COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      318,736
COMMITMENTS
 143,541   11,223   55,391  100,241  240,159  299,173  306,773   19,563   11,963

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     10,792)
   6,335   -1,901    2,536    2,514   10,364   11,384   10,999     -592     -207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.0      3.5     17.4     31.4     75.3     93.9     96.2      6.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
     173       47       91       67       76      276      184                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       13,482
COMMITMENTS
   3,758    1,054    2,266    5,856    8,347   11,880   11,667    1,602    1,815

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:       -111)
     399     -239      143     -475     -158       67     -254     -179      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.9      7.8     16.8     43.4     61.9     88.1     86.5     11.9     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      28       13       19       24       17       58       45                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      340,735
COMMITMENTS
  66,321   95,485   74,968  177,918  158,429  319,207  328,882   21,529   11,853

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     14,412)
     156    2,280    8,039    5,793    4,345   13,989   14,665      423     -253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5     28.0     22.0     52.2     46.5     93.7     96.5      6.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      97       94       79       60       44      199      186                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      915,638
COMMITMENTS
 204,366   47,708  207,443  427,450  591,443  839,259  846,593   76,379   69,045

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:      3,617)
 -10,140   10,327    4,924    9,664  -21,507    4,448   -6,255     -832    9,872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3      5.2     22.7     46.7     64.6     91.7     92.5      8.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      75       50       82       86       78      205      172                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      205,724
COMMITMENTS
  55,041   31,630   43,118   97,242  123,188  195,400  197,935   10,323    7,788

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:      1,102)
     132    4,320   -1,562    2,260   -1,049      830    1,710      273     -607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.8     15.4     21.0     47.3     59.9     95.0     96.2      5.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      426)
     148      108      127      144      123      356      303                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       83,738
COMMITMENTS
  57,575    6,561    2,053   13,573   72,045   73,201   80,659   10,537    3,078

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:      8,275)
   4,989   -1,220   -1,258    3,380   10,629    7,111    8,151    1,164      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    68.8      7.8      2.5     16.2     86.0     87.4     96.3     12.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
     107       22       16       14        8      128       40                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      611,213
COMMITMENTS
 147,931  158,248   25,230  406,268  406,073  579,430  589,551   31,784   21,662

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -5,422)
  -5,454   26,307    3,165   -6,164  -34,374   -8,453   -4,902    3,031     -521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     25.9      4.1     66.5     66.4     94.8     96.5      5.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
      77       69       28      138      116      229      199                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      291,868
COMMITMENTS
  55,383   14,375    2,369  224,515  271,512  282,267  288,256    9,601    3,612

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:      9,074)
     444      343      323    7,728    8,962    8,495    9,628      579     -554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0      4.9      0.8     76.9     93.0     96.7     98.8      3.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      30       10        6       70       57      100       73                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      902,024
COMMITMENTS
 259,229   72,161   13,960  599,947  802,524  873,136  888,645   28,888   13,379

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:        185)
  -1,458    2,730    2,777   -6,672   -9,864   -5,353   -4,357    5,538    4,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.7      8.0      1.5     66.5     89.0     96.8     98.5      3.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
     115       36       29      134       85      261      139                  



Updated March 10, 2017