COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      300,820
COMMITMENTS
 135,986   13,996   49,890   96,538  225,375  282,414  289,261   18,406   11,559

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:    -22,753)
  -9,028      161   -4,305   -7,093  -19,014  -20,426  -23,159   -2,327      406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.2      4.7     16.6     32.1     74.9     93.9     96.2      6.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
     165       50       86       63       73      260      183                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       14,011
COMMITMENTS
   3,363    1,230    1,998    6,846    9,283   12,207   12,511    1,805    1,501

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     -2,373)
      52     -170   -1,371     -792     -636   -2,111   -2,177     -263     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0      8.8     14.3     48.9     66.3     87.1     89.3     12.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      26       14       16       23       16       55       40                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      309,196
COMMITMENTS
  63,139   82,977   66,816  160,038  147,332  289,993  297,126   19,203   12,070

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     11,374)
   4,695    4,126    3,035    3,779    4,057   11,509   11,218     -135      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4     26.8     21.6     51.8     47.7     93.8     96.1      6.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      90       86       74       57       43      193      168                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      952,269
COMMITMENTS
 225,137   19,784  209,215  420,105  666,582  854,457  895,581   97,812   56,688

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:   -145,802)
   2,323   -5,704  -62,189  -90,142  -80,816 -150,009 -148,709    4,207    2,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6      2.1     22.0     44.1     70.0     89.7     94.0     10.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      88       32       83       83       77      205      165                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      199,637
COMMITMENTS
  56,225   25,214   42,015   90,911  124,685  189,151  191,914   10,486    7,723

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      1,854)
   3,491     -494   -1,193     -456    3,663    1,843    1,977       11     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.2     12.6     21.0     45.5     62.5     94.7     96.1      5.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
     142       93      127      132      116      345      276                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       75,404
COMMITMENTS
  52,804    7,028    3,172   10,077   61,869   66,053   72,068    9,351    3,336

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        619)
    -521     -503      447    1,476      351    1,402      294     -783      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    70.0      9.3      4.2     13.4     82.0     87.6     95.6     12.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
     110       27       15       13        8      128       45                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      615,471
COMMITMENTS
 153,819  115,774   16,172  416,361  464,299  586,352  596,245   29,120   19,227

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     -6,542)
  -9,100    3,864      742    2,442   -9,388   -5,916   -4,782     -627   -1,760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.0     18.8      2.6     67.6     75.4     95.3     96.9      4.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
      85       65       26      133      120      232      197                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      276,358
COMMITMENTS
  53,868   14,297    2,463  210,673  255,835  267,004  272,595    9,354    3,763

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      8,874)
    -586     -785     -167    8,587   10,797    7,834    9,845    1,040     -971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5      5.2      0.9     76.2     92.6     96.6     98.6      3.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      27       10        5       66       53       93       68                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      891,953
COMMITMENTS
 258,122   69,481   12,942  597,890  801,134  868,954  883,557   22,999    8,396

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     14,831)
     355   -3,106     -118   14,368   16,893   14,605   13,669      226    1,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.9      7.8      1.5     67.0     89.8     97.4     99.1      2.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
     117       36       24      132       84      259      134                  



Updated February 24, 2017