COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      274,706
COMMITMENTS
 141,400   16,197   31,390   83,317  216,451  256,107  264,038   18,599   10,668

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:      1,349)
  -1,907     -443    4,729   -1,694   -3,613    1,128      673      221      676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.5      5.9     11.4     30.3     78.8     93.2     96.1      6.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
     157       53       76       56       64      251      165                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       10,763
COMMITMENTS
   3,980    1,145      523    4,528    7,423    9,031    9,091    1,732    1,672

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:        402)
     270     -187       39     -142      520      167      372      235       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     10.6      4.9     42.1     69.0     83.9     84.5     16.1     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      25       12       12       19       12       48       33                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      284,966
COMMITMENTS
  73,996   93,463   40,344  151,358  139,734  265,698  273,541   19,268   11,425

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     -7,060)
     775   -4,271      827   -7,951   -3,780   -6,349   -7,224     -711      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     32.8     14.2     53.1     49.0     93.2     96.0      6.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      94       74       64       59       40      187      157                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      769,600
COMMITMENTS
 220,065   76,789  112,581  366,762  517,166  699,408  706,536   70,192   63,064

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:      4,010)
     542   23,742      381    2,982  -20,319    3,905    3,804      105      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     10.0     14.6     47.7     67.2     90.9     91.8      9.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      79       53       73       76       71      193      166                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      183,783
COMMITMENTS
  59,850   37,457   24,172   89,654  114,471  173,676  176,100   10,107    7,683

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:      8,613)
   1,360    4,049    3,494    3,099      770    7,953    8,313      660      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     20.4     13.2     48.8     62.3     94.5     95.8      5.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
     137       98      103      136      113      335      269                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       74,452
COMMITMENTS
  54,704    6,961    1,094    9,364   63,678   65,162   71,733    9,290    2,719

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     -9,059)
  -2,836      472     -860   -4,161   -8,333   -7,857   -8,721   -1,202     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.5      9.3      1.5     12.6     85.5     87.5     96.3     12.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
     105       24        8       10        8      118       39                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      627,340
COMMITMENTS
 141,401  166,071   25,436  429,202  409,786  596,039  601,293   31,301   26,047

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     19,643)
  -6,530    5,818    3,043   23,427    6,129   19,940   14,990     -297    4,653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     26.5      4.1     68.4     65.3     95.0     95.8      5.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      80       65       32      143      121      238      204                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      321,927
COMMITMENTS
  56,979   17,837    5,009  250,134  298,612  312,122  321,458    9,805      469

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     30,059)
   1,596    3,462    2,640   25,619   27,100   29,855   33,202      204   -3,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      5.5      1.6     77.7     92.8     97.0     99.9      3.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      31       10       12       72       58      107       79                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 03/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      944,736
COMMITMENTS
 257,099   70,358   19,439  633,640  838,885  910,178  928,682   34,558   16,054

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     42,712)
  -2,130   -1,803    5,479   33,693   36,361   37,042   40,037    5,670    2,675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2      7.4      2.1     67.1     88.8     96.3     98.3      3.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
     120       35       33      136       88      270      144                  



Updated March 17, 2017