COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      200,457
COMMITMENTS
  77,201   39,660   15,721   95,902  132,236  188,824  187,617   11,633   12,840

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     -6,317)
  -8,536    4,719    1,186    2,480  -12,677   -4,870   -6,772   -1,447      455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.5     19.8      7.8     47.8     66.0     94.2     93.6      5.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
     107       70       51       61       58      195      157                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       10,829
COMMITMENTS
   2,092    4,041      254    6,617    4,704    8,963    8,999    1,866    1,830

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:       -899)
      23      284     -150     -429     -892     -556     -758     -343     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     37.3      2.3     61.1     43.4     82.8     83.1     17.2     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      20       15        7       21       11       42       32                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      261,679
COMMITMENTS
  56,831   95,087   36,228  146,835  115,349  239,894  246,664   21,785   15,015

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     18,796)
   4,292   17,491    3,531    8,960   -3,300   16,783   17,722    2,013    1,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     36.3     13.8     56.1     44.1     91.7     94.3      8.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      78       81       51       64       41      173      153                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      821,489
COMMITMENTS
 204,851  251,820  101,804  448,642  393,766  755,297  747,390   66,192   74,099

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:    -10,213)
   8,103   26,129  -10,210   -6,851  -25,035   -8,958   -9,116   -1,255   -1,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     30.7     12.4     54.6     47.9     91.9     91.0      8.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      82       63       63       85       73      194      181                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      221,973
COMMITMENTS
  55,255   86,099   43,368  111,980   84,414  210,603  213,881   11,370    8,092

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      7,126)
  -1,438    4,376    4,918    4,860   -1,137    8,340    8,157   -1,214   -1,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     38.8     19.5     50.4     38.0     94.9     96.4      5.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      441)
     125      134      108      148      113      333      311                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       48,135
COMMITMENTS
  27,957   22,499    3,108    9,181   19,715   40,246   45,322    7,889    2,813

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      1,427)
    -356     -194    1,504      555     -208    1,703    1,102     -276      325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.1     46.7      6.5     19.1     41.0     83.6     94.2     16.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      68       46       11        7        8       82       60                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      579,817
COMMITMENTS
 156,468  173,063   13,030  381,254  373,011  550,752  559,104   29,065   20,713

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      8,426)
   1,639    2,876    2,280    5,202    3,190    9,121    8,346     -695       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     29.8      2.2     65.8     64.3     95.0     96.4      5.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
      70       60       28      118      110      201      185                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      310,301
COMMITMENTS
  41,450   24,915   11,048  249,131  268,960  301,629  304,923    8,672    5,378

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      1,227)
 -10,865    2,008    7,988    3,762   -8,581      885    1,415      342     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      8.0      3.6     80.3     86.7     97.2     98.3      2.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      35        9        7       71       55      107       70                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 06/27/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      989,914
COMMITMENTS
 273,453   74,660   28,401  663,668  875,996  965,522  979,057   24,392   10,857

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     16,838)
 -27,665   -1,814   13,857   29,337    2,925   15,529   14,968    1,309    1,870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6      7.5      2.9     67.0     88.5     97.5     98.9      2.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
     130       40       24      135       93      275      147                  



Updated June 30, 2017