COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   283,328:    99,103     19,421     49,222    118,111    201,474    266,436    270,117:    16,892     13,211
Old  :   253,369:    97,814     21,522     43,242     96,650    176,440    237,706    241,204:    15,663     12,165
Other:    29,958:     3,752        361      3,518     21,460     25,033     28,730     28,912:     1,229      1,046
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :    17,017:    12,473     -2,981      5,021     -2,444     14,739     15,050     16,779:     1,967        238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0        6.9       17.4       41.7       71.1       94.0       95.3:       6.0        4.7
Old  :     100.0:      38.6        8.5       17.1       38.1       69.6       93.8       95.2:       6.2        4.8
Other:     100.0:      12.5        1.2       11.7       71.6       83.6       95.9       96.5:       4.1        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:       125         78         88         65         78        237        204:
Old  :       304:       126         78         82         62         75        228        200:
Other:        88:        23          9         16         33         36         64         54:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       32.1       25.2       43.6       12.9       24.4       19.2       34.1
Old  :                 14.9       35.4       23.0       44.5       13.4       30.4       20.9       38.0
Other:                 48.9       47.3       65.2       72.9       48.8       46.8       62.3       66.2
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    14,426:     4,382        745      2,748      4,553      9,519     11,684     13,012:     2,743      1,415
Old  :    14,426:     4,382        745      2,748      4,553      9,519     11,684     13,012:     2,743      1,415
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :       196:       194        -78         15        -23        207        187        144:         9         52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        5.2       19.0       31.6       66.0       81.0       90.2:      19.0        9.8
Old  :     100.0:      30.4        5.2       19.0       31.6       66.0       81.0       90.2:      19.0        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        31         10         13         22         18         57         37:
Old  :        68:        31         10         13         22         18         57         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       41.5       38.4       62.3       22.5       36.9       30.8       53.4
Old  :                 23.4       41.5       38.4       62.3       22.5       36.9       30.8       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   263,874:    70,400     54,920     44,674    130,378    155,667    245,452    255,261:    18,422      8,613
Old  :   239,801:    69,527     54,399     42,355    110,173    134,881    222,055    231,635:    17,746      8,166
Other:    24,073:     1,372      1,021      1,820     20,205     20,786     23,397     23,626:       676        447
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :     3,641:      -844       -481      2,519      1,389        553      3,064      2,592:       577      1,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       20.8       16.9       49.4       59.0       93.0       96.7:       7.0        3.3
Old  :     100.0:      29.0       22.7       17.7       45.9       56.2       92.6       96.6:       7.4        3.4
Other:     100.0:       5.7        4.2        7.6       83.9       86.3       97.2       98.1:       2.8        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:       116         64         72         63         47        211        155:
Old  :       257:       116         65         70         62         46        208        153:
Other:        49:         7          8          6         27         20         36         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.0       31.0       28.7       42.2       12.3       23.1       20.9       32.6
Old  :                 15.4       29.6       27.4       41.3       11.5       21.3       20.8       30.9
Other:                 66.6       59.8       77.1       75.8       50.5       48.4       56.0       59.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  :   815,533:   183,397    140,465    125,201    431,845    489,378    740,442    755,045:    75,091     60,488
Old  :   815,533:   183,397    140,465    125,201    431,845    489,378    740,442    755,045:    75,091     60,488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :    11,230:     2,713     -5,949      6,252        105     10,563      9,070     10,866:     2,160        364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       17.2       15.4       53.0       60.0       90.8       92.6:       9.2        7.4
Old  :     100.0:      22.5       17.2       15.4       53.0       60.0       90.8       92.6:       9.2        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        70         56         80         86         83        196        188:
Old  :       232:        70         56         80         86         83        196        188:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.5       21.4       22.0       31.5       11.1       16.3       18.3       25.3
Old  :                 12.5       21.4       22.0       31.5       11.1       16.3       18.3       25.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   222,326:    45,482     78,316     57,451    106,484     78,684    209,417    214,451:    12,909      7,876
Old  :   213,144:    46,179     79,085     54,070    100,606     72,446    200,855    205,600:    12,290      7,544
Other:     9,182:     1,737      1,665        947      5,878      6,238      8,562      8,850:       620        332
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :    -5,486:       209     -6,631      1,707     -6,090       -233     -4,174     -5,156:    -1,313       -330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       35.2       25.8       47.9       35.4       94.2       96.5:       5.8        3.5
Old  :     100.0:      21.7       37.1       25.4       47.2       34.0       94.2       96.5:       5.8        3.5
Other:     100.0:      18.9       18.1       10.3       64.0       67.9       93.3       96.4:       6.7        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       479:       166        147        147        139        112        380        345:
Old  :       477:       167        148        142        136        110        373        340:
Other:       124:        18         25         15         62         40         90         72:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.3       13.1       20.5       22.9       10.0       10.9       15.5       17.6
Old  :                 12.2       13.3       20.7       23.1       10.4       11.6       16.0       18.5
Other:                 29.1       36.4       43.1       51.9       24.9       31.7       36.1       44.9
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    43,646:    24,721     35,387      3,111      7,991      2,786     35,822     41,284:     7,823      2,362
Old  :    43,646:    24,721     35,387      3,111      7,991      2,786     35,822     41,284:     7,823      2,362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :     3,335:     2,714      6,753      1,118        268     -4,572      4,100      3,299:      -764         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.6       81.1        7.1       18.3        6.4       82.1       94.6:      17.9        5.4
Old  :     100.0:      56.6       81.1        7.1       18.3        6.4       82.1       94.6:      17.9        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        70         55         16          9          8         89         71:
Old  :       140:        70         55         16          9          8         89         71:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       39.6       47.2       56.1       32.9       39.6       44.0       53.3
Old  :                 35.6       39.6       47.2       56.1       32.9       39.6       44.0       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                                                       Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSELL 2000 INDEX X $50)                                                 :
     :          :                                                                            :
All  :    70,138:     6,096      6,368        267     55,568     55,562     61,931     62,197:     8,207      7,941
Old  :    70,138:     6,096      6,368        267     55,568     55,562     61,931     62,197:     8,207      7,941
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :       871:     1,182       -475         -9        817      1,251      1,990        766:    -1,119        104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        9.1        0.4       79.2       79.2       88.3       88.7:      11.7       11.3
Old  :     100.0:       8.7        9.1        0.4       79.2       79.2       88.3       88.7:      11.7       11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        15         15          7         36         24         55         42:
Old  :        82:        15         15          7         36         24         55         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.8       51.5       53.5       70.3       36.8       47.7       52.0       66.5
Old  :                 36.8       51.5       53.5       70.3       36.8       47.7       52.0       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :   288,849:    75,001     11,305      3,373    201,141    268,581    279,515    283,259:     9,334      5,590
Old  :   288,849:    75,001     11,305      3,373    201,141    268,581    279,515    283,259:     9,334      5,590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :    -4,138:     1,861      1,506       -572     -4,892     -2,374     -3,603     -1,440:      -535     -2,698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        3.9        1.2       69.6       93.0       96.8       98.1:       3.2        1.9
Old  :     100.0:      26.0        3.9        1.2       69.6       93.0       96.8       98.1:       3.2        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        37         13          7         78         51        116         70:
Old  :       152:        37         13          7         78         51        116         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       54.4       41.4       73.3       27.3       54.0       40.4       72.3
Old  :                 28.4       54.4       41.4       73.3       27.3       54.0       40.4       72.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                                                        Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI Emerging Markets Index x $50)                                        :
     :          :                                                                            :
All  : 1,025,527:   309,746    134,013     18,890    666,850    862,367    995,486  1,015,270:    30,041     10,257
Old  : 1,025,527:   309,746    134,013     18,890    666,850    862,367    995,486  1,015,270:    30,041     10,257
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :     4,667:     5,940     -3,752       -194     -2,429      7,992      3,318      4,046:     1,349        621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       13.1        1.8       65.0       84.1       97.1       99.0:       2.9        1.0
Old  :     100.0:      30.2       13.1        1.8       65.0       84.1       97.1       99.0:       2.9        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       380:       138         48         35        162         92        313        162:
Old  :       380:       138         48         35        162         92        313        162:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       47.6       30.3       64.8       18.8       47.1       29.4       64.2
Old  :                 19.2       47.6       30.3       64.8       18.8       47.1       29.4       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 1, 2017