COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, November 28, 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  :   237,373:   100,572     26,687     18,146    102,683    181,340    221,401    226,173:    15,972     11,200
Old  :   213,468:    99,599     29,359     15,057     83,917    158,711    198,573    203,127:    14,895     10,341
Other:    23,905:     3,959        314        103     18,766     22,629     22,828     23,046:     1,077        859
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :    13,133:    13,956       -766      1,302     -4,116     12,284     11,142     12,820:     1,991        313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4       11.2        7.6       43.3       76.4       93.3       95.3:       6.7        4.7
Old  :     100.0:      46.7       13.8        7.1       39.3       74.3       93.0       95.2:       7.0        4.8
Other:     100.0:      16.6        1.3        0.4       78.5       94.7       95.5       96.4:       4.5        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       286:       115         74         71         51         68        209        179:
Old  :       285:       115         75         62         46         66        195        176:
Other:        84:        24          5          6         27         33         52         44:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.2       35.9       25.5       47.3       15.3       31.1       22.9       41.9
Old  :                 16.0       39.5       24.9       49.0       15.9       38.0       24.8       47.3
Other:                 57.8       55.6       70.9       79.9       57.7       54.9       70.5       79.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, November 28, 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  :    10,848:     4,098      2,601         68      4,124      6,954      8,290      9,623:     2,558      1,225
Old  :    10,848:     4,098      2,601         68      4,124      6,954      8,290      9,623:     2,558      1,225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :       232:       246        -18        -38        -16        220        192        164:        40         68
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8       24.0        0.6       38.0       64.1       76.4       88.7:      23.6       11.3
Old  :     100.0:      37.8       24.0        0.6       38.0       64.1       76.4       88.7:      23.6       11.3
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  :        59:        21         12          4         18         13         42         26:
Old  :        59:        21         12          4         18         13         42         26:
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  :                 30.1       44.5       43.9       65.7       30.0       44.1       40.4       63.0
Old  :                 30.1       44.5       43.9       65.7       30.0       44.1       40.4       63.0
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 28, 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  :   234,387:    69,750     56,580     28,858    117,994    140,661    216,602    226,099:    17,785      8,288
Old  :   211,458:    69,189     56,096     27,050     98,102    120,470    194,341    203,616:    17,117      7,842
Other:    22,929:     1,091      1,014      1,278     19,892     20,191     22,261     22,483:       668        446
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :     3,367:    -1,787     -1,691      3,038      1,612        939      2,863      2,286:       504      1,081
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       24.1       12.3       50.3       60.0       92.4       96.5:       7.6        3.5
Old  :     100.0:      32.7       26.5       12.8       46.4       57.0       91.9       96.3:       8.1        3.7
Other:     100.0:       4.8        4.4        5.6       86.8       88.1       97.1       98.1:       2.9        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:       104         63         50         62         46        194        135:
Old  :       244:       104         64         49         61         45        191        134:
Other:        47:         9          4          2         27         19         36         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.2       30.3       29.3       42.8       13.8       24.5       23.5       35.1
Old  :                 15.6       28.4       27.8       41.6       13.1       22.3       23.6       33.3
Other:                 69.9       62.8       78.0       79.6       53.0       50.8       59.0       62.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, November 28, 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  :   704,408:   182,294    148,304     63,646    387,881    435,737    633,821    647,687:    70,587     56,721
Old  :   704,408:   182,294    148,304     63,646    387,881    435,737    633,821    647,687:    70,587     56,721
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :     8,845:     2,589     -4,574      5,198       -897      8,349      6,890      8,973:     1,955       -128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       21.1        9.0       55.1       61.9       90.0       91.9:      10.0        8.1
Old  :     100.0:      25.9       21.1        9.0       55.1       61.9       90.0       91.9:      10.0        8.1
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  :       227:        64         57         64         75         76        174        172:
Old  :       227:        64         57         64         75         76        174        172:
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  :                 14.2       24.2       24.9       35.7       13.2       19.5       21.7       29.8
Old  :                 14.2       24.2       24.9       35.7       13.2       19.5       21.7       29.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders - Futures Only, November 28, 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  :   195,617:    48,928     79,169     39,141     95,731     70,105    183,800    188,415:    11,817      7,202
Old  :   186,890:    49,378     79,596     36,283     90,022     64,133    175,683    180,012:    11,207      6,878
Other:     8,727:     1,621      1,644        787      5,709      5,972      8,117      8,403:       610        324
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :    -5,496:      -527     -7,060      2,345     -6,233       -406     -4,415     -5,121:    -1,081       -375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       40.5       20.0       48.9       35.8       94.0       96.3:       6.0        3.7
Old  :     100.0:      26.4       42.6       19.4       48.2       34.3       94.0       96.3:       6.0        3.7
Other:     100.0:      18.6       18.8        9.0       65.4       68.4       93.0       96.3:       7.0        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       435:       145        126         98        132         98        330        283:
Old  :       435:       147        129         92        128         94        322        277:
Other:       117:        14         22          9         61         40         82         66:
     :----------------------------------------------------------------------------------------------------
     :             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       14.1       22.0       24.1       11.3       12.5       17.1       20.1
Old  :                 13.9       14.7       22.4       24.5       11.7       13.2       17.8       21.1
Other:                 30.4       38.2       44.7       53.8       26.1       33.4       37.2       46.4
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, November 28, 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  :    43,517:    24,788     35,397      2,995      7,976      2,777     35,759     41,169:     7,758      2,348
Old  :    43,517:    24,788     35,397      2,995      7,976      2,777     35,759     41,169:     7,758      2,348
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :     3,317:     2,724      6,766      1,089        268     -4,575      4,081      3,280:      -764         37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.0       81.3        6.9       18.3        6.4       82.2       94.6:      17.8        5.4
Old  :     100.0:      57.0       81.3        6.9       18.3        6.4       82.2       94.6:      17.8        5.4
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  :       139:        70         54         14          9          8         88         69:
Old  :       139:        70         54         14          9          8         88         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       39.7       47.4       56.3       33.0       39.7       44.1       53.5
Old  :                 35.7       39.7       47.4       56.3       33.0       39.7       44.1       53.5
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 28, 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  :    69,711:     5,954      6,192         76     55,568     55,562     61,598     61,830:     8,113      7,881
Old  :    69,711:     5,954      6,192         76     55,568     55,562     61,598     61,830:     8,113      7,881
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :       830:     1,110       -589         -5        817      1,251      1,922        657:    -1,092        173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        8.9        0.1       79.7       79.7       88.4       88.7:      11.6       11.3
Old  :     100.0:       8.5        8.9        0.1       79.7       79.7       88.4       88.7:      11.6       11.3
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  :        81:        14         15          6         36         24         54         41:
Old  :        81:        14         15          6         36         24         54         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  :                 37.0       51.8       53.9       70.7       37.0       48.0       52.3       66.9
Old  :                 37.0       51.8       53.9       70.7       37.0       48.0       52.3       66.9
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 28, 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  :   288,849:    75,001     11,305      3,373    201,141    268,581    279,515    283,259:     9,334      5,590
Old  :   288,849:    75,001     11,305      3,373    201,141    268,581    279,515    283,259:     9,334      5,590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :    -4,138:     1,861      1,506       -572     -4,892     -2,374     -3,603     -1,440:      -535     -2,698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        3.9        1.2       69.6       93.0       96.8       98.1:       3.2        1.9
Old  :     100.0:      26.0        3.9        1.2       69.6       93.0       96.8       98.1:       3.2        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  :       152:        37         13          7         78         51        116         70:
Old  :       152:        37         13          7         78         51        116         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       54.4       41.4       73.3       27.3       54.0       40.4       72.3
Old  :                 28.4       54.4       41.4       73.3       27.3       54.0       40.4       72.3
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 28, 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  : 1,025,112:   309,678    134,022     18,712    666,681    862,121    995,071  1,014,855:    30,041     10,257
Old  : 1,025,112:   309,678    134,022     18,712    666,681    862,121    995,071  1,014,855:    30,041     10,257
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :     4,678:     5,942     -3,744       -193     -2,420      7,994      3,329      4,057:     1,349        621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       13.1        1.8       65.0       84.1       97.1       99.0:       2.9        1.0
Old  :     100.0:      30.2       13.1        1.8       65.0       84.1       97.1       99.0:       2.9        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       380:       137         49         34        161         92        311        162:
Old  :       380:       137         49         34        161         92        311        162:
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  :                 19.2       47.6       30.3       64.8       18.8       47.2       29.4       64.2
Old  :                 19.2       47.6       30.3       64.8       18.8       47.2       29.4       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 1, 2017