COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      261,594
COMMITMENTS
 135,847   18,413   25,059   83,139  208,056  244,045  251,528   17,549   10,066

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:    -20,464)
  -8,759     -981   -2,579   -6,772  -17,323  -18,110  -20,883   -2,354      419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.9      7.0      9.6     31.8     79.5     93.3     96.2      6.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
     152       51       61       51       66      229      159                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       11,114
COMMITMENTS
   3,399    1,440      413    5,643    7,915    9,455    9,768    1,659    1,346

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:       -575)
      79     -133     -357      -99       83     -377     -407     -198     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     13.0      3.7     50.8     71.2     85.1     87.9     14.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      24       10       11       22       13       50       31                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      269,538
COMMITMENTS
  67,381   83,606   39,740  144,746  134,722  251,867  258,068   17,671   11,470

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      7,757)
   4,345    3,942    1,778    1,914    1,921    8,037    7,641     -280      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     31.0     14.7     53.7     50.0     93.4     95.7      6.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      87       80       62       56       39      178      158                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      802,571
COMMITMENTS
 226,927   27,796  115,001  368,956  608,425  710,884  751,222   91,687   51,349

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:    -56,291)
 -12,944   -8,999   -1,067  -46,711  -47,950  -60,722  -58,016    4,431    1,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3      3.5     14.3     46.0     75.8     88.6     93.6     11.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      87       30       75       76       73      195      153                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      173,929
COMMITMENTS
  57,280   26,408   23,218   83,492  117,194  163,990  166,820    9,939    7,109

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:       -810)
   2,205     -621   -2,409     -700    2,517     -904     -513       94     -297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     15.2     13.3     48.0     67.4     94.3     95.9      5.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      374)
     140       73       92      126      108      317      235                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       74,802
COMMITMENTS
  52,656    6,842    2,896    9,987   61,773   65,539   71,511    9,263    3,291

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:        592)
    -459     -412      311    1,478      352    1,330      251     -738      341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.4      9.1      3.9     13.4     82.6     87.6     95.6     12.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
     110       22       10       12        8      123       39                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      612,760
COMMITMENTS
 153,819  117,291   14,001  416,046  462,543  583,866  593,835   28,894   18,925

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     -5,570)
  -9,100    3,120    1,629    2,484   -8,611   -4,987   -3,862     -583   -1,708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     19.1      2.3     67.9     75.5     95.3     96.9      4.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
      85       65       23      132      120      228      197                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      276,358
COMMITMENTS
  53,868   14,297    2,463  210,673  255,835  267,004  272,595    9,354    3,763

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:      8,874)
    -586     -785     -167    8,587   10,797    7,834    9,845    1,040     -971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5      5.2      0.9     76.2     92.6     96.6     98.6      3.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      27       10        5       66       53       93       68                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 02/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      891,953
COMMITMENTS
 258,122   69,481   12,942  597,890  801,134  868,954  883,557   22,999    8,396

CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST:     14,831)
     355   -3,106     -118   14,368   16,893   14,605   13,669      226    1,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9      7.8      1.5     67.0     89.8     97.4     99.1      2.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
     117       36       24      132       84      259      134                  



Updated February 24, 2017