COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      274,603
COMMITMENTS
 131,206   26,384   20,360  106,955  217,891  258,521  264,635   16,082    9,968

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      9,515)
   7,438      146    2,377    2,248    7,261   12,063    9,784   -2,548     -269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.8      9.6      7.4     38.9     79.3     94.1     96.4      5.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
     150       64       76       51       72      244      180                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:        9,473
COMMITMENTS
   1,412    3,263      330    5,953    4,871    7,695    8,464    1,778    1,009

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        312)
    -433    1,050       47      904     -567      518      530     -206     -218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     34.4      3.5     62.8     51.4     81.2     89.3     18.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      15       19       10       25       11       46       34                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      264,746
COMMITMENTS
  79,788   87,855   31,807  131,958  134,553  243,553  254,215   21,193   10,531

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      8,303)
   4,794    6,462      950    2,131      827    7,875    8,239      428       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     33.2     12.0     49.8     50.8     92.0     96.0      8.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
     111       90       66       65       44      220      167                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      756,189
COMMITMENTS
 164,833  202,395  101,828  428,834  388,558  695,495  692,781   60,694   63,408

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:    -30,838)
  -6,145  -24,028   -9,396  -12,434    7,426  -27,975  -25,998   -2,863   -4,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     26.8     13.5     56.7     51.4     92.0     91.6      8.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      68       59       75       80       78      189      181                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      220,632
COMMITMENTS
  49,417   96,683   39,810  117,074   76,444  206,301  212,937   14,331    7,695

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      1,944)
   1,499    1,741   -5,966    6,638    5,674    2,171    1,449     -227      495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     43.8     18.0     53.1     34.6     93.5     96.5      6.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      470)
     154      137      106      145      100      362      300                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       44,142
COMMITMENTS
  28,751   26,293    1,390    6,954   14,122   37,095   41,805    7,047    2,337

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      3,198)
   2,396    3,806     -243    1,533     -392    3,686    3,171     -488       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.1     59.6      3.1     15.8     32.0     84.0     94.7     16.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      77       48       10       10        6       91       60                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:       23,850
COMMITMENTS
   1,977    4,667       60   14,897   13,599   16,934   18,326    6,916    5,524

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:        461)
       0     -521       -9      861      973      852      443     -391       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     19.6      0.3     62.5     57.0     71.0     76.8     29.0     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        9        2       14       12       21       21                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      293,942
COMMITMENTS
  70,029   10,280    2,069  212,375  276,168  284,473  288,517    9,469    5,425

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:      6,907)
  -5,701    2,817       16   12,740    3,731    7,055    6,564     -148      343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8      3.5      0.7     72.3     94.0     96.8     98.2      3.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      34       12        7       75       60      110       78                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 12/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      972,718
COMMITMENTS
 270,063  128,938   17,579  658,980  817,401  946,622  963,918   26,096    8,800

CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST:     -6,846)
  -3,506    7,190     -353   -1,477  -12,474   -5,336   -5,637   -1,510   -1,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     13.3      1.8     67.7     84.0     97.3     99.1      2.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     136       50       29      155       90      305      155                  



Updated December 29, 2017