COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      347,494
COMMITMENTS
 140,399   13,082   70,404  114,261  252,542  325,064  336,028   22,430   11,466

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:      8,573)
   4,031   -1,858     -981    4,173   11,019    7,223    8,180    1,350      393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.4      3.8     20.3     32.9     72.7     93.5     96.7      6.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
     170       56       98       71       77      283      196                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       16,443
COMMITMENTS
   3,644    1,421    3,312    7,565    9,867   14,521   14,600    1,921    1,843

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:       -195)
    -221      105       10       57     -276     -154     -161      -40      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2      8.6     20.1     46.0     60.0     88.3     88.8     11.7     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      28       15       19       25       18       59       46                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      288,418
COMMITMENTS
  54,101   72,654   62,272  152,465  140,686  268,838  275,612   19,580   12,806

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:    -46,501)
     688    2,938  -27,836  -21,456  -22,854  -48,603  -47,752    2,102    1,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.8     25.2     21.6     52.9     48.8     93.2     95.6      6.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      77       87       78       59       47      189      168                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:    1,100,823
COMMITMENTS
 231,321   17,619  281,755  488,013  753,403  1001088  1052776   99,734   48,046

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:     28,878)
  12,163   -1,799    3,891    5,123   27,878   21,176   29,970    7,702   -1,092

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0      1.6     25.6     44.3     68.4     90.9     95.6      9.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
     103       29       97       97       92      232      192                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      215,740
COMMITMENTS
  49,124   20,150   52,164  103,353  135,585  204,642  207,900   11,098    7,840

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:     -1,075)
  -2,783    2,790   -2,868    3,792   -1,558   -1,859   -1,637      785      562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8      9.3     24.2     47.9     62.8     94.9     96.4      5.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
     137       98      147      140      126      358      307                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       74,468
COMMITMENTS
  54,443    7,767    2,943    7,313   60,649   64,698   71,359    9,770    3,109

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:     -1,625)
    -398     -622      220      336   -1,584      157   -1,986   -1,782      362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    73.1     10.4      4.0      9.8     81.4     86.9     95.8     13.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
     118       19       16       11        8      133       39                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      628,383
COMMITMENTS
 169,078  117,972   15,058  416,015  474,961  600,151  607,990   28,232   20,393

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:     -4,488)
  -6,194   -2,854      889    1,955   -1,577   -3,349   -3,541   -1,139     -946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9     18.8      2.4     66.2     75.6     95.5     96.8      4.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
      76       68       27      124      116      216      195                  
 
 
RUSSELL 1000 VALUE INDEX MINI - ICE FUTURES U.S.                     Code-23977C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 1000 INDEX X $50)                           OPEN INTEREST:       19,215
COMMITMENTS
   4,661      210        0   13,095   18,961   17,756   19,171    1,459       44

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3      1.1      0.0     68.1     98.7     92.4     99.8      7.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        1        0        6        8       11        9                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      262,788
COMMITMENTS
  52,816   13,617    2,145  199,078  242,726  254,039  258,488    8,749    4,300

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:     10,080)
     455   -1,897     -374   10,443   12,274   10,524   10,003     -444       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.1      5.2      0.8     75.8     92.4     96.7     98.4      3.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      26        9        4       63       53       89       66                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      856,461
COMMITMENTS
 249,093   67,965   12,949  571,493  767,449  833,535  848,363   22,926    8,098

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:     -5,148)
     200   -5,233      -68     -375    2,439     -243   -2,862   -4,905   -2,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.1      7.9      1.5     66.7     89.6     97.3     99.1      2.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
     107       38       23      132       84      249      135                  



Updated February 10, 2017