COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      234,444
COMMITMENTS
  91,372   32,105   15,375  114,009  175,572  220,756  223,052   13,688   11,392

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:     -4,306)
  -5,639   -1,290     -395    1,619   -3,072   -4,415   -4,757      109      451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     13.7      6.6     48.6     74.9     94.2     95.1      5.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
     111       58       64       67       69      208      165                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:        8,390
COMMITMENTS
   1,579    2,065      370    4,358    4,757    6,307    7,192    2,083    1,198

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:       -469)
    -239     -124       27        0     -393     -212     -490     -257       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     24.6      4.4     51.9     56.7     75.2     85.7     24.8     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      15       18        8       23       10       43       31                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      257,041
COMMITMENTS
  61,819   86,901   37,691  140,797  122,161  240,307  246,753   16,734   10,288

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:     -4,142)
     103   -5,336   -5,103    1,672    5,776   -3,328   -4,663     -814      521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     33.8     14.7     54.8     47.5     93.5     96.0      6.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      92       83       66       65       42      198      159                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      711,181
COMMITMENTS
 185,260  211,447   72,297  391,804  357,418  649,361  641,162   61,820   70,019

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:    -56,235)
   8,127   14,624  -15,078  -42,901  -55,611  -49,852  -56,065   -6,383     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     29.7     10.2     55.1     50.3     91.3     90.2      8.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      73       69       58       82       68      183      171                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      189,928
COMMITMENTS
  47,444   57,279   32,179  100,541   92,995  180,164  182,453    9,764    7,475

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:         87)
   3,309    2,647   -5,550    1,725    2,659     -516     -244      603      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     30.2     16.9     52.9     49.0     94.9     96.1      5.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      417)
     122      116      103      138      114      319      293                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       45,590
COMMITMENTS
  29,288   35,891    1,928    5,863    5,528   37,079   43,347    8,511    2,243

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      3,303)
   2,455    2,845      285      -67      759    2,673    3,889      630     -586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.2     78.7      4.2     12.9     12.1     81.3     95.1     18.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      94       56       13        9        9      112       70                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:       53,963
COMMITMENTS
   5,244    9,786      518   39,821   33,420   45,583   43,724    8,380   10,239

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:     -4,157)
  -1,055     -167      -24   -2,506   -5,174   -3,585   -5,365     -572    1,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     18.1      1.0     73.8     61.9     84.5     81.0     15.5     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      13       18        3       37       21       51       41                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      282,939
COMMITMENTS
  57,114    9,511    3,168  214,014  264,259  274,296  276,938    8,643    6,001

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      2,956)
   3,847      535   -1,186     -550    2,437    2,111    1,786      845    1,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      3.4      1.1     75.6     93.4     96.9     97.9      3.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      33        9        5       73       55      106       69                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,065,255
COMMITMENTS
 324,318  110,295   16,876  698,360  925,309  1039554  1052480   25,701   12,775

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:    -14,819)
   1,603    7,844   -1,928  -13,301  -21,829  -13,626  -15,913   -1,193    1,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     10.4      1.6     65.6     86.9     97.6     98.8      2.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
     128       44       28      150       93      290      153                  



Updated September 29, 2017