COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      237,373
COMMITMENTS
 100,572   26,687   18,146  102,683  181,340  221,401  226,173   15,972   11,200

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:     13,133)
  13,956     -766    1,302   -4,116   12,284   11,142   12,820    1,991      313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.4     11.2      7.6     43.3     76.4     93.3     95.3      6.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
     115       74       71       51       68      209      179                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       10,848
COMMITMENTS
   4,098    2,601       68    4,124    6,954    8,290    9,623    2,558    1,225

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:        232)
     246      -18      -38      -16      220      192      164       40       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8     24.0      0.6     38.0     64.1     76.4     88.7     23.6     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      21       12        4       18       13       42       26                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      234,387
COMMITMENTS
  69,750   56,580   28,858  117,994  140,661  216,602  226,099   17,785    8,288

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:      3,367)
  -1,787   -1,691    3,038    1,612      939    2,863    2,286      504    1,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     24.1     12.3     50.3     60.0     92.4     96.5      7.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
     104       63       50       62       46      194      135                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      704,408
COMMITMENTS
 182,294  148,304   63,646  387,881  435,737  633,821  647,687   70,587   56,721

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:      8,845)
   2,589   -4,574    5,198     -897    8,349    6,890    8,973    1,955     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     21.1      9.0     55.1     61.9     90.0     91.9     10.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      64       57       64       75       76      174      172                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      195,617
COMMITMENTS
  48,928   79,169   39,141   95,731   70,105  183,800  188,415   11,817    7,202

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:     -5,496)
    -527   -7,060    2,345   -6,233     -406   -4,415   -5,121   -1,081     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     40.5     20.0     48.9     35.8     94.0     96.3      6.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      435)
     145      126       98      132       98      330      283                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       43,517
COMMITMENTS
  24,788   35,397    2,995    7,976    2,777   35,759   41,169    7,758    2,348

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:      3,317)
   2,724    6,766    1,089      268   -4,575    4,081    3,280     -764       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.0     81.3      6.9     18.3      6.4     82.2     94.6     17.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      70       54       14        9        8       88       69                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:       69,711
COMMITMENTS
   5,954    6,192       76   55,568   55,562   61,598   61,830    8,113    7,881

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:        830)
   1,110     -589       -5      817    1,251    1,922      657   -1,092      173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      8.9      0.1     79.7     79.7     88.4     88.7     11.6     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      14       15        6       36       24       54       41                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      288,849
COMMITMENTS
  75,001   11,305    3,373  201,141  268,581  279,515  283,259    9,334    5,590

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:     -4,138)
   1,861    1,506     -572   -4,892   -2,374   -3,603   -1,440     -535   -2,698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      3.9      1.2     69.6     93.0     96.8     98.1      3.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      37       13        7       78       51      116       70                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,025,112
COMMITMENTS
 309,678  134,022   18,712  666,681  862,121  995,071  1014855   30,041   10,257

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:      4,678)
   5,942   -3,744     -193   -2,420    7,994    3,329    4,057    1,349      621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     13.1      1.8     65.0     84.1     97.1     99.0      2.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      380)
     137       49       34      161       92      311      162                  



Updated December 1, 2017