COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 01/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      264,089
COMMITMENTS
 138,819   21,345   21,782   82,880  212,305  243,481  255,432   20,608    8,657

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     16,931)
  14,395    2,943    3,765   -3,720   10,115   14,440   16,823    2,491      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.6      8.1      8.2     31.4     80.4     92.2     96.7      7.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
     166       55       73       54       71      255      172                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 01/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       13,221
COMMITMENTS
   6,278    1,501      396    4,575    9,449   11,249   11,346    1,972    1,875

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:        156)
  -1,071      -12      169      958     -395       56     -238      100      394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.5     11.4      3.0     34.6     71.5     85.1     85.8     14.9     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      18       17       11       18       16       44       36                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 01/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      278,267
COMMITMENTS
  63,248   65,611   42,427  158,087  159,300  263,762  267,338   14,505   10,929

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      1,098)
    -740     -195    3,823   -2,506   -1,662      577    1,966      521     -868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     23.6     15.2     56.8     57.2     94.8     96.1      5.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      82       78       68       55       43      176      162                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 01/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      819,121
COMMITMENTS
 223,476   40,482  119,561  393,545  616,193  736,582  776,236   82,539   42,885

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      8,638)
     584   -7,478   -4,153    1,832   24,324   -1,737   12,693   10,375   -4,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3      4.9     14.6     48.0     75.2     89.9     94.8     10.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      85       40       80       84       82      204      175                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 01/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      186,933
COMMITMENTS
  57,406   32,201   26,828   92,406  120,538  176,640  179,567   10,293    7,366

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -7,333)
    -274   -5,042   -2,183   -4,284       99   -6,741   -7,126     -592     -207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     17.2     14.4     49.4     64.5     94.5     96.1      5.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
     139       82      100      128      115      324      259                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 01/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       80,618
COMMITMENTS
  61,218    8,090    1,658    7,496   67,379   70,372   77,127   10,246    3,491

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -4,323)
  -3,320   -2,177      472     -802   -1,271   -3,650   -2,976     -673   -1,347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.9     10.0      2.1      9.3     83.6     87.3     95.7     12.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
     128       15        6        9        8      137       29                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 01/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      656,279
COMMITMENTS
 196,844  114,434   11,853  417,957  508,506  626,654  634,793   29,625   21,486

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -4,162)
 -11,713   -1,471     -476    7,506   -2,672   -4,683   -4,619      521      457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     17.4      1.8     63.7     77.5     95.5     96.7      4.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      77       62       21      125      122      210      197                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 01/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      229,485
COMMITMENTS
  46,177   15,320    1,856  173,341  207,550  221,374  224,726    8,111    4,759

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:      6,211)
   3,342    2,004      -76    3,178    4,318    6,444    6,246     -233      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1      6.7      0.8     75.5     90.4     96.5     97.9      3.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      24       11        5       60       57       86       71                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 01/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      845,353
COMMITMENTS
 223,888   70,502   12,261  589,193  751,549  825,342  834,312   20,011   11,041

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     33,471)
  20,240    4,983     -377   21,009   26,150   40,872   30,756   -7,401    2,715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5      8.3      1.5     69.7     88.9     97.6     98.7      2.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      96       40       21      130       84      233      138                  



Updated January 13, 2017