COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      303,537
COMMITMENTS
 141,950   26,001   29,774  114,440  237,336  286,164  293,111   17,373   10,426

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:     17,583)
   6,341   -1,425    3,009    7,847   17,488   17,197   19,072      386   -1,489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.8      8.6      9.8     37.7     78.2     94.3     96.6      5.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
     157       59       89       51       73      255      190                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       11,155
COMMITMENTS
   1,489    4,878      375    7,400    4,347    9,264    9,600    1,891    1,555

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:        303)
      60      450      -23      447     -118      484      309     -181       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     43.7      3.4     66.3     39.0     83.0     86.1     17.0     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      15       21       11       21       10       43       35                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      279,141
COMMITMENTS
  82,736   81,869   42,019  134,662  145,483  259,417  269,371   19,724    9,770

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:      1,365)
   2,298    1,039    1,656     -634     -493    3,320    2,202   -1,955     -837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     29.3     15.1     48.2     52.1     92.9     96.5      7.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
     113       78       72       63       49      217      173                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      823,655
COMMITMENTS
 197,271  232,293   97,170  465,209  422,761  759,650  752,224   64,005   71,431

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:     54,008)
  10,810   60,978    2,716   42,457  -14,309   55,983   49,385   -1,975    4,623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     28.2     11.8     56.5     51.3     92.2     91.3      7.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      62       80       76       84       84      189      204                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      237,129
COMMITMENTS
  51,840   93,698   46,512  123,481   88,738  221,833  228,948   15,296    8,181

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:     18,681)
   2,023   10,895    1,014   13,702    6,726   16,739   18,635    1,942       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     39.5     19.6     52.1     37.4     93.5     96.5      6.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      442)
     130      134      102      142      110      334      302                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       51,436
COMMITMENTS
  34,090   35,363    2,137    8,334   10,435   44,561   47,935    6,875    3,501

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:         59)
     641    2,740      227      -70   -3,355      798     -388     -739      447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.3     68.8      4.2     16.2     20.3     86.6     93.2     13.4      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      73       53        9        8        8       85       66                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:       23,175
COMMITMENTS
   3,290    1,526       13   14,246   16,390   17,549   17,929    5,626    5,246

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:       -135)
   1,264   -1,139      -91     -809    1,279      364       49     -499     -184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2      6.6      0.1     61.5     70.7     75.7     77.4     24.3     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9        4        1       13       14       23       18                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      290,519
COMMITMENTS
  56,416   12,641    2,176  223,086  270,695  281,678  285,512    8,841    5,007

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:     -6,241)
  -1,879    1,634      106   -4,636   -8,151   -6,409   -6,411      168      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4      4.4      0.7     76.8     93.2     97.0     98.3      3.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      35       12        7       79       56      115       74                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 01/16/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,045,537
COMMITMENTS
 296,906  126,931   17,006  695,079  892,341  1008991  1036278   36,546    9,259

CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST:     17,769)
  -2,537   -6,379   -1,351   12,673   25,609    8,785   17,879    8,984     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     12.1      1.6     66.5     85.3     96.5     99.1      3.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
     142       46       26      152       88      304      150                  



Updated January 19, 2018