COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, October 17, 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  :   229,812:    84,000     34,024     14,996    115,178    167,613    214,174    216,633:    15,638     13,179
Old  :   212,857:    83,012     35,510     13,122    102,111    151,574    198,245    200,206:    14,612     12,651
Other:    16,955:     2,720        246        142     13,067     16,039     15,929     16,427:     1,026        528
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2017                     :
     :       338:    -2,544      2,140       -924      2,336     -2,426     -1,132     -1,210:     1,470      1,548
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6       14.8        6.5       50.1       72.9       93.2       94.3:       6.8        5.7
Old  :     100.0:      39.0       16.7        6.2       48.0       71.2       93.1       94.1:       6.9        5.9
Other:     100.0:      16.0        1.5        0.8       77.1       94.6       93.9       96.9:       6.1        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:       107         66         72         65         70        211        179:
Old  :       273:       108         67         66         62         68        201        176:
Other:        66:        13          9          5         20         27         35         40:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       36.0       25.7       47.8       14.8       28.8       22.0       39.3
Old  :                 16.0       38.8       24.1       47.8       15.5       34.7       23.3       43.3
Other:                 61.8       61.8       75.3       81.0       61.4       60.9       74.7       80.0
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, October 17, 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  :     9,209:     2,121      2,371        471      4,239      5,313      6,831      8,155:     2,378      1,054
Old  :     2,803:       800        931         54        786      1,282      1,640      2,267:     1,163        536
Other:     6,406:     1,729      1,848          9      3,453      4,031      5,191      5,888:     1,215        518
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2017                     :
     :       202:       417       -100         44        -45        377        416        321:      -214       -119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       25.7        5.1       46.0       57.7       74.2       88.6:      25.8       11.4
Old  :     100.0:      28.5       33.2        1.9       28.0       45.7       58.5       80.9:      41.5       19.1
Other:     100.0:      27.0       28.8        0.1       53.9       62.9       81.0       91.9:      19.0        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        16         17          9         23         10         45         30:
Old  :        42:        14          9          2         12          7         26         18:
Other:        54:        13         16          3         18          9         33         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.1       40.2       38.7       61.5       27.1       38.4       38.7       58.9
Old  :                 21.5       46.7       35.8       66.9       21.0       46.7       35.4       66.9
Other:                 38.9       52.4       55.1       69.4       38.9       52.4       55.1       69.2
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, October 17, 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  :   250,176:    65,971     76,728     30,844    137,274    132,891    234,089    240,463:    16,087      9,713
Old  :   231,700:    65,493     75,907     29,568    120,939    116,641    216,000    222,116:    15,700      9,584
Other:    18,476:       519        862      1,235     16,335     16,250     18,089     18,347:       387        129
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2017                     :
     :     2,604:       624     -2,145     -1,005      2,400      4,902      2,019      1,752:       585        852
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       30.7       12.3       54.9       53.1       93.6       96.1:       6.4        3.9
Old  :     100.0:      28.3       32.8       12.8       52.2       50.3       93.2       95.9:       6.8        4.1
Other:     100.0:       2.8        4.7        6.7       88.4       88.0       97.9       99.3:       2.1        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        95         83         69         62         44        200        164:
Old  :       260:        95         84         68         61         44        198        164:
Other:        38:         4          2          2         26         16         31         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  :                 18.1       25.9       31.2       38.4       15.1       16.9       24.9       24.8
Old  :                 17.3       25.0       30.1       36.8       14.0       15.0       24.0       22.7
Other:                 72.2       68.0       81.0       85.8       53.7       57.7       59.3       68.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, October 17, 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  :   700,150:   171,307    233,548     86,917    378,371    312,899    636,595    633,364:    63,555     66,786
Old  :   700,150:   171,307    233,548     86,917    378,371    312,899    636,595    633,364:    63,555     66,786
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2017                     :
     :     6,091:    -6,850      7,319       -461      9,820     -2,271      2,509      4,587:     3,582      1,504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       33.4       12.4       54.0       44.7       90.9       90.5:       9.1        9.5
Old  :     100.0:      24.5       33.4       12.4       54.0       44.7       90.9       90.5:       9.1        9.5
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  :       239:        72         66         63         78         70        179        174:
Old  :       239:        72         66         63         78         70        179        174:
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       18.6       22.5       28.5       12.7       14.7       20.5       23.4
Old  :                 13.2       18.6       22.5       28.5       12.7       14.7       20.5       23.4
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 17, 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  :   229,958:    48,392     78,036     46,056    121,117     97,184    215,565    221,276:    14,393      8,682
Old  :   221,911:    48,951     78,102     43,245    115,799     92,011    207,995    213,358:    13,916      8,553
Other:     8,047:     1,454      1,947        798      5,318      5,173      7,570      7,918:       477        129
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2017                     :
     :    13,642:      -515      6,551        992     10,687      4,883     11,164     12,426:     2,478      1,216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       33.9       20.0       52.7       42.3       93.7       96.2:       6.3        3.8
Old  :     100.0:      22.1       35.2       19.5       52.2       41.5       93.7       96.1:       6.3        3.9
Other:     100.0:      18.1       24.2        9.9       66.1       64.3       94.1       98.4:       5.9        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       450:       146        127        108        140        107        349        299:
Old  :       450:       150        129        105        140        105        347        296:
Other:       109:        16         20          7         55         35         75         58:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.3       13.0       23.6       23.4        9.6       11.6       15.3       18.5
Old  :                 14.3       13.3       23.5       23.9        9.7       12.1       15.4       19.3
Other:                 40.0       33.2       52.3       54.1       25.2       30.4       34.4       45.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, October 17, 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  :    46,646:    28,420     33,127      2,843      6,372      8,615     37,635     44,585:     9,011      2,061
Old  :    46,646:    28,420     33,127      2,843      6,372      8,615     37,635     44,585:     9,011      2,061
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2017                     :
     :       873:      -784        252        512       -137        491       -409      1,255:     1,282       -382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.9       71.0        6.1       13.7       18.5       80.7       95.6:      19.3        4.4
Old  :     100.0:      60.9       71.0        6.1       13.7       18.5       80.7       95.6:      19.3        4.4
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  :       163:        92         55         13         10          8        112         68:
Old  :       163:        92         55         13         10          8        112         68:
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  :                 32.4       38.8       42.5       56.2       30.6       37.5       40.6       54.0
Old  :                 32.4       38.8       42.5       56.2       30.6       37.5       40.6       54.0
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 17, 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  :    64,449:     5,204      7,749        642     48,589     46,145     54,435     54,536:    10,014      9,913
Old  :    64,449:     5,204      7,749        642     48,589     46,145     54,435     54,536:    10,014      9,913
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2017                     :
     :     2,365:    -1,173     -1,791        -35      2,376      4,617      1,168      2,791:     1,197       -426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1       12.0        1.0       75.4       71.6       84.5       84.6:      15.5       15.4
Old  :     100.0:       8.1       12.0        1.0       75.4       71.6       84.5       84.6:      15.5       15.4
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  :        83:        13         15          4         36         26         50         44:
Old  :        83:        13         15          4         36         26         50         44:
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  :                 31.3       46.8       47.0       61.5       31.3       45.6       47.0       60.2
Old  :                 31.3       46.8       47.0       61.5       31.3       45.6       47.0       60.2
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 17, 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  :   285,813:    68,662      9,871      3,681    204,607    267,262    276,950    280,814:     8,863      4,999
Old  :   285,813:    68,662      9,871      3,681    204,607    267,262    276,950    280,814:     8,863      4,999
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2017                     :
     :    -1,121:    -1,617     -2,546       -202        551      1,209     -1,268     -1,539:       147        418
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        3.5        1.3       71.6       93.5       96.9       98.3:       3.1        1.7
Old  :     100.0:      24.0        3.5        1.3       71.6       93.5       96.9       98.3:       3.1        1.7
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  :       152:        36         12          8         75         54        111         74:
Old  :       152:        36         12          8         75         54        111         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  :                 33.5       52.0       46.4       71.0       31.9       52.0       44.9       70.5
Old  :                 33.5       52.0       46.4       71.0       31.9       52.0       44.9       70.5
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 17, 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  : 1,064,329:   305,231    108,747     19,303    711,170    924,083  1,035,704  1,052,133:    28,625     12,196
Old  : 1,064,329:   305,231    108,747     19,303    711,170    924,083  1,035,704  1,052,133:    28,625     12,196
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2017                     :
     :     1,318:     6,499     -1,912     -1,702     -2,845      1,864      1,952     -1,750:      -634      3,068
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       10.2        1.8       66.8       86.8       97.3       98.9:       2.7        1.1
Old  :     100.0:      28.7       10.2        1.8       66.8       86.8       97.3       98.9:       2.7        1.1
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  :       361:       125         44         25        149         90        284        149:
Old  :       361:       125         44         25        149         90        284        149:
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  :                 22.5       49.3       34.2       65.1       21.7       49.3       32.7       65.0
Old  :                 22.5       49.3       34.2       65.1       21.7       49.3       32.7       65.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 20, 2017