COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, June 19, 2018                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   272,846:   119,648     14,457     23,488    111,372    225,581    254,508    263,526:    18,338      9,320
Old  :    10,536:     4,373      1,188          3      4,685      8,402      9,061      9,593:     1,475        943
Other:   262,310:   117,134     15,128     21,626    106,687    217,179    245,447    253,933:    16,863      8,377
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2018                        :
     :   -36,762:   -20,382     -2,627     -5,502     -4,811    -28,526    -30,695    -36,655:    -6,067       -107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.9        5.3        8.6       40.8       82.7       93.3       96.6:       6.7        3.4
Old  :     100.0:      41.5       11.3        0.0       44.5       79.7       86.0       91.0:      14.0        9.0
Other:     100.0:      44.7        5.8        8.2       40.7       82.8       93.6       96.8:       6.4        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:       151         45         65         60         73        236        165:
Old  :        88:        24         13          1         20         35         44         49:
Other:       291:       151         45         60         56         73        228        163:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.6       36.8       23.5       49.3       15.9       32.7       22.4       45.1
Old  :                 37.1       51.7       56.0       74.0       35.1       44.9       49.6       64.7
Other:                 17.3       36.7       24.3       49.6       16.6       32.4       23.2       45.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, June 19, 2018                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    15,346:     5,262      1,158        280      7,205     12,645     12,747     14,083:     2,599      1,263
Old  :    15,014:     5,286      1,145        247      6,942     12,450     12,475     13,842:     2,539      1,172
Other:       332:         7         44          2        263        195        272        241:        60         91
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2018                        :
     :    -1,039:      -707       -172       -114         79       -312       -742       -598:      -297       -441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3        7.5        1.8       47.0       82.4       83.1       91.8:      16.9        8.2
Old  :     100.0:      35.2        7.6        1.6       46.2       82.9       83.1       92.2:      16.9        7.8
Other:     100.0:       2.1       13.3        0.6       79.2       58.7       81.9       72.6:      18.1       27.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        25          8          7         17         12         46         24:
Old  :        57:        25          8          6         16         12         44         24:
Other:        11:         1          3          2          5          3          7          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 37.9       63.3       51.9       84.1       37.9       61.1       51.9       81.9
Old  :                 38.3       63.5       52.3       84.6       38.3       61.4       52.3       82.6
Other:                 78.6       68.1       81.9       72.6       78.6       67.5       80.7       71.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, June 19, 2018                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   250,403:    81,982     38,145     27,505    127,689    177,799    237,176    243,449:    13,227      6,954
Old  :   102,960:    62,276     36,469      2,335     29,642     60,827     94,253     99,631:     8,707      3,329
Other:   147,443:    39,793     21,763      5,083     98,047    116,972    142,923    143,818:     4,520      3,625
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2018                        :
     :    -4,800:    -4,443     -2,802     -1,678        704       -189     -5,417     -4,669:       617       -131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       15.2       11.0       51.0       71.0       94.7       97.2:       5.3        2.8
Old  :     100.0:      60.5       35.4        2.3       28.8       59.1       91.5       96.8:       8.5        3.2
Other:     100.0:      27.0       14.8        3.4       66.5       79.3       96.9       97.5:       3.1        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       224:        93         53         61         56         44        185        136:
Old  :       212:        98         51         12         35         34        136         94:
Other:       154:        51         41         22         47         36        115         87:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       30.4       31.0       47.4       14.8       23.2       23.1       36.8
Old  :                 20.4       37.6       35.1       53.8       19.7       37.4       33.8       53.2
Other:                 29.3       36.4       45.7       54.1       27.1       29.1       40.0       43.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, June 19, 2018                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   963,032:   240,839    226,900    174,701    472,828    500,640    888,368    902,241:    74,664     60,791
Old  :   963,032:   240,839    226,900    174,701    472,828    500,640    888,368    902,241:    74,664     60,791
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2018                        :
     :   -23,033:    -4,286      4,984        468    -14,988    -27,735    -18,806    -22,283:    -4,227       -750
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       23.6       18.1       49.1       52.0       92.2       93.7:       7.8        6.3
Old  :     100.0:      25.0       23.6       18.1       49.1       52.0       92.2       93.7:       7.8        6.3
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  :       260:        73         71         82         89         81        208        200:
Old  :       260:        73         71         82         89         81        208        200:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.6       20.8       22.6       32.1       11.7       17.9       19.4       26.2
Old  :                 13.6       20.8       22.6       32.1       11.7       17.9       19.4       26.2
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 - Futures Only, June 19, 2018                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   273,693:    67,370    110,822     50,563    137,811    102,185    255,744    263,570:    17,949     10,123
Old  :   161,175:    79,815     95,114      8,205     60,518     50,635    148,538    153,954:    12,637      7,221
Other:   112,518:    20,607     48,760      9,306     77,293     51,550    107,206    109,616:     5,312      2,902
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2018                        :
     :    -5,678:     4,281     15,076    -10,253       -529    -12,097     -6,501     -7,274:       823      1,596
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       40.5       18.5       50.4       37.3       93.4       96.3:       6.6        3.7
Old  :     100.0:      49.5       59.0        5.1       37.5       31.4       92.2       95.5:       7.8        4.5
Other:     100.0:      18.3       43.3        8.3       68.7       45.8       95.3       97.4:       4.7        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       518:       170        159        120        149        116        390        346:
Old  :       485:       175        143         43        117         87        316        253:
Other:       312:        73         87         41        126         84        225        194:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.6       14.1       21.3       24.0        8.5       11.8       14.5       19.7
Old  :                 17.2       17.6       25.1       31.1       16.4       17.4       23.4       30.5
Other:                 20.5       23.5       28.5       36.4       20.0       21.8       26.8       32.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, June 19, 2018                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    46,993:    37,341     19,269      1,549      1,679     24,787     40,569     45,605:     6,424      1,388
Old  :    46,993:    37,341     19,269      1,549      1,679     24,787     40,569     45,605:     6,424      1,388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2018                        :
     :    -2,914:     2,267    -11,142     -1,877     -2,398     10,909     -2,008     -2,110:      -906       -804
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.5       41.0        3.3        3.6       52.7       86.3       97.0:      13.7        3.0
Old  :     100.0:      79.5       41.0        3.3        3.6       52.7       86.3       97.0:      13.7        3.0
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  :       135:        96         30          9          6          5        105         41:
Old  :       135:        96         30          9          6          5        105         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  :                 31.2       70.4       42.3       81.6       29.3       70.2       39.8       81.4
Old  :                 31.2       70.4       42.3       81.6       29.3       70.2       39.8       81.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders - Futures Only, June 19, 2018                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   316,415:    54,057     10,497      3,465    248,990    296,298    306,512    310,260:     9,903      6,155
Old  :   316,415:    54,057     10,497      3,465    248,990    296,298    306,512    310,260:     9,903      6,155
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2018                        :
     :   -34,009:     1,537        873     -2,616    -24,245    -25,044    -25,324    -26,787:    -8,685     -7,222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        3.3        1.1       78.7       93.6       96.9       98.1:       3.1        1.9
Old  :     100.0:      17.1        3.3        1.1       78.7       93.6       96.9       98.1:       3.1        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        33         12         10         76         61        113         79:
Old  :       155:        33         12         10         76         61        113         79:
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  :                 31.5       49.7       44.7       68.9       28.8       49.2       41.9       68.2
Old  :                 31.5       49.7       44.7       68.9       28.8       49.2       41.9       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                                                        Code-244042
Commitments of Traders - Futures Only, June 19, 2018                                                               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   983,914:   240,180    107,854     22,341    690,067    838,089    952,588    968,284:    31,326     15,630
Old  :   983,914:   240,180    107,854     22,341    690,067    838,089    952,588    968,284:    31,326     15,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 12, 2018                        :
     :  -181,993:   -10,086     23,923    -18,689   -103,099   -140,887   -131,874   -135,653:   -50,119    -46,340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       11.0        2.3       70.1       85.2       96.8       98.4:       3.2        1.6
Old  :     100.0:      24.4       11.0        2.3       70.1       85.2       96.8       98.4:       3.2        1.6
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  :       401:       126         60         37        164        114        309        192:
Old  :       401:       126         60         37        164        114        309        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  :                 16.6       41.9       29.1       59.1       15.1       41.8       24.8       58.0
Old  :                 16.6       41.9       29.1       59.1       15.1       41.8       24.8       58.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 22, 2018