COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, January 02, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   283,001:   132,565     26,011     23,976    108,753    220,970    265,294    270,957:    17,707     12,044
Old  :   248,952:   128,119     30,109     18,767     85,693    189,329    232,579    238,205:    16,373     10,747
Other:    34,049:     9,513        969        142     23,060     31,641     32,715     32,752:     1,334      1,297
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :     8,398:     1,359       -373      3,616      1,798      3,079      6,773      6,322:     1,625      2,076
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.8        9.2        8.5       38.4       78.1       93.7       95.7:       6.3        4.3
Old  :     100.0:      51.5       12.1        7.5       34.4       76.1       93.4       95.7:       6.6        4.3
Other:     100.0:      27.9        2.8        0.4       67.7       92.9       96.1       96.2:       3.9        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       311:       155         61         79         52         70        247        180:
Old  :       306:       151         62         69         45         68        229        175:
Other:       116:        38         13          7         31         42         71         62:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.0       35.8       23.2       47.1       13.8       30.9       20.4       42.0
Old  :                 15.3       40.5       23.0       48.2       14.0       39.0       21.6       46.6
Other:                 47.4       51.3       62.4       73.2       47.1       50.9       61.9       72.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, January 02, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    10,284:     1,182      4,157        387      6,707      4,583      8,276      9,127:     2,008      1,157
Old  :    10,284:     1,182      4,157        387      6,707      4,583      8,276      9,127:     2,008      1,157
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :       811:      -230        894         57        754       -288        581        663:       230        148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       40.4        3.8       65.2       44.6       80.5       88.7:      19.5       11.3
Old  :     100.0:      11.5       40.4        3.8       65.2       44.6       80.5       88.7:      19.5       11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        15         19         11         25         11         47         34:
Old  :        62:        15         19         11         25         11         47         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       43.7       45.0       64.8       25.2       43.5       39.3       62.9
Old  :                 28.2       43.7       45.0       64.8       25.2       43.5       39.3       62.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, January 02, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   271,718:    81,391     83,818     37,712    132,039    140,494    251,142    262,024:    20,576      9,694
Old  :   236,200:    81,202     84,747     32,944    102,336    109,293    216,482    226,984:    19,718      9,216
Other:    35,518:     3,573      2,455      1,384     29,703     31,201     34,660     35,040:       858        478
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :     6,972:     1,603     -4,037      5,905         81      5,941      7,589      7,809:      -617       -837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       30.8       13.9       48.6       51.7       92.4       96.4:       7.6        3.6
Old  :     100.0:      34.4       35.9       13.9       43.3       46.3       91.7       96.1:       8.3        3.9
Other:     100.0:      10.1        6.9        3.9       83.6       87.8       97.6       98.7:       2.4        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:       113         80         69         67         46        222        165:
Old  :       277:       117         78         69         67         44        221        163:
Other:        65:        14         12          2         32         21         48         33:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.7       25.1       28.4       40.4       14.6       19.9       24.3       34.2
Old  :                 15.0       23.9       25.7       38.3       13.7       21.4       22.7       32.5
Other:                 62.2       65.1       78.6       81.0       55.4       54.0       64.8       65.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, January 02, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   757,204:   172,520    180,718    100,727    416,854    414,082    690,101    695,527:    67,103     61,677
Old  :   757,204:   172,520    180,718    100,727    416,854    414,082    690,101    695,527:    67,103     61,677
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :     1,015:     7,687    -21,677     -1,101    -11,980     25,524     -5,394      2,746:     6,409     -1,731
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       23.9       13.3       55.1       54.7       91.1       91.9:       8.9        8.1
Old  :     100.0:      22.8       23.9       13.3       55.1       54.7       91.1       91.9:       8.9        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:        74         56         79         79         80        194        184:
Old  :       238:        74         56         79         79         80        194        184:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.5       21.6       21.9       34.1       12.0       18.2       20.0       26.4
Old  :                 12.5       21.6       21.9       34.1       12.0       18.2       20.0       26.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders - Futures Only, January 02, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   216,566:    49,883     87,414     41,126    112,305     80,467    203,314    209,007:    13,252      7,559
Old  :   204,066:    49,654     87,517     38,379    103,764     71,073    191,797    196,969:    12,269      7,097
Other:    12,500:     1,796      1,464      1,180      8,541      9,394     11,517     12,038:       983        462
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :    -4,066:       466     -9,269      1,316     -4,769      4,023     -2,987     -3,930:    -1,079       -136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       40.4       19.0       51.9       37.2       93.9       96.5:       6.1        3.5
Old  :     100.0:      24.3       42.9       18.8       50.8       34.8       94.0       96.5:       6.0        3.5
Other:     100.0:      14.4       11.7        9.4       68.3       75.2       92.1       96.3:       7.9        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       455:       152        120        113        143        108        359        299:
Old  :       452:       156        121        102        138        100        349        283:
Other:       132:        17         25          9         70         46         95         73:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.6       13.4       22.3       23.7       11.3       12.5       17.3       20.6
Old  :                 13.6       13.8       22.7       24.1       11.3       13.4       17.6       22.1
Other:                 23.8       36.7       35.5       53.4       21.1       32.8       31.1       45.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, January 02, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    52,638:    34,204     32,045      2,214      8,607     14,911     45,025     49,170:     7,613      3,468
Old  :    52,638:    34,204     32,045      2,214      8,607     14,911     45,025     49,170:     7,613      3,468
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :     8,496:     5,453      5,752        824      1,653        789      7,930      7,365:       566      1,131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.0       60.9        4.2       16.4       28.3       85.5       93.4:      14.5        6.6
Old  :     100.0:      65.0       60.9        4.2       16.4       28.3       85.5       93.4:      14.5        6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        76         53         14          9          8         90         70:
Old  :       143:        76         53         14          9          8         90         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       50.3       53.8       62.4       37.7       50.1       50.9       61.7
Old  :                 39.0       50.3       53.8       62.4       37.7       50.1       50.9       61.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders - Futures Only, January 02, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $50)                                                 :
     :          :                                                                            :
All  :    23,198:     1,619      3,306         66     14,866     14,327     16,551     17,699:     6,647      5,499
Old  :    23,198:     1,619      3,306         66     14,866     14,327     16,551     17,699:     6,647      5,499
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :      -652:      -358     -1,361          6        -31        728       -383       -627:      -269        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0       14.3        0.3       64.1       61.8       71.3       76.3:      28.7       23.7
Old  :     100.0:       7.0       14.3        0.3       64.1       61.8       71.3       76.3:      28.7       23.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         4          9          2         14         12         20         21:
Old  :        36:         4          9          2         14         12         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.4       47.2       56.1       59.4       40.4       47.2       53.8       59.4
Old  :                 40.4       47.2       56.1       59.4       40.4       47.2       53.8       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders - Futures Only, January 02, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :   289,845:    72,700      7,870      1,997    206,305    274,731    281,002    284,598:     8,843      5,247
Old  :   289,845:    72,700      7,870      1,997    206,305    274,731    281,002    284,598:     8,843      5,247
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :    -4,097:     2,671     -2,410        -72     -6,070     -1,437     -3,471     -3,919:      -626       -178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        2.7        0.7       71.2       94.8       96.9       98.2:       3.1        1.8
Old  :     100.0:      25.1        2.7        0.7       71.2       94.8       96.9       98.2:       3.1        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        36         10          7         78         57        115         73:
Old  :       153:        36         10          7         78         57        115         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       52.8       43.3       69.3       29.1       51.9       42.1       68.2
Old  :                 30.3       52.8       43.3       69.3       29.1       51.9       42.1       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                                                        Code-244042
Commitments of Traders - Futures Only, January 02, 2018                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI Emerging Markets Index x $50)                                        :
     :          :                                                                            :
All  :   995,568:   282,493    126,034     17,671    668,825    843,083    968,989    986,788:    26,579      8,780
Old  :   995,568:   282,493    126,034     17,671    668,825    843,083    968,989    986,788:    26,579      8,780
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 26, 2017                    :
     :    22,850:    12,430     -2,904         92      9,845     25,682     22,367     22,870:       483        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       12.7        1.8       67.2       84.7       97.3       99.1:       2.7        0.9
Old  :     100.0:      28.4       12.7        1.8       67.2       84.7       97.3       99.1:       2.7        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       387:       142         48         30        156         87        311        152:
Old  :       387:       142         48         30        156         87        311        152:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       42.9       28.4       64.1       16.6       42.9       27.8       63.9
Old  :                 17.2       42.9       28.4       64.1       16.6       42.9       27.8       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 5, 2018