COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 01/23/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      314,624
COMMITMENTS
 145,436   24,131   34,213  117,124  245,067  296,773  303,411   17,851   11,213

CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST:     11,087)
   3,486   -1,870    4,439    2,684    7,731   10,609   10,300      478      787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.2      7.7     10.9     37.2     77.9     94.3     96.4      5.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
     158       57       89       56       76      265      190                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 01/23/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       10,632
COMMITMENTS
   1,218    4,002      498    7,207    4,574    8,923    9,074    1,709    1,558

CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST:       -523)
    -271     -876      123     -193      227     -341     -526     -182        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     37.6      4.7     67.8     43.0     83.9     85.3     16.1     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      11       18       11       22        9       42       29                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 01/23/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      272,891
COMMITMENTS
  81,504   73,587   40,516  132,376  149,418  254,396  263,521   18,495    9,370

CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST:     -6,250)
  -1,232   -8,282   -1,503   -2,286    3,935   -5,021   -5,850   -1,229     -400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     27.0     14.8     48.5     54.8     93.2     96.6      6.8      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
     113       75       77       65       49      220      174                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 01/23/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      912,141
COMMITMENTS
 205,857  290,317  120,848  511,220  413,967  837,925  825,132   74,216   87,009

CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST:     88,486)
   8,586   58,024   23,678   46,011   -8,794   78,275   72,908   10,211   15,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     31.8     13.2     56.0     45.4     91.9     90.5      8.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      70       75       77       84       81      194      202                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 01/23/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      245,886
COMMITMENTS
  52,319   98,151   50,061  127,874   89,743  230,254  237,955   15,632    7,931

CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST:      8,757)
     479    4,453    3,549    4,393    1,005    8,421    9,007      336     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     39.9     20.4     52.0     36.5     93.6     96.8      6.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      459)
     146      131      110      146      112      358      306                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 01/23/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       49,114
COMMITMENTS
  31,170   35,343    2,211    8,182    7,738   41,563   45,292    7,551    3,822

CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST:     -2,322)
  -2,920      -20       74     -152   -2,697   -2,998   -2,643      676      321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.5     72.0      4.5     16.7     15.8     84.6     92.2     15.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      77       51       11        8        7       91       64                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 01/23/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:       23,135
COMMITMENTS
   1,589    1,688       13   15,552   17,051   17,154   18,752    5,981    4,383

CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST:        -40)
  -1,701      162        0    1,306      661     -395      823      355     -863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      7.3      0.1     67.2     73.7     74.1     81.1     25.9     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        5        1       15       17       21       22                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 01/23/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      286,138
COMMITMENTS
  56,716   10,787    2,439  217,729  267,156  276,884  280,382    9,254    5,756

CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST:     -4,381)
     300   -1,854      263   -5,357   -3,539   -4,794   -5,130      413      749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8      3.8      0.9     76.1     93.4     96.8     98.0      3.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      34       11        9       76       56      111       75                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 01/23/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,064,907
COMMITMENTS
 304,989  115,482   19,241  711,890  922,924  1036120  1057647   28,787    7,260

CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST:     19,370)
   8,083  -11,449    2,235   16,811   30,583   27,129   21,369   -7,759   -1,999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     10.8      1.8     66.8     86.7     97.3     99.3      2.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     144       42       28      159       84      313      144                  



Updated January 26, 2018