COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 01/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      276,602
COMMITMENTS
 137,516   26,085   31,112   88,212  210,119  256,840  267,316   19,762    9,286

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:     12,274)
   4,993    1,757    3,066    3,963    6,435   12,022   11,258      252    1,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.7      9.4     11.2     31.9     76.0     92.9     96.6      7.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
     157       59       73       58       66      251      170                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 01/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       11,922
COMMITMENTS
   4,011    1,493      680    5,448    8,094   10,139   10,267    1,783    1,655

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:         72)
     407      193        1     -223     -121      185       73     -113       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     12.5      5.7     45.7     67.9     85.0     86.1     15.0     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      23       11       15       21       14       50       36                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 01/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      269,059
COMMITMENTS
  67,278   72,903   41,972  143,253  143,072  252,503  257,947   16,556   11,112

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:     -3,726)
   1,166    3,454   -1,560   -3,630   -5,774   -4,024   -3,880      298      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     27.1     15.6     53.2     53.2     93.8     95.9      6.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      86       77       66       58       43      181      159                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 01/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      831,344
COMMITMENTS
 233,451   36,030  121,232  391,892  628,729  746,575  785,991   84,769   45,353

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:     -3,290)
   2,127    1,798     -400  -10,128   -8,065   -8,401   -6,667    5,111    3,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1      4.3     14.6     47.1     75.6     89.8     94.5     10.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      90       34       77       87       87      207      174                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 01/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      185,226
COMMITMENTS
  54,959   19,178   32,365   88,277  127,068  175,601  178,611    9,625    6,615

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      4,902)
     389      853    2,872    1,812    1,311    5,073    5,036     -171     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     10.4     17.5     47.7     68.6     94.8     96.4      5.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
     131       82      117      131      117      327      269                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 01/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       75,601
COMMITMENTS
  54,801    8,229    2,599    6,822   62,118   64,222   72,946   11,379    2,655

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        763)
    -297    1,553      629     -116   -1,333      216      849      547      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.5     10.9      3.4      9.0     82.2     84.9     96.5     15.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
     109       22       14       11        8      125       40                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 01/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      630,598
COMMITMENTS
 175,272  122,121   12,327  413,746  475,010  601,345  609,458   29,253   21,140

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:    -16,848)
 -14,949    7,308    3,389   -6,247  -27,679  -17,807  -16,982      959      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     19.4      2.0     65.6     75.3     95.4     96.6      4.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      70       72       22      125      117      207      199                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 01/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      252,708
COMMITMENTS
  52,361   15,514    2,519  188,635  230,452  243,515  248,485    9,193    4,223

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      6,726)
   1,204     -297      642    4,474    6,535    6,320    6,880      406     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7      6.1      1.0     74.6     91.2     96.4     98.3      3.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      26       10        5       58       54       84       69                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 01/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      861,609
COMMITMENTS
 248,893   73,198   13,017  571,868  765,010  833,778  851,225   27,831   10,384

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:     10,632)
  13,049    2,971     -845   -7,638    7,039    4,566    9,165    6,066    1,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9      8.5      1.5     66.4     88.8     96.8     98.8      3.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
     103       43       21      134       87      246      142                  



Updated February 3, 2017