COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      206,309
COMMITMENTS
  76,231   43,346   17,967   99,216  130,230  193,414  191,543   12,895   14,766

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:      5,852)
    -970    3,686    2,246    3,314   -2,006    4,590    3,926    1,262    1,926

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9     21.0      8.7     48.1     63.1     93.7     92.8      6.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
     105       77       59       61       57      200      165                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       10,477
COMMITMENTS
   1,951    4,100      201    6,642    4,429    8,794    8,730    1,683    1,747

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:       -352)
    -141       59      -53       25     -275     -169     -269     -183      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     39.1      1.9     63.4     42.3     83.9     83.3     16.1     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      18       15        8       21       11       40       33                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      263,719
COMMITMENTS
  56,458   94,621   40,276  146,744  114,908  243,478  249,805   20,241   13,914

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:      2,040)
    -373     -466    4,048      -91     -441    3,584    3,141   -1,544   -1,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     35.9     15.3     55.6     43.6     92.3     94.7      7.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      76       90       57       61       40      176      159                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      776,748
COMMITMENTS
 199,570  245,468   94,680  417,051  365,281  711,301  705,429   65,447   71,319

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:    -44,741)
  -5,281   -6,352   -7,124  -31,591  -28,485  -43,996  -41,961     -745   -2,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     31.6     12.2     53.7     47.0     91.6     90.8      8.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      85       64       61       82       69      190      176                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      224,734
COMMITMENTS
  56,979   84,862   43,250  113,400   88,053  213,629  216,165   11,105    8,569

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:      2,761)
   1,724   -1,237     -118    1,420    3,639    3,026    2,284     -265      477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     37.8     19.2     50.5     39.2     95.1     96.2      4.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      435)
     131      122      105      148      115      336      301                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       50,721
COMMITMENTS
  30,078   24,242    2,926    9,642   20,341   42,646   47,509    8,075    3,212

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:      2,586)
   2,121    1,743     -182      461      626    2,400    2,187      186      399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.3     47.8      5.8     19.0     40.1     84.1     93.7     15.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      70       48       13        8        8       87       62                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      572,416
COMMITMENTS
 157,932  175,907   10,562  373,105  364,570  541,599  551,039   30,817   21,377

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -7,401)
   1,464    2,844   -2,468   -8,149   -8,441   -9,153   -8,065    1,752      664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     30.7      1.8     65.2     63.7     94.6     96.3      5.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      73       57       23      114      110      195      182                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      309,919
COMMITMENTS
  39,868   24,992   11,261  251,875  269,208  303,004  305,461    6,915    4,458

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:       -382)
  -1,582       77      213    2,744      248    1,375      538   -1,757     -920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      8.1      3.6     81.3     86.9     97.8     98.6      2.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      36       10        7       74       52      111       68                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 07/03/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,000,708
COMMITMENTS
 279,932   79,623   29,118  668,289  883,400  977,339  992,141   23,369    8,567

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     10,794)
   6,479    4,963      717    4,621    7,404   11,817   13,084   -1,023   -2,290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0      8.0      2.9     66.8     88.3     97.7     99.1      2.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
     128       45       23      135       95      273      153                  



Updated July 7, 2017