COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      234,798
COMMITMENTS
 108,710   23,118   17,580   92,700  184,276  218,990  224,974   15,808    9,824

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -6,695)
  -6,748     -510      332    1,675   -5,788   -4,741   -5,966   -1,954     -729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.3      9.8      7.5     39.5     78.5     93.3     95.8      6.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
     139       53       61       59       63      226      158                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       12,320
COMMITMENTS
   2,569    3,941      639    7,074    5,878   10,282   10,458    2,038    1,862

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:        296)
    -399      590      248      600     -674      449      164     -153      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     32.0      5.2     57.4     47.7     83.5     84.9     16.5     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      21       19       14       28       17       52       47                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      271,462
COMMITMENTS
  58,530   79,337   41,395  153,026  136,423  252,951  257,155   18,511   14,307

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:    -17,481)
  -5,116   -3,777   -1,368  -12,098  -14,475  -18,582  -19,620    1,101    2,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     29.2     15.2     56.4     50.3     93.2     94.7      6.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      78       73       64       60       41      183      147                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      842,105
COMMITMENTS
 220,973  198,851  124,053  431,086  441,448  776,112  764,352   65,993   77,753

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     27,952)
   2,757   29,700   20,703    7,594  -17,698   31,054   32,705   -3,102   -4,753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     23.6     14.7     51.2     52.4     92.2     90.8      7.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      86       62       76       87       73      205      187                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      224,297
COMMITMENTS
  56,498   69,672   43,264  112,657  102,416  212,419  215,352   11,878    8,945

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:      9,019)
   1,672    7,966    5,346      707   -4,792    7,725    8,520    1,294      499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     31.1     19.3     50.2     45.7     94.7     96.0      5.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      435)
     127      136      118      140      116      326      325                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       87,243
COMMITMENTS
  53,866   25,644    2,941   18,169   52,441   74,976   81,026   12,267    6,217

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:      2,404)
   2,461    1,944     -236      -22      540    2,203    2,248      201      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.7     29.4      3.4     20.8     60.1     85.9     92.9     14.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      71       50       17       13        7       96       64                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      571,114
COMMITMENTS
 140,555  176,231   12,508  387,333  358,359  540,396  547,098   30,718   24,016

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -1,770)
  20,073  -17,281     -253  -23,073   16,577   -3,253     -957    1,483     -813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     30.9      2.2     67.8     62.7     94.6     95.8      5.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
      77       58       24      124      117      210      190                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      306,466
COMMITMENTS
  55,172    8,722    2,946  238,710  289,113  296,828  300,781    9,638    5,685

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -3,195)
    -764      393      424   -3,461   -4,189   -3,801   -3,372      606      177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      2.8      1.0     77.9     94.3     96.9     98.1      3.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      35        9        7       76       54      112       69                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 06/06/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      986,884
COMMITMENTS
 292,969   96,690   16,430  654,742  867,882  964,141  981,002   22,743    5,882

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     14,302)
   4,597   -4,816    4,175    8,380   17,020   17,152   16,379   -2,850   -2,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7      9.8      1.7     66.3     87.9     97.7     99.4      2.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
     143       38       30      146       91      302      147                  



Updated June 9, 2017