COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      281,653
COMMITMENTS
 139,043   22,163   36,121   87,808  211,059  262,972  269,343   18,681   12,310

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      3,523)
  -1,516    2,397    2,577    2,802   -1,105    3,863    3,869     -340     -346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.4      7.9     12.8     31.2     74.9     93.4     95.6      6.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
     154       65       76       58       64      250      175                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       11,026
COMMITMENTS
   4,800      881      515    3,822    8,575    9,137    9,971    1,889    1,055

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:       -434)
      96      -37      -15     -290      131     -209       79     -225     -513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5      8.0      4.7     34.7     77.8     82.9     90.4     17.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      25       11       15       17       14       51       33                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      281,950
COMMITMENTS
  64,666   72,189   44,605  156,228  154,447  265,499  271,241   16,451   10,709

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:         18)
  -3,767   -8,637    1,312    4,549    8,075    2,094      750   -2,076     -732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     25.6     15.8     55.4     54.8     94.2     96.2      5.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      90       76       72       60       45      188      162                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      806,906
COMMITMENTS
 220,367  105,501  120,745  396,668  510,789  737,780  737,035   69,126   69,871

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     18,484)
   4,618   15,868     -461   11,639     -616   15,796   14,791    2,688    3,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     13.1     15.0     49.2     63.3     91.4     91.3      8.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      73       58       74       80       75      191      176                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      191,066
COMMITMENTS
  60,215   45,524   26,173   94,038  111,114  180,426  182,811   10,640    8,255

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      3,377)
  -1,227    8,027      499    3,846   -5,556    3,118    2,970      259      407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     23.8     13.7     49.2     58.2     94.4     95.7      5.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      417)
     126      118      109      138      109      327      291                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       74,650
COMMITMENTS
  52,849    8,636    1,712   11,989   61,841   66,550   72,189    8,100    2,461

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      1,897)
      62    2,114      225    2,713     -447    3,000    1,892   -1,103        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.8     11.6      2.3     16.1     82.8     89.1     96.7     10.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      91       27       13       12       12      111       48                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      544,306
COMMITMENTS
 130,356  186,689   14,309  374,949  323,329  519,614  524,327   24,692   19,979

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     -5,520)
  -4,591    9,523   -8,187    9,436   -2,405   -3,342   -1,069   -2,178   -4,451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     34.3      2.6     68.9     59.4     95.5     96.3      4.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      73       66       20      122      112      203      190                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      279,150
COMMITMENTS
  56,993    9,925    2,582  210,542  262,802  270,117  275,309    9,033    3,841

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:      8,137)
     538      948     -113    7,583   43,262    8,008   44,097      129  -35,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4      3.6      0.9     75.4     94.1     96.8     98.6      3.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      29       12        7       67       53       97       71                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 03/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      909,851
COMMITMENTS
 284,582   68,666   11,731  588,066  821,991  884,379  902,388   25,472    7,463

CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST:     16,967)
  12,277   -4,464     -549    5,945   25,722   17,673   20,709     -706   -3,742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3      7.5      1.3     64.6     90.3     97.2     99.2      2.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
     129       39       23      127       84      265      137                  



Updated March 31, 2017