COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   354,103:   137,418     21,006     70,065    128,265    248,948    335,748    340,019:    18,355     14,084
Old  :   307,197:   131,207     23,828     60,466     98,839    210,664    290,512    294,958:    16,685     12,239
Other:    46,906:    10,546      1,513      5,264     29,426     38,284     45,236     45,061:     1,670      1,845
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :     9,038:     3,696      1,848      6,175       -141      1,049      9,729      9,071:      -691        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8        5.9       19.8       36.2       70.3       94.8       96.0:       5.2        4.0
Old  :     100.0:      42.7        7.8       19.7       32.2       68.6       94.6       96.0:       5.4        4.0
Other:     100.0:      22.5        3.2       11.2       62.7       81.6       96.4       96.1:       3.6        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       333:       162         65        101         68         83        280        209:
Old  :       327:       158         65         93         66         81        268        204:
Other:       123:        39         16         19         39         45         87         74:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.6       30.3       22.1       41.5       10.9       25.0       16.0       34.4
Old  :                 13.0       34.5       19.8       43.3       11.1       32.0       16.8       38.0
Other:                 37.6       39.5       51.5       59.7       36.2       39.0       48.7       55.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    14,275:     1,288      4,422      2,451      8,247      5,761     11,986     12,634:     2,289      1,641
Old  :    14,275:     1,288      4,422      2,451      8,247      5,761     11,986     12,634:     2,289      1,641
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :       537:       195        284         21        228       -181        444        124:        93        412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       31.0       17.2       57.8       40.4       84.0       88.5:      16.0       11.5
Old  :     100.0:       9.0       31.0       17.2       57.8       40.4       84.0       88.5:      16.0       11.5
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  :        69:        17         23         19         25         18         52         50:
Old  :        69:        17         23         19         25         18         52         50:
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  :                 20.4       36.3       36.9       53.0       20.0       35.1       32.9       49.5
Old  :                 20.4       36.3       36.9       53.0       20.0       35.1       32.9       49.5
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 with Delta-adjusted Options and Futures Combined, 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  :   318,816:    76,804     81,283     65,549    153,631    160,878    295,984    307,709:    22,833     11,107
Old  :   276,792:    76,121     82,869     57,584    121,252    126,026    254,957    266,478:    21,835     10,313
Other:    42,025:     5,006      2,736      3,642     32,379     34,852     41,027     41,231:       998        794
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :     7,778:      -613     -1,856      2,879      4,298      5,853      6,564      6,876:     1,214        902
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       25.5       20.6       48.2       50.5       92.8       96.5:       7.2        3.5
Old  :     100.0:      27.5       29.9       20.8       43.8       45.5       92.1       96.3:       7.9        3.7
Other:     100.0:      11.9        6.5        8.7       77.0       82.9       97.6       98.1:       2.4        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       289:       125         76         87         64         50        232        184:
Old  :       287:       126         76         86         64         49        230        182:
Other:        67:        12         16         13         31         24         53         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  :                 15.3       24.4       26.4       38.1       12.3       17.1       20.4       29.1
Old  :                 14.6       22.3       24.9       36.5       11.5       18.1       19.2       27.2
Other:                 53.1       58.6       71.8       74.8       47.5       45.7       57.4       58.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   894,903:   184,716    161,762    165,352    475,419    497,579    825,487    824,693:    69,416     70,210
Old  :   894,903:   184,716    161,762    165,352    475,419    497,579    825,487    824,693:    69,416     70,210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :     8,439:    11,970    -15,050     -3,864      2,692     22,975     10,797      4,061:    -2,358      4,378
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       18.1       18.5       53.1       55.6       92.2       92.2:       7.8        7.8
Old  :     100.0:      20.6       18.1       18.5       53.1       55.6       92.2       92.2:       7.8        7.8
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  :       241:        76         59         91         90         88        213        198:
Old  :       241:        76         59         91         90         88        213        198:
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  :                 11.2       19.8       20.0       30.4       10.3       15.6       16.9       23.3
Old  :                 11.2       19.8       20.0       30.4       10.3       15.6       16.9       23.3
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 with Delta-adjusted Options and Futures Combined, 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  :   253,806:    48,010     80,834     68,020    123,066     95,980    239,097    244,834:    14,709      8,972
Old  :   238,884:    47,627     81,253     63,790    113,769     85,287    225,187    230,330:    13,697      8,554
Other:    14,922:     3,113      2,312      1,500      9,297     10,692     13,910     14,504:     1,012        418
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :     1,710:       443     -6,396      4,292     -3,261      3,455      1,475      1,351:       236        359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       31.8       26.8       48.5       37.8       94.2       96.5:       5.8        3.5
Old  :     100.0:      19.9       34.0       26.7       47.6       35.7       94.3       96.4:       5.7        3.6
Other:     100.0:      20.9       15.5       10.0       62.3       71.7       93.2       97.2:       6.8        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       496:       167        154        158        145        121        392        369:
Old  :       491:       166        158        150        141        119        383        360:
Other:       145:        28         24         21         71         47        111         83:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       14.4       21.3       22.6        9.2       10.2       14.4       16.4
Old  :                 12.8       14.4       21.5       22.9        9.5       11.0       15.0       17.6
Other:                 22.9       37.1       33.9       52.9       20.5       34.8       30.4       48.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    51,448:    33,469     32,629      1,945      8,404     13,810     43,817     48,384:     7,630      3,063
Old  :    51,448:    33,469     32,629      1,945      8,404     13,810     43,817     48,384:     7,630      3,063
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :    -1,267:      -746        582       -312       -203     -1,120     -1,261       -849:        -6       -418
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.1       63.4        3.8       16.3       26.8       85.2       94.0:      14.8        6.0
Old  :     100.0:      65.1       63.4        3.8       16.3       26.8       85.2       94.0:      14.8        6.0
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:        82         51         12          9          9         96         67:
Old  :       147:        82         51         12          9          9         96         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  :                 38.3       52.0       53.2       64.9       36.9       51.9       50.2       63.8
Old  :                 38.3       52.0       53.2       64.9       36.9       51.9       50.2       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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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  : 1,028,288:   299,490    133,310     18,594    682,643    867,015  1,000,726  1,018,919:    27,562      9,369
Old  : 1,028,288:   299,490    133,310     18,594    682,643    867,015  1,000,726  1,018,919:    27,562      9,369
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 2, 2018                      :
     :    32,235:    16,935      7,276        711     13,606     23,659     31,252     31,646:       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         33        156         85        309        154:
Old  :       385:       142         47         33        156         85        309        154:
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  :                 16.9       42.9       27.4       63.4       16.2       42.8       26.4       63.2
Old  :                 16.9       42.9       27.4       63.4       16.2       42.8       26.4       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 12, 2018