COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      323,937
COMMITMENTS
 140,865   14,143   62,312  100,594  232,871  303,771  309,326   20,166   14,611

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      4,721)
  -1,114    2,634    3,538    1,810   -3,550    4,234    2,623      486    2,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.5      4.4     19.2     31.1     71.9     93.8     95.5      6.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
     166       57      101       70       75      281      197                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       14,725
COMMITMENTS
   4,587      462    2,461    5,491   10,002   12,538   12,925    2,187    1,800

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        781)
     592     -392       96     -280    1,109      408      813      373      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.1      3.1     16.7     37.3     67.9     85.1     87.8     14.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      27       13       16       24       19       58       43                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      337,601
COMMITMENTS
  61,339   80,594   80,495  175,512  164,101  317,346  325,191   20,255   12,410

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      2,184)
  -4,547  -12,054    4,099    3,359    9,937    2,911    1,982     -728      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2     23.9     23.8     52.0     48.6     94.0     96.3      6.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      94       83       82       61       46      204      170                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      952,600
COMMITMENTS
 199,475   87,789  222,631  457,767  571,807  879,873  882,227   72,727   70,373

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     21,629)
  -2,338   16,186    6,665   21,514   -2,992   25,841   19,858   -4,212    1,770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9      9.2     23.4     48.1     60.0     92.4     92.6      7.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      77       66       92       88       82      214      198                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      217,710
COMMITMENTS
  58,927   36,259   46,878  100,899  126,267  206,704  209,405   11,006    8,305

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      5,006)
   2,640       80    1,596      651    3,218    4,887    4,895      119      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.1     16.7     21.5     46.3     58.0     94.9     96.2      5.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      430)
     150      105      142      138      120      365      308                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       72,994
COMMITMENTS
  52,831    6,625    1,581    9,317   62,311   63,729   70,517    9,266    2,478

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     -1,741)
  -1,983     -491      415     -105   -1,398   -1,673   -1,474      -68     -267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    72.4      9.1      2.2     12.8     85.4     87.3     96.6     12.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
     103       29       19       14        8      126       48                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      552,213
COMMITMENTS
 135,105  175,865   24,522  365,572  327,334  525,199  527,721   27,014   24,492

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:    -78,626)
  -6,252   11,994   -3,952  -63,947  -84,921  -74,151  -76,879   -4,475   -1,747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.5     31.8      4.4     66.2     59.3     95.1     95.6      4.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
      80       67       27      124      110      217      191                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      271,013
COMMITMENTS
  56,455    8,977    2,695  202,959  219,540  262,109  231,212    8,904   39,801

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:    -50,914)
    -524   -8,860   -2,314  -47,175  -79,072  -50,013  -90,246     -901   39,332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8      3.3      1.0     74.9     81.0     96.7     85.3      3.3     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      29       11        7       65       53       95       70                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      892,884
COMMITMENTS
 272,305   73,130   12,280  582,121  796,269  866,706  881,679   26,178   11,205

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:    -51,852)
  15,206    2,772   -7,159  -51,519  -42,616  -43,472  -47,003   -8,380   -4,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.5      8.2      1.4     65.2     89.2     97.1     98.7      2.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
     124       39       25      129       81      262      136                  



Updated March 24, 2017