87       90       84      214      182                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED 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:      218,739
COMMITMENTS
  50,105   26,078   51,882  104,706  133,803  206,694  211,763   12,045    6,976

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:      3,850)
     703    2,647    2,516      680   -1,173    3,899    3,991      -49     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.9     11.9     23.7     47.9     61.2     94.5     96.8      5.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
     143       96      129      133      124      344      291                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED 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:       84,928
COMMITMENTS
  63,445   11,071    1,404    9,823   68,921   74,672   81,396   10,255    3,531

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:    -11,716)
  -6,671   -2,410   -4,147      243   -3,913  -10,575  -10,470   -1,141   -1,246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    74.7     13.0      1.7     11.6     81.2     87.9     95.8     12.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
     126       21       12       10        9      144       35                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED 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:      675,832
COMMITMENTS
 204,933  111,444   12,338  429,598  532,049  646,869  655,831   28,963   20,000

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:    -87,986)
  22,921  -13,622  -15,895  -75,336  -32,149  -68,310  -61,666  -19,676  -26,320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.3     16.5      1.8     63.6     78.7     95.7     97.0      4.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
      88       60       20      127      121      225      191                  
 
 
RUSSELL 1000 VALUE INDEX MINI - ICE FUTURES U.S.                     Code-23977C
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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