COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, September 26, 2017                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :   234,444:    91,372     32,105     15,375    114,009    175,572    220,756    223,052:    13,688     11,392
Old  :   218,763:    90,329     34,591     12,482    102,947    160,709    205,758    207,782:    13,005     10,981
Other:    15,681:     3,840        311         96     11,062     14,863     14,998     15,270:       683        411
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :    -4,306:    -5,639     -1,290       -395      1,619     -3,072     -4,415     -4,757:       109        451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0       13.7        6.6       48.6       74.9       94.2       95.1:       5.8        4.9
Old  :     100.0:      41.3       15.8        5.7       47.1       73.5       94.1       95.0:       5.9        5.0
Other:     100.0:      24.5        2.0        0.6       70.5       94.8       95.6       97.4:       4.4        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       269:       111         58         64         67         69        208        165:
Old  :       268:       107         60         56         65         66        198        161:
Other:        65:        17          6          4         19         28         37         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  :                 17.6       38.5       25.6       51.0       15.1       31.6       22.9       43.3
Old  :                 15.9       41.3       24.3       51.1       15.7       37.3       24.0       47.2
Other:                 62.7       60.7       75.5       80.5       62.5       59.7       75.1       79.5
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, September 26, 2017                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :     8,390:     1,579      2,065        370      4,358      4,757      6,307      7,192:     2,083      1,198
Old  :     5,332:     1,649      1,764         54      2,202      2,688      3,905      4,506:     1,427        826
Other:     3,058:       224        595         22      2,156      2,069      2,402      2,686:       656        372
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :      -469:      -239       -124         27          0       -393       -212       -490:      -257         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       24.6        4.4       51.9       56.7       75.2       85.7:      24.8       14.3
Old  :     100.0:      30.9       33.1        1.0       41.3       50.4       73.2       84.5:      26.8       15.5
Other:     100.0:       7.3       19.5        0.7       70.5       67.7       78.5       87.8:      21.5       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        15         18          8         23         10         43         31:
Old  :        61:        19         14          1         21          8         40         23:
Other:        36:         4         11          3         16          7         22         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.3       44.8       40.2       61.0       25.3       44.8       40.2       60.8
Old  :                 27.3       38.3       39.6       58.2       27.3       38.3       39.6       58.2
Other:                 50.2       66.0       67.1       76.7       50.2       66.0       67.1       76.7
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, September 26, 2017                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :   257,041:    61,819     86,901     37,691    140,797    122,161    240,307    246,753:    16,734     10,288
Old  :   239,758:    62,693     87,208     34,463    126,304    108,049    223,460    229,720:    16,298     10,038
Other:    17,283:     1,465      2,032        889     14,493     14,112     16,847     17,033:       436        250
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :    -4,142:       103     -5,336     -5,103      1,672      5,776     -3,328     -4,663:      -814        521
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       33.8       14.7       54.8       47.5       93.5       96.0:       6.5        4.0
Old  :     100.0:      26.1       36.4       14.4       52.7       45.1       93.2       95.8:       6.8        4.2
Other:     100.0:       8.5       11.8        5.1       83.9       81.7       97.5       98.6:       2.5        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        92         83         66         65         42        198        159:
Old  :       258:        94         83         66         65         42        198        159:
Other:        38:         4          4          2         23         15         28         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.2       22.5       31.5       34.9       14.9       13.9       24.6       21.0
Old  :                 18.0       22.3       30.3       33.6       13.7       13.3       23.5       20.5
Other:                 76.5       60.8       83.8       80.6       57.0       52.9       62.7       67.7
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, September 26, 2017                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :   711,181:   185,260    211,447     72,297    391,804    357,418    649,361    641,162:    61,820     70,019
Old  :   711,181:   185,260    211,447     72,297    391,804    357,418    649,361    641,162:    61,820     70,019
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :   -56,235:     8,127     14,624    -15,078    -42,901    -55,611    -49,852    -56,065:    -6,383       -170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       29.7       10.2       55.1       50.3       91.3       90.2:       8.7        9.8
Old  :     100.0:      26.0       29.7       10.2       55.1       50.3       91.3       90.2:       8.7        9.8
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  :       241:        73         69         58         82         68        183        171:
Old  :       241:        73         69         58         82         68        183        171:
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  :                 13.2       19.4       22.9       29.7       11.7       14.4       19.9       22.8
Old  :                 13.2       19.4       22.9       29.7       11.7       14.4       19.9       22.8
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, September 26, 2017                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :   189,928:    47,444     57,279     32,179    100,541     92,995    180,164    182,453:     9,764      7,475
Old  :   182,294:    47,825     57,566     29,535     95,617     87,915    172,977    175,016:     9,317      7,278
Other:     7,634:     1,478      1,572        785      4,924      5,080      7,187      7,437:       447        197
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :        87:     3,309      2,647     -5,550      1,725      2,659       -516       -244:       603        331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       30.2       16.9       52.9       49.0       94.9       96.1:       5.1        3.9
Old  :     100.0:      26.2       31.6       16.2       52.5       48.2       94.9       96.0:       5.1        4.0
Other:     100.0:      19.4       20.6       10.3       64.5       66.5       94.1       97.4:       5.9        2.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       417:       122        116        103        138        114        319        293:
Old  :       417:       124        119        100        138        112        317        290:
Other:       109:        14         19          7         57         37         75         59:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.6       15.0       24.6       24.8       11.2       12.6       18.1       20.7
Old  :                 14.5       15.3       24.4       25.3       11.7       13.2       18.9       21.7
Other:                 44.9       32.9       56.7       51.3       33.7       31.9       42.7       46.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, September 26, 2017                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :    45,590:    29,288     35,891      1,928      5,863      5,528     37,079     43,347:     8,511      2,243
Old  :    45,590:    29,288     35,891      1,928      5,863      5,528     37,079     43,347:     8,511      2,243
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :     3,303:     2,455      2,845        285        -67        759      2,673      3,889:       630       -586
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.2       78.7        4.2       12.9       12.1       81.3       95.1:      18.7        4.9
Old  :     100.0:      64.2       78.7        4.2       12.9       12.1       81.3       95.1:      18.7        4.9
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  :       166:        94         56         13          9          9        112         70:
Old  :       166:        94         56         13          9          9        112         70:
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       35.9       40.4       53.3       30.8       35.6       38.5       52.6
Old  :                 32.5       35.9       40.4       53.3       30.8       35.6       38.5       52.6
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, September 26, 2017                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :    53,963:     5,244      9,786        518     39,821     33,420     45,583     43,724:     8,380     10,239
Old  :    53,963:     5,244      9,786        518     39,821     33,420     45,583     43,724:     8,380     10,239
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :    -4,157:    -1,055       -167        -24     -2,506     -5,174     -3,585     -5,365:      -572      1,208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       18.1        1.0       73.8       61.9       84.5       81.0:      15.5       19.0
Old  :     100.0:       9.7       18.1        1.0       73.8       61.9       84.5       81.0:      15.5       19.0
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  :        83:        13         18          3         37         21         51         41:
Old  :        83:        13         18          3         37         21         51         41:
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  :                 32.6       44.0       44.2       53.4       32.6       43.0       44.2       52.3
Old  :                 32.6       44.0       44.2       53.4       32.6       43.0       44.2       52.3
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, September 26, 2017                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  :   282,939:    57,114      9,511      3,168    214,014    264,259    274,296    276,938:     8,643      6,001
Old  :   282,939:    57,114      9,511      3,168    214,014    264,259    274,296    276,938:     8,643      6,001
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :     2,956:     3,847        535     -1,186       -550      2,437      2,111      1,786:       845      1,170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        3.4        1.1       75.6       93.4       96.9       97.9:       3.1        2.1
Old  :     100.0:      20.2        3.4        1.1       75.6       93.4       96.9       97.9:       3.1        2.1
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  :       145:        33          9          5         73         55        106         69:
Old  :       145:        33          9          5         73         55        106         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  :                 34.3       49.0       47.0       68.2       32.9       49.0       45.3       67.9
Old  :                 34.3       49.0       47.0       68.2       32.9       49.0       45.3       67.9
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, September 26, 2017                                                          
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,065,255:   324,318    110,295     16,876    698,360    925,309  1,039,554  1,052,480:    25,701     12,775
Old  : 1,065,255:   324,318    110,295     16,876    698,360    925,309  1,039,554  1,052,480:    25,701     12,775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 19, 2017                   :
     :   -14,819:     1,603      7,844     -1,928    -13,301    -21,829    -13,626    -15,913:    -1,193      1,094
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       10.4        1.6       65.6       86.9       97.6       98.8:       2.4        1.2
Old  :     100.0:      30.4       10.4        1.6       65.6       86.9       97.6       98.8:       2.4        1.2
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  :       364:       128         44         28        150         93        290        153:
Old  :       364:       128         44         28        150         93        290        153:
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  :                 20.8       48.2       31.7       64.2       20.3       48.2       30.2       63.9
Old  :                 20.8       48.2       31.7       64.2       20.3       48.2       30.2       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 29, 2017