COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      273,357
COMMITMENTS
 143,307   16,640   26,661   85,011  220,064  254,979  263,365   18,378    9,992

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:      6,978)
   5,580   -2,148    1,042    1,260    8,608    7,882    7,502     -904     -524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.4      6.1      9.8     31.1     80.5     93.3     96.3      6.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
     162       45       70       55       67      248      158                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       10,361
COMMITMENTS
   3,710    1,332      484    4,670    6,903    8,864    8,719    1,497    1,642

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:         57)
     247     -116      144     -275     -108      116      -80      -59      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8     12.9      4.7     45.1     66.6     85.6     84.2     14.4     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      22       14       14       20       12       49       35                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      292,026
COMMITMENTS
  73,221   97,734   39,517  159,309  143,514  272,047  280,765   19,979   11,261

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     10,084)
   1,311    2,733    4,278    3,959    3,337    9,548   10,348      536     -264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     33.5     13.5     54.6     49.1     93.2     96.1      6.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      92       90       66       60       40      188      172                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      765,590
COMMITMENTS
 219,523   53,047  112,200  363,780  537,485  695,503  702,732   70,087   62,858

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:       -199)
  -3,524    9,767    1,680    2,485  -20,954      641   -9,507     -840    9,308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7      6.9     14.7     47.5     70.2     90.8     91.8      9.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      75       41       69       78       72      187      157                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      175,170
COMMITMENTS
  58,490   33,408   20,678   86,555  113,701  165,723  167,787    9,447    7,383

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -1,566)
     743    4,408   -3,242      793   -2,140   -1,706     -974      140     -592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     19.1     11.8     49.4     64.9     94.6     95.8      5.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      401)
     133      100       96      137      114      325      266                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       83,511
COMMITMENTS
  57,540    6,489    1,954   13,525   72,011   73,019   80,454   10,492    3,057

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:      8,602)
   4,909   -1,332     -911    3,409   10,696    7,407    8,453    1,195      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.9      7.8      2.3     16.2     86.2     87.4     96.3     12.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
     105       21       12       13        8      122       38                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      607,697
COMMITMENTS
 147,931  160,253   22,393  405,775  403,657  576,099  586,303   31,598   21,394

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -5,889)
  -5,454   26,565    2,789   -6,327  -34,743   -8,992   -5,389    3,103     -500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     26.4      3.7     66.8     66.4     94.8     96.5      5.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
      77       69       26      137      115      226      198                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      291,868
COMMITMENTS
  55,383   14,375    2,369  224,515  271,512  282,267  288,256    9,601    3,612

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:      9,074)
     444      343      323    7,728    8,962    8,495    9,628      579     -554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0      4.9      0.8     76.9     93.0     96.7     98.8      3.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      30       10        6       70       57      100       73                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 03/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      902,024
COMMITMENTS
 259,229   72,161   13,960  599,947  802,524  873,136  888,645   28,888   13,379

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:        185)
  -1,458    2,730    2,777   -6,672   -9,864   -5,353   -4,357    5,538    4,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7      8.0      1.5     66.5     89.0     96.8     98.5      3.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
     115       36       29      134       85      261      139                  



Updated March 10, 2017