COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      251,852
COMMITMENTS
  98,402   18,047   26,676  109,446  197,090  234,524  241,813   17,328   10,039

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:    -14,789)
  -3,490      847   -3,961   -6,246   -9,915  -13,697  -13,029   -1,092   -1,760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1      7.2     10.6     43.5     78.3     93.1     96.0      6.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
     143       45       92       64       74      249      184                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       10,757
COMMITMENTS
   1,520    2,604      196    7,568    6,446    9,284    9,246    1,473    1,511

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:       -216)
     561     -420     -315     -266      720      -20      -15     -196     -201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     24.2      1.8     70.4     59.9     86.3     86.0     13.7     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      14       10        5       22        9       39       22                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      259,703
COMMITMENTS
  79,046   52,355   39,864  125,241  159,077  244,151  251,296   15,552    8,407

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:      5,245)
   3,646   -5,178    3,808   -1,167    7,331    6,287    5,961   -1,042     -716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     20.2     15.3     48.2     61.3     94.0     96.8      6.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      96       57       65       61       48      190      143                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      870,968
COMMITMENTS
 194,043  283,457  130,897  470,620  382,877  795,560  797,231   75,408   73,737

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:    -22,512)
  -2,071      612       42  -19,293  -20,851  -21,322  -20,197   -1,190   -2,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     32.5     15.0     54.0     44.0     91.3     91.5      8.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      70       74       78       81       76      192      193                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      222,558
COMMITMENTS
  51,788   98,565   37,436  116,333   77,479  205,557  213,480   17,001    9,078

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:     -8,941)
   3,532   13,111   -7,584   -7,042  -15,500  -11,094   -9,973    2,153    1,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     44.3     16.8     52.3     34.8     92.4     95.9      7.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      473)
     151      146       95      142      106      344      310                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       39,428
COMMITMENTS
  23,765   25,802    4,028    4,936    6,094   32,729   35,924    6,699    3,504

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:       -994)
    -352   -1,168      293     -719      239     -778     -636     -216     -358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.3     65.4     10.2     12.5     15.5     83.0     91.1     17.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      69       56       13        7        8       83       71                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:       23,512
COMMITMENTS
   3,550    3,182        1   15,204   16,668   18,755   19,851    4,757    3,661

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:        522)
     719      774      -12      180      470      887    1,232     -365     -710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     13.5      0.0     64.7     70.9     79.8     84.4     20.2     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10        6        1       17       17       28       23                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      268,676
COMMITMENTS
  42,400   14,010    1,743  214,894  247,929  259,037  263,682    9,639    4,994

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:     -6,309)
  -2,189    5,660     -324   -4,012  -11,825   -6,525   -6,489      216      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8      5.2      0.6     80.0     92.3     96.4     98.1      3.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      29       14        6       77       55      107       74                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,040,289
COMMITMENTS
 292,069  106,858   23,864  695,778  898,330  1011711  1029052   28,578   11,237

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:     -1,564)
  -5,028  -10,374      201    5,347   10,147      520      -26   -2,084   -1,538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     10.3      2.3     66.9     86.4     97.3     98.9      2.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      388)
     144       41       29      166       94      320      154                  



Updated February 23, 2018