COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      261,756
COMMITMENTS
 134,746   22,815   24,409   83,730  205,736  242,885  252,960   18,871    8,796

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:     -2,333)
  -4,073    1,470    2,627      850   -6,569     -596   -2,472   -1,737      139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.5      8.7      9.3     32.0     78.6     92.8     96.6      7.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
     163       54       77       56       71      259      175                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       12,732
COMMITMENTS
   5,287    1,522      529    4,945    9,106   10,761   11,157    1,971    1,575

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:       -489)
    -991       21      133      370     -343     -488     -189       -1     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.5     12.0      4.2     38.8     71.5     84.5     87.6     15.5     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      21       16       10       18       16       45       37                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      278,653
COMMITMENTS
  66,086   65,256   44,617  152,077  157,598  262,780  267,471   15,873   11,182

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:        386)
   2,838     -355    2,190   -6,010   -1,702     -982      133    1,368      253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     23.4     16.0     54.6     56.6     94.3     96.0      5.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      82       78       65       55       42      178      156                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      828,260
COMMITMENTS
 228,371   36,200  120,324  392,640  626,517  741,335  783,041   86,925   45,219

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:      9,139)
   4,895   -4,282      763     -905   10,324    4,753    6,805    4,386    2,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6      4.4     14.5     47.4     75.6     89.5     94.5     10.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      89       31       75       83       82      203      165                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      179,348
COMMITMENTS
  56,201   25,005   26,843   86,593  119,893  169,637  171,741    9,711    7,607

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:     -7,585)
  -1,205   -7,196       15   -5,813     -645   -7,003   -7,826     -582      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     13.9     15.0     48.3     66.8     94.6     95.8      5.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      371)
     135       67      103      130      113      318      249                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       77,719
COMMITMENTS
  57,589    8,467    2,091    6,916   64,074   66,596   74,632   11,123    3,087

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:     -2,899)
  -3,629      377      433     -580   -3,305   -3,776   -2,495      877     -404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.1     10.9      2.7      8.9     82.4     85.7     96.0     14.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
     119       21       11       11        7      134       36                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      652,125
COMMITMENTS
 183,514  116,120   11,290  431,820  500,848  626,624  628,258   25,501   23,867

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:     -4,154)
 -13,330    1,686     -563   13,863   -7,658      -30   -6,535   -4,124    2,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     17.8      1.7     66.2     76.8     96.1     96.3      3.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      73       69       21      124      116      207      196                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      237,680
COMMITMENTS
  50,072   14,273    1,774  177,199  216,926  229,045  232,973    8,635    4,707

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:      8,195)
   3,895   -1,047      -82    3,858    9,376    7,671    8,247      524      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1      6.0      0.7     74.6     91.3     96.4     98.0      3.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      27       11        5       59       57       88       71                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 01/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      855,434
COMMITMENTS
 230,484   69,243   12,496  591,587  765,385  834,567  847,124   20,867    8,310

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:     10,081)
   6,596   -1,259      235    2,394   13,836    9,225   12,812      856   -2,731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9      8.1      1.5     69.2     89.5     97.6     99.0      2.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
     100       37       21      131       84      238      135                  



Updated January 20, 2017