COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, February 27, 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  :   259,538:   107,239     15,419     27,960    107,377    206,115    242,576    249,494:    16,962     10,044
Old  :   187,303:    92,316     20,042     20,638     59,969    139,816    172,923    180,496:    14,380      6,807
Other:    72,235:    22,018      2,472        227     47,408     66,299     69,653     68,998:     2,582      3,237
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2018                    :
     :     7,686:     8,837     -2,628      1,284     -2,069      9,025      8,052      7,681:      -366          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.3        5.9       10.8       41.4       79.4       93.5       96.1:       6.5        3.9
Old  :     100.0:      49.3       10.7       11.0       32.0       74.6       92.3       96.4:       7.7        3.6
Other:     100.0:      30.5        3.4        0.3       65.6       91.8       96.4       95.5:       3.6        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:       151         41         77         51         75        229        172:
Old  :       274:       137         46         55         39         67        198        150:
Other:       147:        57         20          8         37         52         96         78:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       31.1       24.6       44.8       16.7       28.6       23.7       41.8
Old  :                 13.5       36.2       23.2       47.3       13.4       36.1       23.1       47.1
Other:                 34.0       38.7       49.3       55.7       31.1       38.3       46.1       54.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, February 27, 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  :    10,683:     1,697      2,937        181      7,692      6,158      9,570      9,276:     1,113      1,407
Old  :    10,683:     1,697      2,937        181      7,692      6,158      9,570      9,276:     1,113      1,407
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2018                    :
     :       -74:       177        333        -15        124       -288        286         30:      -360       -104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       27.5        1.7       72.0       57.6       89.6       86.8:      10.4       13.2
Old  :     100.0:      15.9       27.5        1.7       72.0       57.6       89.6       86.8:      10.4       13.2
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  :        54:        15         13          6         21          7         40         23:
Old  :        54:        15         13          6         21          7         40         23:
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  :                 42.0       53.7       60.1       74.0       41.9       52.1       58.9       71.8
Old  :                 42.0       53.7       60.1       74.0       41.9       52.1       58.9       71.8
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, February 27, 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  :   263,687:    83,522     53,126     40,812    123,988    160,920    248,322    254,858:    15,365      8,829
Old  :   212,290:    81,940     56,881     31,498     85,233    115,772    198,671    204,151:    13,619      8,139
Other:    51,397:     7,144      1,807      3,752     38,755     45,148     49,651     50,707:     1,746        690
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2018                    :
     :     3,984:     4,476        771        948     -1,253      1,843      4,171      3,562:      -187        422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       20.1       15.5       47.0       61.0       94.2       96.7:       5.8        3.3
Old  :     100.0:      38.6       26.8       14.8       40.1       54.5       93.6       96.2:       6.4        3.8
Other:     100.0:      13.9        3.5        7.3       75.4       87.8       96.6       98.7:       3.4        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:       100         61         68         60         50        199        145:
Old  :       236:       100         62         62         56         49        189        143:
Other:        85:        27         10          6         36         28         66         43:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       26.3       29.6       44.1       12.5       22.3       20.3       35.9
Old  :                 16.5       23.4       27.5       43.1       13.0       21.0       21.0       33.9
Other:                 43.9       49.2       64.0       70.8       39.7       42.5       53.7       60.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, February 27, 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  :   864,508:   195,093    295,419    129,455    465,954    363,925    790,502    788,799:    74,006     75,709
Old  :   864,508:   195,093    295,419    129,455    465,954    363,925    790,502    788,799:    74,006     75,709
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2018                    :
     :    -6,460:     1,050     11,962     -1,442     -4,666    -18,952     -5,058     -8,432:    -1,402      1,972
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       34.2       15.0       53.9       42.1       91.4       91.2:       8.6        8.8
Old  :     100.0:      22.6       34.2       15.0       53.9       42.1       91.4       91.2:       8.6        8.8
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  :       253:        66         85         73         76         73        183        197:
Old  :       253:        66         85         73         76         73        183        197:
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  :                 13.2       18.7       23.4       30.1       12.4       14.2       20.7       21.8
Old  :                 13.2       18.7       23.4       30.1       12.4       14.2       20.7       21.8
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, February 27, 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  :   230,649:    55,077     96,076     42,556    117,094     83,980    214,727    222,612:    15,922      8,037
Old  :   198,904:    52,693     96,376     32,330     99,680     62,843    184,703    191,549:    14,201      7,355
Other:    31,745:    10,272      7,588      2,338     17,414     21,137     30,024     31,063:     1,721        682
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2018                    :
     :     8,091:     3,289     -2,489      5,120        761      6,501      9,170      9,132:    -1,079     -1,041
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       41.7       18.5       50.8       36.4       93.1       96.5:       6.9        3.5
Old  :     100.0:      26.5       48.5       16.3       50.1       31.6       92.9       96.3:       7.1        3.7
Other:     100.0:      32.4       23.9        7.4       54.9       66.6       94.6       97.9:       5.4        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       458:       155        129         93        144        106        346        294:
Old  :       453:       152        136         79        141         91        336        269:
Other:       192:        44         31         16         95         57        147         98:
     :----------------------------------------------------------------------------------------------------
     :             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       15.0       21.0       25.6       10.2       12.7       16.4       19.0
Old  :                 13.7       15.1       22.4       25.9       12.1       14.7       18.8       21.8
Other:                 22.5       35.3       32.1       49.0       17.7       30.6       26.0       43.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, February 27, 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  :    37,902:    22,735     24,823      3,556      4,288      6,198     30,579     34,577:     7,323      3,325
Old  :    37,902:    22,735     24,823      3,556      4,288      6,198     30,579     34,577:     7,323      3,325
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2018                    :
     :    -1,526:    -1,030       -979       -472       -648        104     -2,150     -1,347:       624       -179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.0       65.5        9.4       11.3       16.4       80.7       91.2:      19.3        8.8
Old  :     100.0:      60.0       65.5        9.4       11.3       16.4       80.7       91.2:      19.3        8.8
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  :       125:        59         54         11          6          8         72         67:
Old  :       125:        59         54         11          6          8         72         67:
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  :                 34.0       37.0       47.1       54.4       29.8       35.4       42.2       49.7
Old  :                 34.0       37.0       47.1       54.4       29.8       35.4       42.2       49.7
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, February 27, 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  :    24,522:     3,399      3,071          1     15,975     17,392     19,375     20,464:     5,147      4,058
Old  :    24,522:     3,399      3,071          1     15,975     17,392     19,375     20,464:     5,147      4,058
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2018                    :
     :     1,010:      -151       -111          0        771        724        620        613:       390        397
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       12.5        0.0       65.1       70.9       79.0       83.5:      21.0       16.5
Old  :     100.0:      13.9       12.5        0.0       65.1       70.9       79.0       83.5:      21.0       16.5
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  :        45:         8          5          1         18         17         27         22:
Old  :        45:         8          5          1         18         17         27         22:
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  :                 35.7       47.8       52.2       61.7       33.4       47.8       48.8       61.7
Old  :                 35.7       47.8       52.2       61.7       33.4       47.8       48.8       61.7
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, February 27, 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  :   264,562:    42,156     11,277      1,563    210,378    245,518    254,097    258,358:    10,465      6,204
Old  :   264,562:    42,156     11,277      1,563    210,378    245,518    254,097    258,358:    10,465      6,204
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2018                    :
     :    -4,114:      -244     -2,733       -180     -4,516     -2,411     -4,940     -5,324:       826      1,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        4.3        0.6       79.5       92.8       96.0       97.7:       4.0        2.3
Old  :     100.0:      15.9        4.3        0.6       79.5       92.8       96.0       97.7:       4.0        2.3
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  :       147:        29         13          6         74         58        104         76:
Old  :       147:        29         13          6         74         58        104         76:
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  :                 34.0       48.1       47.1       68.3       32.0       47.1       44.6       67.2
Old  :                 34.0       48.1       47.1       68.3       32.0       47.1       44.6       67.2
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, February 27, 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  : 1,044,484:   288,322    107,122     22,352    694,228    901,502  1,004,902  1,030,976:    39,582     13,508
Old  : 1,044,484:   288,322    107,122     22,352    694,228    901,502  1,004,902  1,030,976:    39,582     13,508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 20, 2018                    :
     :     4,195:    -3,747        264     -1,512     -1,550      3,172     -6,809      1,924:    11,004      2,271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       10.3        2.1       66.5       86.3       96.2       98.7:       3.8        1.3
Old  :     100.0:      27.6       10.3        2.1       66.5       86.3       96.2       98.7:       3.8        1.3
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  :       392:       146         39         28        174         96        331        152:
Old  :       392:       146         39         28        174         96        331        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  :                 20.0       44.7       32.0       66.3       18.8       44.6       30.1       66.0
Old  :                 20.0       44.7       32.0       66.3       18.8       44.6       30.1       66.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 2, 2018