COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      278,130
COMMITMENTS
 140,559   19,766   33,544   85,006  212,164  259,109  265,474   19,021   12,656

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      3,424)
    -841    3,569    2,154    1,689   -4,287    3,002    1,436      422    1,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.5      7.1     12.1     30.6     76.3     93.2     95.4      6.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
     149       59       77       59       62      250      166                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       11,460
COMMITMENTS
   4,704      918      530    4,112    8,444    9,346    9,892    2,114    1,568

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        697)
     724     -227        7     -416    1,021      315      801      382     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.0      8.0      4.6     35.9     73.7     81.6     86.3     18.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      25       11       12       20       16       51       35                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      281,932
COMMITMENTS
  68,433   80,826   43,293  151,679  146,372  263,405  270,491   18,527   11,441

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     -3,034)
  -5,563  -12,637    2,949      321    6,638   -2,293   -3,050     -741       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     28.7     15.4     53.8     51.9     93.4     95.9      6.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      93       72       66       61       42      189      153                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      788,422
COMMITMENTS
 215,749   89,633  121,206  385,029  511,405  721,984  722,244   66,438   66,178

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     18,822)
  -4,316   12,844    8,625   18,267   -5,761   22,576   15,708   -3,754    3,114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     11.4     15.4     48.8     64.9     91.6     91.6      8.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      75       61       81       81       75      197      183                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      187,689
COMMITMENTS
  61,442   37,497   25,674   90,192  116,670  177,308  179,841   10,381    7,848

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      3,906)
   1,592       40    1,502      538    2,199    3,632    3,741      274      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     20.0     13.7     48.1     62.2     94.5     95.8      5.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      411)
     143       90      112      134      112      346      267                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       72,753
COMMITMENTS
  52,787    6,522    1,487    9,276   62,288   63,550   70,297    9,203    2,456

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     -1,699)
  -1,917     -439      393      -88   -1,390   -1,612   -1,436      -87     -263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.6      9.0      2.0     12.7     85.6     87.4     96.6     12.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
     102       26       14       13        8      120       44                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      549,826
COMMITMENTS
 134,947  177,166   22,496  365,513  325,734  522,956  525,396   26,870   24,430

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:    -77,514)
  -6,454   11,095   -2,940  -63,689  -84,052  -73,083  -75,897   -4,431   -1,617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     32.2      4.1     66.5     59.2     95.1     95.6      4.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
      79       68       25      124      108      216      188                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      271,013
COMMITMENTS
  56,455    8,977    2,695  202,959  219,540  262,109  231,212    8,904   39,801

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:    -50,914)
    -524   -8,860   -2,314  -47,175  -79,072  -50,013  -90,246     -901   39,332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8      3.3      1.0     74.9     81.0     96.7     85.3      3.3     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      29       11        7       65       53       95       70                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      892,884
COMMITMENTS
 272,305   73,130   12,280  582,121  796,269  866,706  881,679   26,178   11,205

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:    -51,852)
  15,206    2,772   -7,159  -51,519  -42,616  -43,472  -47,003   -8,380   -4,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5      8.2      1.4     65.2     89.2     97.1     98.7      2.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
     124       39       25      129       81      262      136                  



Updated March 24, 2017