COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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  :   384,991:   113,619     19,878     91,486    160,420    260,316    365,525    371,680:    19,465     13,311
Old  :   313,791:   105,344     23,756     77,283    113,994    202,299    296,620    303,338:    17,171     10,453
Other:    71,200:    14,376      2,222      8,103     46,426     58,018     68,905     68,342:     2,295      2,858
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2018                     :
     :   -14,241:   -15,446        710     -4,046      4,748     -9,590    -14,744    -12,925:       502     -1,316
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5        5.2       23.8       41.7       67.6       94.9       96.5:       5.1        3.5
Old  :     100.0:      33.6        7.6       24.6       36.3       64.5       94.5       96.7:       5.5        3.3
Other:     100.0:      20.2        3.1       11.4       65.2       81.5       96.8       96.0:       3.2        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       324:       148         73        128         75         85        282        234:
Old  :       318:       143         75        117         74         83        269        228:
Other:       153:        56         22         24         48         54        116         89:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.0       27.4       24.6       37.9       10.0       21.5       14.7       29.9
Old  :                 13.1       30.6       21.3       40.5        8.6       27.5       14.1       33.9
Other:                 34.4       32.3       48.4       51.8       31.2       31.3       43.0       45.9
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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  :    13,997:     1,191      3,315      2,526      8,375      6,348     12,092     12,190:     1,906      1,808
Old  :    13,997:     1,191      3,315      2,526      8,375      6,348     12,092     12,190:     1,906      1,808
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2018                     :
     :       513:      -138        -33        384        148        -23        394        328:       119        185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       23.7       18.0       59.8       45.4       86.4       87.1:      13.6       12.9
Old  :     100.0:       8.5       23.7       18.0       59.8       45.4       86.4       87.1:      13.6       12.9
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  :        59:         8         22         14         25         16         43         42:
Old  :        59:         8         22         14         25         16         43         42:
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  :                 23.6       38.3       40.4       56.2       23.1       37.4       37.1       50.7
Old  :                 23.6       38.3       40.4       56.2       23.1       37.4       37.1       50.7
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, February 06, 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  :   298,033:    77,236     59,142     60,765    142,764    168,999    280,766    288,907:    17,268      9,126
Old  :   242,164:    77,319     62,820     46,853    102,095    124,122    226,267    233,795:    15,898      8,370
Other:    55,869:     7,085      3,490      6,745     40,669     44,877     54,499     55,112:     1,370        757
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2018                     :
     :   -26,919:       279     -7,474    -11,260    -13,461     -6,787    -24,442    -25,521:    -2,477     -1,399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       19.8       20.4       47.9       56.7       94.2       96.9:       5.8        3.1
Old  :     100.0:      31.9       25.9       19.3       42.2       51.3       93.4       96.5:       6.6        3.5
Other:     100.0:      12.7        6.2       12.1       72.8       80.3       97.5       98.6:       2.5        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:        94         73         88         64         54        209        180:
Old  :       254:        99         72         84         64         51        206        175:
Other:        74:        14         17         14         36         27         60         48:
     :----------------------------------------------------------------------------------------------------
     :             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       24.8       26.8       40.3       13.7       17.8       20.6       28.0
Old  :                 14.2       22.8       24.3       38.2       12.2       17.5       19.2       25.8
Other:                 43.9       50.6       62.4       69.2       40.4       38.2       55.2       51.9
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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  : 1,063,192:   191,405    294,680    202,330    592,564    487,962    986,299    984,973:    76,893     78,219
Old  : 1,063,192:   191,405    294,680    202,330    592,564    487,962    986,299    984,973:    76,893     78,219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2018                     :
     :     5,957:     2,386     -8,370        404      3,840     21,219      6,629     13,252:      -672     -7,295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       27.7       19.0       55.7       45.9       92.8       92.6:       7.2        7.4
Old  :     100.0:      18.0       27.7       19.0       55.7       45.9       92.8       92.6:       7.2        7.4
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  :       265:        75         80         94         93         88        219        220:
Old  :       265:        75         80         94         93         88        219        220:
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  :                 13.0       16.9       21.7       26.5       10.2       12.6       16.7       19.0
Old  :                 13.0       16.9       21.7       26.5       10.2       12.6       16.7       19.0
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, February 06, 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  :   287,125:    48,549     94,138     71,597    149,632    112,321    269,779    278,056:    17,346      9,069
Old  :   262,796:    44,609     94,313     65,326    136,704     94,651    246,639    254,291:    16,158      8,506
Other:    24,329:     7,300      3,185      2,911     12,929     17,669     23,140     23,765:     1,189        563
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2018                     :
     :    13,620:      -952      2,098      5,673      8,214      5,506     12,934     13,277:       686        343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       32.8       24.9       52.1       39.1       94.0       96.8:       6.0        3.2
Old  :     100.0:      17.0       35.9       24.9       52.0       36.0       93.9       96.8:       6.1        3.2
Other:     100.0:      30.0       13.1       12.0       53.1       72.6       95.1       97.7:       4.9        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       524:       189        148        173        153        133        429        388:
Old  :       521:       191        150        166        150        129        422        379:
Other:       167:        34         24         22         82         60        131         94:
     :----------------------------------------------------------------------------------------------------
     :             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       14.6       22.1       23.3        9.0        9.5       14.0       15.4
Old  :                 13.2       14.4       22.8       24.0        9.6       10.4       14.9       17.2
Other:                 26.1       37.0       36.7       49.6       21.2       31.9       29.7       41.0
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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  :    43,980:    27,630     31,133      3,249      5,971      6,095     36,851     40,477:     7,129      3,504
Old  :    43,980:    27,630     31,133      3,249      5,971      6,095     36,851     40,477:     7,129      3,504
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2018                     :
     :    -3,278:    -1,370     -3,607        599     -2,219        215     -2,989     -2,793:      -289       -484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.8       70.8        7.4       13.6       13.9       83.8       92.0:      16.2        8.0
Old  :     100.0:      62.8       70.8        7.4       13.6       13.9       83.8       92.0:      16.2        8.0
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  :       137:        70         52         14          6          9         83         71:
Old  :       137:        70         52         14          6          9         83         71:
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  :                 41.7       43.1       51.7       59.7       37.1       42.3       46.8       57.6
Old  :                 41.7       43.1       51.7       59.7       37.1       42.3       46.8       57.6
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, February 06, 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  :    23,045:     2,211      2,547          0     15,233     15,848     17,444     18,395:     5,601      4,650
Old  :    23,045:     2,211      2,547          0     15,233     15,848     17,444     18,395:     5,601      4,650
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2018                     :
     :      -405:      -301        667        -24       -263       -962       -588       -319:       183        -86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       11.1        0.0       66.1       68.8       75.7       79.8:      24.3       20.2
Old  :     100.0:       9.6       11.1        0.0       66.1       68.8       75.7       79.8:      24.3       20.2
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  :        36:         6          5          0         14         14         20         19:
Old  :        36:         6          5          0         14         14         20         19:
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  :                 40.9       46.7       59.9       61.1       40.7       46.7       55.9       60.9
Old  :                 40.9       46.7       59.9       61.1       40.7       46.7       55.9       60.9
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, February 06, 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  :   284,841:    54,636      8,426      2,203    219,037    269,562    275,876    280,191:     8,965      4,650
Old  :   284,841:    54,636      8,426      2,203    219,037    269,562    275,876    280,191:     8,965      4,650
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2018                     :
     :      -893:        30     -1,232         73     -1,182         33     -1,079     -1,126:       186        233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2        3.0        0.8       76.9       94.6       96.9       98.4:       3.1        1.6
Old  :     100.0:      19.2        3.0        0.8       76.9       94.6       96.9       98.4:       3.1        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  :       157:        37         13          9         79         57        119         76:
Old  :       157:        37         13          9         79         57        119         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  :                 30.2       51.0       41.5       70.8       27.9       50.1       38.5       69.5
Old  :                 30.2       51.0       41.5       70.8       27.9       50.1       38.5       69.5
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, February 06, 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  : 1,084,826:   299,140    120,087     22,221    733,471    932,468  1,054,833  1,074,777:    29,993     10,049
Old  : 1,084,826:   299,140    120,087     22,221    733,471    932,468  1,054,833  1,074,777:    29,993     10,049
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2018                     :
     :    -2,663:    -9,419      5,789      4,063      1,766    -14,186     -3,589     -4,333:       926      1,670
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       11.1        2.0       67.6       86.0       97.2       99.1:       2.8        0.9
Old  :     100.0:      27.6       11.1        2.0       67.6       86.0       97.2       99.1:       2.8        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  :       380:       145         38         30        163         82        320        138:
Old  :       380:       145         38         30        163         82        320        138:
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  :                 19.9       44.9       31.7       67.0       18.8       44.9       30.0       66.8
Old  :                 19.9       44.9       31.7       67.0       18.8       44.9       30.0       66.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 9, 2018