COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      259,538
COMMITMENTS
 107,239   15,419   27,960  107,377  206,115  242,576  249,494   16,962   10,044

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:      7,686)
   8,837   -2,628    1,284   -2,069    9,025    8,052    7,681     -366        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3      5.9     10.8     41.4     79.4     93.5     96.1      6.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
     151       41       77       51       75      229      172                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       10,683
COMMITMENTS
   1,697    2,937      181    7,692    6,158    9,570    9,276    1,113    1,407

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:        -74)
     177      333      -15      124     -288      286       30     -360     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     27.5      1.7     72.0     57.6     89.6     86.8     10.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      15       13        6       21        7       40       23                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      263,687
COMMITMENTS
  83,522   53,126   40,812  123,988  160,920  248,322  254,858   15,365    8,829

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:      3,984)
   4,476      771      948   -1,253    1,843    4,171    3,562     -187      422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     20.1     15.5     47.0     61.0     94.2     96.7      5.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
     100       61       68       60       50      199      145                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      864,508
COMMITMENTS
 195,093  295,419  129,455  465,954  363,925  790,502  788,799   74,006   75,709

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:     -6,460)
   1,050   11,962   -1,442   -4,666  -18,952   -5,058   -8,432   -1,402    1,972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     34.2     15.0     53.9     42.1     91.4     91.2      8.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      66       85       73       76       73      183      197                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      230,649
COMMITMENTS
  55,077   96,076   42,556  117,094   83,980  214,727  222,612   15,922    8,037

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:      8,091)
   3,289   -2,489    5,120      761    6,501    9,170    9,132   -1,079   -1,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     41.7     18.5     50.8     36.4     93.1     96.5      6.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      458)
     155      129       93      144      106      346      294                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       37,902
COMMITMENTS
  22,735   24,823    3,556    4,288    6,198   30,579   34,577    7,323    3,325

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:     -1,526)
  -1,030     -979     -472     -648      104   -2,150   -1,347      624     -179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.0     65.5      9.4     11.3     16.4     80.7     91.2     19.3      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      59       54       11        6        8       72       67                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:       24,522
COMMITMENTS
   3,399    3,071        1   15,975   17,392   19,375   20,464    5,147    4,058

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:      1,010)
    -151     -111        0      771      724      620      613      390      397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     12.5      0.0     65.1     70.9     79.0     83.5     21.0     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8        5        1       18       17       27       22                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      264,562
COMMITMENTS
  42,156   11,277    1,563  210,378  245,518  254,097  258,358   10,465    6,204

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:     -4,114)
    -244   -2,733     -180   -4,516   -2,411   -4,940   -5,324      826    1,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      4.3      0.6     79.5     92.8     96.0     97.7      4.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      29       13        6       74       58      104       76                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 02/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,044,484
COMMITMENTS
 288,322  107,122   22,352  694,228  901,502  1004902  1030976   39,582   13,508

CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST:      4,195)
  -3,747      264   -1,512   -1,550    3,172   -6,809    1,924   11,004    2,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     10.3      2.1     66.5     86.3     96.2     98.7      3.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      392)
     146       39       28      174       96      331      152                  



Updated March 2, 2018