COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      307,944
COMMITMENTS
 137,206   13,124   52,855   97,727  229,795  287,789  295,774   20,155   12,169

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      7,124)
   1,220     -872    2,965    1,189    4,420    5,375    6,514    1,749      611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.6      4.3     17.2     31.7     74.6     93.5     96.0      6.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
     169       47       87       64       76      264      185                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       13,593
COMMITMENTS
   3,359    1,293    2,123    6,331    8,505   11,813   11,921    1,780    1,672

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:       -418)
      -3       63      125     -515     -777     -394     -590      -24      172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.7      9.5     15.6     46.6     62.6     86.9     87.7     13.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      23       13       15       23       15       51       38                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      326,324
COMMITMENTS
  66,164   93,205   66,928  172,125  154,084  305,217  314,218   21,106   12,106

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:     17,128)
   3,025   10,228      112   12,087    6,751   15,224   17,092    1,904       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.3     28.6     20.5     52.7     47.2     93.5     96.3      6.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      97       99       73       57       43      195      181                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      912,021
COMMITMENTS
 214,506   37,380  202,518  417,786  612,949  834,810  852,848   77,211   59,173

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:    -40,248)
 -10,631   17,597   -6,697   -2,319  -53,633  -19,647  -42,733  -20,602    2,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5      4.1     22.2     45.8     67.2     91.5     93.5      8.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      80       44       82       84       79      205      172                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      204,621
COMMITMENTS
  54,909   27,309   44,680   94,981  124,236  194,570  196,226   10,051    8,396

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      4,984)
  -1,315    2,095    2,665    4,070     -448    5,420    4,312     -435      672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.8     13.3     21.8     46.4     60.7     95.1     95.9      4.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      406)
     148       93      127      136      120      345      290                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       75,463
COMMITMENTS
  52,586    7,781    3,311   10,193   61,416   66,090   72,508    9,373    2,955

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:         58)
    -218      754      138      116     -453       37      439       21     -381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    69.7     10.3      4.4     13.5     81.4     87.6     96.1     12.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
     104       27       19       14        9      125       50                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      616,636
COMMITMENTS
 153,385  131,941   22,065  412,432  440,446  587,883  594,453   28,753   22,183

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      1,164)
    -434   16,167    5,893   -3,928  -23,853    1,531   -1,792     -366    2,957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.9     21.4      3.6     66.9     71.4     95.3     96.4      4.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
      81       66       26      135      116      232      192                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      282,794
COMMITMENTS
  54,939   14,032    2,046  216,787  262,550  273,772  278,628    9,022    4,166

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      6,436)
   1,071     -265     -417    6,114    6,715    6,768    6,033     -332      403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4      5.0      0.7     76.7     92.8     96.8     98.5      3.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      29       10        4       70       54       99       68                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      901,839
COMMITMENTS
 260,687   69,431   11,183  606,619  812,388  878,489  893,002   23,350    8,837

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      9,886)
   2,565      -50   -1,759    8,729   11,254    9,535    9,445      351      441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.9      7.7      1.2     67.3     90.1     97.4     99.0      2.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
     117       39       26      137       80      265      134                  



Updated March 3, 2017