COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      320,394
COMMITMENTS
 136,914   16,299   60,308  104,385  227,781  301,607  304,389   18,787   16,005

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:     23,420)
   6,140   -2,946   13,058    4,296   15,358   23,494   25,470      -74   -2,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.7      5.1     18.8     32.6     71.1     94.1     95.0      5.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
     168       71       94       73       78      286      206                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       13,015
COMMITMENTS
   2,455    1,830    1,922    6,495    7,594   10,871   11,346    2,145    1,670

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:        748)
     -70      348      332      328      -15      590      665      158       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9     14.1     14.8     49.9     58.3     83.5     87.2     16.5     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      19       18       15       25       14       51       41                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      333,443
COMMITMENTS
  62,314   92,091   75,601  176,843  152,667  314,758  320,358   18,686   13,085

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:    -10,239)
  -6,074  -10,474     -315   -2,103       -6   -8,492  -10,795   -1,746      556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7     27.6     22.7     53.0     45.8     94.4     96.1      5.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      86       97       91       61       48      208      189                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      942,324
COMMITMENTS
 208,790  173,886  199,882  460,864  490,190  869,537  863,959   72,787   78,365

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:      4,740)
   1,609    7,261     -501    1,162     -427    2,269    6,333    2,470   -1,593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2     18.5     21.2     48.9     52.0     92.3     91.7      7.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      79       66       85       88       79      206      198                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      248,628
COMMITMENTS
  47,634   52,672   67,498  122,086  118,768  237,218  238,938   11,409    9,690

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:      2,092)
    -799    1,600    2,706     -253   -2,406    1,654    1,900      438      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2     21.2     27.1     49.1     47.8     95.4     96.1      4.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      447)
     136      137      148      147      129      362      346                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       78,223
COMMITMENTS
  51,501   17,267    2,482   15,412   55,813   69,395   75,561    8,828    2,662

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:      3,220)
   2,781    4,266     -294    1,582       10    4,068    3,982     -848     -762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    65.8     22.1      3.2     19.7     71.4     88.7     96.6     11.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      85       42       21       14        9      112       63                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      575,316
COMMITMENTS
 139,515  183,311   13,906  390,103  354,356  543,525  551,573   31,791   23,743

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:     -4,813)
  -4,841   -1,032      567     -740   -6,816   -5,014   -7,281      201    2,468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3     31.9      2.4     67.8     61.6     94.5     95.9      5.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      329)
      82       54       32      120      117      214      191                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      297,056
COMMITMENTS
  54,877    8,408    2,582  231,211  281,183  288,670  292,173    8,386    4,883

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:      4,158)
     772    1,675     -372    4,605    2,180    5,005    3,483     -847      675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.5      2.8      0.9     77.8     94.7     97.2     98.4      2.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      38        8        7       73       55      111       70                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      957,928
COMMITMENTS
 289,966  105,000   12,580  627,808  833,328  930,354  950,908   27,574    7,020

CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST:     14,966)
   5,741    4,006       42    9,311   14,182   15,094   18,230     -128   -3,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.3     11.0      1.3     65.5     87.0     97.1     99.3      2.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
     133       48       28      135       88      281      151                  



Updated May 19, 2017