COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      275,381
COMMITMENTS
  72,179   37,412   55,542  134,695  165,902  262,417  258,857   12,964   16,524

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:      2,723)
    -994    5,791   -1,363    5,010     -679    2,653    3,748       71   -1,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.2     13.6     20.2     48.9     60.2     95.3     94.0      4.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
     103       81       91       74       72      222      209                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       12,617
COMMITMENTS
   1,446    5,190    1,623    7,073    4,247   10,142   11,059    2,474    1,558

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     -2,264)
     228     -363     -566   -1,756     -783   -2,094   -1,712     -170     -552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5     41.1     12.9     56.1     33.7     80.4     87.7     19.6     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      20       21       15       26       13       52       43                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      264,461
COMMITMENTS
  58,246   95,329   51,470  136,658  108,037  246,374  254,835   18,087    9,626

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     13,474)
   5,141   15,923    3,431    3,575   -5,343   12,148   14,011    1,327     -537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.0     36.0     19.5     51.7     40.9     93.2     96.4      6.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
     100       95       86       61       44      211      186                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:    1,001,556
COMMITMENTS
 167,108  244,603  226,850  537,787  453,974  931,746  925,427   69,810   76,129

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     24,550)
   2,913   19,899   13,238    7,549   -3,629   23,700   29,509      850   -4,959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     24.4     22.6     53.7     45.3     93.0     92.4      7.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      85       70       93       95       81      224      209                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      214,970
COMMITMENTS
  38,843   49,413   51,320  114,323  106,350  204,485  207,083   10,484    7,887

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     -4,041)
  -4,195   11,072   -2,369    1,327  -12,237   -5,238   -3,535    1,197     -506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1     23.0     23.9     53.2     49.5     95.1     96.3      4.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      429)
     132      133      139      136      117      340      328                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       52,535
COMMITMENTS
  27,374   28,817    3,698   12,282   16,947   43,354   49,462    9,181    3,073

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:      1,101)
     676      -11      352      633      486    1,661      827     -560      274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.1     54.9      7.0     23.4     32.3     82.5     94.2     17.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      88       53       17       10        8      107       71                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      565,640
COMMITMENTS
 131,849  213,495   11,309  401,662  317,720  544,821  542,525   20,819   23,115

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     -2,039)
   2,501    4,531   -4,670    2,561   -6,557      391   -6,695   -2,431    4,656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.3     37.7      2.0     71.0     56.2     96.3     95.9      3.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      64       67       26      117      115      193      196                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      345,266
COMMITMENTS
  42,798   26,109   11,959  279,430  300,749  334,187  338,817   11,079    6,449

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:     15,554)
   3,504    1,428   -1,242   11,740   13,691   14,002   13,877    1,552    1,677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4      7.6      3.5     80.9     87.1     96.8     98.1      3.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      33       11        8       81       54      115       72                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,128,750
COMMITMENTS
 314,574   99,892   31,461  753,778  985,787  1099813  1117140   28,937   11,610

CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST:      7,763)
   9,901   15,563   -7,197    2,955     -101    5,659    8,265    2,104     -502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.9      8.8      2.8     66.8     87.3     97.4     99.0      2.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
     126       44       32      152       92      293      153                  



Updated August 25, 2017