COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      226,636
COMMITMENTS
  79,717   28,574   18,935  113,827  166,115  212,479  213,624   14,157   13,012

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:     -9,301)
  -2,894   -6,039     -370   -6,705   -3,044   -9,969   -9,453      668      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     12.6      8.4     50.2     73.3     93.8     94.3      6.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      96       65       79       61       72      205      182                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:        9,097
COMMITMENTS
   2,690    2,295      152    3,746    5,704    6,588    8,151    2,509      946

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:      1,096)
     667       52        7      364      996    1,038    1,055       58       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     25.2      1.7     41.2     62.7     72.4     89.6     27.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      20       16        8       19       13       44       32                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      237,019
COMMITMENTS
  76,424   59,589   29,562  114,349  140,892  220,335  230,043   16,684    6,976

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:    -14,017)
   4,079   -6,904      664  -18,610   -6,845  -13,867  -13,085     -150     -932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     25.1     12.5     48.2     59.4     93.0     97.1      7.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
     109       69       58       65       48      210      146                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      708,272
COMMITMENTS
 181,273  172,908   71,920  388,190  401,427  641,383  646,255   66,889   62,017

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:     -3,508)
  10,372  -33,715  -21,656    3,915   52,418   -7,369   -2,953    3,861     -555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     24.4     10.2     54.8     56.7     90.6     91.2      9.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      66       57       59       75       71      172      163                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      218,750
COMMITMENTS
  49,565   83,712   42,453  113,291   84,781  205,309  210,946   13,441    7,804

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:    -21,433)
  -2,580   -3,748   -8,177   -9,680   -9,141  -20,437  -21,066     -996     -367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     38.3     19.4     51.8     38.8     93.9     96.4      6.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      446)
     136      128      118      144      112      352      312                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       46,491
COMMITMENTS
  27,241   29,992    2,480    7,611   11,521   37,332   43,993    9,159    2,498

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:     -5,574)
  -4,358   -1,382     -395     -193   -4,485   -4,946   -6,262     -628      688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.6     64.5      5.3     16.4     24.8     80.3     94.6     19.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      76       43       12       13        7       97       55                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:       68,207
COMMITMENTS
   4,630    8,135      285   54,109   52,031   59,024   60,451    9,183    7,756

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        314)
     437   -2,048        7     -234    2,807      210      766      104     -452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     11.9      0.4     79.3     76.3     86.5     88.6     13.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      12       15        5       35       23       51       39                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      288,176
COMMITMENTS
  66,418    8,465    3,828  208,445  270,328  278,691  282,621    9,485    5,555

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:       -482)
  -1,215      737      -48      263   -1,207   -1,000     -518      518       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0      2.9      1.3     72.3     93.8     96.7     98.1      3.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      35       12        6       78       53      113       71                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,041,287
COMMITMENTS
 306,952  135,494   18,461  689,055  874,866  1014468  1028821   26,819   12,466

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:    -17,522)
  -3,884    1,377      515  -11,778  -22,685  -15,147  -20,793   -2,375    3,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     13.0      1.8     66.2     84.0     97.4     98.8      2.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
     130       45       33      150       84      293      149                  



Updated November 17, 2017