COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      258,028
COMMITMENTS
  73,138   37,633   50,785  121,361  153,927  245,283  242,345   12,744   15,683

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      5,304)
  -1,945    1,763    1,289    7,277    4,278    6,621    7,331   -1,317   -2,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.3     14.6     19.7     47.0     59.7     95.1     93.9      4.9      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
     109       83       79       73       66      223      192                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       13,111
COMMITMENTS
   1,224    4,291    2,001    8,075    4,960   11,299   11,252    1,812    1,860

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        322)
      35      161       87      251       35      372      283      -51       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3     32.7     15.3     61.6     37.8     86.2     85.8     13.8     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      17       24       15       26       15       50       47                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      306,350
COMMITMENTS
  55,827   95,947   67,128  158,596  127,995  281,552  291,071   24,798   15,279

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     12,267)
   2,194    5,898    2,697    3,861    2,850    8,752   11,444    3,516      823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2     31.3     21.9     51.8     41.8     91.9     95.0      8.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      91       90       89       60       43      200      186                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      918,156
COMMITMENTS
 163,930  226,007  194,233  489,543  419,877  847,706  840,116   70,451   78,040

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:    -13,438)
 -24,002  -11,842      158   10,920   -3,428  -12,924  -15,112     -514    1,674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.9     24.6     21.2     53.3     45.7     92.3     91.5      7.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      78       65       81       94       77      210      192                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      271,284
COMMITMENTS
  47,419   79,557   80,281  133,222  102,972  260,922  262,810   10,362    8,474

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        490)
  -5,214   -4,223    3,917    3,567    1,478    2,270    1,171   -1,780     -681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5     29.3     29.6     49.1     38.0     96.2     96.9      3.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      491)
     149      154      161      156      127      390      374                  
 
 
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S.                    Code-083736
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       11,628
COMMITMENTS
     758    2,819    3,057    7,810    5,750   11,625   11,626        3        2

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:        384)
     -14      319       94      307      -28      386      384       -2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5     24.2     26.3     67.2     49.4    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 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       53,219
COMMITMENTS
  29,604   27,301    2,706   13,290   20,249   45,600   50,255    7,619    2,963

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      2,399)
    -437    3,048     -287    3,623      -95    2,899    2,665     -500     -266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.6     51.3      5.1     25.0     38.0     85.7     94.4     14.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      71       52       16       10        8       89       70                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      571,600
COMMITMENTS
 149,166  186,599   12,612  381,410  351,613  543,188  550,824   28,412   20,777

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,210)
  -8,766   10,766    1,730    8,298  -12,973    1,262     -476   -2,472     -733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.1     32.6      2.2     66.7     61.5     95.0     96.4      5.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
      67       60       26      116      111      193      187                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      319,564
COMMITMENTS
  37,615   27,244   14,037  259,542  272,852  311,194  314,133    8,370    5,431

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:      9,645)
  -2,253    2,252    2,776    7,667    3,644    8,190    8,672    1,455      973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8      8.5      4.4     81.2     85.4     97.4     98.3      2.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      35       10       10       73       53      110       71                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,032,098
COMMITMENTS
 288,486   83,225   30,465  688,703  912,569  1007654  1026259   24,444    5,839

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     31,186)
   8,554    3,602    1,347   20,343   29,036   30,244   33,985      942   -2,799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.0      8.1      3.0     66.7     88.4     97.6     99.4      2.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      359)
     133       47       25      140       94      284      155                  



Updated July 14, 2017