COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 06/20/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      206,774
COMMITMENTS
  85,737   34,941   14,535   93,422  144,913  193,694  194,389   13,080   12,385

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:    -27,769)
 -16,344    8,404   -6,988   -3,002  -29,437  -26,334  -28,021   -1,435      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.5     16.9      7.0     45.2     70.1     93.7     94.0      6.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
     110       64       55       62       57      199      157                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 06/20/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       11,728
COMMITMENTS
   2,069    3,757      404    7,046    5,596    9,519    9,757    2,209    1,971

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:       -939)
    -282     -243     -246     -678     -713   -1,206   -1,202      267      263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     32.0      3.4     60.1     47.7     81.2     83.2     18.8     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      17       16        7       22       13       41       34                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 06/20/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      242,883
COMMITMENTS
  52,539   77,596   32,697  137,875  118,649  223,111  228,942   19,772   13,941

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:     -6,273)
  -2,937     -273   -3,653    1,151   -3,322   -5,439   -7,248     -834      975

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     31.9     13.5     56.8     48.9     91.9     94.3      8.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      70       85       55       62       40      172      151                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 06/20/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      831,702
COMMITMENTS
 196,748  225,691  112,014  455,493  418,801  764,255  756,506   67,447   75,196

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:    -22,611)
 -25,178   15,615   -6,852    8,482  -28,811  -23,548  -20,048      937   -2,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     27.1     13.5     54.8     50.4     91.9     91.0      8.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      82       61       72       91       79      206      187                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 06/20/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      214,847
COMMITMENTS
  56,693   81,723   38,450  107,120   85,551  202,263  205,724   12,584    9,123

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:     -7,891)
   2,489    7,251     -764   -9,461  -14,556   -7,736   -8,069     -155      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     38.0     17.9     49.9     39.8     94.1     95.8      5.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      442)
     131      129      107      147      115      331      315                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 06/20/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       46,708
COMMITMENTS
  28,313   22,693    1,604    8,626   19,923   38,543   44,220    8,165    2,488

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:    -38,279)
 -23,588   -1,183     -981   -9,716  -32,354  -34,285  -34,518   -3,994   -3,761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.6     48.6      3.4     18.5     42.7     82.5     94.7     17.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      69       37       13        9        8       86       51                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 06/20/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      571,391
COMMITMENTS
 154,829  170,187   10,750  376,052  369,821  541,631  550,758   29,760   20,633

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:    -86,437)
 -10,844   12,056   -3,282  -70,512  -83,631  -84,638  -74,857   -1,799  -11,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     29.8      1.9     65.8     64.7     94.8     96.4      5.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
      70       60       27      115      111      194      189                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 06/20/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      309,074
COMMITMENTS
  52,315   22,907    3,060  245,369  277,541  300,744  303,508    8,330    5,566

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:    -20,789)
    -236   13,425  -12,711   -5,057  -20,024  -18,004  -19,310   -2,785   -1,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9      7.4      1.0     79.4     89.8     97.3     98.2      2.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      33        9        7       70       53      104       68                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 06/20/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      973,076
COMMITMENTS
 301,118   76,474   14,544  634,331  873,071  949,993  964,089   23,083    8,987

CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST:   -167,862)
  -3,893  -25,534   -8,819 -131,809 -121,026 -144,521 -155,379  -23,341  -12,483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9      7.9      1.5     65.2     89.7     97.6     99.1      2.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      350)
     135       38       25      135       93      279      147                  



Updated June 23, 2017