COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      226,101
COMMITMENTS
  73,823   46,589   21,293  119,158  145,093  214,274  212,975   11,827   13,126

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:      7,352)
     295    5,268    1,180    5,634    1,671    7,109    8,119      243     -767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     20.6      9.4     52.7     64.2     94.8     94.2      5.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      97       73       71       63       58      193      179                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       10,451
COMMITMENTS
   1,985    5,185      206    5,970    3,570    8,161    8,961    2,290    1,490

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     -1,820)
      22     -356     -111   -1,583     -809   -1,672   -1,276     -148     -544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     49.6      2.0     57.1     34.2     78.1     85.7     21.9     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      21       17        7       25       10       48       32                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      241,773
COMMITMENTS
  58,867   98,490   34,729  131,050   99,495  224,646  232,714   17,127    9,059

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     12,542)
   5,641   16,888    2,031    3,554   -5,892   11,226   13,027    1,316     -485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     40.7     14.4     54.2     41.2     92.9     96.3      7.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      90       89       57       61       42      186      164                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      840,614
COMMITMENTS
 183,907  252,539  125,629  466,482  390,726  776,018  768,894   64,596   71,720

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     25,546)
   4,718   19,548   11,154    9,115      198   24,987   30,900      559   -5,354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     30.0     14.9     55.5     46.5     92.3     91.5      7.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      82       64       74       88       73      205      186                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      185,359
COMMITMENTS
  42,369   52,185   29,067  104,278   96,632  175,714  177,884    9,645    7,475

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     -6,203)
  -2,002   11,998   -5,264      112  -12,356   -7,154   -5,622      951     -581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     28.2     15.7     56.3     52.1     94.8     96.0      5.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      402)
     121      117       97      133      105      307      279                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       52,379
COMMITMENTS
  27,328   28,764    3,674   12,273   16,943   43,275   49,381    9,104    2,998

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:      1,116)
     676      -12      365      633      489    1,674      842     -558      274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.2     54.9      7.0     23.4     32.3     82.6     94.3     17.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      85       51       16       10        8      104       68                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      565,391
COMMITMENTS
 131,851  213,510   11,127  401,662  317,715  544,640  542,352   20,751   23,039

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     -1,779)
   2,538    4,583   -4,548    2,610   -6,498      600   -6,463   -2,379    4,684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     37.8      2.0     71.0     56.2     96.3     95.9      3.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      64       67       23      117      113      192      192                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      345,266
COMMITMENTS
  42,798   26,109   11,959  279,430  300,749  334,187  338,817   11,079    6,449

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     15,554)
   3,504    1,428   -1,242   11,740   13,691   14,002   13,877    1,552    1,677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      7.6      3.5     80.9     87.1     96.8     98.1      3.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      33       11        8       81       54      115       72                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 08/22/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,128,466
COMMITMENTS
 314,494   99,892   31,359  753,676  985,605  1099529  1116856   28,937   11,610

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:      7,727)
   9,901   15,563   -7,215    2,937     -119    5,623    8,229    2,104     -502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9      8.9      2.8     66.8     87.3     97.4     99.0      2.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
     126       44       31      151       92      292      152                  



Updated August 25, 2017