COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      224,240
COMMITMENTS
  86,616   27,453   16,844  106,799  169,056  210,259  213,353   13,981   10,887

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     -2,396)
   6,899   -1,121   -2,091   -7,028    2,941   -2,220     -271     -176   -2,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6     12.2      7.5     47.6     75.4     93.8     95.1      6.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
     105       68       72       54       70      201      179                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       10,616
COMMITMENTS
   3,852    2,619      106    4,140    6,734    8,098    9,459    2,518    1,157

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:      1,519)
   1,162      324      -46      394    1,030    1,510    1,308        9      211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3     24.7      1.0     39.0     63.4     76.3     89.1     23.7     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      21       14        5       20       13       45       28                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      231,020
COMMITMENTS
  71,537   58,271   25,820  116,382  139,722  213,739  223,813   17,281    7,207

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     -5,999)
  -4,887   -1,318   -3,742    2,033   -1,170   -6,596   -6,230      597      231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     25.2     11.2     50.4     60.5     92.5     96.9      7.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
     103       66       54       60       45      195      140                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      695,563
COMMITMENTS
 179,705  152,878   58,448  388,778  427,388  626,931  638,714   68,632   56,849

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:    -12,709)
  -1,568  -20,030  -13,472      588   25,961  -14,452   -7,541    1,743   -5,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     22.0      8.4     55.9     61.4     90.1     91.8      9.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      61       55       56       75       74      167      163                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      201,113
COMMITMENTS
  49,455   86,229   36,796  101,964   70,511  188,215  193,536   12,898    7,577

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:    -17,637)
    -110    2,517   -5,657  -11,327  -14,270  -17,094  -17,410     -543     -227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     42.9     18.3     50.7     35.1     93.6     96.2      6.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      437)
     141      131       98      130       95      329      282                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       40,200
COMMITMENTS
  22,064   28,631    1,906    7,708    7,352   31,678   37,889    8,522    2,311

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     -6,291)
  -5,177   -1,361     -574       97   -4,169   -5,654   -6,104     -637     -187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.9     71.2      4.7     19.2     18.3     78.8     94.3     21.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      75       43        9       12        9       93       55                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:       68,881
COMMITMENTS
   4,844    6,781       81   54,751   54,311   59,676   61,173    9,205    7,708

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:        674)
     214   -1,354     -204      642    2,280      652      722       22      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      9.8      0.1     79.5     78.8     86.6     88.8     13.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      13       17        4       35       21       52       38                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      292,987
COMMITMENTS
  73,140    9,799    3,945  206,033  270,955  283,118  284,699    9,869    8,288

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:      4,811)
   6,722    1,334      117   -2,412      627    4,427    2,078      384    2,733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0      3.3      1.3     70.3     92.5     96.6     97.2      3.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      35       11        6       78       55      113       72                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,020,434
COMMITMENTS
 303,736  137,766   18,905  669,101  854,127  991,742  1010798   28,692    9,636

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:    -20,853)
  -3,216    2,272      444  -19,954  -20,739  -22,726  -18,023    1,873   -2,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     13.5      1.9     65.6     83.7     97.2     99.1      2.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      378)
     137       50       34      152       90      304      159                  



Updated November 24, 2017