COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :   350,885:   125,969     14,539     66,824    136,929    255,823    329,722    337,186:    21,162     13,698
Old  :   162,466:    80,373     29,539     23,794     44,996    102,369    149,163    155,702:    13,303      6,765
Other:   188,418:    67,262      6,666     21,365     91,933    153,454    180,559    181,485:     7,859      6,934
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2018                          :
     :    -5,276:    -5,750      1,103         20        -59     -8,059     -5,789     -6,935:       513      1,660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9        4.1       19.0       39.0       72.9       94.0       96.1:       6.0        3.9
Old  :     100.0:      49.5       18.2       14.6       27.7       63.0       91.8       95.8:       8.2        4.2
Other:     100.0:      35.7        3.5       11.3       48.8       81.4       95.8       96.3:       4.2        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       329:       171         53         96         77         87        291        197:
Old  :       299:       140         62         61         63         76        229        174:
Other:       234:       105         37         39         62         74        191        127:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.2       30.9       22.1       41.8       13.2       26.3       18.5       35.3
Old  :                 14.7       34.8       24.1       45.7       13.2       31.8       21.7       41.4
Other:                 18.9       28.8       28.5       43.9       18.1       23.7       26.3       37.7
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :    18,285:     4,983        972      2,293      7,801     13,216     15,077     16,482:     3,208      1,803
Old  :    17,852:     4,981        976      2,165      7,607     13,001     14,753     16,142:     3,099      1,709
Other:       433:         8          3        122        194        215        324        339:       109         94
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2018                          :
     :     2,385:     1,466       -201        459        162      1,790      2,086      2,047:       298        338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        5.3       12.5       42.7       72.3       82.5       90.1:      17.5        9.9
Old  :     100.0:      27.9        5.5       12.1       42.6       72.8       82.6       90.4:      17.4        9.6
Other:     100.0:       1.8        0.6       28.2       44.8       49.6       74.7       78.4:      25.3       21.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        28          9         11         24         17         58         31:
Old  :        64:        27         10         11         22         17         56         31:
Other:        12:         3          1          4          6          5         10          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.0       54.4       42.1       71.8       30.0       51.0       40.9       65.8
Old  :                 30.3       54.6       42.2       72.0       30.3       51.6       41.3       66.7
Other:                 63.5       57.4       74.3       77.7       34.5       39.7       36.1       39.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :   375,229:   114,073     52,829    104,624    141,351    207,348    360,048    364,801:    15,181     10,428
Old  :   235,004:   103,893     61,377     59,544     60,522    106,342    223,958    227,264:    11,046      7,741
Other:   140,224:    32,325     13,596     22,936     80,829    101,005    136,089    137,537:     4,135      2,687
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2018                          :
     :     1,375:    -1,584     -4,732      1,618      1,956      4,763      1,989      1,649:      -614       -274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       14.1       27.9       37.7       55.3       96.0       97.2:       4.0        2.8
Old  :     100.0:      44.2       26.1       25.3       25.8       45.3       95.3       96.7:       4.7        3.3
Other:     100.0:      23.1        9.7       16.4       57.6       72.0       97.1       98.1:       2.9        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:       107         75         84         55         50        215        165:
Old  :       249:       107         74         68         49         45        196        150:
Other:       135:        45         34         29         43         33        108         78:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.7       24.2       26.6       37.2        9.8       17.0       15.4       25.6
Old  :                 16.3       23.2       26.2       37.9       12.9       17.3       20.8       29.2
Other:                 29.8       31.2       46.1       49.0       27.4       24.0       36.4       36.0
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  : 1,158,347:   235,047    321,053    273,598    562,898    483,399  1,071,542  1,078,050:    86,805     80,297
Old  : 1,158,347:   235,047    321,053    273,598    562,898    483,399  1,071,542  1,078,050:    86,805     80,297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2018                          :
     :    17,902:     4,849       -504      5,641      5,723     15,118     16,214     20,255:     1,688     -2,353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       27.7       23.6       48.6       41.7       92.5       93.1:       7.5        6.9
Old  :     100.0:      20.3       27.7       23.6       48.6       41.7       92.5       93.1:       7.5        6.9
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  :       291:        83         96        102         90         82        233        230:
Old  :       291:        83         96        102         90         82        233        230:
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  :                 11.5       14.7       19.9       24.4        9.5       11.1       16.6       18.3
Old  :                 11.5       14.7       19.9       24.4        9.5       11.1       16.6       18.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :   300,829:    52,372     93,291     85,544    145,113    113,120    283,029    291,956:    17,800      8,873
Old  :   221,068:    60,530     91,616     54,509     91,508     67,461    206,548    213,587:    14,521      7,482
Other:    79,761:    13,004     22,837      9,873     53,605     45,659     76,481     78,369:     3,280      1,392
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2018                          :
     :    13,447:       599      8,724      5,013      6,107       -398     11,720     13,339:     1,727        108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       31.0       28.4       48.2       37.6       94.1       97.1:       5.9        2.9
Old  :     100.0:      27.4       41.4       24.7       41.4       30.5       93.4       96.6:       6.6        3.4
Other:     100.0:      16.3       28.6       12.4       67.2       57.2       95.9       98.3:       4.1        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       559:       202        169        169        158        133        444        403:
Old  :       542:       209        158        134        144        116        408        358:
Other:       292:        65         80         49        128         85        224        188:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.3       14.1       19.4       23.0        7.9       10.0       12.9       15.8
Old  :                 13.0       14.4       20.0       24.8       10.1       13.8       15.5       21.6
Other:                 17.7       23.9       28.0       37.1       13.4       18.2       19.6       28.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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  :    40,565:    28,782     28,661      2,132      2,964      7,784     33,878     38,576:     6,688      1,989
Old  :    40,565:    28,782     28,661      2,132      2,964      7,784     33,878     38,576:     6,688      1,989
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2018                          :
     :     2,945:     2,619      2,063        106        134        822      2,859      2,992:        86        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.0       70.7        5.3        7.3       19.2       83.5       95.1:      16.5        4.9
Old  :     100.0:      71.0       70.7        5.3        7.3       19.2       83.5       95.1:      16.5        4.9
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  :       142:        93         36         17          9          6        114         48:
Old  :       142:        93         36         17          9          6        114         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       49.3       35.1       76.2       24.4       47.5       33.3       74.0
Old  :                 26.3       49.3       35.1       76.2       24.4       47.5       33.3       74.0
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, May 15, 2018                              
-------------------------------------------------------------------------------------------------------------------
     :   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  :    10,592:     2,408        707          0      4,364      5,797      6,772      6,504:     3,820      4,088
Old  :    10,592:     2,408        707          0      4,364      5,797      6,772      6,504:     3,820      4,088
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2018                          :
     :       178:        86       -495          0       -245        284       -159       -211:       337        389
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        6.7        0.0       41.2       54.7       63.9       61.4:      36.1       38.6
Old  :     100.0:      22.7        6.7        0.0       41.2       54.7       63.9       61.4:      36.1       38.6
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  :        25:         6          1          0         14          7         20          8:
Old  :        25:         6          1          0         14          7         20          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       46.3       37.7       61.4       21.7       44.2       37.7       59.1
Old  :                 21.7       46.3       37.7       61.4       21.7       44.2       37.7       59.1
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, May 15, 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  :   311,850:    61,124     10,603      1,489    238,295    295,184    300,908    307,276:    10,942      4,574
Old  :   311,850:    61,124     10,603      1,489    238,295    295,184    300,908    307,276:    10,942      4,574
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2018                          :
     :    16,970:     4,125      4,832        -65     13,441     12,103     17,501     16,870:      -531        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        3.4        0.5       76.4       94.7       96.5       98.5:       3.5        1.5
Old  :     100.0:      19.6        3.4        0.5       76.4       94.7       96.5       98.5:       3.5        1.5
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  :       161:        37         13          6         76         62        113         81:
Old  :       161:        37         13          6         76         62        113         81:
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  :                 27.0       45.6       40.9       64.5       24.6       44.9       38.0       63.5
Old  :                 27.0       45.6       40.9       64.5       24.6       44.9       38.0       63.5
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, May 15, 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  : 1,045,673:   236,248     81,613     19,963    750,506    925,333  1,006,717  1,026,909:    38,956     18,764
Old  : 1,045,673:   236,248     81,613     19,963    750,506    925,333  1,006,717  1,026,909:    38,956     18,764
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 8, 2018                          :
     :   -27,888:    -7,417      4,433        364    -22,067    -35,857    -29,120    -31,060:     1,232      3,172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        7.8        1.9       71.8       88.5       96.3       98.2:       3.7        1.8
Old  :     100.0:      22.6        7.8        1.9       71.8       88.5       96.3       98.2:       3.7        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  :       390:       131         51         29        165        104        308        172:
Old  :       390:       131         51         29        165        104        308        172:
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  :                 18.7       51.5       32.0       65.1       17.0       51.5       27.7       64.6
Old  :                 18.7       51.5       32.0       65.1       17.0       51.5       27.7       64.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 18, 2018