COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      241,493
COMMITMENTS
 115,458   23,628   17,248   91,025  190,064  223,731  230,940   17,762   10,553

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:     -4,984)
  -9,597   -1,477    1,609    2,542   -5,197   -5,446   -5,065      462       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.8      9.8      7.1     37.7     78.7     92.6     95.6      7.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
     149       49       64       58       64      234      160                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       12,024
COMMITMENTS
   2,968    3,351      391    6,474    6,552    9,833   10,294    2,191    1,730

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        250)
     -93      808      -10      302     -472      199      326       51      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     27.9      3.3     53.8     54.5     81.8     85.6     18.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      22       20       10       27       14       52       41                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      288,943
COMMITMENTS
  63,646   83,114   42,763  165,124  150,898  271,533  276,775   17,410   12,168

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      1,598)
     123      187     -726      992    2,493      389    1,954    1,209     -356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     28.8     14.8     57.1     52.2     94.0     95.8      6.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      85       86       76       59       44      193      168                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      814,153
COMMITMENTS
 218,216  169,151  103,350  423,492  459,146  745,058  731,647   69,095   82,506

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:     15,411)
  -4,100    9,755   -2,364   19,890       55   13,426    7,446    1,985    7,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     20.8     12.7     52.0     56.4     91.5     89.9      8.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      85       60       66       85       74      193      181                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      215,278
COMMITMENTS
  54,826   61,706   37,918  111,950  107,208  204,694  206,832   10,584    8,446

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      2,176)
   1,202    3,137      268    1,527     -710    2,997    2,695     -821     -519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     28.7     17.6     52.0     49.8     95.1     96.1      4.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      428)
     131      119      113      142      119      332      310                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       84,839
COMMITMENTS
  51,405   23,700    3,177   18,191   51,901   72,773   78,778   12,066    6,061

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:       -297)
  -3,427      192      459     -292   -3,884   -3,260   -3,233    2,963    2,936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.6     27.9      3.7     21.4     61.2     85.8     92.9     14.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      86       44       17       13        7      109       61                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      572,884
COMMITMENTS
 120,482  193,512   12,761  410,406  341,782  543,649  548,055   29,235   24,829

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      4,123)
  -4,319   -3,790    1,337    6,376    5,947    3,394    3,494      729      629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     33.8      2.2     71.6     59.7     94.9     95.7      5.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      71       60       23      120      115      202      187                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      309,661
COMMITMENTS
  55,936    8,329    2,522  242,171  293,302  300,629  304,153    9,032    5,508

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:     11,471)
    -437    1,375       79   11,374    9,002   11,016   10,456      455    1,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      2.7      0.8     78.2     94.7     97.1     98.2      2.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      39        8        7       74       56      113       71                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 05/30/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      972,582
COMMITMENTS
 288,372  101,506   12,255  646,362  850,862  946,989  964,623   25,593    7,959

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:     22,154)
   4,388    4,201        1   19,845   13,783   24,234   17,985   -2,080    4,169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     10.4      1.3     66.5     87.5     97.4     99.2      2.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
     133       42       26      142       93      287      149                  



Updated June 2, 2017