COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      303,864
COMMITMENTS
  88,517   16,805   66,562  133,988  205,103  289,066  288,470   14,797   15,394

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:     -3,968)
  -4,578      825   -1,528    2,039   -3,663   -4,067   -4,366       98      397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.1      5.5     21.9     44.1     67.5     95.1     94.9      4.9      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
     120       63       91       79       82      245      196                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       11,792
COMMITMENTS
   1,753    1,488    2,459    5,265    6,516    9,477   10,464    2,316    1,328

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:       -398)
    -369      -38      145      102     -508     -122     -401     -276        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9     12.6     20.9     44.6     55.3     80.4     88.7     19.6     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      22       18       14       25       15       53       41                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      286,724
COMMITMENTS
  59,524   83,313   57,533  152,253  135,027  269,311  275,873   17,414   10,852

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:     -2,506)
      76   -5,430   -3,957    2,289    6,281   -1,591   -3,105     -914      599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8     29.1     20.1     53.1     47.1     93.9     96.2      6.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      98       90       91       65       44      218      180                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      803,575
COMMITMENTS
 176,143  208,773  130,963  430,101  390,244  737,207  729,980   66,368   73,594

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:    -56,065)
   6,532   15,594  -14,778  -41,857  -56,655  -50,104  -55,839   -5,961     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9     26.0     16.3     53.5     48.6     91.7     90.8      8.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      68       78       75       91       76      198      194                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      224,494
COMMITMENTS
  45,819   54,270   56,943  111,061  105,212  213,823  216,425   10,671    8,069

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:     -2,049)
   3,306    1,698   -6,652      656    2,716   -2,690   -2,239      640      189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4     24.2     25.4     49.5     46.9     95.2     96.4      4.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      460)
     147      134      150      143      127      363      354                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       45,701
COMMITMENTS
  29,250   35,899    2,004    5,864    5,531   37,119   43,434    8,582    2,267

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      3,304)
   2,431    2,826      302      -69      760    2,664    3,888      640     -584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.0     78.6      4.4     12.8     12.1     81.2     95.0     18.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      94       57       16       10        9      115       72                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:       54,112
COMMITMENTS
   5,244    9,752      574   39,821   33,420   45,639   43,745    8,473   10,367

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:     -4,120)
  -1,055     -201       32   -2,506   -5,174   -3,529   -5,344     -591    1,223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7     18.0      1.1     73.6     61.8     84.3     80.8     15.7     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      13       18        4       37       21       52       41                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      282,939
COMMITMENTS
  57,114    9,511    3,168  214,014  264,259  274,296  276,938    8,643    6,001

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      2,956)
   3,847      535   -1,186     -550    2,437    2,111    1,786      845    1,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.2      3.4      1.1     75.6     93.4     96.9     97.9      3.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      33        9        5       73       55      106       69                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,065,541
COMMITMENTS
 324,407  110,295   16,975  698,459  925,496  1039840  1052766   25,701   12,775

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:    -14,877)
   1,614    7,844   -1,962  -13,335  -21,853  -13,684  -15,971   -1,193    1,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4     10.4      1.6     65.5     86.9     97.6     98.8      2.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
     128       44       29      151       93      291      154                  



Updated September 29, 2017