COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      246,477
COMMITMENTS
 125,055   25,105   15,639   88,483  195,261  229,177  236,005   17,300   10,472

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:    -17,734)
 -11,673   -1,604   -7,345    1,737   -6,783  -17,281  -15,732     -453   -2,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.7     10.2      6.3     35.9     79.2     93.0     95.8      7.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
     153       48       61       58       65      236      158                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       11,774
COMMITMENTS
   3,061    2,543      401    6,172    7,024    9,634    9,968    2,140    1,806

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        725)
    -155      740       80      594     -346      519      474      206      251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     21.6      3.4     52.4     59.7     81.8     84.7     18.2     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      21       17       12       26       13       51       39                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      287,345
COMMITMENTS
  63,523   82,927   43,489  164,132  148,405  271,144  274,821   16,201   12,524

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -5,318)
  -3,235   -9,507   -4,787    3,884    8,253   -4,138   -6,041   -1,180      723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     28.9     15.1     57.1     51.6     94.4     95.6      5.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      82       78       72       60       46      189      164                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      798,742
COMMITMENTS
 222,316  159,396  105,714  403,602  459,091  731,632  724,201   67,110   74,541

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      5,820)
   1,997  -17,591   -5,593   10,088   28,727    6,492    5,543     -672      277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     20.0     13.2     50.5     57.5     91.6     90.7      8.4      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      87       51       73       84       74      197      177                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      213,102
COMMITMENTS
  53,624   58,569   37,650  110,423  107,918  201,697  204,137   11,405    8,965

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      1,525)
   1,046    3,778   -1,554    1,129     -435      621    1,789      904     -264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     27.5     17.7     51.8     50.6     94.6     95.8      5.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
     122      118      107      139      119      319      302                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       85,136
COMMITMENTS
  54,832   23,508    2,718   18,483   55,785   76,033   82,011    9,103    3,125

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      7,086)
   3,337    6,288      336    3,080      -18    6,753    6,606      333      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.4     27.6      3.2     21.7     65.5     89.3     96.3     10.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      80       40       17       14        8      103       59                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      568,761
COMMITMENTS
 124,801  197,302   11,424  404,030  335,835  540,255  544,561   28,506   24,200

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -5,615)
 -14,623   13,939   -1,817   13,962  -18,434   -2,478   -6,312   -3,137      697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     34.7      2.0     71.0     59.0     95.0     95.7      5.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
      73       64       24      122      114      207      190                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      298,190
COMMITMENTS
  56,373    6,954    2,443  230,797  284,300  289,613  293,697    8,577    4,493

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      1,134)
   1,496   -1,454     -139     -414    3,117      943    1,524      191     -390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      2.3      0.8     77.4     95.3     97.1     98.5      2.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      40        7        7       72       55      112       69                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 05/23/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      950,428
COMMITMENTS
 283,984   97,305   12,254  626,517  837,079  922,755  946,638   27,673    3,790

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -7,500)
  -5,982   -7,695     -326   -1,291    3,751   -7,599   -4,270       99   -3,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     10.2      1.3     65.9     88.1     97.1     99.6      2.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
     131       43       26      135       92      278      149                  



Updated May 26, 2017