COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      298,718
COMMITMENTS
 115,105   11,827   55,102  109,548  217,676  279,754  284,604   18,964   14,113

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:     -4,850)
 -10,103   -1,380    1,964    2,636   -5,521   -5,503   -4,937      654       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.5      4.0     18.4     36.7     72.9     93.7     95.3      6.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
     157       61       98       68       73      267      200                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       14,222
COMMITMENTS
   1,969    3,358    2,201    7,670    6,834   11,840   12,393    2,381    1,829

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:        272)
    -170      803       47      363     -485      240      365       31      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8     23.6     15.5     53.9     48.1     83.3     87.1     16.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      19       25       16       29       17       55       51                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      327,645
COMMITMENTS
  58,250   82,677   69,624  181,243  162,014  309,117  314,315   18,528   13,330

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      1,963)
    -921      330      104    1,613    2,028      795    2,461    1,168     -498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.8     25.2     21.2     55.3     49.4     94.3     95.9      5.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      88       97       94       59       47      209      186                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      978,086
COMMITMENTS
 203,491  163,856  201,423  498,365  525,484  903,279  890,763   74,807   87,323

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:     22,331)
  -8,549    9,168    3,567   25,369    1,134   20,386   13,869    1,945    8,462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8     16.8     20.6     51.0     53.7     92.4     91.1      7.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      87       66       81       90       80      209      198                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      258,314
COMMITMENTS
  49,173   59,754   70,777  126,688  118,823  246,637  249,354   11,677    8,961

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      2,312)
     803    3,559      808    1,677   -1,514    3,289    2,853     -977     -542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0     23.1     27.4     49.0     46.0     95.5     96.5      4.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      466)
     151      139      159      147      130      377      363                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       85,038
COMMITMENTS
  51,405   23,761    3,291   18,201   51,910   72,897   78,963   12,141    6,076

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:       -296)
  -3,430      199      456     -294   -3,885   -3,268   -3,230    2,972    2,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.4     27.9      3.9     21.4     61.0     85.7     92.9     14.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      86       47       20       14        8      112       66                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      573,598
COMMITMENTS
 120,520  193,430   13,298  410,441  341,881  544,259  548,608   29,339   24,990

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:      4,114)
  -4,400   -3,859    1,398    6,375    5,958    3,373    3,497      741      618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0     33.7      2.3     71.6     59.6     94.9     95.6      5.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      72       59       24      120      118      203      190                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      309,661
COMMITMENTS
  55,936    8,329    2,522  242,171  293,302  300,629  304,153    9,032    5,508

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:     11,471)
    -437    1,375       79   11,374    9,002   11,016   10,456      455    1,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1      2.7      0.8     78.2     94.7     97.1     98.2      2.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      39        8        7       74       56      113       71                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      972,582
COMMITMENTS
 288,372  101,506   12,255  646,362  850,862  946,989  964,623   25,593    7,959

CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST:     22,154)
   4,388    4,201        1   19,845   13,783   24,234   17,985   -2,080    4,169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.7     10.4      1.3     66.5     87.5     97.4     99.2      2.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
     133       42       26      142       93      287      149                  



Updated June 2, 2017