COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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  :   301,733:    83,286     18,597     68,552    135,740    199,155    287,578    286,303:    14,155     15,430
Old  :   281,085:    80,964     19,968     63,918    122,844    182,208    267,726    266,094:    13,359     14,991
Other:    20,648:     4,059        365      2,896     12,896     16,947     19,852     20,209:       796        439
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :    -2,131:    -5,230      1,792      1,990      1,752     -5,949     -1,488     -2,167:      -642         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        6.2       22.7       45.0       66.0       95.3       94.9:       4.7        5.1
Old  :     100.0:      28.8        7.1       22.7       43.7       64.8       95.2       94.7:       4.8        5.3
Other:     100.0:      19.7        1.8       14.0       62.5       82.1       96.1       97.9:       3.9        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:       125         66         98         80         80        255        202:
Old  :       297:       121         69         96         78         78        250        200:
Other:        72:        15         13         11         21         31         45         47:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.4       33.9       26.5       44.1       11.4       24.0       17.4       32.5
Old  :                 16.3       36.0       24.7       44.7       12.0       28.2       18.5       34.7
Other:                 55.3       52.8       71.7       74.5       53.2       52.0       64.0       66.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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  :    12,323:     2,092      1,360      2,718      5,224      6,886     10,033     10,963:     2,290      1,359
Old  :     5,896:     1,254      1,301      1,104      2,071      2,615      4,429      5,020:     1,468        877
Other:     6,426:     1,005        225      1,447      3,152      4,271      5,604      5,944:       822        483
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :       531:       339       -129        259        -41        370        557        500:       -26         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       11.0       22.1       42.4       55.9       81.4       89.0:      18.6       11.0
Old  :     100.0:      21.3       22.1       18.7       35.1       44.3       75.1       85.1:      24.9       14.9
Other:     100.0:      15.6        3.5       22.5       49.1       66.5       87.2       92.5:      12.8        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        27         15         15         26         15         58         40:
Old  :        62:        21         14         12         23         13         48         35:
Other:        55:        21          5         12         21         13         43         29:
     :----------------------------------------------------------------------------------------------------
     :             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       38.1       34.9       56.5       17.9       37.6       28.7       49.7
Old  :                 21.0       29.4       34.4       48.3       18.8       29.3       28.7       45.5
Other:                 26.7       55.3       45.0       70.9       25.1       53.1       39.4       62.6
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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  :   289,043:    60,604     77,841     58,152    152,623    143,138    271,379    279,131:    17,664      9,912
Old  :   271,569:    61,445     78,151     54,940    138,030    128,763    254,415    261,854:    17,154      9,715
Other:    17,474:     1,476      2,007        895     14,593     14,375     16,964     17,277:       510        197
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :     2,318:     1,080     -5,472        619        369      8,111      2,068      3,258:       251       -940
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       26.9       20.1       52.8       49.5       93.9       96.6:       6.1        3.4
Old  :     100.0:      22.6       28.8       20.2       50.8       47.4       93.7       96.4:       6.3        3.6
Other:     100.0:       8.4       11.5        5.1       83.5       82.3       97.1       98.9:       2.9        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:       100         94         98         62         43        228        179:
Old  :       275:       101         94         97         62         43        228        178:
Other:        39:         4          4          3         23         16         29         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.7       25.8       30.9       36.9       13.2       12.8       22.3       19.8
Old  :                 18.4       25.5       29.8       35.8       12.2       12.2       21.2       18.9
Other:                 76.0       61.5       83.3       81.1       56.6       53.6       62.5       68.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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  :   777,228:   171,344    225,507    132,587    410,189    351,486    714,120    709,580:    63,108     67,648
Old  :   777,228:   171,344    225,507    132,587    410,189    351,486    714,120    709,580:    63,108     67,648
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :   -26,347:    -4,800     16,734      1,624    -19,911    -38,758    -23,087    -20,400:    -3,260     -5,947
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       29.0       17.1       52.8       45.2       91.9       91.3:       8.1        8.7
Old  :     100.0:      22.0       29.0       17.1       52.8       45.2       91.9       91.3:       8.1        8.7
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  :       245:        73         70         74         89         78        197        191:
Old  :       245:        73         70         74         89         78        197        191:
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  :                 11.7       16.2       20.5       25.6       10.7       13.0       17.8       20.3
Old  :                 11.7       16.2       20.5       25.6       10.7       13.0       17.8       20.3
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, October 03, 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  :   247,485:    44,857     66,888     69,279    119,991    103,374    234,127    239,542:    13,358      7,943
Old  :   239,233:    46,139     67,847     65,438    114,732     98,211    226,309    231,496:    12,924      7,738
Other:     8,252:     1,762      2,086        797      5,259      5,164      7,818      8,046:       434        205
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :    22,991:      -962     12,618     12,336      8,930     -1,837     20,304     23,117:     2,687       -126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       27.0       28.0       48.5       41.8       94.6       96.8:       5.4        3.2
Old  :     100.0:      19.3       28.4       27.4       48.0       41.1       94.6       96.8:       5.4        3.2
Other:     100.0:      21.4       25.3        9.7       63.7       62.6       94.7       97.5:       5.3        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       485:       164        144        148        144        127        374        367:
Old  :       485:       162        147        146        143        124        372        363:
Other:       116:        19         20         11         60         37         85         62:
     :----------------------------------------------------------------------------------------------------
     :             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       14.2       22.1       23.3        8.5       10.1       13.5       16.4
Old  :                 13.2       14.5       21.9       23.9        8.8       10.5       14.0       17.0
Other:                 40.4       30.6       52.9       48.4       30.0       30.0       40.0       45.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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  :    48,031:    31,163     34,492      2,557      5,822      8,946     39,542     45,995:     8,490      2,036
Old  :    48,031:    31,163     34,492      2,557      5,822      8,946     39,542     45,995:     8,490      2,036
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :     2,330:     1,913     -1,407        553        -43      3,415      2,422      2,561:       -92       -231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.9       71.8        5.3       12.1       18.6       82.3       95.8:      17.7        4.2
Old  :     100.0:      64.9       71.8        5.3       12.1       18.6       82.3       95.8:      17.7        4.2
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  :       152:        85         51         19         10          8        109         66:
Old  :       152:        85         51         19         10          8        109         66:
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  :                 31.1       34.9       39.9       56.0       29.4       33.9       38.0       54.7
Old  :                 31.1       34.9       39.9       56.0       29.4       33.9       38.0       54.7
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, October 03, 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  :    62,070:     7,504      9,136        809     44,294     41,047     52,607     50,992:     9,463     11,078
Old  :    62,070:     7,504      9,136        809     44,294     41,047     52,607     50,992:     9,463     11,078
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :     7,958:     2,260       -616        236      4,473      7,627      6,969      7,247:       989        712
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       14.7        1.3       71.4       66.1       84.8       82.2:      15.2       17.8
Old  :     100.0:      12.1       14.7        1.3       71.4       66.1       84.8       82.2:      15.2       17.8
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  :        91:        18         19          6         37         24         56         48:
Old  :        91:        18         19          6         37         24         56         48:
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  :                 28.2       46.2       42.3       55.1       28.2       45.6       42.3       54.2
Old  :                 28.2       46.2       42.3       55.1       28.2       45.6       42.3       54.2
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 with Delta-adjusted Options and Futures Combined, October 03, 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  :   285,714:    71,966      8,528      3,902    201,249    267,563    277,117    279,993:     8,597      5,721
Old  :   285,714:    71,966      8,528      3,902    201,249    267,563    277,117    279,993:     8,597      5,721
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :     2,775:    14,852       -983        734    -12,765      3,304      2,821      3,055:       -46       -280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        3.0        1.4       70.4       93.6       97.0       98.0:       3.0        2.0
Old  :     100.0:      25.2        3.0        1.4       70.4       93.6       97.0       98.0:       3.0        2.0
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  :       151:        36         10          8         74         56        110         74:
Old  :       151:        36         10          8         74         56        110         74:
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       51.1       45.8       70.4       31.5       51.1       44.2       70.1
Old  :                 33.1       51.1       45.8       70.4       31.5       51.1       44.2       70.1
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, October 03, 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  : 1,061,543:   305,540    104,019     21,509    705,562    923,421  1,032,610  1,048,949:    28,933     12,594
Old  : 1,061,543:   305,540    104,019     21,509    705,562    923,421  1,032,610  1,048,949:    28,933     12,594
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :    -3,998:   -18,867     -6,276      4,534      7,103     -2,075     -7,230     -3,817:     3,232       -181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8        9.8        2.0       66.5       87.0       97.3       98.8:       2.7        1.2
Old  :     100.0:      28.8        9.8        2.0       66.5       87.0       97.3       98.8:       2.7        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  :       363:       129         41         30        152         91        292        151:
Old  :       363:       129         41         30        152         91        292        151:
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  :                 21.7       48.7       32.7       64.3       21.3       48.6       31.2       64.3
Old  :                 21.7       48.7       32.7       64.3       21.3       48.6       31.2       64.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 6, 2017