COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  :   308,353:   114,157     17,052     55,210    120,334    222,725    289,700    294,986:    18,653     13,367
Old  :   273,884:   110,864     18,169     50,012     95,701    193,760    256,577    261,941:    17,307     11,944
Other:    34,469:     4,765        355      3,726     24,632     28,965     33,123     33,046:     1,346      1,423
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :    10,864:     6,031     -1,671      3,425        188      9,313      9,644     11,067:     1,220       -203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0        5.5       17.9       39.0       72.2       94.0       95.7:       6.0        4.3
Old  :     100.0:      40.5        6.6       18.3       34.9       70.7       93.7       95.6:       6.3        4.4
Other:     100.0:      13.8        1.0       10.8       71.5       84.0       96.1       95.9:       3.9        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       308:       134         68         91         65         85        248        204:
Old  :       304:       130         72         84         62         83        237        200:
Other:       100:        30         12         16         35         40         75         58:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.3       32.6       23.9       44.6       12.3       25.3       18.0       34.9
Old  :                 14.7       36.2       21.8       45.9       12.5       31.4       19.1       38.5
Other:                 47.0       45.0       62.4       72.0       47.0       44.4       59.2       65.3
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  :    13,259:     2,927      1,449      2,371      5,481      8,072     10,779     11,891:     2,480      1,368
Old  :    13,259:     2,927      1,449      2,371      5,481      8,072     10,779     11,891:     2,480      1,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :      -962:    -1,425        591       -440      1,051     -1,101       -815       -950:      -148        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       10.9       17.9       41.3       60.9       81.3       89.7:      18.7       10.3
Old  :     100.0:      22.1       10.9       17.9       41.3       60.9       81.3       89.7:      18.7       10.3
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  :        62:        20         15         16         24         16         51         40:
Old  :        62:        20         15         16         24         16         51         40:
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  :                 24.9       38.4       39.0       56.3       24.5       35.6       33.5       49.1
Old  :                 24.9       38.4       39.0       56.3       24.5       35.6       33.5       49.1
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, December 12, 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  :   285,151:    70,781     74,085     49,581    143,788    151,083    264,150    274,750:    21,001     10,401
Old  :   252,409:    69,961     74,611     45,644    116,775    122,405    232,381    242,660:    20,029      9,749
Other:    32,742:     2,561      1,216      2,196     27,013     28,678     31,770     32,090:       972        652
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :    13,249:       603     13,252      2,750      7,449     -2,570     10,802     13,431:     2,447       -183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       26.0       17.4       50.4       53.0       92.6       96.4:       7.4        3.6
Old  :     100.0:      27.7       29.6       18.1       46.3       48.5       92.1       96.1:       7.9        3.9
Other:     100.0:       7.8        3.7        6.7       82.5       87.6       97.0       98.0:       3.0        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       283:       123         79         79         62         47        225        175:
Old  :       282:       122         80         79         60         47        222        175:
Other:        58:         9         12          8         34         19         48         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.6       25.6       28.4       38.7       12.8       17.9       21.3       29.6
Old  :                 15.3       24.0       26.4       36.2       11.8       19.5       20.5       27.3
Other:                 60.7       63.2       74.6       80.4       51.4       52.7       59.9       63.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  :   877,633:   160,454    203,086    174,696    474,998    431,175    810,148    808,957:    67,485     68,676
Old  :   877,633:   160,454    203,086    174,696    474,998    431,175    810,148    808,957:    67,485     68,676
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :    61,815:   -18,679     66,655     41,463     44,945    -56,068     67,730     52,051:    -5,915      9,764
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       23.1       19.9       54.1       49.1       92.3       92.2:       7.7        7.8
Old  :     100.0:      18.3       23.1       19.9       54.1       49.1       92.3       92.2:       7.7        7.8
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  :       262:        76         76         89         90         87        212        215:
Old  :       262:        76         76         89         90         87        212        215:
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  :                 11.4       18.6       19.6       27.9       10.5       13.7       17.1       20.6
Old  :                 11.4       18.6       19.6       27.9       10.5       13.7       17.1       20.6
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, December 12, 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  :   248,848:    43,434     89,809     67,661    121,803     83,225    232,899    240,694:    15,949      8,154
Old  :   236,774:    44,560     90,275     63,531    113,490     75,179    221,580    228,984:    15,194      7,790
Other:    12,074:     1,792      2,452      1,213      8,313      8,046     11,319     11,710:       755        363
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :    28,648:    -1,663     16,364     11,306     16,425      1,308     26,069     28,978:     2,579       -330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       36.1       27.2       48.9       33.4       93.6       96.7:       6.4        3.3
Old  :     100.0:      18.8       38.1       26.8       47.9       31.8       93.6       96.7:       6.4        3.3
Other:     100.0:      14.8       20.3       10.0       68.9       66.6       93.7       97.0:       6.3        3.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       501:       164        162        140        148        110        383        356:
Old  :       497:       166        161        134        143        106        374        347:
Other:       141:        21         29         16         72         46        102         84:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       14.2       21.7       23.6       10.0       10.4       15.2       16.8
Old  :                 12.2       14.2       21.8       23.9       10.3       11.1       15.9       17.8
Other:                 24.1       36.7       36.2       52.8       21.6       31.5       31.6       44.6
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  :    43,929:    24,845     30,541      1,828      9,133      9,552     35,806     41,921:     8,123      2,008
Old  :    43,929:    24,845     30,541      1,828      9,133      9,552     35,806     41,921:     8,123      2,008
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :    -1,481:       533     -2,299     -3,147      1,480      4,212     -1,133     -1,234:      -347       -247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.6       69.5        4.2       20.8       21.7       81.5       95.4:      18.5        4.6
Old  :     100.0:      56.6       69.5        4.2       20.8       21.7       81.5       95.4:      18.5        4.6
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  :       131:        75         39         16         10          8         94         56:
Old  :       131:        75         39         16         10          8         94         56:
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  :                 38.2       45.7       48.3       63.0       31.0       38.4       38.9       54.5
Old  :                 38.2       45.7       48.3       63.0       31.0       38.4       38.9       54.5
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, December 12, 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  :    73,920:     3,431      5,239        567     60,209     60,950     64,208     66,756:     9,712      7,164
Old  :    73,920:     3,431      5,239        567     60,209     60,950     64,208     66,756:     9,712      7,164
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :     5,122:      -195        623        391      3,390      4,502      3,586      5,516:     1,536       -394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6        7.1        0.8       81.5       82.5       86.9       90.3:      13.1        9.7
Old  :     100.0:       4.6        7.1        0.8       81.5       82.5       86.9       90.3:      13.1        9.7
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  :        74:         9         13          6         42         26         54         42:
Old  :        74:         9         13          6         42         26         54         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  :                 40.0       48.5       55.9       70.9       33.9       43.1       47.3       61.1
Old  :                 40.0       48.5       55.9       70.9       33.9       43.1       47.3       61.1
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, December 12, 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  :   381,384:    73,336     11,797      3,805    284,720    354,236    361,861    369,838:    19,523     11,546
Old  :   381,384:    73,336     11,797      3,805    284,720    354,236    361,861    369,838:    19,523     11,546
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :    88,049:   -22,085        484       -143     99,325     81,288     77,097     81,629:    10,952      6,420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2        3.1        1.0       74.7       92.9       94.9       97.0:       5.1        3.0
Old  :     100.0:      19.2        3.1        1.0       74.7       92.9       94.9       97.0:       5.1        3.0
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  :       150:        36         12         10         83         59        122         79:
Old  :       150:        36         12         10         83         59        122         79:
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  :                 26.3       48.7       41.2       68.9       22.2       40.7       32.2       54.6
Old  :                 26.3       48.7       41.2       68.9       22.2       40.7       32.2       54.6
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, December 12, 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  : 1,198,194:   263,822    123,084     28,075    854,072    995,895  1,145,968  1,147,053:    52,226     51,141
Old  : 1,198,194:   263,822    123,084     28,075    854,072    995,895  1,145,968  1,147,053:    52,226     51,141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2017                     :
     :   171,805:   -41,872      2,118      6,392    185,515    123,274    150,035    131,784:    21,770     40,021
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       10.3        2.3       71.3       83.1       95.6       95.7:       4.4        4.3
Old  :     100.0:      22.0       10.3        2.3       71.3       83.1       95.6       95.7:       4.4        4.3
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  :       380:       138         49         43        160         95        318        168:
Old  :       380:       138         49         43        160         95        318        168:
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  :                 17.4       46.6       29.7       63.6       15.5       41.2       25.7       53.7
Old  :                 17.4       46.6       29.7       63.6       15.5       41.2       25.7       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 15, 2017