COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      307,832
COMMITMENTS
  93,094   15,979   68,089  131,949  208,767  293,133  292,835   14,699   14,996

CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST:     -7,167)
  -6,601     -454      601       82   -6,933   -5,918   -6,786   -1,249     -381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.2      5.2     22.1     42.9     67.8     95.2     95.1      4.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
     126       61       86       76       79      244      191                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       12,190
COMMITMENTS
   2,121    1,526    2,314    5,163    7,025    9,598   10,865    2,592    1,325

CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST:       -826)
    -144     -602     -179     -579      -99     -902     -879       76       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     12.5     19.0     42.4     57.6     78.7     89.1     21.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      21       18       14       25       15       52       41                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      289,230
COMMITMENTS
  59,448   88,742   61,490  149,964  128,746  270,902  278,978   18,328   10,252

CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST:        733)
  -2,735   -9,508    1,965    2,060    7,817    1,290      274     -557      459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.6     30.7     21.3     51.8     44.5     93.7     96.5      6.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      96       85       98       62       43      211      184                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      859,639
COMMITMENTS
 169,611  193,179  145,742  471,958  446,899  787,311  785,820   72,329   73,820

CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST:   -113,551)
   6,372  -17,796  -69,007  -48,105  -28,863 -110,741 -115,666   -2,810    2,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7     22.5     17.0     54.9     52.0     91.6     91.4      8.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      68       64       76       94       81      199      188                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      226,543
COMMITMENTS
  42,513   52,572   63,595  110,405  102,496  216,513  218,663   10,031    7,880

CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST:    -12,206)
  -3,629  -16,951    1,140   -8,082    3,439  -10,571  -12,373   -1,635      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.8     23.2     28.1     48.7     45.2     95.6     96.5      4.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      449)
     145      135      155      139      127      361      350                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       42,397
COMMITMENTS
  26,819   33,073    1,702    5,934    4,771   34,455   39,546    7,942    2,851

CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST:    -13,596)
  -2,331    1,691   -1,976   -8,805  -13,690  -13,112  -13,975     -484      379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    63.3     78.0      4.0     14.0     11.3     81.3     93.3     18.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      86       54       12       10       10      103       70                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:       58,232
COMMITMENTS
   6,299    9,953      542   42,327   38,594   49,168   49,089    9,064    9,143

CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST:   -431,825)
 -62,668 -161,165   -7,642 -350,671 -252,480 -420,982 -421,287  -10,844  -10,538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8     17.1      0.9     72.7     66.3     84.4     84.3     15.6     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      15       17        3       36       22       52       41                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      279,983
COMMITMENTS
  53,267    8,976    4,354  214,564  261,822  272,185  275,152    7,798    4,831

CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST:    -76,787)
   8,505  -16,075   -3,917  -81,084  -58,154  -76,496  -78,146     -291    1,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0      3.2      1.6     76.6     93.5     97.2     98.3      2.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      32        9        5       73       57      105       71                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,080,418
COMMITMENTS
 322,793  102,451   18,937  711,794  947,349  1053524  1068737   26,894   11,681

CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST:   -160,383)
  -3,760    4,413  -10,406 -109,424 -130,703 -123,591 -136,696  -36,792  -23,687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.9      9.5      1.8     65.9     87.7     97.5     98.9      2.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
     130       44       30      151       91      294      152                  



Updated September 22, 2017