COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, January 09, 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  :   285,954:   135,609     27,426     26,765    106,593    219,848    268,967    274,039:    16,987     11,915
Old  :   248,822:   130,730     32,350     20,527     82,068    185,545    233,325    238,422:    15,497     10,400
Other:    37,132:    10,924      1,121        193     24,525     34,303     35,642     35,617:     1,490      1,515
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :     2,953:     3,044      1,415      2,789     -2,160     -1,122      3,673      3,082:      -720       -129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.4        9.6        9.4       37.3       76.9       94.1       95.8:       5.9        4.2
Old  :     100.0:      52.5       13.0        8.2       33.0       74.6       93.8       95.8:       6.2        4.2
Other:     100.0:      29.4        3.0        0.5       66.0       92.4       96.0       95.9:       4.0        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       310:       158         56         76         52         69        248        174:
Old  :       304:       155         55         68         47         68        233        170:
Other:       118:        37         15          8         32         40         73         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  :                 15.2       35.5       22.7       46.8       13.8       31.3       20.3       42.4
Old  :                 14.4       40.2       21.7       47.8       13.7       39.6       21.1       47.0
Other:                 44.0       49.2       60.3       66.6       42.2       48.8       58.5       66.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, January 09, 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  :    10,852:     1,429      4,428        398      6,953      4,465      8,780      9,291:     2,072      1,561
Old  :    10,852:     1,429      4,428        398      6,953      4,465      8,780      9,291:     2,072      1,561
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :       568:       247        271         11        246       -118        504        164:        64        404
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       40.8        3.7       64.1       41.1       80.9       85.6:      19.1       14.4
Old  :     100.0:      13.2       40.8        3.7       64.1       41.1       80.9       85.6:      19.1       14.4
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  :        63:        17         20         12         21         11         45         36:
Old  :        63:        17         20         12         21         11         45         36:
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  :                 26.7       43.6       44.5       62.1       26.5       43.6       39.4       61.2
Old  :                 26.7       43.6       44.5       62.1       26.5       43.6       39.4       61.2
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 09, 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  :   277,776:    80,438     80,830     40,363    135,296    145,976    256,097    267,169:    21,679     10,607
Old  :   238,744:    79,982     82,438     34,089    103,974    112,399    218,045    228,926:    20,699      9,818
Other:    39,032:     4,719      2,655      2,011     31,322     33,577     38,052     38,243:       980        789
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :     6,058:      -953     -2,988      2,651      3,257      5,482      4,955      5,145:     1,103        913
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       29.1       14.5       48.7       52.6       92.2       96.2:       7.8        3.8
Old  :     100.0:      33.5       34.5       14.3       43.6       47.1       91.3       95.9:       8.7        4.1
Other:     100.0:      12.1        6.8        5.2       80.2       86.0       97.5       98.0:       2.5        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:       118         73         66         64         49        217        166:
Old  :       277:       121         72         66         63         47        215        164:
Other:        64:        16         10          3         31         22         50         32:
     :----------------------------------------------------------------------------------------------------
     :             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       24.9       27.1       40.6       14.1       19.3       23.4       33.9
Old  :                 14.4       22.8       25.1       38.7       13.3       20.0       22.2       32.2
Other:                 57.2       63.1       76.3       80.5       51.1       51.0       62.9       64.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, January 09, 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  :   769,647:   186,461    171,315     94,454    422,752    437,070    703,667    702,839:    65,980     66,808
Old  :   769,647:   186,461    171,315     94,454    422,752    437,070    703,667    702,839:    65,980     66,808
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :    12,443:    13,941     -9,403     -6,273      5,898     22,988     13,566      7,312:    -1,123      5,131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       22.3       12.3       54.9       56.8       91.4       91.3:       8.6        8.7
Old  :     100.0:      24.2       22.3       12.3       54.9       56.8       91.4       91.3:       8.6        8.7
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  :       235:        66         61         78         80         81        190        185:
Old  :       235:        66         61         78         80         81        190        185:
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  :                 12.4       22.1       22.3       33.6       11.9       18.7       19.8       27.1
Old  :                 12.4       22.1       22.3       33.6       11.9       18.7       19.8       27.1
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 09, 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  :   218,448:    49,817     82,803     45,498    109,779     82,012    205,094    210,313:    13,354      8,135
Old  :   204,283:    49,172     82,874     41,906    100,844     71,776    191,922    196,556:    12,361      7,727
Other:    14,165:     3,005      2,289      1,232      8,935     10,236     13,172     13,757:       993        408
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :     1,882:       -66     -4,611      4,372     -2,526      1,545      1,780      1,306:       102        576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       37.9       20.8       50.3       37.5       93.9       96.3:       6.1        3.7
Old  :     100.0:      24.1       40.6       20.5       49.4       35.1       93.9       96.2:       6.1        3.8
Other:     100.0:      21.2       16.2        8.7       63.1       72.3       93.0       97.1:       7.0        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       437:       137        127        105        137        107        333        298:
Old  :       433:       136        133         95        131         98        322        281:
Other:       137:        24         20         14         70         47        101         77:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.5       13.8       22.8       22.6       10.3       11.7       16.5       19.0
Old  :                 13.6       13.9       23.4       23.0       10.8       12.7       16.7       20.5
Other:                 23.2       38.6       34.8       55.1       21.5       36.1       31.9       50.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, January 09, 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  :    51,377:    33,449     32,623      1,910      8,404     13,790     43,763     48,323:     7,614      3,054
Old  :    51,377:    33,449     32,623      1,910      8,404     13,790     43,763     48,323:     7,614      3,054
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :    -1,261:      -755        578       -304       -203     -1,121     -1,262       -847:         1       -414
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.1       63.5        3.7       16.4       26.8       85.2       94.1:      14.8        5.9
Old  :     100.0:      65.1       63.5        3.7       16.4       26.8       85.2       94.1:      14.8        5.9
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  :       147:        83         50         10          9          9         96         65:
Old  :       147:        83         50         10          9          9         96         65:
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  :                 38.3       52.1       53.3       65.0       36.9       51.9       50.3       63.8
Old  :                 38.3       52.1       53.3       65.0       36.9       51.9       50.3       63.8
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 09, 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  :    23,310:     2,026      2,665        104     15,055     15,111     17,185     17,880:     6,125      5,430
Old  :    23,310:     2,026      2,665        104     15,055     15,111     17,185     17,880:     6,125      5,430
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :       112:       407       -641         38        189        784        634        181:      -522        -69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       11.4        0.4       64.6       64.8       73.7       76.7:      26.3       23.3
Old  :     100.0:       8.7       11.4        0.4       64.6       64.8       73.7       76.7:      26.3       23.3
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  :        38:         6          7          2         15         14         23         21:
Old  :        38:         6          7          2         15         14         23         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  :                 41.0       47.4       56.6       58.8       41.0       47.2       54.8       58.6
Old  :                 41.0       47.4       56.6       58.8       41.0       47.2       54.8       58.6
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 09, 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  :   296,760:    58,295     11,007      2,070    227,722    278,846    288,087    291,923:     8,673      4,837
Old  :   296,760:    58,295     11,007      2,070    227,722    278,846    288,087    291,923:     8,673      4,837
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :     6,915:   -14,405      3,137         73     21,417      4,115      7,085      7,325:      -170       -410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        3.7        0.7       76.7       94.0       97.1       98.4:       2.9        1.6
Old  :     100.0:      19.6        3.7        0.7       76.7       94.0       97.1       98.4:       2.9        1.6
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  :       156:        35         12          7         79         57        115         75:
Old  :       156:        35         12          7         79         57        115         75:
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  :                 30.4       49.9       42.6       66.8       28.6       49.1       40.7       65.8
Old  :                 30.4       49.9       42.6       66.8       28.6       49.1       40.7       65.8
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 09, 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  : 1,027,768:   299,443    133,310     18,357    682,406    866,732  1,000,206  1,018,399:    27,562      9,369
Old  : 1,027,768:   299,443    133,310     18,357    682,406    866,732  1,000,206  1,018,399:    27,562      9,369
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :    32,200:    16,950      7,276        686     13,581     23,649     31,217     31,611:       983        589
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       13.0        1.8       66.4       84.3       97.3       99.1:       2.7        0.9
Old  :     100.0:      29.1       13.0        1.8       66.4       84.3       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  :       385:       142         47         32        155         85        308        153:
Old  :       385:       142         47         32        155         85        308        153:
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  :                 17.0       42.9       27.4       63.4       16.2       42.9       26.4       63.3
Old  :                 17.0       42.9       27.4       63.4       16.2       42.9       26.4       63.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 12, 2018