COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, February 06, 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  :   293,564:   111,610     26,679     34,080    129,657    222,179    275,347    282,938:    18,217     10,626
Old  :   237,495:   104,529     33,188     25,260     91,491    170,539    221,280    228,987:    16,215      8,508
Other:    56,069:    15,385      1,795        516     38,166     51,640     54,067     53,951:     2,002      2,118
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2018                     :
     :   -14,826:   -16,098     -2,412     -3,071      3,791     -8,044    -15,378    -13,527:       552     -1,299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0        9.1       11.6       44.2       75.7       93.8       96.4:       6.2        3.6
Old  :     100.0:      44.0       14.0       10.6       38.5       71.8       93.2       96.4:       6.8        3.6
Other:     100.0:      27.4        3.2        0.9       68.1       92.1       96.4       96.2:       3.6        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:       140         61        101         61         74        249        200:
Old  :       290:       137         63         86         56         72        231        190:
Other:       144:        53         20          9         38         48         95         74:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.3       31.8       25.1       43.4       13.8       28.0       19.9       38.7
Old  :                 15.0       36.2       23.4       46.2       11.8       36.0       19.4       44.6
Other:                 40.6       39.0       56.0       58.1       37.7       38.5       53.0       57.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, February 06, 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  :    10,519:       945      3,340        532      7,348      5,026      8,825      8,898:     1,694      1,621
Old  :    10,519:       945      3,340        532      7,348      5,026      8,825      8,898:     1,694      1,621
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2018                     :
     :        54:      -104       -121        120        -72       -122        -56       -123:       110        177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       31.8        5.1       69.9       47.8       83.9       84.6:      16.1       15.4
Old  :     100.0:       9.0       31.8        5.1       69.9       47.8       83.9       84.6:      16.1       15.4
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  :        53:         8         18         10         22          9         37         30:
Old  :        53:         8         18         10         22          9         37         30:
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       47.2       50.6       66.0       30.7       47.2       49.7       64.1
Old  :                 31.2       47.2       50.6       66.0       30.7       47.2       49.7       64.1
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 - Futures Only, February 06, 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  :   269,041:    77,775     59,401     43,114    131,347    157,905    252,236    260,420:    16,805      8,621
Old  :   219,494:    77,781     63,652     32,354     93,906    115,607    204,041    211,613:    15,453      7,881
Other:    49,547:     7,570      3,325      3,184     37,441     42,298     48,195     48,807:     1,352        740
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2018                     :
     :   -15,310:    -2,951     -7,464     -2,854     -7,371     -3,561    -13,176    -13,879:    -2,134     -1,431
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       22.1       16.0       48.8       58.7       93.8       96.8:       6.2        3.2
Old  :     100.0:      35.4       29.0       14.7       42.8       52.7       93.0       96.4:       7.0        3.6
Other:     100.0:      15.3        6.7        6.4       75.6       85.4       97.3       98.5:       2.7        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:        92         70         81         64         53        203        173:
Old  :       250:        95         72         78         63         50        200        169:
Other:        71:        17         12          4         35         25         56         37:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       25.2       27.8       42.3       15.1       20.2       22.8       31.6
Old  :                 14.9       23.6       25.1       39.7       13.5       19.4       21.2       28.7
Other:                 49.5       55.7       70.1       76.7       45.6       46.0       62.4       61.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, February 06, 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  :   928,370:   203,767    303,345    120,031    533,284    430,101    857,082    853,477:    71,288     74,893
Old  :   928,370:   203,767    303,345    120,031    533,284    430,101    857,082    853,477:    71,288     74,893
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2018                     :
     :     2,410:       -41     -4,981     -1,427      4,875     16,378      3,407      9,970:      -997     -7,560
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       32.7       12.9       57.4       46.3       92.3       91.9:       7.7        8.1
Old  :     100.0:      21.9       32.7       12.9       57.4       46.3       92.3       91.9:       7.7        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        69         79         81         83         81        196        206:
Old  :       258:        69         79         81         83         81        196        206:
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  :                 13.9       18.8       23.5       29.7       11.4       14.4       19.2       22.1
Old  :                 13.9       18.8       23.5       29.7       11.4       14.4       19.2       22.1
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, February 06, 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  :   250,258:    51,999     95,981     49,211    132,966     96,693    234,176    241,885:    16,082      8,373
Old  :   227,704:    47,762     95,779     44,017    120,994     80,085    212,773    219,881:    14,931      7,823
Other:    22,554:     7,258      3,223      2,173     11,972     16,608     21,403     22,004:     1,151        550
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2018                     :
     :    11,491:      -722      2,426      4,283      7,213      4,421     10,774     11,130:       717        361
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       38.4       19.7       53.1       38.6       93.6       96.7:       6.4        3.3
Old  :     100.0:      21.0       42.1       19.3       53.1       35.2       93.4       96.6:       6.6        3.4
Other:     100.0:      32.2       14.3        9.6       53.1       73.6       94.9       97.6:       5.1        2.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       474:       159        132        115        147        120        372        322:
Old  :       472:       159        138        106        144        111        365        307:
Other:       158:        28         21         12         79         58        118         84:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       14.8       23.0       23.9        9.4       11.0       15.2       17.6
Old  :                 14.5       14.8       23.9       24.9       10.4       12.0       16.2       19.7
Other:                 27.6       39.4       38.9       52.8       24.1       33.9       32.9       43.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, February 06, 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  :    43,794:    27,554     31,132      3,175      5,967      6,018     36,696     40,325:     7,098      3,469
Old  :    43,794:    27,554     31,132      3,175      5,967      6,018     36,696     40,325:     7,098      3,469
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2018                     :
     :    -3,292:    -1,399     -3,608        607     -2,219        200     -3,011     -2,801:      -281       -491
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.9       71.1        7.2       13.6       13.7       83.8       92.1:      16.2        7.9
Old  :     100.0:      62.9       71.1        7.2       13.6       13.7       83.8       92.1:      16.2        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  :       136:        69         51         12          6          9         82         69:
Old  :       136:        69         51         12          6          9         82         69:
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  :                 41.9       43.3       51.9       59.9       37.4       42.5       47.2       57.8
Old  :                 41.9       43.3       51.9       59.9       37.4       42.5       47.2       57.8
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 - Futures Only, February 06, 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  :    23,045:     2,211      2,547          0     15,233     15,848     17,444     18,395:     5,601      4,650
Old  :    23,045:     2,211      2,547          0     15,233     15,848     17,444     18,395:     5,601      4,650
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2018                     :
     :      -405:      -301        667        -24       -263       -962       -588       -319:       183        -86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       11.1        0.0       66.1       68.8       75.7       79.8:      24.3       20.2
Old  :     100.0:       9.6       11.1        0.0       66.1       68.8       75.7       79.8:      24.3       20.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         6          5          0         14         14         20         19:
Old  :        36:         6          5          0         14         14         20         19:
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  :                 40.9       46.7       59.9       61.1       40.7       46.7       55.9       60.9
Old  :                 40.9       46.7       59.9       61.1       40.7       46.7       55.9       60.9
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, February 06, 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  :   284,841:    54,636      8,426      2,203    219,037    269,562    275,876    280,191:     8,965      4,650
Old  :   284,841:    54,636      8,426      2,203    219,037    269,562    275,876    280,191:     8,965      4,650
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2018                     :
     :      -893:        30     -1,232         73     -1,182         33     -1,079     -1,126:       186        233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2        3.0        0.8       76.9       94.6       96.9       98.4:       3.1        1.6
Old  :     100.0:      19.2        3.0        0.8       76.9       94.6       96.9       98.4:       3.1        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  :       157:        37         13          9         79         57        119         76:
Old  :       157:        37         13          9         79         57        119         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  :                 30.2       51.0       41.5       70.8       27.9       50.1       38.5       69.5
Old  :                 30.2       51.0       41.5       70.8       27.9       50.1       38.5       69.5
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 - Futures Only, February 06, 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  : 1,084,285:   299,098    120,091     21,970    733,224    932,175  1,054,292  1,074,236:    29,993     10,049
Old  : 1,084,285:   299,098    120,091     21,970    733,224    932,175  1,054,292  1,074,236:    29,993     10,049
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 30, 2018                     :
     :    -2,635:    -9,438      5,793      4,085      1,792    -14,183     -3,561     -4,305:       926      1,670
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       11.1        2.0       67.6       86.0       97.2       99.1:       2.8        0.9
Old  :     100.0:      27.6       11.1        2.0       67.6       86.0       97.2       99.1:       2.8        0.9
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  :       380:       144         39         29        162         82        318        138:
Old  :       380:       144         39         29        162         82        318        138:
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  :                 19.9       44.9       31.7       67.0       18.8       44.9       30.0       66.9
Old  :                 19.9       44.9       31.7       67.0       18.8       44.9       30.0       66.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 9, 2018