COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      303,567
COMMITMENTS
 125,208   13,207   53,138  106,912  223,197  285,257  289,542   18,310   14,026

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:    -16,827)
 -11,706   -3,093   -7,171    2,527   -4,584  -16,350  -14,847     -477   -1,980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.2      4.4     17.5     35.2     73.5     94.0     95.4      6.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
     164       58       97       70       77      274      200                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       13,950
COMMITMENTS
   2,139    2,555    2,154    7,307    7,319   11,600   12,028    2,350    1,922

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        935)
    -315      725      232      812     -275      729      683      205      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     18.3     15.4     52.4     52.5     83.2     86.2     16.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      19       21       16       28       15       54       46                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      325,682
COMMITMENTS
  59,171   82,347   69,520  179,631  159,987  308,322  311,854   17,360   13,828

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -7,762)
  -3,143   -9,744   -6,081    2,788    7,320   -6,436   -8,504   -1,326      743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2     25.3     21.3     55.2     49.1     94.7     95.8      5.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      90       86       91       61       49      204      185                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      955,755
COMMITMENTS
 212,040  154,688  197,856  472,996  524,350  882,893  876,895   72,862   78,860

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     13,431)
   3,250  -19,198   -2,026   12,132   34,160   13,356   12,936       75      495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2     16.2     20.7     49.5     54.9     92.4     91.7      7.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      88       56       84       90       80      210      193                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      256,003
COMMITMENTS
  48,370   56,195   69,968  125,011  120,338  243,349  246,501   12,654    9,502

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      7,375)
     735    3,522    2,470    2,925    1,570    6,130    7,563    1,245     -187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9     22.0     27.3     48.8     47.0     95.1     96.3      4.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      448)
     150      126      151      143      130      362      350                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       85,334
COMMITMENTS
  54,835   23,562    2,835   18,495   55,796   76,165   82,193    9,169    3,142

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      7,111)
   3,334    6,296      353    3,082      -17    6,770    6,632      341      479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.3     27.6      3.3     21.7     65.4     89.3     96.3     10.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      82       41       20       15        9      106       64                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      569,484
COMMITMENTS
 124,920  197,289   11,900  404,066  335,922  540,886  545,111   28,598   24,372

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -5,832)
 -14,595   13,978   -2,006   13,963  -18,434   -2,639   -6,462   -3,194      629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9     34.6      2.1     71.0     59.0     95.0     95.7      5.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
      73       64       26      122      117      208      194                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      298,190
COMMITMENTS
  56,373    6,954    2,443  230,797  284,300  289,613  293,697    8,577    4,493

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      1,134)
   1,496   -1,454     -139     -414    3,117      943    1,524      191     -390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9      2.3      0.8     77.4     95.3     97.1     98.5      2.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      40        7        7       72       55      112       69                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      950,428
COMMITMENTS
 283,984   97,305   12,254  626,517  837,079  922,755  946,638   27,673    3,790

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:     -7,500)
  -5,982   -7,695     -326   -1,291    3,751   -7,599   -4,270       99   -3,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.9     10.2      1.3     65.9     88.1     97.1     99.6      2.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
     131       43       26      135       92      278      149                  



Updated May 26, 2017