COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      247,158
COMMITMENTS
 124,424   18,402   18,017   86,600  202,190  229,041  238,609   18,117    8,549

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      3,349)
   3,951   -1,805   -2,040     -226    7,325    1,685    3,480    1,664     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.3      7.4      7.3     35.0     81.8     92.7     96.5      7.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
     153       49       64       52       70      235      160                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       13,065
COMMITMENTS
   7,349    1,513      227    3,617    9,844   11,193   11,584    1,872    1,481

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:        -88)
      23     -135       13     -114      175      -78       53      -10     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.2     11.6      1.7     27.7     75.3     85.7     88.7     14.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      21       16        7       13       16       38       35                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      277,169
COMMITMENTS
  63,988   65,806   38,604  160,593  160,962  263,185  265,372   13,984   11,797

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     23,443)
    -501     -296    8,211   14,100   14,683   21,810   22,598    1,633      845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     23.7     13.9     57.9     58.1     95.0     95.7      5.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      79       81       63       53       43      167      162                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      810,483
COMMITMENTS
 222,892   47,960  123,714  391,713  591,869  738,319  763,543   72,164   46,940

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      2,315)
  -1,966   -1,425   -8,513    4,895   15,048   -5,584    5,110    7,899   -2,795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5      5.9     15.3     48.3     73.0     91.1     94.2      8.9      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      86       36       68       83       78      196      163                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      194,266
COMMITMENTS
  57,680   37,243   29,011   96,690  120,439  183,381  186,693   10,885    7,573

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      4,954)
   2,077    5,124     -555    2,861     -107    4,383    4,462      571      492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     19.2     14.9     49.8     62.0     94.4     96.1      5.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      389)
     132       92       97      127      108      314      255                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       84,941
COMMITMENTS
  64,538   10,267    1,186    8,298   68,650   74,022   80,103   10,919    4,838

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     -2,250)
  -1,187   -2,814      295   -1,502   -1,186   -2,394   -3,705      144    1,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.0     12.1      1.4      9.8     80.8     87.1     94.3     12.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
     128       22        6        9        8      138       35                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      660,441
COMMITMENTS
 208,557  115,905   12,329  410,451  511,178  631,337  639,412   29,104   21,029

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:    -16,430)
      14   -1,299    1,132  -16,661  -19,428  -15,515  -19,595     -915    3,165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     17.5      1.9     62.1     77.4     95.6     96.8      4.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
      84       63       20      121      122      212      198                  
 
 
RUSSELL 1000 VALUE INDEX MINI - ICE FUTURES U.S.                     Code-23977C
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 INDEX X $50)                           OPEN INTEREST:       17,224
COMMITMENTS
   5,826      847        0   10,271   16,242   16,097   17,089    1,127      135

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      1,473)
     -69      431        0    1,449    1,228    1,380    1,659       93     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8      4.9      0.0     59.6     94.3     93.5     99.2      6.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        3        0        6        8       10       11                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      223,274
COMMITMENTS
  42,835   13,316    1,932  170,163  203,232  214,930  218,480    8,344    4,794

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:      7,124)
   1,535   -1,426      102    4,578    7,959    6,215    6,635      909      489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2      6.0      0.9     76.2     91.0     96.3     97.9      3.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      23       13        5       60       56       86       71                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 01/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      811,882
COMMITMENTS
 203,648   65,519   12,638  568,184  725,399  784,470  803,556   27,412    8,326

CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST:     10,261)
  -2,769   -2,039    1,265    4,387   12,335    2,883   11,561    7,378   -1,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      8.1      1.6     70.0     89.3     96.6     99.0      3.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      98       39       21      129       84      232      139                  



Updated January 6, 2017