COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      243,809
COMMITMENTS
 120,473   20,207   20,057   86,826  194,865  227,356  235,129   16,453    8,680

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:        -80)
  -1,032   -1,279    1,952     -265      375      655    1,048     -735   -1,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.4      8.3      8.2     35.6     79.9     93.3     96.4      6.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
     146       55       66       56       68      235      160                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       13,153
COMMITMENTS
   7,326    1,648      214    3,731    9,669   11,271   11,531    1,882    1,622

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:     -1,080)
    -645     -227       68     -251     -974     -828   -1,133     -252       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.7     12.5      1.6     28.4     73.5     85.7     87.7     14.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      19       18        7       16       17       41       37                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      253,726
COMMITMENTS
  64,489   66,102   30,393  146,493  146,279  241,375  242,774   12,351   10,952

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:      3,399)
  -1,419   -2,084    3,357    1,986    2,022    3,924    3,295     -525      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     26.1     12.0     57.7     57.7     95.1     95.7      4.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      84       77       62       53       42      171      158                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      808,168
COMMITMENTS
 224,858   49,385  132,227  386,818  576,821  743,903  758,433   64,265   49,735

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:     -4,642)
  -2,883    5,368    1,580   -4,180   -6,892   -5,483       56      841   -4,698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      6.1     16.4     47.9     71.4     92.0     93.8      8.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      85       41       76       83       77      202      168                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      189,312
COMMITMENTS
  55,603   32,119   29,566   93,829  120,546  178,998  182,231   10,314    7,081

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:        396)
  -1,395    4,315      132    2,690   -4,518    1,427      -71   -1,031      467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     17.0     15.6     49.6     63.7     94.6     96.3      5.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     134       89      100      127      108      316      254                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       87,191
COMMITMENTS
  65,725   13,081      891    9,800   69,836   76,416   83,808   10,775    3,383

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:      2,958)
   2,282    2,005     -183      120    1,121    2,219    2,943      739       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.4     15.0      1.0     11.2     80.1     87.6     96.1     12.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
     126       20        5        9        8      136       33                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      676,871
COMMITMENTS
 208,543  117,204   11,197  427,112  530,606  646,852  659,007   30,019   17,864

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:      3,919)
   3,610    4,704      861   -1,728      245    2,743    5,810    1,176   -1,891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     17.3      1.7     63.1     78.4     95.6     97.4      4.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
      85       58       19      123      124      216      193                  
 
 
RUSSELL 1000 VALUE INDEX MINI - ICE FUTURES U.S.                     Code-23977C
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 INDEX X $50)                           OPEN INTEREST:       15,751
COMMITMENTS
   5,895      416        0    8,822   15,014   14,717   15,430    1,034      321

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:       -331)
      13     -138        0     -399        7     -386     -131       55     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4      2.6      0.0     56.0     95.3     93.4     98.0      6.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        0        6        8       10       10                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      216,150
COMMITMENTS
  41,300   14,742    1,830  165,585  195,273  208,715  211,845    7,435    4,305

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:      4,367)
   3,673     -410      392      900    4,832    4,965    4,814     -598     -447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1      6.8      0.8     76.6     90.3     96.6     98.0      3.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      21       13        5       58       53       81       69                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 12/27/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      801,621
COMMITMENTS
 206,417   67,558   11,373  563,797  713,064  781,587  791,995   20,034    9,626

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:    -10,585)
 -13,032     -470    1,172     -506  -11,435  -12,366  -10,733    1,781      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7      8.4      1.4     70.3     89.0     97.5     98.8      2.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      95       33       19      129       89      229      136                  



Updated December 30, 2016