COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      224,967
COMMITMENTS
  76,607   39,456   20,137  116,069  153,459  212,813  213,052   12,154   11,915

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:     -1,134)
   2,784   -7,133   -1,156   -3,089    8,366   -1,461       77      327   -1,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     17.5      9.0     51.6     68.2     94.6     94.7      5.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      98       66       68       62       62      192      171                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       10,267
COMMITMENTS
   1,788    5,287      222    5,964    3,327    7,974    8,836    2,293    1,431

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:       -184)
    -197      102       16       -6     -243     -187     -125        3      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     51.5      2.2     58.1     32.4     77.7     86.1     22.3     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      20       15        7       25        9       47       29                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      247,682
COMMITMENTS
  59,879   97,288   36,942  133,518  104,195  230,339  238,425   17,343    9,257

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      5,909)
   1,012   -1,202    2,213    2,468    4,700    5,693    5,711      216      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     39.3     14.9     53.9     42.1     93.0     96.3      7.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      93       73       57       61       46      188      151                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      835,201
COMMITMENTS
 181,571  246,474  119,588  465,380  403,112  766,539  769,174   68,662   66,027

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:     -5,413)
  -2,336   -6,065   -6,041   -1,102   12,386   -9,479      280    4,066   -5,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     29.5     14.3     55.7     48.3     91.8     92.1      8.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      73       60       73       88       78      198      186                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      194,047
COMMITMENTS
  42,976   60,710   32,372  108,303   93,498  183,651  186,580   10,396    7,467

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      8,688)
     607    8,525    3,305    4,025   -3,134    7,937    8,696      751       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     31.3     16.7     55.8     48.2     94.6     96.2      5.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      402)
     124      114       99      132      102      310      275                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       58,082
COMMITMENTS
  31,351   34,405    4,171   13,669   16,463   49,191   55,039    8,891    3,043

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      5,703)
   4,023    5,641      497    1,396     -480    5,916    5,658     -213       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.0     59.2      7.2     23.5     28.3     84.7     94.8     15.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      77       54       17       10        8       94       74                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      555,924
COMMITMENTS
 120,258  207,836    9,019  405,310  318,407  534,587  535,262   21,337   20,662

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:     -9,467)
 -11,593   -5,674   -2,108    3,648      692  -10,053   -7,090      586   -2,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     37.4      1.6     72.9     57.3     96.2     96.3      3.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      57       67       21      113      114      179      193                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      342,907
COMMITMENTS
  43,394   27,215   11,445  279,432  299,480  334,271  338,140    8,636    4,767

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:     -2,359)
     596    1,106     -514        2   -1,269       84     -677   -2,443   -1,682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      7.9      3.3     81.5     87.3     97.5     98.6      2.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      34       10        6       79       55      113       71                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 08/29/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,142,634
COMMITMENTS
 318,794  102,273   29,864  764,287  997,190  1112945  1129327   29,689   13,307

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:     14,168)
   4,300    2,381   -1,495   10,611   11,585   13,416   12,471      752    1,697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9      9.0      2.6     66.9     87.3     97.4     98.8      2.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
     131       46       32      152       91      298      154                  



Updated September 1, 2017