COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      319,216
COMMITMENTS
 141,979   11,509   58,774   98,784  236,421  299,537  306,704   19,680   12,513

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:        480)
  -1,562      286    3,383   -1,458   -3,738      363      -69      117      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.5      3.6     18.4     30.9     74.1     93.8     96.1      6.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
     171       53       98       70       77      284      195                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       13,944
COMMITMENTS
   3,995      854    2,365    5,770    8,893   12,130   12,112    1,814    1,832

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:        462)
     237     -200       99      -86      546      250      445      213       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.6      6.1     17.0     41.4     63.8     87.0     86.9     13.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      25       17       18       23       17       57       44                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      335,417
COMMITMENTS
  65,886   92,648   76,396  172,152  154,164  314,435  323,208   20,982   12,209

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     -5,318)
    -434   -2,837    1,429   -5,766   -4,265   -4,772   -5,674     -547      356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6     27.6     22.8     51.3     46.0     93.7     96.4      6.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      93       87       80       59       44      201      174                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      930,972
COMMITMENTS
 201,813   71,603  215,967  436,253  574,799  854,032  862,369   76,939   68,603

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     15,334)
  -2,554   23,895    8,524    8,803  -16,643   14,774   15,776      560     -442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.7      7.7     23.2     46.9     61.7     91.7     92.6      8.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      81       57       85       83       77      208      182                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      212,704
COMMITMENTS
  56,287   36,179   45,282  100,248  123,049  201,817  204,510   10,887    8,193

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:      6,980)
   1,246    4,549    2,165    3,006     -139    6,416    6,575      564      405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.5     17.0     21.3     47.1     57.8     94.9     96.1      5.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      428)
     141      115      131      141      120      357      305                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       74,736
COMMITMENTS
  54,815    7,116    1,165    9,422   63,709   65,402   71,991    9,334    2,745

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     -9,002)
  -2,760      556     -888   -4,151   -8,336   -7,799   -8,668   -1,203     -334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    73.3      9.5      1.6     12.6     85.2     87.5     96.3     12.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
     108       24       13       11        8      126       40                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      630,839
COMMITMENTS
 141,358  163,871   28,474  429,519  412,255  599,350  604,599   31,489   26,240

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     19,626)
  -6,573    5,623    3,243   23,250    6,182   19,920   15,049     -294    4,577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.4     26.0      4.5     68.1     65.4     95.0     95.8      5.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      80       65       35      143      122      240      206                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      321,927
COMMITMENTS
  56,979   17,837    5,009  250,134  298,612  312,122  321,458    9,805      469

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     30,059)
   1,596    3,462    2,640   25,619   27,100   29,855   33,202      204   -3,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7      5.5      1.6     77.7     92.8     97.0     99.9      3.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      31       10       12       72       58      107       79                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      944,736
COMMITMENTS
 257,099   70,358   19,439  633,640  838,885  910,178  928,682   34,558   16,054

CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST:     42,712)
  -2,130   -1,803    5,479   33,693   36,361   37,042   40,037    5,670    2,675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2      7.4      2.1     67.1     88.8     96.3     98.3      3.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
     120       35       33      136       88      270      144                  



Updated March 17, 2017