COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 12/19/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      265,088
COMMITMENTS
 123,768   26,238   17,983  104,707  210,630  246,458  254,851   18,630   10,237

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:     11,028)
   8,385     -294      600    1,061   11,801   10,046   12,107      982   -1,079

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.7      9.9      6.8     39.5     79.5     93.0     96.1      7.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
     137       61       73       50       74      228      178                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 12/19/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:        9,161
COMMITMENTS
   1,845    2,213      283    5,049    5,438    7,177    7,934    1,984    1,227

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:       -637)
    -941     -224       81      480     -506     -380     -649     -257       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     24.2      3.1     55.1     59.4     78.3     86.6     21.7     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      19       15       10       22       10       45       31                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 12/19/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      256,443
COMMITMENTS
  74,994   81,393   30,857  129,827  133,726  235,678  245,976   20,765   10,467

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:      7,928)
   1,639    4,538    4,780      661   -1,778    7,080    7,540      848      388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     31.7     12.0     50.6     52.1     91.9     95.9      8.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
     110       80       58       66       47      217      154                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 12/19/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      787,027
COMMITMENTS
 170,978  226,423  111,224  441,268  381,132  723,470  718,779   63,557   68,248

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:     27,315)
  -1,055   21,218    5,608   22,144   -2,805   26,697   24,021      618    3,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     28.8     14.1     56.1     48.4     91.9     91.3      8.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      75       62       74       79       78      191      185                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 12/19/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      218,688
COMMITMENTS
  47,918   94,942   45,776  110,436   70,770  204,130  211,488   14,558    7,200

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:      3,796)
   1,667    2,496      850    1,007      754    3,524    4,100      272     -304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     43.4     20.9     50.5     32.4     93.3     96.7      6.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      474)
     158      139      106      144       99      362      301                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 12/19/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       40,944
COMMITMENTS
  26,355   22,487    1,633    5,421   14,514   33,409   38,634    7,535    2,310

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:     -2,941)
   1,510   -8,043     -195   -3,712    4,967   -2,397   -3,271     -544      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.4     54.9      4.0     13.2     35.4     81.6     94.4     18.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      74       43        9       10        7       88       55                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 12/19/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:       23,389
COMMITMENTS
   1,977    5,188       69   14,036   12,626   16,082   17,883    7,307    5,506

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:    -50,328)
  -1,455      -35     -346  -46,173  -48,324  -47,974  -48,705   -2,354   -1,623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     22.2      0.3     60.0     54.0     68.8     76.5     31.2     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5       11        3       13       11       21       22                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 12/19/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      287,035
COMMITMENTS
  75,730    7,463    2,053  199,635  272,437  277,418  281,953    9,617    5,082

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:    -94,349)
   2,394   -4,334   -1,752  -85,085  -81,799  -84,443  -87,885   -9,906   -6,464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4      2.6      0.7     69.6     94.9     96.6     98.2      3.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      36       11        7       72       59      109       76                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 12/19/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:      979,564
COMMITMENTS
 273,569  121,748   17,932  660,457  829,875  951,958  969,555   27,606   10,009

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:   -218,282)
   9,843   -1,345  -10,012 -193,493 -165,793 -193,662 -177,150  -24,620  -41,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     12.4      1.8     67.4     84.7     97.2     99.0      2.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      376)
     136       46       30      153       87      303      149                  



Updated December 22, 2017