COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, November 21, 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  :   224,240:    86,616     27,453     16,844    106,799    169,056    210,259    213,353:    13,981     10,887
Old  :   201,389:    85,845     29,638     14,122     88,261    147,455    188,228    191,215:    13,161     10,174
Other:    22,851:     3,407        451         86     18,538     21,601     22,031     22,138:       820        713
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :    -2,396:     6,899     -1,121     -2,091     -7,028      2,941     -2,220       -271:      -176     -2,125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6       12.2        7.5       47.6       75.4       93.8       95.1:       6.2        4.9
Old  :     100.0:      42.6       14.7        7.0       43.8       73.2       93.5       94.9:       6.5        5.1
Other:     100.0:      14.9        2.0        0.4       81.1       94.5       96.4       96.9:       3.6        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:       105         68         72         54         70        201        179:
Old  :       274:       108         69         62         50         67        189        174:
Other:        85:        22          9          5         26         32         49         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.4       35.3       27.2       46.8       16.0       29.7       24.2       40.1
Old  :                 16.9       38.4       26.3       47.8       16.9       36.4       26.2       45.7
Other:                 61.0       57.2       73.6       80.5       61.0       56.5       73.4       79.8
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, November 21, 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  :    10,616:     3,852      2,619        106      4,140      6,734      8,098      9,459:     2,518      1,157
Old  :    10,616:     3,852      2,619        106      4,140      6,734      8,098      9,459:     2,518      1,157
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :     1,519:     1,162        324        -46        394      1,030      1,510      1,308:         9        211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3       24.7        1.0       39.0       63.4       76.3       89.1:      23.7       10.9
Old  :     100.0:      36.3       24.7        1.0       39.0       63.4       76.3       89.1:      23.7       10.9
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  :        61:        21         14          5         20         13         45         28:
Old  :        61:        21         14          5         20         13         45         28:
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  :                 30.3       43.3       43.5       65.4       29.5       43.3       39.6       62.5
Old  :                 30.3       43.3       43.5       65.4       29.5       43.3       39.6       62.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, November 21, 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  :   231,020:    71,537     58,271     25,820    116,382    139,722    213,739    223,813:    17,281      7,207
Old  :   208,154:    71,033     58,477     23,323     97,143    119,482    191,499    201,282:    16,655      6,872
Other:    22,866:     1,735      1,025      1,266     19,239     20,240     22,240     22,531:       626        335
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :    -5,999:    -4,887     -1,318     -3,742      2,033     -1,170     -6,596     -6,230:       597        231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       25.2       11.2       50.4       60.5       92.5       96.9:       7.5        3.1
Old  :     100.0:      34.1       28.1       11.2       46.7       57.4       92.0       96.7:       8.0        3.3
Other:     100.0:       7.6        4.5        5.5       84.1       88.5       97.3       98.5:       2.7        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:       103         66         54         60         45        195        140:
Old  :       247:       102         67         53         58         44        191        139:
Other:        44:         9          3          2         24         18         33         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.1       30.0       29.4       43.2       14.0       24.3       23.5       35.7
Old  :                 15.7       28.4       28.0       41.9       13.3       22.3       23.3       33.8
Other:                 72.4       63.8       80.0       80.4       55.1       52.5       61.0       63.5
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, November 21, 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  :   695,563:   179,705    152,878     58,448    388,778    427,388    626,931    638,714:    68,632     56,849
Old  :   695,563:   179,705    152,878     58,448    388,778    427,388    626,931    638,714:    68,632     56,849
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :   -12,709:    -1,568    -20,030    -13,472        588     25,961    -14,452     -7,541:     1,743     -5,168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       22.0        8.4       55.9       61.4       90.1       91.8:       9.9        8.2
Old  :     100.0:      25.8       22.0        8.4       55.9       61.4       90.1       91.8:       9.9        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  :       220:        61         55         56         75         74        167        163:
Old  :       220:        61         55         56         75         74        167        163:
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  :                 14.0       23.8       24.8       34.8       13.0       18.5       21.4       28.6
Old  :                 14.0       23.8       24.8       34.8       13.0       18.5       21.4       28.6
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, November 21, 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  :   201,113:    49,455     86,229     36,796    101,964     70,511    188,215    193,536:    12,898      7,577
Old  :   192,310:    49,743     86,500     34,119     96,232     64,467    180,094    185,086:    12,216      7,224
Other:     8,803:     1,637      1,654        752      5,732      6,044      8,121      8,450:       682        353
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :   -17,637:      -110      2,517     -5,657    -11,327    -14,270    -17,094    -17,410:      -543       -227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       42.9       18.3       50.7       35.1       93.6       96.2:       6.4        3.8
Old  :     100.0:      25.9       45.0       17.7       50.0       33.5       93.6       96.2:       6.4        3.8
Other:     100.0:      18.6       18.8        8.5       65.1       68.7       92.3       96.0:       7.7        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       437:       141        131         98        130         95        329        282:
Old  :       437:       142        136         93        126         92        322        277:
Other:       112:        15         20          9         58         38         79         63:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.4       14.0       22.4       23.9       11.1       12.3       16.8       19.8
Old  :                 13.6       14.6       22.6       24.3       11.5       13.0       17.4       20.8
Other:                 29.5       38.3       43.6       53.8       25.2       33.9       35.9       46.8
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, November 21, 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  :    40,200:    22,064     28,631      1,906      7,708      7,352     31,678     37,889:     8,522      2,311
Old  :    40,200:    22,064     28,631      1,906      7,708      7,352     31,678     37,889:     8,522      2,311
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :    -6,291:    -5,177     -1,361       -574         97     -4,169     -5,654     -6,104:      -637       -187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.9       71.2        4.7       19.2       18.3       78.8       94.3:      21.2        5.7
Old  :     100.0:      54.9       71.2        4.7       19.2       18.3       78.8       94.3:      21.2        5.7
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  :       135:        75         43          9         12          9         93         55:
Old  :       135:        75         43          9         12          9         93         55:
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  :                 32.9       43.6       41.7       63.0       30.1       43.6       38.1       63.0
Old  :                 32.9       43.6       41.7       63.0       30.1       43.6       38.1       63.0
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, November 21, 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  :    68,881:     4,844      6,781         81     54,751     54,311     59,676     61,173:     9,205      7,708
Old  :    68,881:     4,844      6,781         81     54,751     54,311     59,676     61,173:     9,205      7,708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :       674:       214     -1,354       -204        642      2,280        652        722:        22        -48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        9.8        0.1       79.5       78.8       86.6       88.8:      13.4       11.2
Old  :     100.0:       7.0        9.8        0.1       79.5       78.8       86.6       88.8:      13.4       11.2
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  :        81:        13         17          4         35         21         52         38:
Old  :        81:        13         17          4         35         21         52         38:
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  :                 35.1       50.2       52.3       69.5       35.1       46.2       50.6       65.5
Old  :                 35.1       50.2       52.3       69.5       35.1       46.2       50.6       65.5
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, November 21, 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  :   292,987:    73,140      9,799      3,945    206,033    270,955    283,118    284,699:     9,869      8,288
Old  :   292,987:    73,140      9,799      3,945    206,033    270,955    283,118    284,699:     9,869      8,288
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :     4,811:     6,722      1,334        117     -2,412        627      4,427      2,078:       384      2,733
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        3.3        1.3       70.3       92.5       96.6       97.2:       3.4        2.8
Old  :     100.0:      25.0        3.3        1.3       70.3       92.5       96.6       97.2:       3.4        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        35         11          6         78         55        113         72:
Old  :       150:        35         11          6         78         55        113         72:
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  :                 28.6       53.1       41.4       71.7       27.4       52.6       40.1       70.7
Old  :                 28.6       53.1       41.4       71.7       27.4       52.6       40.1       70.7
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, November 21, 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  : 1,020,434:   303,736    137,766     18,905    669,101    854,127    991,742  1,010,798:    28,692      9,636
Old  : 1,020,434:   303,736    137,766     18,905    669,101    854,127    991,742  1,010,798:    28,692      9,636
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :   -20,853:    -3,216      2,272        444    -19,954    -20,739    -22,726    -18,023:     1,873     -2,830
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       13.5        1.9       65.6       83.7       97.2       99.1:       2.8        0.9
Old  :     100.0:      29.8       13.5        1.9       65.6       83.7       97.2       99.1:       2.8        0.9
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  :       378:       137         50         34        152         90        304        159:
Old  :       378:       137         50         34        152         90        304        159:
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  :                 21.6       47.5       32.5       64.6       20.9       47.5       31.5       64.5
Old  :                 21.6       47.5       32.5       64.6       20.9       47.5       31.5       64.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 24, 2017