COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, January 16, 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  :   303,537:   141,950     26,001     29,774    114,440    237,336    286,164    293,111:    17,373     10,426
Old  :   262,071:   135,953     31,279     23,275     87,139    198,844    246,367    253,398:    15,704      8,673
Other:    41,466:    12,303      1,028        193     27,301     38,492     39,797     39,713:     1,669      1,753
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :    17,583:     6,341     -1,425      3,009      7,847     17,488     17,197     19,072:       386     -1,489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.8        8.6        9.8       37.7       78.2       94.3       96.6:       5.7        3.4
Old  :     100.0:      51.9       11.9        8.9       33.3       75.9       94.0       96.7:       6.0        3.3
Other:     100.0:      29.7        2.5        0.5       65.8       92.8       96.0       95.8:       4.0        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       321:       157         59         89         51         73        255        190:
Old  :       316:       153         62         77         45         73        235        187:
Other:       127:        47         13          7         29         45         80         64:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.7       35.5       22.1       46.5       13.4       31.4       19.4       42.0
Old  :                 13.5       40.3       20.5       47.8       12.9       39.7       19.6       47.1
Other:                 42.8       44.6       61.9       61.9       40.9       44.3       59.9       61.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, January 16, 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  :    11,155:     1,489      4,878        375      7,400      4,347      9,264      9,600:     1,891      1,555
Old  :    11,155:     1,489      4,878        375      7,400      4,347      9,264      9,600:     1,891      1,555
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :       303:        60        450        -23        447       -118        484        309:      -181         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       43.7        3.4       66.3       39.0       83.0       86.1:      17.0       13.9
Old  :     100.0:      13.3       43.7        3.4       66.3       39.0       83.0       86.1:      17.0       13.9
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  :        62:        15         21         11         21         10         43         35:
Old  :        62:        15         21         11         21         10         43         35:
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  :                 28.5       45.3       46.7       62.4       28.1       45.3       42.1       61.1
Old  :                 28.5       45.3       46.7       62.4       28.1       45.3       42.1       61.1
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 16, 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  :   279,141:    82,736     81,869     42,019    134,662    145,483    259,417    269,371:    19,724      9,770
Old  :   237,939:    81,660     83,705     35,077    102,566    110,019    219,303    228,801:    18,636      9,138
Other:    41,202:     5,267      2,355      2,751     32,096     35,464     40,114     40,570:     1,088        632
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :     1,365:     2,298      1,039      1,656       -634       -493      3,320      2,202:    -1,955       -837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       29.3       15.1       48.2       52.1       92.9       96.5:       7.1        3.5
Old  :     100.0:      34.3       35.2       14.7       43.1       46.2       92.2       96.2:       7.8        3.8
Other:     100.0:      12.8        5.7        6.7       77.9       86.1       97.4       98.5:       2.6        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:       113         78         72         63         49        217        173:
Old  :       280:       116         79         71         62         47        215        171:
Other:        65:        13         13          4         33         21         49         36:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.3       23.9       27.2       39.7       14.6       18.8       23.6       33.0
Old  :                 13.8       22.1       24.6       37.9       13.0       19.9       21.6       31.7
Other:                 54.5       60.5       75.4       81.2       48.9       51.2       61.8       64.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, January 16, 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  :   823,655:   197,271    232,293     97,170    465,209    422,761    759,650    752,224:    64,005     71,431
Old  :   823,655:   197,271    232,293     97,170    465,209    422,761    759,650    752,224:    64,005     71,431
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :    54,008:    10,810     60,978      2,716     42,457    -14,309     55,983     49,385:    -1,975      4,623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       28.2       11.8       56.5       51.3       92.2       91.3:       7.8        8.7
Old  :     100.0:      24.0       28.2       11.8       56.5       51.3       92.2       91.3:       7.8        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  :       251:        62         80         76         84         84        189        204:
Old  :       251:        62         80         76         84         84        189        204:
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       20.5       21.7       31.6       11.7       16.8       19.9       25.1
Old  :                 12.4       20.5       21.7       31.6       11.7       16.8       19.9       25.1
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 16, 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  :   237,129:    51,840     93,698     46,512    123,481     88,738    221,833    228,948:    15,296      8,181
Old  :   222,241:    51,593     94,037     42,388    114,081     78,122    208,062    214,547:    14,179      7,694
Other:    14,888:     3,127      2,541      1,244      9,400     10,616     13,771     14,401:     1,117        487
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :    18,681:     2,023     10,895      1,014     13,702      6,726     16,739     18,635:     1,942         46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       39.5       19.6       52.1       37.4       93.5       96.5:       6.5        3.5
Old  :     100.0:      23.2       42.3       19.1       51.3       35.2       93.6       96.5:       6.4        3.5
Other:     100.0:      21.0       17.1        8.4       63.1       71.3       92.5       96.7:       7.5        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       442:       130        134        102        142        110        334        302:
Old  :       439:       128        141         94        139        100        326        287:
Other:       136:        22         19         11         72         48         99         75:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.8       14.0       22.4       23.2        9.6       11.3       15.3       18.6
Old  :                 13.0       14.8       23.0       23.6       10.2       12.3       15.9       20.0
Other:                 22.7       37.2       34.9       53.4       20.6       34.8       31.4       48.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, January 16, 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  :    51,436:    34,090     35,363      2,137      8,334     10,435     44,561     47,935:     6,875      3,501
Old  :    51,436:    34,090     35,363      2,137      8,334     10,435     44,561     47,935:     6,875      3,501
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :        59:       641      2,740        227        -70     -3,355        798       -388:      -739        447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.3       68.8        4.2       16.2       20.3       86.6       93.2:      13.4        6.8
Old  :     100.0:      66.3       68.8        4.2       16.2       20.3       86.6       93.2:      13.4        6.8
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  :       138:        73         53          9          8          8         85         66:
Old  :       138:        73         53          9          8          8         85         66:
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  :                 40.6       41.2       57.5       57.9       38.7       41.0       53.4       55.9
Old  :                 40.6       41.2       57.5       57.9       38.7       41.0       53.4       55.9
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 16, 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  :    23,175:     3,290      1,526         13     14,246     16,390     17,549     17,929:     5,626      5,246
Old  :    23,175:     3,290      1,526         13     14,246     16,390     17,549     17,929:     5,626      5,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :      -135:     1,264     -1,139        -91       -809      1,279        364         49:      -499       -184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        6.6        0.1       61.5       70.7       75.7       77.4:      24.3       22.6
Old  :     100.0:      14.2        6.6        0.1       61.5       70.7       75.7       77.4:      24.3       22.6
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  :        37:         9          4          1         13         14         23         18:
Old  :        37:         9          4          1         13         14         23         18:
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  :                 40.8       51.9       55.8       63.2       40.8       51.9       55.1       63.0
Old  :                 40.8       51.9       55.8       63.2       40.8       51.9       55.1       63.0
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 16, 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  :   290,519:    56,416     12,641      2,176    223,086    270,695    281,678    285,512:     8,841      5,007
Old  :   290,519:    56,416     12,641      2,176    223,086    270,695    281,678    285,512:     8,841      5,007
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :    -6,241:    -1,879      1,634        106     -4,636     -8,151     -6,409     -6,411:       168        170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4        4.4        0.7       76.8       93.2       97.0       98.3:       3.0        1.7
Old  :     100.0:      19.4        4.4        0.7       76.8       93.2       97.0       98.3:       3.0        1.7
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  :       155:        35         12          7         79         56        115         74:
Old  :       155:        35         12          7         79         56        115         74:
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  :                 31.3       51.3       43.8       67.3       29.5       50.4       41.9       66.3
Old  :                 31.3       51.3       43.8       67.3       29.5       50.4       41.9       66.3
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 16, 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  : 1,045,537:   296,906    126,931     17,006    695,079    892,341  1,008,991  1,036,278:    36,546      9,259
Old  : 1,045,537:   296,906    126,931     17,006    695,079    892,341  1,008,991  1,036,278:    36,546      9,259
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 9, 2018                      :
     :    17,769:    -2,537     -6,379     -1,351     12,673     25,609      8,785     17,879:     8,984       -110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       12.1        1.6       66.5       85.3       96.5       99.1:       3.5        0.9
Old  :     100.0:      28.4       12.1        1.6       66.5       85.3       96.5       99.1:       3.5        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  :       383:       142         46         26        152         88        304        150:
Old  :       383:       142         46         26        152         88        304        150:
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  :                 16.7       42.2       27.3       63.7       15.9       42.2       26.3       63.5
Old  :                 16.7       42.2       27.3       63.7       15.9       42.2       26.3       63.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 19, 2018