COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, November 14, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   226,636:    79,717     28,574     18,935    113,827    166,115    212,479    213,624:    14,157     13,012
Old  :   204,431:    79,232     30,677     16,163     95,738    145,104    191,133    191,944:    13,298     12,487
Other:    22,205:     3,113        525        144     18,089     21,011     21,346     21,680:       859        525
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2017                     :
     :    -9,301:    -2,894     -6,039       -370     -6,705     -3,044     -9,969     -9,453:       668        152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       12.6        8.4       50.2       73.3       93.8       94.3:       6.2        5.7
Old  :     100.0:      38.8       15.0        7.9       46.8       71.0       93.5       93.9:       6.5        6.1
Other:     100.0:      14.0        2.4        0.6       81.5       94.6       96.1       97.6:       3.9        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:        96         65         79         61         72        205        182:
Old  :       265:        99         66         73         58         68        197        177:
Other:        79:        19         10          5         24         30         44         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.9       35.3       26.3       46.4       15.7       29.5       23.6       39.6
Old  :                 16.4       38.0       25.4       47.6       16.4       35.5       25.4       44.8
Other:                 61.0       58.8       74.4       82.3       61.0       58.1       74.2       81.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, November 14, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :     9,097:     2,690      2,295        152      3,746      5,704      6,588      8,151:     2,509        946
Old  :     9,097:     2,690      2,295        152      3,746      5,704      6,588      8,151:     2,509        946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2017                     :
     :     1,096:       667         52          7        364        996      1,038      1,055:        58         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       25.2        1.7       41.2       62.7       72.4       89.6:      27.6       10.4
Old  :     100.0:      29.6       25.2        1.7       41.2       62.7       72.4       89.6:      27.6       10.4
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  :        62:        20         16          8         19         13         44         32:
Old  :        62:        20         16          8         19         13         44         32:
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  :                 26.9       43.5       38.5       64.3       26.7       43.5       37.8       61.3
Old  :                 26.9       43.5       38.5       64.3       26.7       43.5       37.8       61.3
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, November 14, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   237,019:    76,424     59,589     29,562    114,349    140,892    220,335    230,043:    16,684      6,976
Old  :   214,640:    75,951     59,460     27,433     95,265    121,164    198,649    208,057:    15,991      6,583
Other:    22,379:     1,302        958      1,300     19,084     19,728     21,686     21,986:       693        393
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2017                     :
     :   -14,017:     4,079     -6,904        664    -18,610     -6,845    -13,867    -13,085:      -150       -932
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       25.1       12.5       48.2       59.4       93.0       97.1:       7.0        2.9
Old  :     100.0:      35.4       27.7       12.8       44.4       56.4       92.5       96.9:       7.5        3.1
Other:     100.0:       5.8        4.3        5.8       85.3       88.2       96.9       98.2:       3.1        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:       109         69         58         65         48        210        146:
Old  :       260:       109         70         56         63         47        207        144:
Other:        46:        10          4          3         24         18         35         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       29.2       29.8       43.9       14.4       24.2       24.0       36.5
Old  :                 16.4       28.0       28.7       42.7       14.0       22.6       24.1       34.8
Other:                 73.7       63.4       80.7       80.5       55.5       51.9       61.1       63.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, November 14, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   708,272:   181,273    172,908     71,920    388,190    401,427    641,383    646,255:    66,889     62,017
Old  :   708,272:   181,273    172,908     71,920    388,190    401,427    641,383    646,255:    66,889     62,017
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2017                     :
     :    -3,508:    10,372    -33,715    -21,656      3,915     52,418     -7,369     -2,953:     3,861       -555
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       24.4       10.2       54.8       56.7       90.6       91.2:       9.4        8.8
Old  :     100.0:      25.6       24.4       10.2       54.8       56.7       90.6       91.2:       9.4        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  :       225:        66         57         59         75         71        172        163:
Old  :       225:        66         57         59         75         71        172        163:
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  :                 13.4       21.6       23.5       31.8       12.6       17.0       20.6       25.7
Old  :                 13.4       21.6       23.5       31.8       12.6       17.0       20.6       25.7
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, November 14, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   218,750:    49,565     83,712     42,453    113,291     84,781    205,309    210,946:    13,441      7,804
Old  :   210,076:    49,770     83,970     39,756    107,764     78,785    197,290    202,511:    12,786      7,565
Other:     8,674:     1,647      1,594        845      5,527      5,996      8,019      8,435:       655        239
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2017                     :
     :   -21,433:    -2,580     -3,748     -8,177     -9,680     -9,141    -20,437    -21,066:      -996       -367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       38.3       19.4       51.8       38.8       93.9       96.4:       6.1        3.6
Old  :     100.0:      23.7       40.0       18.9       51.3       37.5       93.9       96.4:       6.1        3.6
Other:     100.0:      19.0       18.4        9.7       63.7       69.1       92.4       97.2:       7.6        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       446:       136        128        118        144        112        352        312:
Old  :       446:       138        132        112        141        106        346        303:
Other:       117:        16         20          9         59         39         81         64:
     :----------------------------------------------------------------------------------------------------
     :             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       13.6       21.8       23.6       10.0       11.0       15.5       17.9
Old  :                 12.8       14.0       21.8       24.0       10.3       11.6       16.0       18.7
Other:                 31.7       38.0       47.1       53.7       25.6       31.8       35.8       44.2
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, November 14, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    46,491:    27,241     29,992      2,480      7,611     11,521     37,332     43,993:     9,159      2,498
Old  :    46,491:    27,241     29,992      2,480      7,611     11,521     37,332     43,993:     9,159      2,498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2017                     :
     :    -5,574:    -4,358     -1,382       -395       -193     -4,485     -4,946     -6,262:      -628        688
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.6       64.5        5.3       16.4       24.8       80.3       94.6:      19.7        5.4
Old  :     100.0:      58.6       64.5        5.3       16.4       24.8       80.3       94.6:      19.7        5.4
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  :       136:        76         43         12         13          7         97         55:
Old  :       136:        76         43         12         13          7         97         55:
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  :                 33.1       44.1       42.0       65.0       30.7       43.0       39.0       63.9
Old  :                 33.1       44.1       42.0       65.0       30.7       43.0       39.0       63.9
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, November 14, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :    68,207:     4,630      8,135        285     54,109     52,031     59,024     60,451:     9,183      7,756
Old  :    68,207:     4,630      8,135        285     54,109     52,031     59,024     60,451:     9,183      7,756
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2017                     :
     :       314:       437     -2,048          7       -234      2,807        210        766:       104       -452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       11.9        0.4       79.3       76.3       86.5       88.6:      13.5       11.4
Old  :     100.0:       6.8       11.9        0.4       79.3       76.3       86.5       88.6:      13.5       11.4
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  :        80:        12         15          5         35         23         51         39:
Old  :        80:        12         15          5         35         23         51         39:
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  :                 36.1       47.8       52.2       65.9       36.1       45.1       51.8       63.2
Old  :                 36.1       47.8       52.2       65.9       36.1       45.1       51.8       63.2
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, November 14, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  :   288,176:    66,418      8,465      3,828    208,445    270,328    278,691    282,621:     9,485      5,555
Old  :   288,176:    66,418      8,465      3,828    208,445    270,328    278,691    282,621:     9,485      5,555
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2017                     :
     :      -482:    -1,215        737        -48        263     -1,207     -1,000       -518:       518         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0        2.9        1.3       72.3       93.8       96.7       98.1:       3.3        1.9
Old  :     100.0:      23.0        2.9        1.3       72.3       93.8       96.7       98.1:       3.3        1.9
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  :       150:        35         12          6         78         53        113         71:
Old  :       150:        35         12          6         78         53        113         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  :                 32.2       54.6       45.1       73.6       30.9       54.1       43.8       72.8
Old  :                 32.2       54.6       45.1       73.6       30.9       54.1       43.8       72.8
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 - Futures Only, November 14, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,041,287:   306,952    135,494     18,461    689,055    874,866  1,014,468  1,028,821:    26,819     12,466
Old  : 1,041,287:   306,952    135,494     18,461    689,055    874,866  1,014,468  1,028,821:    26,819     12,466
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 7, 2017                     :
     :   -17,522:    -3,884      1,377        515    -11,778    -22,685    -15,147    -20,793:    -2,375      3,271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       13.0        1.8       66.2       84.0       97.4       98.8:       2.6        1.2
Old  :     100.0:      29.5       13.0        1.8       66.2       84.0       97.4       98.8:       2.6        1.2
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  :       361:       130         45         33        150         84        293        149:
Old  :       361:       130         45         33        150         84        293        149:
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  :                 21.8       48.3       32.2       65.8       21.3       48.3       31.3       65.7
Old  :                 21.8       48.3       32.2       65.8       21.3       48.3       31.3       65.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 17, 2017