COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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  :   297,489:   108,126     18,724     51,785    120,145    213,411    280,056    283,920:    17,433     13,569
Old  :   265,856:   106,592     20,460     46,165     96,864    186,949    249,622    253,574:    16,234     12,282
Other:    31,633:     3,636        366      3,517     23,281     26,462     30,434     30,346:     1,199      1,287
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :    14,161:     9,023       -697      2,562      2,035     11,938     13,620     13,803:       541        358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        6.3       17.4       40.4       71.7       94.1       95.4:       5.9        4.6
Old  :     100.0:      40.1        7.7       17.4       36.4       70.3       93.9       95.4:       6.1        4.6
Other:     100.0:      11.5        1.2       11.1       73.6       83.7       96.2       95.9:       3.8        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       311:       131         76         93         66         83        251        205:
Old  :       308:       133         75         87         63         80        241        201:
Other:        95:        29          9         15         36         37         72         54:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.5       32.6       24.7       44.3       12.6       24.9       18.5       34.6
Old  :                 15.0       35.9       22.8       45.1       13.2       31.0       20.1       38.0
Other:                 48.0       46.6       64.2       71.9       48.0       46.0       61.8       66.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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  :    14,222:     4,352        858      2,811      4,431      9,172     11,594     12,841:     2,628      1,380
Old  :    14,222:     4,352        858      2,811      4,431      9,172     11,594     12,841:     2,628      1,380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :      -205:       -31        113         63       -123       -347        -90       -170:      -115        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        6.0       19.8       31.2       64.5       81.5       90.3:      18.5        9.7
Old  :     100.0:      30.6        6.0       19.8       31.2       64.5       81.5       90.3:      18.5        9.7
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  :        66:        30         10         16         20         17         56         38:
Old  :        66:        30         10         16         20         17         56         38:
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  :                 24.7       40.2       39.6       60.1       23.9       36.4       32.3       51.7
Old  :                 24.7       40.2       39.6       60.1       23.9       36.4       32.3       51.7
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, December 05, 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  :   271,903:    70,178     60,834     46,832    136,339    153,653    253,349    261,319:    18,554     10,584
Old  :   243,069:    69,143     61,576     43,765    112,333    127,635    225,241    232,976:    17,827     10,093
Other:    28,834:     2,612        835      1,489     24,006     26,018     28,107     28,343:       726        491
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :     8,029:      -223      5,913      2,158      5,961     -2,013      7,897      6,058:       132      1,971
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       22.4       17.2       50.1       56.5       93.2       96.1:       6.8        3.9
Old  :     100.0:      28.4       25.3       18.0       46.2       52.5       92.7       95.8:       7.3        4.2
Other:     100.0:       9.1        2.9        5.2       83.3       90.2       97.5       98.3:       2.5        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:       119         76         76         62         47        216        172:
Old  :       275:       118         78         75         62         46        215        170:
Other:        57:        10         10          7         33         19         46         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.0       28.9       28.1       40.3       13.0       21.9       21.7       32.3
Old  :                 15.0       26.4       25.9       38.3       12.0       19.5       20.7       29.9
Other:                 64.2       65.4       74.8       80.2       50.8       53.4       58.2       64.8
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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  :   815,819:   179,133    136,431    133,233    430,052    487,242    742,418    756,907:    73,401     58,912
Old  :   815,819:   179,133    136,431    133,233    430,052    487,242    742,418    756,907:    73,401     58,912
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :       286:    -4,264     -4,034      8,032     -1,793     -2,136      1,976      1,862:    -1,690     -1,576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       16.7       16.3       52.7       59.7       91.0       92.8:       9.0        7.2
Old  :     100.0:      22.0       16.7       16.3       52.7       59.7       91.0       92.8:       9.0        7.2
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  :       239:        77         52         82         89         87        205        192:
Old  :       239:        77         52         82         89         87        205        192:
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  :                 12.1       21.8       21.1       31.7       11.1       16.9       17.9       25.6
Old  :                 12.1       21.8       21.1       31.7       11.1       16.9       17.9       25.6
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, December 05, 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  :   220,200:    45,097     73,445     56,355    105,378     81,917    206,830    211,717:    13,370      8,484
Old  :   210,242:    45,828     73,927     53,036     98,540     75,190    197,404    202,153:    12,839      8,090
Other:     9,958:     1,667      1,915        922      6,838      6,727      9,427      9,564:       532        394
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :    -2,126:      -385     -4,871     -1,096     -1,106      3,233     -2,587     -2,734:       461        608
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       33.4       25.6       47.9       37.2       93.9       96.1:       6.1        3.9
Old  :     100.0:      21.8       35.2       25.2       46.9       35.8       93.9       96.2:       6.1        3.8
Other:     100.0:      16.7       19.2        9.3       68.7       67.6       94.7       96.0:       5.3        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       499:       169        152        156        145        116        394        362:
Old  :       497:       169        155        151        142        113        388        355:
Other:       132:        20         26         16         67         45         96         80:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.6       14.1       21.4       23.9       10.6       11.2       16.1       17.6
Old  :                 12.5       14.6       21.5       24.2       11.0       11.9       16.6       18.3
Other:                 27.6       34.7       41.5       50.1       24.0       31.1       35.5       42.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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  :    45,410:    24,312     32,841      4,975      7,653      5,340     36,939     43,155:     8,470      2,255
Old  :    45,410:    24,312     32,841      4,975      7,653      5,340     36,939     43,155:     8,470      2,255
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :     1,764:      -409     -2,546      1,864       -338      2,554      1,117      1,872:       647       -107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.5       72.3       11.0       16.9       11.8       81.3       95.0:      18.7        5.0
Old  :     100.0:      53.5       72.3       11.0       16.9       11.8       81.3       95.0:      18.7        5.0
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  :       142:        70         56         17         10         10         93         71:
Old  :       142:        70         56         17         10         10         93         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  :                 34.5       38.0       45.5       53.8       31.0       35.6       38.3       47.2
Old  :                 34.5       38.0       45.5       53.8       31.0       35.6       38.3       47.2
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, December 05, 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  :    68,798:     3,626      4,615        176     56,819     56,448     60,622     61,239:     8,176      7,559
Old  :    68,798:     3,626      4,615        176     56,819     56,448     60,622     61,239:     8,176      7,559
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :    -1,340:    -2,470     -1,752        -91      1,251        886     -1,309       -957:       -30       -383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3        6.7        0.3       82.6       82.0       88.1       89.0:      11.9       11.0
Old  :     100.0:       5.3        6.7        0.3       82.6       82.0       88.1       89.0:      11.9       11.0
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  :        79:        10         13          3         39         23         51         37:
Old  :        79:        10         13          3         39         23         51         37:
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  :                 34.2       52.1       51.9       72.2       34.2       47.6       50.0       67.7
Old  :                 34.2       52.1       51.9       72.2       34.2       47.6       50.0       67.7
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, December 05, 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  :   293,335:    95,421     11,313      3,948    185,395    272,948    284,764    288,209:     8,571      5,126
Old  :   293,335:    95,421     11,313      3,948    185,395    272,948    284,764    288,209:     8,571      5,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :     4,486:    20,420          8        575    -15,746      4,367      5,249      4,950:      -763       -464
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5        3.9        1.3       63.2       93.0       97.1       98.3:       2.9        1.7
Old  :     100.0:      32.5        3.9        1.3       63.2       93.0       97.1       98.3:       2.9        1.7
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  :       154:        41         13          8         79         53        121         73:
Old  :       154:        41         13          8         79         53        121         73:
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  :                 25.7       55.9       39.3       74.3       24.6       53.5       38.2       71.5
Old  :                 25.7       55.9       39.3       74.3       24.6       53.5       38.2       71.5
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, December 05, 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  : 1,026,389:   305,694    120,966     21,683    668,557    872,621    995,933  1,015,269:    30,456     11,120
Old  : 1,026,389:   305,694    120,966     21,683    668,557    872,621    995,933  1,015,269:    30,456     11,120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 28, 2017                    :
     :       863:    -4,052    -13,047      2,793      1,707     10,254        448          0:       415        863
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       11.8        2.1       65.1       85.0       97.0       98.9:       3.0        1.1
Old  :     100.0:      29.8       11.8        2.1       65.1       85.0       97.0       98.9:       3.0        1.1
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  :       379:       136         49         38        157         87        311        157:
Old  :       379:       136         49         38        157         87        311        157:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       48.1       28.2       63.7       16.5       47.8       27.5       63.3
Old  :                 16.8       48.1       28.2       63.7       16.5       47.8       27.5       63.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 8, 2017