COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, October 31, 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  :   234,118:    83,481     31,061     18,909    117,501    171,251    219,891    221,221:    14,227     12,897
Old  :   214,884:    82,683     32,905     16,580    102,353    152,895    201,616    202,380:    13,268     12,504
Other:    19,234:     2,991        349        136     15,148     18,356     18,275     18,841:       959        393
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2017                     :
     :       296:      -199     -2,124      2,460     -1,502        194        759        530:      -463       -234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7       13.3        8.1       50.2       73.1       93.9       94.5:       6.1        5.5
Old  :     100.0:      38.5       15.3        7.7       47.6       71.2       93.8       94.2:       6.2        5.8
Other:     100.0:      15.6        1.8        0.7       78.8       95.4       95.0       98.0:       5.0        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:       113         52         81         66         72        222        176:
Old  :       269:       114         54         75         63         69        213        172:
Other:        73:        16          9          5         21         29         39         42:
     :----------------------------------------------------------------------------------------------------
     :             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       36.2       25.6       48.2       14.6       29.4       21.3       40.5
Old  :                 16.0       39.4       23.5       49.1       15.3       35.8       22.8       45.4
Other:                 57.2       56.5       71.6       81.1       57.0       55.6       71.2       80.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, October 31, 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  :     7,794:     1,883      2,186        148      3,406      4,509      5,437      6,843:     2,357        951
Old  :       176:         0          0          0        147        153        147        153:        29         23
Other:     7,618:     1,883      2,186        148      3,259      4,356      5,290      6,690:     2,328        928
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2017                     :
     :      -762:       -36         11        -86       -738       -551       -860       -626:        98       -136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       28.0        1.9       43.7       57.9       69.8       87.8:      30.2       12.2
Old  :     100.0:       0.0        0.0        0.0       83.5       86.9       83.5       86.9:      16.5       13.1
Other:     100.0:      24.7       28.7        1.9       42.8       57.2       69.4       87.8:      30.6       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        13         16          8         18          9         36         28:
Old  :         4:         0          0          0          1          3          1          3:
Other:        53:        13         16          8         17          9         35         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.1       46.4       42.4       62.1       32.1       44.0       42.4       59.7
Old  :                 83.5       86.9       83.5       86.9       83.5       86.9       83.5       86.9
Other:                 32.8       45.9       43.4       61.9       32.8       45.3       43.4       61.4
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, October 31, 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  :   265,717:    67,341     65,956     32,448    149,302    158,780    249,091    257,184:    16,626      8,533
Old  :   244,960:    67,292     65,074     30,409    131,132    141,213    228,833    236,696:    16,127      8,264
Other:    20,757:       702      1,535      1,386     18,170     17,567     20,258     20,488:       499        269
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2017                     :
     :     7,015:      -174     -2,262       -467      8,011     11,715      7,370      8,986:      -355     -1,971
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       24.8       12.2       56.2       59.8       93.7       96.8:       6.3        3.2
Old  :     100.0:      27.5       26.6       12.4       53.5       57.6       93.4       96.6:       6.6        3.4
Other:     100.0:       3.4        7.4        6.7       87.5       84.6       97.6       98.7:       2.4        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        98         77         68         66         47        208        157:
Old  :       258:        99         77         67         66         47        208        156:
Other:        43:         7          4          2         25         17         33         22:
     :----------------------------------------------------------------------------------------------------
     :             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       26.8       30.4       41.7       12.9       17.3       22.1       25.7
Old  :                 17.0       26.0       29.3       40.7       12.2       15.1       21.5       23.9
Other:                 72.2       64.4       81.7       82.0       54.3       52.0       59.4       62.1
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, October 31, 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  :   712,697:   170,953    211,833     94,746    381,500    347,731    647,199    654,310:    65,498     58,387
Old  :   712,697:   170,953    211,833     94,746    381,500    347,731    647,199    654,310:    65,498     58,387
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2017                     :
     :    -4,320:    -2,523    -24,510      1,219     -1,503     29,308     -2,807      6,017:    -1,513    -10,337
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       29.7       13.3       53.5       48.8       90.8       91.8:       9.2        8.2
Old  :     100.0:      24.0       29.7       13.3       53.5       48.8       90.8       91.8:       9.2        8.2
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  :       240:        74         63         63         79         70        183        171:
Old  :       240:        74         63         63         79         70        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  :                 12.6       18.6       22.3       29.2       12.4       14.8       19.7       23.9
Old  :                 12.6       18.6       22.3       29.2       12.4       14.8       19.7       23.9
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 31, 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  :   239,067:    52,133     84,949     48,270    123,891     98,242    224,294    231,461:    14,773      7,606
Old  :   230,630:    52,158     84,791     45,962    118,304     92,486    216,424    223,239:    14,206      7,391
Other:     8,437:     1,446      1,629        837      5,587      5,756      7,870      8,222:       567        215
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2017                     :
     :     1,423:     1,762      1,561      1,289     -1,691       -680      1,360      2,170:        63       -747
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       35.5       20.2       51.8       41.1       93.8       96.8:       6.2        3.2
Old  :     100.0:      22.6       36.8       19.9       51.3       40.1       93.8       96.8:       6.2        3.2
Other:     100.0:      17.1       19.3        9.9       66.2       68.2       93.3       97.5:       6.7        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       455:       154        119        108        145        112        360        301:
Old  :       455:       159        119        105        144        109        357        297:
Other:       114:        15         21          7         58         38         77         62:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       12.6       23.2       22.3        9.8       10.6       14.8       17.4
Old  :                 14.2       13.0       23.0       22.4        9.7       11.0       14.9       18.2
Other:                 37.1       37.4       51.4       54.7       22.5       27.1       31.6       37.7
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, October 31, 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  :    49,228:    30,077     30,897      2,721      7,168     13,684     39,966     47,302:     9,262      1,926
Old  :    49,228:    30,077     30,897      2,721      7,168     13,684     39,966     47,302:     9,262      1,926
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2017                     :
     :    -1,904:    -2,386     -5,767       -234        208      4,177     -2,412     -1,824:       508        -80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.1       62.8        5.5       14.6       27.8       81.2       96.1:      18.8        3.9
Old  :     100.0:      61.1       62.8        5.5       14.6       27.8       81.2       96.1:      18.8        3.9
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  :       151:        93         38         14         12          9        115         54:
Old  :       151:        93         38         14         12          9        115         54:
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  :                 31.0       39.7       40.5       57.7       27.5       38.4       37.0       56.4
Old  :                 31.0       39.7       40.5       57.7       27.5       38.4       37.0       56.4
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 31, 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  :    65,310:     3,301      7,951         22     53,128     48,888     56,451     56,861:     8,859      8,449
Old  :    65,310:     3,301      7,951         22     53,128     48,888     56,451     56,861:     8,859      8,449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2017                     :
     :       711:    -1,526      1,581       -419      2,285         -7        340      1,155:       371       -444
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       12.2        0.0       81.3       74.9       86.4       87.1:      13.6       12.9
Old  :     100.0:       5.1       12.2        0.0       81.3       74.9       86.4       87.1:      13.6       12.9
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  :        78:         9         18          4         35         22         47         41:
Old  :        78:         9         18          4         35         22         47         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  :                 35.7       50.2       52.2       66.1       35.7       48.0       52.2       64.0
Old  :                 35.7       50.2       52.2       66.1       35.7       48.0       52.2       64.0
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 31, 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  :   287,536:    65,394      7,485      3,885    208,827    270,739    278,106    282,109:     9,430      5,427
Old  :   287,536:    65,394      7,485      3,885    208,827    270,739    278,106    282,109:     9,430      5,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2017                     :
     :    -3,848:    -2,293     -1,205        226     -1,490     -3,309     -3,557     -4,288:      -291        440
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        2.6        1.4       72.6       94.2       96.7       98.1:       3.3        1.9
Old  :     100.0:      22.7        2.6        1.4       72.6       94.2       96.7       98.1:       3.3        1.9
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  :       145:        32         10          6         78         55        110         71:
Old  :       145:        32         10          6         78         55        110         71:
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  :                 31.9       52.9       45.6       72.0       30.5       52.4       44.0       71.2
Old  :                 31.9       52.9       45.6       72.0       30.5       52.4       44.0       71.2
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 31, 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  : 1,068,844:   306,048    132,085     14,876    715,744    907,923  1,036,668  1,054,884:    32,176     13,960
Old  : 1,068,844:   306,048    132,085     14,876    715,744    907,923  1,036,668  1,054,884:    32,176     13,960
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2017                     :
     :   -17,609:      -521      4,755     -4,102    -17,077    -21,709    -21,700    -21,056:     4,091      3,447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       12.4        1.4       67.0       84.9       97.0       98.7:       3.0        1.3
Old  :     100.0:      28.6       12.4        1.4       67.0       84.9       97.0       98.7:       3.0        1.3
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  :       366:       130         44         25        152         86        293        144:
Old  :       366:       130         44         25        152         86        293        144:
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  :                 22.3       48.5       33.3       65.2       22.0       48.5       31.9       65.1
Old  :                 22.3       48.5       33.3       65.2       22.0       48.5       31.9       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 3, 2017