COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      264,328
COMMITMENTS
 132,523   24,328   28,046   84,249  203,684  244,818  256,058   19,510    8,270

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:      2,572)
  -2,223    1,513    3,637      519   -2,052    1,933    3,098      639     -526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1      9.2     10.6     31.9     77.1     92.6     96.9      7.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
     157       56       73       53       67      247      167                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       11,850
COMMITMENTS
   3,604    1,300      679    5,671    8,215    9,954   10,194    1,896    1,656

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:       -882)
  -1,683     -222      150      726     -891     -807     -963      -75       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     11.0      5.7     47.9     69.3     84.0     86.0     16.0     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      21       14       13       24       17       52       40                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      272,785
COMMITMENTS
  66,112   69,449   43,532  146,883  148,846  256,527  261,827   16,258   10,958

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:     -5,868)
      26    4,193   -1,085   -5,194   -8,752   -6,253   -5,644      385     -224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     25.5     16.0     53.8     54.6     94.0     96.0      6.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      82       84       71       56       42      183      161                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      834,634
COMMITMENTS
 231,324   34,232  121,632  402,020  636,794  754,976  792,658   79,658   41,976

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:      6,374)
   2,953   -1,968    1,308    9,380   10,277   13,641    9,617   -7,267   -3,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7      4.1     14.6     48.2     76.3     90.5     95.0      9.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      94       30       84       87       86      214      178                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      180,324
COMMITMENTS
  54,570   18,325   29,493   86,465  125,757  170,528  173,575    9,796    6,749

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:        976)
  -1,631   -6,680    2,650     -128    5,864      891    1,834       85     -858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     10.2     16.4     47.9     69.7     94.6     96.3      5.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      381)
     141       70      111      127      116      327      258                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       74,838
COMMITMENTS
  55,098    6,676    1,970    6,938   63,451   64,006   72,097   10,832    2,741

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:     -2,881)
  -2,491   -1,791     -121       22     -623   -2,590   -2,535     -291     -346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.6      8.9      2.6      9.3     84.8     85.5     96.3     14.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
     116       17        8       11        7      128       32                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      647,446
COMMITMENTS
 190,221  114,813    8,938  419,993  502,689  619,152  626,440   28,294   21,006

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:     -4,679)
   6,707   -1,307   -2,352  -11,827    1,841   -7,472   -1,818    2,793   -2,861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     17.7      1.4     64.9     77.6     95.6     96.8      4.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
      82       66       22      124      119      214      199                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      245,982
COMMITMENTS
  51,157   15,811    1,877  184,161  223,917  237,195  241,605    8,787    4,377

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:      8,302)
   1,085    1,538      103    6,962    6,991    8,150    8,632      152     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8      6.4      0.8     74.9     91.0     96.4     98.2      3.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      25       12        5       58       54       85       69                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 01/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      850,977
COMMITMENTS
 235,844   70,227   13,862  579,506  757,971  829,212  842,060   21,765    8,917

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:     -4,457)
   5,360      984    1,366  -12,081   -7,414   -5,355   -5,064      898      607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7      8.3      1.6     68.1     89.1     97.4     99.0      2.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
     100       40       22      134       86      242      140                  



Updated January 27, 2017