COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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  :   317,774:   125,018     17,787     52,193    120,680    235,563    297,891    305,544:    19,883     12,230
Old  :   280,312:   120,428     20,258     45,490     95,934    203,631    261,851    269,379:    18,461     10,933
Other:    37,462:     7,516        455      3,778     24,746     31,932     36,040     36,165:     1,422      1,297
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2017                    :
     :     9,421:    10,861        735     -3,016        346     12,839      8,191     10,557:     1,230     -1,136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3        5.6       16.4       38.0       74.1       93.7       96.2:       6.3        3.8
Old  :     100.0:      43.0        7.2       16.2       34.2       72.6       93.4       96.1:       6.6        3.9
Other:     100.0:      20.1        1.2       10.1       66.1       85.2       96.2       96.5:       3.8        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       317:       143         67         87         68         86        259        202:
Old  :       313:       139         70         80         65         84        248        198:
Other:       107:        35         11         16         38         41         81         60:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       31.6       23.2       44.0       11.8       25.9       17.5       36.0
Old  :                 14.4       35.7       21.5       45.4       12.0       32.5       18.5       39.6
Other:                 44.0       44.9       57.9       70.3       44.0       44.3       56.0       65.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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  :    11,977:     1,849      2,049      1,927      6,097      6,718      9,873     10,695:     2,104      1,282
Old  :    11,977:     1,849      2,049      1,927      6,097      6,718      9,873     10,695:     2,104      1,282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2017                    :
     :    -1,282:    -1,078        601       -444        616     -1,354       -906     -1,197:      -376        -85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       17.1       16.1       50.9       56.1       82.4       89.3:      17.6       10.7
Old  :     100.0:      15.4       17.1       16.1       50.9       56.1       82.4       89.3:      17.6       10.7
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  :        65:        18         19         16         24         15         51         41:
Old  :        65:        18         19         16         24         15         51         41:
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  :                 22.0       36.6       35.4       54.4       19.5       34.9       30.3       51.7
Old  :                 22.0       36.6       35.4       54.4       19.5       34.9       30.3       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 19, 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  :   292,425:    72,652     79,800     52,750    145,252    149,038    270,655    281,589:    21,771     10,836
Old  :   259,039:    71,994     80,337     48,718    117,531    119,769    238,244    248,824:    20,795     10,215
Other:    33,386:     2,792      1,598      1,898     27,720     29,269     32,411     32,765:       976        621
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2017                    :
     :     7,274:     1,871      5,715      3,169      1,464     -2,045      6,504      6,839:       770        435
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       27.3       18.0       49.7       51.0       92.6       96.3:       7.4        3.7
Old  :     100.0:      27.8       31.0       18.8       45.4       46.2       92.0       96.1:       8.0        3.9
Other:     100.0:       8.4        4.8        5.7       83.0       87.7       97.1       98.1:       2.9        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:       124         78         81         66         47        234        172:
Old  :       283:       128         76         81         65         47        232        172:
Other:        62:         9         14          9         35         22         50         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.7       24.2       28.3       37.7       12.7       17.6       21.7       28.3
Old  :                 15.3       23.0       26.8       35.9       12.0       19.6       20.5       27.2
Other:                 61.1       63.2       75.9       78.7       52.0       51.8       61.6       62.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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  :   899,759:   162,712    223,518    175,535    494,066    429,740    832,313    828,793:    67,446     70,966
Old  :   899,759:   162,712    223,518    175,535    494,066    429,740    832,313    828,793:    67,446     70,966
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2017                    :
     :    22,126:     2,258     20,432        839     19,069     -1,434     22,165     19,836:       -40      2,290
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       24.8       19.5       54.9       47.8       92.5       92.1:       7.5        7.9
Old  :     100.0:      18.1       24.8       19.5       54.9       47.8       92.5       92.1:       7.5        7.9
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  :       250:        77         65         85         90         88        211        202:
Old  :       250:        77         65         85         90         88        211        202:
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       18.2       20.7       29.1       10.3       12.9       17.4       20.2
Old  :                 11.7       18.2       20.7       29.1       10.3       12.9       17.4       20.2
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 19, 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  :   252,035:    43,713     92,943     68,679    123,564     82,567    235,955    244,189:    16,079      7,846
Old  :   239,464:    44,226     93,320     65,168    114,742     73,533    224,136    232,021:    15,329      7,443
Other:    12,570:     1,768      1,904      1,229      8,822      9,034     11,820     12,167:       750        403
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2017                    :
     :     3,186:       278      3,134      1,018      1,761       -657      3,056      3,494:       130       -308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       36.9       27.2       49.0       32.8       93.6       96.9:       6.4        3.1
Old  :     100.0:      18.5       39.0       27.2       47.9       30.7       93.6       96.9:       6.4        3.1
Other:     100.0:      14.1       15.1        9.8       70.2       71.9       94.0       96.8:       6.0        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       518:       181        157        156        150        114        407        368:
Old  :       514:       184        158        149        145        110        398        358:
Other:       140:        17         30         19         73         45        104         82:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       13.5       21.3       23.1        9.3       10.5       14.3       17.3
Old  :                 12.2       13.8       21.3       23.5        9.5       11.1       14.9       18.4
Other:                 24.1       34.8       36.1       50.9       21.0       31.5       30.7       43.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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  :    41,028:    26,392     22,511      1,654      5,421     14,544     33,467     38,709:     7,561      2,319
Old  :    41,028:    26,392     22,511      1,654      5,421     14,544     33,467     38,709:     7,561      2,319
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2017                    :
     :    -2,901:     1,547     -8,030       -174     -3,712      4,992     -2,339     -3,212:      -562        311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.3       54.9        4.0       13.2       35.4       81.6       94.3:      18.4        5.7
Old  :     100.0:      64.3       54.9        4.0       13.2       35.4       81.6       94.3:      18.4        5.7
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  :       132:        74         44         10         10          7         90         55:
Old  :       132:        74         44         10         10          7         90         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  :                 40.3       57.5       48.6       68.9       37.3       57.3       45.3       67.3
Old  :                 40.3       57.5       48.6       68.9       37.3       57.3       45.3       67.3
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 19, 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  :    23,389:     1,977      5,188         69     14,036     12,626     16,082     17,883:     7,307      5,506
Old  :    23,389:     1,977      5,188         69     14,036     12,626     16,082     17,883:     7,307      5,506
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2017                    :
     :   -50,531:    -1,454        -51       -498    -46,173    -48,324    -48,126    -48,873:    -2,405     -1,658
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       22.2        0.3       60.0       54.0       68.8       76.5:      31.2       23.5
Old  :     100.0:       8.5       22.2        0.3       60.0       54.0       68.8       76.5:      31.2       23.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         5         11          3         13         11         21         22:
Old  :        37:         5         11          3         13         11         21         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       43.8       54.2       56.0       40.0       43.6       52.6       55.7
Old  :                 40.0       43.8       54.2       56.0       40.0       43.6       52.6       55.7
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 19, 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  :   287,035:    75,730      7,463      2,053    199,635    272,437    277,418    281,953:     9,617      5,082
Old  :   287,035:    75,730      7,463      2,053    199,635    272,437    277,418    281,953:     9,617      5,082
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2017                    :
     :   -94,349:     2,394     -4,334     -1,752    -85,085    -81,799    -84,443    -87,885:    -9,906     -6,464
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        2.6        0.7       69.6       94.9       96.6       98.2:       3.4        1.8
Old  :     100.0:      26.4        2.6        0.7       69.6       94.9       96.6       98.2:       3.4        1.8
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  :       151:        36         11          7         72         59        109         76:
Old  :       151:        36         11          7         72         59        109         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       52.9       43.5       70.2       30.0       51.9       42.4       69.1
Old  :                 31.1       52.9       43.5       70.2       30.0       51.9       42.4       69.1
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, December 19, 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  :   979,945:   273,668    121,748     18,073    660,598    830,115    952,339    969,936:    27,606     10,009
Old  :   979,945:   273,668    121,748     18,073    660,598    830,115    952,339    969,936:    27,606     10,009
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 12, 2017                    :
     :  -218,249:     9,846     -1,336    -10,002   -193,474   -165,780   -193,629   -177,117:   -24,620    -41,132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       12.4        1.8       67.4       84.7       97.2       99.0:       2.8        1.0
Old  :     100.0:      27.9       12.4        1.8       67.4       84.7       97.2       99.0:       2.8        1.0
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  :       376:       136         46         31        154         87        304        150:
Old  :       376:       136         46         31        154         87        304        150:
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  :                 18.8       43.5       30.1       65.1       18.2       43.4       29.5       64.9
Old  :                 18.8       43.5       30.1       65.1       18.2       43.4       29.5       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 22, 2017