COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, March 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  :   270,288:   116,104     14,285     28,886    107,335    217,511    252,325    260,682:    17,963      9,606
Old  :   191,841:    98,277     20,425     19,178     59,503    145,522    176,958    185,125:    14,883      6,716
Other:    78,447:    26,680      2,713        855     47,832     71,989     75,367     75,557:     3,080      2,890
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2018                    :
     :    10,750:     8,865     -1,134        926        -42     11,396      9,749     11,188:     1,001       -438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.0        5.3       10.7       39.7       80.5       93.4       96.4:       6.6        3.6
Old  :     100.0:      51.2       10.6       10.0       31.0       75.9       92.2       96.5:       7.8        3.5
Other:     100.0:      34.0        3.5        1.1       61.0       91.8       96.1       96.3:       3.9        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:       163         39         80         57         78        240        183:
Old  :       285:       141         51         50         44         69        204        153:
Other:       165:        67         20         12         40         56        112         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  :                 16.6       32.1       23.9       45.8       16.4       30.4       23.1       43.5
Old  :                 14.5       37.6       23.5       49.1       14.5       37.5       23.4       49.0
Other:                 29.7       36.5       43.7       52.3       28.5       36.0       41.7       51.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, March 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  :    11,657:     2,013      3,503        165      8,049      6,470     10,227     10,138:     1,430      1,519
Old  :    11,655:     2,011      3,503        165      8,049      6,468     10,225     10,136:     1,430      1,519
Other:         2:         2          0          0          0          2          2          2:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2018                    :
     :       974:       316        566        -16        357        312        657        862:       317        112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       30.1        1.4       69.0       55.5       87.7       87.0:      12.3       13.0
Old  :     100.0:      17.3       30.1        1.4       69.1       55.5       87.7       87.0:      12.3       13.0
Other:     100.0:     100.0        0.0        0.0        0.0      100.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        14         12          5         23          6         39         22:
Old  :        52:        14         12          5         23          6         39         22:
Other:         2:         1          0          0          0          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 41.2       53.5       59.0       76.8       40.7       53.1       56.7       76.4
Old  :                 41.2       53.5       59.0       76.8       40.7       53.1       56.7       76.4
Other:                100.0      100.0      100.0      100.0      100.0      100.0      100.0      100.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, March 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  :   284,461:    87,542     55,392     53,990    126,274    166,134    267,806    275,516:    16,655      8,945
Old  :   228,017:    86,072     56,303     45,356     81,720    117,976    213,148    219,635:    14,869      8,382
Other:    56,444:     7,028      4,647      3,076     44,554     48,158     54,658     55,881:     1,786        563
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2018                    :
     :    20,774:     4,020      2,266     13,178      2,286      5,214     19,484     20,658:     1,290        116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       19.5       19.0       44.4       58.4       94.1       96.9:       5.9        3.1
Old  :     100.0:      37.7       24.7       19.9       35.8       51.7       93.5       96.3:       6.5        3.7
Other:     100.0:      12.5        8.2        5.4       78.9       85.3       96.8       99.0:       3.2        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       253:       112         60         72         62         52        213        154:
Old  :       252:       112         64         67         59         50        206        150:
Other:        89:        23         16         10         39         29         64         54:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.5       26.2       26.8       40.9       11.2       21.0       18.1       33.4
Old  :                 14.6       21.7       24.4       39.7       11.8       18.6       19.1       32.7
Other:                 44.0       45.6       62.8       66.4       41.4       34.8       55.1       52.4
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, March 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  :   841,282:   179,921    261,949    126,295    462,881    381,136    769,097    769,380:    72,185     71,902
Old  :   841,282:   179,921    261,949    126,295    462,881    381,136    769,097    769,380:    72,185     71,902
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2018                    :
     :   -23,226:   -15,172    -33,470     -3,160     -3,073     17,211    -21,405    -19,419:    -1,821     -3,807
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       31.1       15.0       55.0       45.3       91.4       91.5:       8.6        8.5
Old  :     100.0:      21.4       31.1       15.0       55.0       45.3       91.4       91.5:       8.6        8.5
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  :       245:        61         79         78         77         71        186        190:
Old  :       245:        61         79         78         77         71        186        190:
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  :                 13.4       19.7       22.8       30.2       12.6       16.5       21.3       23.6
Old  :                 13.4       19.7       22.8       30.2       12.6       16.5       21.3       23.6
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, March 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  :   242,958:    58,473     95,317     47,022    121,542     92,630    227,037    234,969:    15,921      7,989
Old  :   207,492:    57,904     95,027     34,355    100,819     70,814    193,078    200,196:    14,414      7,296
Other:    35,466:    10,391     10,112      2,845     20,723     21,816     33,959     34,773:     1,507        693
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2018                    :
     :    12,309:     3,396       -759      4,466      4,448      8,650     12,310     12,357:        -1        -48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       39.2       19.4       50.0       38.1       93.4       96.7:       6.6        3.3
Old  :     100.0:      27.9       45.8       16.6       48.6       34.1       93.1       96.5:       6.9        3.5
Other:     100.0:      29.3       28.5        8.0       58.4       61.5       95.8       98.0:       4.2        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       480:       164        135        106        150        113        372        310:
Old  :       474:       163        142         92        147         96        362        282:
Other:       199:        48         31         16         94         62        151        102:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.5       14.4       21.5       24.6        9.8       11.9       15.7       17.6
Old  :                 13.9       14.2       23.0       25.2       11.9       13.7       17.7       20.2
Other:                 24.1       33.9       36.1       49.2       19.1       29.9       27.6       44.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, March 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  :    37,639:    24,345     24,466      4,018      2,230      6,099     30,593     34,583:     7,046      3,056
Old  :    37,639:    24,345     24,466      4,018      2,230      6,099     30,593     34,583:     7,046      3,056
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2018                    :
     :      -263:     1,610       -357        462     -2,058        -99         14          6:      -277       -269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.7       65.0       10.7        5.9       16.2       81.3       91.9:      18.7        8.1
Old  :     100.0:      64.7       65.0       10.7        5.9       16.2       81.3       91.9:      18.7        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  :       131:        62         54         17          7          8         80         71:
Old  :       131:        62         54         17          7          8         80         71:
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  :                 31.8       31.7       43.8       48.8       30.2       29.5       40.4       45.0
Old  :                 31.8       31.7       43.8       48.8       30.2       29.5       40.4       45.0
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 - Futures Only, March 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  :    26,727:     5,590      1,633          1     15,816     20,427     21,407     22,061:     5,320      4,666
Old  :    26,727:     5,590      1,633          1     15,816     20,427     21,407     22,061:     5,320      4,666
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2018                    :
     :     2,205:     2,191     -1,438          0       -159      3,035      2,032      1,597:       173        608
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        6.1        0.0       59.2       76.4       80.1       82.5:      19.9       17.5
Old  :     100.0:      20.9        6.1        0.0       59.2       76.4       80.1       82.5:      19.9       17.5
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  :        48:         8          4          1         21         20         30         24:
Old  :        48:         8          4          1         21         20         30         24:
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  :                 32.8       50.7       50.7       62.9       32.8       50.5       48.9       62.0
Old  :                 32.8       50.7       50.7       62.9       32.8       50.5       48.9       62.0
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, March 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  :   268,135:    40,870     12,288      1,712    216,315    249,205    258,897    263,205:     9,238      4,930
Old  :   268,135:    40,870     12,288      1,712    216,315    249,205    258,897    263,205:     9,238      4,930
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2018                    :
     :     3,573:    -1,286      1,011        149      5,937      3,687      4,800      4,847:    -1,227     -1,274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2        4.6        0.6       80.7       92.9       96.6       98.2:       3.4        1.8
Old  :     100.0:      15.2        4.6        0.6       80.7       92.9       96.6       98.2:       3.4        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        29         15          7         77         58        107         79:
Old  :       149:        29         15          7         77         58        107         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  :                 32.5       48.5       47.8       69.1       31.2       47.6       45.3       68.0
Old  :                 32.5       48.5       47.8       69.1       31.2       47.6       45.3       68.0
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, March 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  : 1,064,555:   279,127    107,278     21,794    724,519    920,502  1,025,440  1,049,574:    39,115     14,981
Old  : 1,064,555:   279,127    107,278     21,794    724,519    920,502  1,025,440  1,049,574:    39,115     14,981
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 27, 2018                    :
     :    20,071:    -9,195        156       -558     30,291     19,000     20,538     18,598:      -467      1,473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       10.1        2.0       68.1       86.5       96.3       98.6:       3.7        1.4
Old  :     100.0:      26.2       10.1        2.0       68.1       86.5       96.3       98.6:       3.7        1.4
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  :       385:       142         39         27        172         96        325        151:
Old  :       385:       142         39         27        172         96        325        151:
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  :                 19.6       44.8       32.2       65.0       18.4       44.8       29.9       64.7
Old  :                 19.6       44.8       32.2       65.0       18.4       44.8       29.9       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 9, 2018