COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 09/19/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      238,750
COMMITMENTS
  97,011   33,395   15,770  112,390  178,644  225,171  227,809   13,579   10,941

CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST:     -5,136)
  -5,478     -208      565      998   -5,362   -3,915   -5,005   -1,221     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6     14.0      6.6     47.1     74.8     94.3     95.4      5.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
     115       59       58       63       68      206      162                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 09/19/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:        8,859
COMMITMENTS
   1,818    2,189      343    4,358    5,150    6,519    7,682    2,340    1,177

CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST:       -231)
    -239     -312      -11     -140       32     -390     -291      159       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     24.7      3.9     49.2     58.1     73.6     86.7     26.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      15       18        6       23       10       41       31                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 09/19/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      261,183
COMMITMENTS
  61,716   92,237   42,794  139,125  116,385  243,635  251,416   17,548    9,767

CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST:       -516)
  -2,123   -9,298    1,406      752    6,954       35     -938     -551      422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     35.3     16.4     53.3     44.6     93.3     96.3      6.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      90       78       69       62       41      191      159                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 09/19/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      767,416
COMMITMENTS
 177,133  196,823   87,375  434,705  413,029  699,213  697,227   68,203   70,189

CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST:    -34,086)
     246  -19,517  -21,003  -12,971    3,330  -33,728  -37,190     -358    3,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     25.6     11.4     56.6     53.8     91.1     90.9      8.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      71       57       61       90       75      191      169                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 09/19/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      189,841
COMMITMENTS
  44,135   54,632   37,729   98,816   90,336  180,680  182,697    9,161    7,144

CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST:    -16,148)
  -3,936  -15,370   -3,012   -7,502    2,219  -14,450  -16,163   -1,698       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     28.8     19.9     52.1     47.6     95.2     96.2      4.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     122      115      106      134      114      315      290                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 09/19/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       42,287
COMMITMENTS
  26,833   33,046    1,643    5,930    4,769   34,406   39,458    7,881    2,829

CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST:    -13,596)
  -2,328    1,694   -1,978   -8,804  -13,690  -13,110  -13,974     -486      378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.5     78.1      3.9     14.0     11.3     81.4     93.3     18.6      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      86       53        9        9       10      101       67                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 09/19/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:       58,120
COMMITMENTS
   6,299    9,953      542   42,327   38,594   49,168   49,089    8,952    9,031

CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST:   -431,475)
 -62,706 -161,377   -7,244 -350,650 -252,308 -420,600 -420,929  -10,875  -10,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     17.1      0.9     72.8     66.4     84.6     84.5     15.4     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      15       17        3       36       22       52       41                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 09/19/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      279,983
COMMITMENTS
  53,267    8,976    4,354  214,564  261,822  272,185  275,152    7,798    4,831

CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST:    -76,787)
   8,505  -16,075   -3,917  -81,084  -58,154  -76,496  -78,146     -291    1,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0      3.2      1.6     76.6     93.5     97.2     98.3      2.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      32        9        5       73       57      105       71                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 09/19/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,080,074
COMMITMENTS
 322,715  102,451   18,804  711,661  947,138  1053180  1068393   26,894   11,681

CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST:   -160,400)
  -3,758    4,413  -10,416 -109,434 -130,710 -123,608 -136,713  -36,792  -23,687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9      9.5      1.7     65.9     87.7     97.5     98.9      2.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
     130       44       29      150       91      293      151                  



Updated September 22, 2017