COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      210,783
COMMITMENTS
  74,212   44,834   18,772  106,208  134,336  199,192  197,942   11,591   12,841

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      4,474)
  -2,019    1,488      805    6,992    4,106    5,778    6,399   -1,304   -1,925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     21.3      8.9     50.4     63.7     94.5     93.9      5.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
     100       77       59       63       58      195      169                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       10,703
COMMITMENTS
   2,066    4,250      222    6,754    4,433    9,042    8,905    1,661    1,798

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        226)
     115      150       21      112        4      248      175      -22       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     39.7      2.1     63.1     41.4     84.5     83.2     15.5     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      20       17        9       23       12       44       37                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      274,523
COMMITMENTS
  58,015  100,966   43,805  149,176  115,085  250,996  259,856   23,527   14,667

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     10,804)
   1,557    6,345    3,529    2,432      177    7,518   10,051    3,286      753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     36.8     16.0     54.3     41.9     91.4     94.7      8.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      84       91       65       60       42      185      169                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      762,211
COMMITMENTS
 180,752  236,787   91,559  424,895  360,994  697,206  689,340   65,005   72,871

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -14,537)
 -18,818   -8,681   -3,121    7,844   -4,287  -14,095  -16,089     -442    1,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     31.1     12.0     55.7     47.4     91.5     90.4      8.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      75       61       61       84       71      186      174                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      227,103
COMMITMENTS
  52,314   81,488   47,519  117,897   90,152  217,730  219,159    9,373    7,944

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      2,369)
  -4,665   -3,374    4,269    4,497    2,099    4,101    2,994   -1,732     -625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     35.9     20.9     51.9     39.7     95.9     96.5      4.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      446)
     123      137      109      149      115      337      317                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       53,048
COMMITMENTS
  29,628   27,288    2,568   13,280   20,234   45,476   50,090    7,572    2,958

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      2,327)
    -450    3,046     -358    3,638     -107    2,830    2,581     -503     -254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.9     51.4      4.8     25.0     38.1     85.7     94.4     14.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      70       50       12        9        7       86       64                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      571,124
COMMITMENTS
 149,157  186,682   12,269  381,346  351,514  542,772  550,465   28,352   20,659

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,292)
  -8,775   10,775    1,707    8,241  -13,056    1,173     -574   -2,465     -718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     32.7      2.1     66.8     61.5     95.0     96.4      5.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
      67       60       24      115      111      190      187                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      319,564
COMMITMENTS
  37,615   27,244   14,037  259,542  272,852  311,194  314,133    8,370    5,431

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      9,645)
  -2,253    2,252    2,776    7,667    3,644    8,190    8,672    1,455      973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      8.5      4.4     81.2     85.4     97.4     98.3      2.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      35       10       10       73       53      110       71                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,031,885
COMMITMENTS
 288,423   83,225   30,390  688,628  912,431  1007441  1026046   24,444    5,839

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     31,177)
   8,491    3,602    1,272   20,339   29,031   30,102   33,905    1,075   -2,728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0      8.1      2.9     66.7     88.4     97.6     99.4      2.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      359)
     133       47       24      139       94      283      154                  



Updated July 14, 2017