COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, October 03, 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  :   229,503:    86,618     33,106     15,833    114,123    169,389    216,574    218,328:    12,929     11,175
Old  :   213,567:    85,566     35,680     12,743    103,020    154,326    201,329    202,749:    12,238     10,818
Other:    15,936:     3,993        367        149     11,103     15,063     15,245     15,579:       691        357
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :    -4,941:    -4,754      1,001        458        114     -6,183     -4,182     -4,724:      -759       -217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7       14.4        6.9       49.7       73.8       94.4       95.1:       5.6        4.9
Old  :     100.0:      40.1       16.7        6.0       48.2       72.3       94.3       94.9:       5.7        5.1
Other:     100.0:      25.1        2.3        0.9       69.7       94.5       95.7       97.8:       4.3        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       277:       115         61         74         68         67        221        172:
Old  :       276:       112         64         68         65         64        212        168:
Other:        67:        17          7          5         19         28         38         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.8       37.7       26.0       50.1       15.1       30.5       22.9       42.0
Old  :                 16.0       40.5       24.5       50.1       15.8       36.3       24.1       45.8
Other:                 61.4       60.5       75.3       80.2       61.3       59.6       74.9       79.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, October 03, 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  :     8,622:     1,649      2,311        399      4,515      4,714      6,563      7,424:     2,059      1,198
Old  :     4,669:     1,450      1,810         55      1,808      2,054      3,313      3,919:     1,356        750
Other:     3,953:       535        837          8      2,707      2,660      3,250      3,505:       703        448
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :       232:        70        246         29        157        -43        256        232:       -24          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       26.8        4.6       52.4       54.7       76.1       86.1:      23.9       13.9
Old  :     100.0:      31.1       38.8        1.2       38.7       44.0       71.0       83.9:      29.0       16.1
Other:     100.0:      13.5       21.2        0.2       68.5       67.3       82.2       88.7:      17.8       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        17         17          8         24         10         46         30:
Old  :        57:        16         15          2         19          8         36         24:
Other:        41:         7         11          3         18          7         27         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  :                 24.8       42.0       38.0       58.8       24.8       42.0       38.0       58.7
Old  :                 23.9       34.9       37.3       55.6       23.9       34.9       37.3       55.6
Other:                 39.4       62.3       58.8       75.3       39.4       62.2       58.8       74.9
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, October 03, 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  :   254,019:    61,950     80,885     36,077    139,004    127,926    237,031    244,888:    16,988      9,131
Old  :   236,549:    62,787     81,195     32,869    124,411    113,551    220,067    227,615:    16,482      8,934
Other:    17,470:     1,476      2,003        895     14,593     14,375     16,964     17,273:       506        197
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :    -3,022:       131     -6,016     -1,614     -1,793      5,765     -3,276     -1,865:       254     -1,157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       31.8       14.2       54.7       50.4       93.3       96.4:       6.7        3.6
Old  :     100.0:      26.5       34.3       13.9       52.6       48.0       93.0       96.2:       7.0        3.8
Other:     100.0:       8.4       11.5        5.1       83.5       82.3       97.1       98.9:       2.9        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:       100         79         70         62         41        204        157:
Old  :       259:       101         79         69         62         41        204        156:
Other:        38:         4          3          3         23         16         29         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       25.2       31.2       37.7       15.1       16.1       25.4       23.6
Old  :                 17.5       24.8       30.0       36.5       14.0       15.0       24.4       22.6
Other:                 76.0       61.5       83.4       81.1       56.6       53.6       62.5       68.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, October 03, 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  :   683,879:   180,403    227,184     73,545    371,246    318,607    625,194    619,336:    58,685     64,543
Old  :   683,879:   180,403    227,184     73,545    371,246    318,607    625,194    619,336:    58,685     64,543
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :   -27,302:    -4,857     15,737      1,248    -20,558    -38,811    -24,167    -21,826:    -3,135     -5,476
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       33.2       10.8       54.3       46.6       91.4       90.6:       8.6        9.4
Old  :     100.0:      26.4       33.2       10.8       54.3       46.6       91.4       90.6:       8.6        9.4
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  :       236:        76         59         55         78         71        177        166:
Old  :       236:        76         59         55         78         71        177        166:
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  :                 13.0       18.4       22.5       28.9       12.5       14.7       20.7       23.3
Old  :                 13.0       18.4       22.5       28.9       12.5       14.7       20.7       23.3
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, October 03, 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  :   208,591:    48,807     69,961     40,583    107,042     90,622    196,432    201,166:    12,159      7,425
Old  :   200,641:    49,571     70,294     37,424    101,912     85,694    188,907    193,412:    11,734      7,229
Other:     7,950:     1,669      2,100        726      5,130      4,928      7,525      7,754:       425        196
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :    18,663:     1,363     12,682      8,404      6,501     -2,373     16,268     18,713:     2,395        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       33.5       19.5       51.3       43.4       94.2       96.4:       5.8        3.6
Old  :     100.0:      24.7       35.0       18.7       50.8       42.7       94.2       96.4:       5.8        3.6
Other:     100.0:      21.0       26.4        9.1       64.5       62.0       94.7       97.5:       5.3        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       435:       131        129         97        139        113        325        301:
Old  :       435:       134        129         94        138        109        322        296:
Other:       113:        16         20          8         57         36         78         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  :                 14.5       13.6       24.5       24.2       10.9       12.2       17.1       19.8
Old  :                 14.5       14.0       24.6       24.8       10.9       12.8       17.3       20.7
Other:                 41.7       31.7       53.8       50.2       30.8       31.1       40.5       46.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, October 03, 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  :    47,920:    31,209     34,478      2,483      5,821      8,943     39,513     45,904:     8,407      2,016
Old  :    47,920:    31,209     34,478      2,483      5,821      8,943     39,513     45,904:     8,407      2,016
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :     2,330:     1,921     -1,413        555        -42      3,415      2,434      2,557:      -104       -227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.1       71.9        5.2       12.1       18.7       82.5       95.8:      17.5        4.2
Old  :     100.0:      65.1       71.9        5.2       12.1       18.7       82.5       95.8:      17.5        4.2
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  :       151:        86         49         16         10          8        107         64:
Old  :       151:        86         49         16         10          8        107         64:
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  :                 31.2       35.0       40.0       56.2       29.4       34.0       38.0       54.8
Old  :                 31.2       35.0       40.0       56.2       29.4       34.0       38.0       54.8
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, October 03, 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  :    61,773:     7,504      9,203        702     44,294     41,047     52,500     50,952:     9,273     10,821
Old  :    61,773:     7,504      9,203        702     44,294     41,047     52,500     50,952:     9,273     10,821
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :     7,810:     2,260       -583        184      4,473      7,627      6,917      7,228:       893        582
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       14.9        1.1       71.7       66.4       85.0       82.5:      15.0       17.5
Old  :     100.0:      12.1       14.9        1.1       71.7       66.4       85.0       82.5:      15.0       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  :        91:        18         19          5         37         24         55         48:
Old  :        91:        18         19          5         37         24         55         48:
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  :                 28.3       46.5       42.6       55.3       28.3       45.8       42.6       54.5
Old  :                 28.3       46.5       42.6       55.3       28.3       45.8       42.6       54.5
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, October 03, 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  :   285,714:    71,966      8,528      3,902    201,249    267,563    277,117    279,993:     8,597      5,721
Old  :   285,714:    71,966      8,528      3,902    201,249    267,563    277,117    279,993:     8,597      5,721
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :     2,775:    14,852       -983        734    -12,765      3,304      2,821      3,055:       -46       -280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        3.0        1.4       70.4       93.6       97.0       98.0:       3.0        2.0
Old  :     100.0:      25.2        3.0        1.4       70.4       93.6       97.0       98.0:       3.0        2.0
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  :       151:        36         10          8         74         56        110         74:
Old  :       151:        36         10          8         74         56        110         74:
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  :                 33.1       51.1       45.8       70.4       31.5       51.1       44.2       70.1
Old  :                 33.1       51.1       45.8       70.4       31.5       51.1       44.2       70.1
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, October 03, 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  : 1,061,215:   305,455    104,019     21,387    705,440    923,215  1,032,282  1,048,621:    28,933     12,594
Old  : 1,061,215:   305,455    104,019     21,387    705,440    923,215  1,032,282  1,048,621:    28,933     12,594
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 26, 2017                   :
     :    -4,040:   -18,863     -6,276      4,511      7,080     -2,094     -7,272     -3,859:     3,232       -181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8        9.8        2.0       66.5       87.0       97.3       98.8:       2.7        1.2
Old  :     100.0:      28.8        9.8        2.0       66.5       87.0       97.3       98.8:       2.7        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  :       363:       129         41         29        151         91        291        150:
Old  :       363:       129         41         29        151         91        291        150:
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  :                 21.7       48.7       32.7       64.3       21.3       48.7       31.2       64.3
Old  :                 21.7       48.7       32.7       64.3       21.3       48.7       31.2       64.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 6, 2017