COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      218,749
COMMITMENTS
  73,528   41,321   20,113  113,524  143,422  207,165  204,856   11,584   13,893

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:       -343)
  -4,264    2,116      157    4,095   -3,517      -12   -1,244     -331      901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     18.9      9.2     51.9     65.6     94.7     93.6      5.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      97       72       71       63       60      195      178                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       12,271
COMMITMENTS
   1,963    5,541      317    7,553    4,379    9,833   10,237    2,438    2,034

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:       -577)
     -22     -377     -102     -634      -99     -758     -578      181        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     45.2      2.6     61.6     35.7     80.1     83.4     19.9     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      19       15        8       22       11       42       34                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      229,231
COMMITMENTS
  53,226   81,602   32,698  127,496  105,387  213,420  219,687   15,811    9,544

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:    -18,182)
    -711    6,567   -7,684   -6,863  -12,968  -15,258  -14,085   -2,924   -4,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     35.6     14.3     55.6     46.0     93.1     95.8      6.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      76       92       54       59       45      170      166                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      815,068
COMMITMENTS
 179,189  232,991  114,475  457,367  390,528  751,031  737,994   64,037   77,074

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:     35,883)
   3,603   32,053    4,781   27,895   -5,455   36,279   31,379     -396    4,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     28.6     14.0     56.1     47.9     92.1     90.5      7.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      77       69       74       84       74      198      188                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      191,562
COMMITMENTS
  44,371   40,187   34,331  104,166  108,988  182,868  183,506    8,694    8,056

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:    -13,773)
  -2,259   -6,617   -2,791   -7,997   -4,521  -13,047  -13,929     -726      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     21.0     17.9     54.4     56.9     95.5     95.8      4.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      392)
     114      106      114      139      116      320      290                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       51,263
COMMITMENTS
  26,652   28,776    3,309   11,640   16,454   41,601   48,539    9,662    2,724

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:     -1,485)
    -680   -1,240       54     -870      -96   -1,496   -1,282       11     -203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.0     56.1      6.5     22.7     32.1     81.2     94.7     18.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      81       53       18        9        8      103       69                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      567,170
COMMITMENTS
 129,313  208,927   15,675  399,052  324,213  544,040  548,815   23,130   18,355

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:    -11,040)
 -26,369    3,616    2,768   13,525  -19,216  -10,076  -12,832     -964    1,792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     36.8      2.8     70.4     57.2     95.9     96.8      4.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      66       61       25      111      112      187      188                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      329,712
COMMITMENTS
  39,294   24,681   13,201  267,690  287,058  320,185  324,940    9,527    4,772

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:       -796)
  -2,219   -1,197     -125      908      728   -1,436     -594      640     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      7.5      4.0     81.2     87.1     97.1     98.6      2.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      34       12        8       79       53      114       72                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 08/15/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,120,739
COMMITMENTS
 304,593   84,329   38,574  750,739  985,724  1093906  1108627   26,833   12,112

CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST:     30,846)
  -7,466   10,806    2,911   36,461   15,353   31,906   29,070   -1,060    1,776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2      7.5      3.4     67.0     88.0     97.6     98.9      2.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
     126       43       32      147       91      288      151                  



Updated August 18, 2017