COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      276,760
COMMITMENTS
  74,468   28,558   57,100  131,929  175,995  263,496  261,652   13,264   15,108

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      1,379)
   2,288   -8,854    1,557   -2,766   10,093    1,079    2,795      300   -1,416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9     10.3     20.6     47.7     63.6     95.2     94.5      4.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
     105       71       92       73       75      224      199                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       12,477
COMMITMENTS
   1,287    5,297    1,626    7,073    4,045    9,987   10,968    2,490    1,508

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:       -140)
    -160      108        4        0     -202     -156      -90       15      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3     42.5     13.0     56.7     32.4     80.0     87.9     20.0     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      18       21       14       26       13       52       40                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      272,659
COMMITMENTS
  58,586   93,593   55,253  140,506  114,012  254,344  262,857   18,315    9,802

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      8,198)
     340   -1,736    3,783    3,847    5,975    7,970    8,022      228      176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.5     34.3     20.3     51.5     41.8     93.3     96.4      6.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
     102       78       88       61       47      209      176                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:    1,004,020
COMMITMENTS
 168,499  241,137  224,380  537,082  467,740  929,961  933,257   74,059   70,763

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      2,464)
   1,390   -3,466   -2,470     -705   13,767   -1,785    7,830    4,249   -5,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8     24.0     22.3     53.5     46.6     92.6     93.0      7.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      74       68       91       95       84      215      206                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      227,489
COMMITMENTS
  39,792   57,939   56,526  119,896  105,166  216,214  219,631   11,275    7,858

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:     12,519)
     949    8,526    5,206    5,574   -1,184   11,728   12,548      791      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5     25.5     24.8     52.7     46.2     95.0     96.5      5.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      434)
     136      134      145      137      113      348      328                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       58,299
COMMITMENTS
  31,435   34,449    4,187   13,695   16,465   49,317   55,101    8,982    3,198

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:      5,764)
   4,062    5,632      489    1,412     -482    5,963    5,638     -199      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.9     59.1      7.2     23.5     28.2     84.6     94.5     15.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      79       56       18       10        8       97       76                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      556,170
COMMITMENTS
 120,257  207,823    9,193  405,310  318,410  534,760  535,426   21,410   20,744

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:     -9,470)
 -11,592   -5,673   -2,116    3,648      690  -10,060   -7,099      591   -2,371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6     37.4      1.7     72.9     57.3     96.2     96.3      3.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      57       67       23      114      115      181      195                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      342,907
COMMITMENTS
  43,394   27,215   11,445  279,432  299,480  334,271  338,140    8,636    4,767

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:     -2,359)
     596    1,106     -514        2   -1,269       84     -677   -2,443   -1,682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7      7.9      3.3     81.5     87.3     97.5     98.6      2.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      34       10        6       79       55      113       71                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,142,934
COMMITMENTS
 318,871  102,273   29,976  764,399  997,379  1113245  1129627   29,689   13,307

CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST:     14,184)
   4,297    2,381   -1,486   10,620   11,591   13,432   12,487      752    1,697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.9      8.9      2.6     66.9     87.3     97.4     98.8      2.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
     131       46       33      153       91      299      155                  



Updated September 1, 2017