COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      310,948
COMMITMENTS
 134,932   16,122   54,240  101,942  230,435  291,115  300,797   19,834   10,152

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:     -4,248)
  -3,579    3,827     -202    1,302   -7,856   -2,480   -4,231   -1,768      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.4      5.2     17.4     32.8     74.1     93.6     96.7      6.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
     178       54       96       71       77      293      193                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       16,964
COMMITMENTS
   5,317    1,381    2,823    6,686   10,963   14,825   15,166    2,139    1,798

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:        444)
  -1,042      190      540      883      -15      381      714       63     -271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.3      8.1     16.6     39.4     64.6     87.4     89.4     12.6     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      24       22       16       23       21       56       51                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      340,010
COMMITMENTS
  54,268   61,766   89,426  179,651  177,291  323,345  328,484   16,665   11,526

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:      1,787)
   2,046     -513    3,644   -5,355   -1,642      335    1,489    1,452      298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0     18.2     26.3     52.8     52.1     95.1     96.6      4.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      85       78       81       55       45      187      169                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:    1,064,551
COMMITMENTS
 219,979   19,935  272,243  477,310  721,984  969,532  1014162   95,019   50,389

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:     -3,306)
   3,492   -3,899   -5,921   -4,627    4,795   -7,056   -5,025    3,750    1,719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7      1.9     25.6     44.8     67.8     91.1     95.3      8.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      98       28       87       92       90      219      183                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      210,926
COMMITMENTS
  51,486   23,051   50,302   98,759  129,350  200,547  202,704   10,379    8,222

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:    -10,873)
     465   -7,657   -2,690   -7,858     -712  -10,082  -11,059     -791      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.4     10.9     23.8     46.8     61.3     95.1     96.1      4.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
     136       86      133      133      124      340      289                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       78,079
COMMITMENTS
  57,614    8,572    2,175    7,032   64,187   66,821   74,934   11,258    3,145

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:     -2,797)
  -3,611      407      472     -555   -3,283   -3,695   -2,404      898     -393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    73.8     11.0      2.8      9.0     82.2     85.6     96.0     14.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
     119       23       15       12        7      139       38                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      654,976
COMMITMENTS
 183,514  115,064   13,280  432,513  502,473  629,307  630,817   25,669   24,159

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:     -4,239)
 -13,330    1,513     -523   13,723   -7,571     -129   -6,580   -4,109    2,342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.0     17.6      2.0     66.0     76.7     96.1     96.3      3.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
      73       70       25      125      116      212      197                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      237,680
COMMITMENTS
  50,072   14,273    1,774  177,199  216,926  229,045  232,973    8,635    4,707

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:      8,195)
   3,895   -1,047      -82    3,858    9,376    7,671    8,247      524      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1      6.0      0.7     74.6     91.3     96.4     98.0      3.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      27       11        5       59       57       88       71                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      855,434
COMMITMENTS
 230,484   69,243   12,496  591,587  765,385  834,567  847,124   20,867    8,310

CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST:     10,081)
   6,596   -1,259      235    2,394   13,836    9,225   12,812      856   -2,731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9      8.1      1.5     69.2     89.5     97.6     99.0      2.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
     100       37       21      131       84      238      135                  



Updated January 20, 2017