COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      246,035
COMMITMENTS
  75,973   31,705   47,022  110,306  151,505  233,302  230,232   12,733   15,802

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     -1,182)
  -9,355    5,680    4,543    4,796  -11,716      -15   -1,493   -1,167      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.9     12.9     19.1     44.8     61.6     94.8     93.6      5.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
     114       79       78       72       64      226      186                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       12,939
COMMITMENTS
   1,442    4,042    1,852    7,601    5,139   10,895   11,034    2,045    1,906

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:       -727)
     164      266      163     -658     -862     -331     -433     -396     -294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     31.2     14.3     58.7     39.7     84.2     85.3     15.8     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      21       17       15       24       14       48       43                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      294,111
COMMITMENTS
  54,214   90,193   61,337  155,404  126,968  270,956  278,498   23,155   15,614

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     22,895)
     842   15,325    9,490   10,311   -2,875   20,643   21,940    2,251      954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4     30.7     20.9     52.8     43.2     92.1     94.7      7.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      84       83       77       64       42      191      171                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      971,300
COMMITMENTS
 190,661  243,567  196,602  512,836  452,375  900,099  892,544   71,202   78,757

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     10,339)
   1,640   23,129    6,967    2,600  -19,036   11,207   11,060     -868     -721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6     25.1     20.2     52.8     46.6     92.7     91.9      7.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      84       70       86       91       78      215      201                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      267,306
COMMITMENTS
  49,986   83,913   76,897  127,958   97,863  254,842  258,674   12,465    8,632

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     12,726)
  -1,881    4,864    8,720    7,048       24   13,888   13,608   -1,162     -882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7     31.4     28.8     47.9     36.6     95.3     96.8      4.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      472)
     146      144      152      154      127      374      362                  
 
 
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S.                    Code-083736
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       11,351
COMMITMENTS
     714    2,539    3,045    7,586    5,765   11,345   11,349        5        2

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:        278)
       8       76      118      151       84      278      278        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3     22.4     26.8     66.8     50.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        7       11        8        6       20       17                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       48,246
COMMITMENTS
  27,916   22,511    3,183    9,214   19,719   40,312   45,413    7,933    2,833

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      1,349)
    -274     -187    1,423      483     -205    1,632    1,032     -283      317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.9     46.7      6.6     19.1     40.9     83.6     94.1     16.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      68       48       14        8        9       84       65                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      580,182
COMMITMENTS
 156,468  173,041   13,288  381,258  373,025  551,014  559,354   29,168   20,829

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      8,439)
   1,639    2,864    2,299    5,206    3,190    9,144    8,353     -705       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.0     29.8      2.3     65.7     64.3     95.0     96.4      5.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
      70       60       30      118      111      203      186                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      310,301
COMMITMENTS
  41,450   24,915   11,048  249,131  268,960  301,629  304,923    8,672    5,378

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:      1,227)
 -10,865    2,008    7,988    3,762   -8,581      885    1,415      342     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4      8.0      3.6     80.3     86.7     97.2     98.3      2.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      35        9        7       71       55      107       70                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      989,914
COMMITMENTS
 273,453   74,660   28,401  663,668  875,996  965,522  979,057   24,392   10,857

CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST:     16,838)
 -27,665   -1,814   13,857   29,337    2,925   15,529   14,968    1,309    1,870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.6      7.5      2.9     67.0     88.5     97.5     98.9      2.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
     130       40       24      135       93      275      147                  



Updated June 30, 2017