COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      252,723
COMMITMENTS
  75,083   35,870   49,495  114,084  149,649  238,662  235,014   14,061   17,709

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:      6,689)
    -890    4,165    2,473    3,778   -1,857    5,361    4,782    1,328    1,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.7     14.2     19.6     45.1     59.2     94.4     93.0      5.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
     113       85       82       72       64      230      191                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       12,790
COMMITMENTS
   1,189    4,129    1,914    7,824    4,924   10,927   10,968    1,862    1,821

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:       -149)
    -253       88       62      223     -215       33      -65     -182      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3     32.3     15.0     61.2     38.5     85.4     85.8     14.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      15       22       15       24       14       46       44                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      294,083
COMMITMENTS
  53,633   90,050   64,431  154,736  125,145  272,800  279,626   21,283   14,457

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:        -29)
    -581     -143    3,094     -669   -1,823    1,844    1,128   -1,873   -1,157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2     30.6     21.9     52.6     42.6     92.8     95.1      7.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      83       91       84       61       41      194      178                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      931,594
COMMITMENTS
 187,932  237,849  194,074  478,623  423,304  860,629  855,228   70,965   76,367

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:    -39,706)
  -2,729   -5,718   -2,528  -34,213  -29,071  -39,469  -37,316     -237   -2,390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.2     25.5     20.8     51.4     45.4     92.4     91.8      7.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      88       67       83       90       78      212      199                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      270,794
COMMITMENTS
  52,633   83,781   76,363  129,655  101,494  258,652  261,638   12,142    9,155

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:      3,487)
   2,647     -133     -534    1,697    3,631    3,810    2,964     -323      523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4     30.9     28.2     47.9     37.5     95.5     96.6      4.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      476)
     157      138      147      156      127      381      354                  
 
 
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S.                    Code-083736
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       11,244
COMMITMENTS
     772    2,500    2,963    7,504    5,778   11,239   11,242        5        2

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:       -107)
      58      -39      -82      -82       14     -107     -107        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9     22.2     26.4     66.7     51.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        8       11        8        6       20       17                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       50,819
COMMITMENTS
  30,041   24,253    2,993    9,667   20,344   42,701   47,590    8,119    3,229

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:      2,574)
   2,125    1,742     -190      453      626    2,388    2,177      186      397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.1     47.7      5.9     19.0     40.0     84.0     93.6     16.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      70       50       16        9        9       89       67                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      572,810
COMMITMENTS
 157,932  175,832   10,882  373,113  364,586  541,926  551,300   30,884   21,510

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     -7,372)
   1,464    2,791   -2,406   -8,146   -8,439   -9,088   -8,054    1,715      682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.6     30.7      1.9     65.1     63.6     94.6     96.2      5.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      73       57       25      115      110      198      182                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      309,919
COMMITMENTS
  39,868   24,992   11,261  251,875  269,208  303,004  305,461    6,915    4,458

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:       -382)
  -1,582       77      213    2,744      248    1,375      538   -1,757     -920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9      8.1      3.6     81.3     86.9     97.8     98.6      2.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      36       10        7       74       52      111       68                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,000,913
COMMITMENTS
 279,932   79,623   29,118  668,360  883,533  977,410  992,274   23,502    8,638

CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST:     10,999)
   6,479    4,963      717    4,692    7,537   11,888   13,217     -890   -2,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.0      8.0      2.9     66.8     88.3     97.7     99.1      2.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
     128       45       23      136       95      274      153                  



Updated July 7, 2017