COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      283,001
COMMITMENTS
 132,565   26,011   23,976  108,753  220,970  265,294  270,957   17,707   12,044

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:      8,398)
   1,359     -373    3,616    1,798    3,079    6,773    6,322    1,625    2,076

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.8      9.2      8.5     38.4     78.1     93.7     95.7      6.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
     155       61       79       52       70      247      180                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       10,284
COMMITMENTS
   1,182    4,157      387    6,707    4,583    8,276    9,127    2,008    1,157

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:        811)
    -230      894       57      754     -288      581      663      230      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     40.4      3.8     65.2     44.6     80.5     88.7     19.5     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      15       19       11       25       11       47       34                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      271,718
COMMITMENTS
  81,391   83,818   37,712  132,039  140,494  251,142  262,024   20,576    9,694

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:      6,972)
   1,603   -4,037    5,905       81    5,941    7,589    7,809     -617     -837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     30.8     13.9     48.6     51.7     92.4     96.4      7.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
     113       80       69       67       46      222      165                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      757,204
COMMITMENTS
 172,520  180,718  100,727  416,854  414,082  690,101  695,527   67,103   61,677

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:      1,015)
   7,687  -21,677   -1,101  -11,980   25,524   -5,394    2,746    6,409   -1,731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     23.9     13.3     55.1     54.7     91.1     91.9      8.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      74       56       79       79       80      194      184                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      216,566
COMMITMENTS
  49,883   87,414   41,126  112,305   80,467  203,314  209,007   13,252    7,559

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:     -4,066)
     466   -9,269    1,316   -4,769    4,023   -2,987   -3,930   -1,079     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     40.4     19.0     51.9     37.2     93.9     96.5      6.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      455)
     152      120      113      143      108      359      299                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       52,638
COMMITMENTS
  34,204   32,045    2,214    8,607   14,911   45,025   49,170    7,613    3,468

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:      8,496)
   5,453    5,752      824    1,653      789    7,930    7,365      566    1,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.0     60.9      4.2     16.4     28.3     85.5     93.4     14.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      76       53       14        9        8       90       70                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:       23,198
COMMITMENTS
   1,619    3,306       66   14,866   14,327   16,551   17,699    6,647    5,499

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:       -652)
    -358   -1,361        6      -31      728     -383     -627     -269      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     14.3      0.3     64.1     61.8     71.3     76.3     28.7     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        9        2       14       12       20       21                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      289,845
COMMITMENTS
  72,700    7,870    1,997  206,305  274,731  281,002  284,598    8,843    5,247

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:     -4,097)
   2,671   -2,410      -72   -6,070   -1,437   -3,471   -3,919     -626     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      2.7      0.7     71.2     94.8     96.9     98.2      3.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      36       10        7       78       57      115       73                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 01/02/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      995,568
COMMITMENTS
 282,493  126,034   17,671  668,825  843,083  968,989  986,788   26,579    8,780

CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST:     22,850)
  12,430   -2,904       92    9,845   25,682   22,367   22,870      483      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     12.7      1.8     67.2     84.7     97.3     99.1      2.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      387)
     142       48       30      156       87      311      152                  



Updated January 5, 2018