COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 02/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      283,531
COMMITMENTS
 142,052   25,565   28,151   91,994  220,071  262,197  273,787   21,334    9,744

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:      6,929)
   4,536     -520   -2,961    3,782    9,952    5,357    6,471    1,572      458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1      9.0      9.9     32.4     77.6     92.5     96.6      7.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
     154       59       75       57       69      249      173                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 02/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       11,550
COMMITMENTS
   3,728    1,593      625    5,477    7,678    9,830    9,896    1,720    1,654

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:       -372)
    -283      100      -55       29     -416     -309     -371      -63       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     13.8      5.4     47.4     66.5     85.1     85.7     14.9     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      25       11       14       23       13       53       34                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 02/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      260,157
COMMITMENTS
  57,497   73,929   42,737  141,191  131,233  241,425  247,899   18,732   12,258

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:     -8,902)
  -9,781    1,026      765   -2,062  -11,839  -11,078  -10,048    2,176    1,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     28.4     16.4     54.3     50.4     92.8     95.3      7.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      75       85       66       58       43      176      160                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 02/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      859,366
COMMITMENTS
 245,518   31,699  124,919  396,246  659,151  766,683  815,769   92,683   43,597

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:     28,022)
  12,067   -4,331    3,687    4,354   30,422   20,108   29,778    7,914   -1,756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6      3.7     14.5     46.1     76.7     89.2     94.9     10.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
     102       26       85       88       87      217      179                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 02/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      181,894
COMMITMENTS
  53,807   22,594   27,651   90,112  124,312  171,570  174,557   10,324    7,337

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:     -3,332)
  -1,152    3,416   -4,714    1,835   -2,756   -4,031   -4,054      699      722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     12.4     15.2     49.5     68.3     94.3     96.0      5.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      380)
     119       85      111      137      115      323      264                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 02/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       73,975
COMMITMENTS
  54,335    7,602    2,760    7,217   60,553   64,312   70,915    9,663    3,060

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:     -1,626)
    -466     -627      161      395   -1,565       90   -2,031   -1,716      405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.5     10.3      3.7      9.8     81.9     86.9     95.9     13.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
     117       16       11       10        8      128       34                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 02/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      625,415
COMMITMENTS
 169,078  119,950   12,530  415,718  472,769  597,326  605,249   28,089   20,166

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:     -5,183)
  -6,194   -2,171      203    1,972   -2,241   -4,019   -4,209   -1,164     -974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     19.2      2.0     66.5     75.6     95.5     96.8      4.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
      76       68       24      123      116      212      195                  
 
 
RUSSELL 1000 VALUE INDEX MINI - ICE FUTURES U.S.                     Code-23977C
FUTURES ONLY POSITIONS AS OF 02/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 INDEX X $50)                           OPEN INTEREST:       19,215
COMMITMENTS
   4,661      210        0   13,095   18,961   17,756   19,171    1,459       44

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3      1.1      0.0     68.1     98.7     92.4     99.8      7.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        1        0        6        8       11        9                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 02/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      262,788
COMMITMENTS
  52,816   13,617    2,145  199,078  242,726  254,039  258,488    8,749    4,300

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:     10,080)
     455   -1,897     -374   10,443   12,274   10,524   10,003     -444       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1      5.2      0.8     75.8     92.4     96.7     98.4      3.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      26        9        4       63       53       89       66                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 02/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      856,461
COMMITMENTS
 249,093   67,965   12,949  571,493  767,449  833,535  848,363   22,926    8,098

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:     -5,148)
     200   -5,233      -68     -375    2,439     -243   -2,862   -4,905   -2,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1      7.9      1.5     66.7     89.6     97.3     99.1      2.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
     107       38       23      132       84      249      135                  



Updated February 10, 2017