COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      233,822
COMMITMENTS
  83,680   33,185   16,449  119,003  171,057  219,132  220,691   14,690   13,131

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:      4,010)
    -320     -839    1,453    3,825    3,444    4,958    4,058     -948      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8     14.2      7.0     50.9     73.2     93.7     94.4      6.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
     123       57       78       65       74      229      179                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:        8,556
COMMITMENTS
   1,919    2,175      234    4,144    5,060    6,297    7,469    2,259    1,087

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:       -653)
    -202     -196     -237      -95     -253     -534     -686     -119       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     25.4      2.7     48.4     59.1     73.6     87.3     26.4     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      13       18       10       20       10       41       30                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      258,702
COMMITMENTS
  67,515   68,218   32,915  141,291  147,065  241,721  248,198   16,981   10,504

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:      8,526)
   1,544   -8,510    2,071    4,017   14,174    7,632    7,735      894      791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     26.4     12.7     54.6     56.8     93.4     95.9      6.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      98       77       69       64       45      205      158                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      717,017
COMMITMENTS
 173,476  236,343   93,527  383,003  318,423  650,006  648,293   67,011   68,724

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:     16,867)
   2,169    2,795    6,610    4,632    5,524   13,411   14,929    3,456    1,938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     33.0     13.0     53.4     44.4     90.7     90.4      9.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      77       61       59       79       72      182      171                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      237,644
COMMITMENTS
  50,371   83,388   46,981  125,582   98,922  222,934  229,291   14,710    8,353

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:      7,686)
   1,979    5,352      925    4,465    1,738    7,369    8,015      317     -329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     35.1     19.8     52.8     41.6     93.8     96.5      6.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      462)
     151      126      112      145      107      360      304                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       51,132
COMMITMENTS
  32,463   36,664    2,955    6,960    9,507   42,378   49,126    8,754    2,006

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:      4,486)
   4,043    3,537      112      588      892    4,743    4,541     -257      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.5     71.7      5.8     13.6     18.6     82.9     96.1     17.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      88       49       16       11        8      110       65                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:       64,599
COMMITMENTS
   4,827    6,370      441   50,843   48,895   56,111   55,706    8,488    8,893

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:        150)
    -377   -1,379     -201    2,254    2,750    1,676    1,170   -1,526   -1,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      9.9      0.7     78.7     75.7     86.9     86.2     13.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      12       19        4       36       28       50       49                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      291,384
COMMITMENTS
  67,687    8,690    3,659  210,317  274,048  281,663  286,397    9,721    4,987

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:      5,571)
    -975   -1,181      -22    5,710    6,786    4,713    5,583      858      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2      3.0      1.3     72.2     94.1     96.7     98.3      3.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      33       11        8       76       56      109       75                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,086,453
COMMITMENTS
 306,569  127,330   18,978  732,821  929,632  1058368  1075940   28,085   10,513

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:     22,124)
   1,338   18,583     -325   21,651    5,549   22,664   23,807     -540   -1,683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     11.7      1.7     67.5     85.6     97.4     99.0      2.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
     128       42       27      153       90      292      149                  



Updated October 27, 2017