COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
OPTION AND FUTURES COMBINED 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:      317,774
COMMITMENTS
 125,018   17,787   52,193  120,680  235,563  297,891  305,544   19,883   12,230

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:      9,421)
  10,861      735   -3,016      346   12,839    8,191   10,557    1,230   -1,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.3      5.6     16.4     38.0     74.1     93.7     96.2      6.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      317)
     143       67       87       68       86      259      202                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
OPTION AND FUTURES COMBINED 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:       11,977
COMMITMENTS
   1,849    2,049    1,927    6,097    6,718    9,873   10,695    2,104    1,282

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:     -1,282)
  -1,078      601     -444      616   -1,354     -906   -1,197     -376      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     17.1     16.1     50.9     56.1     82.4     89.3     17.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      18       19       16       24       15       51       41                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
OPTION AND FUTURES COMBINED 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:      292,425
COMMITMENTS
  72,652   79,800   52,750  145,252  149,038  270,655  281,589   21,771   10,836

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:      7,274)
   1,871    5,715    3,169    1,464   -2,045    6,504    6,839      770      435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.8     27.3     18.0     49.7     51.0     92.6     96.3      7.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
     124       78       81       66       47      234      172                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
OPTION AND FUTURES COMBINED 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:      899,759
COMMITMENTS
 162,712  223,518  175,535  494,066  429,740  832,313  828,793   67,446   70,966

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:     22,126)
   2,258   20,432      839   19,069   -1,434   22,165   19,836      -40    2,290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1     24.8     19.5     54.9     47.8     92.5     92.1      7.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      77       65       85       90       88      211      202                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
OPTION AND FUTURES COMBINED 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:      252,035
COMMITMENTS
  43,713   92,943   68,679  123,564   82,567  235,955  244,189   16,079    7,846

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:      3,186)
     278    3,134    1,018    1,761     -657    3,056    3,494      130     -308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.3     36.9     27.2     49.0     32.8     93.6     96.9      6.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      518)
     181      157      156      150      114      407      368                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
OPTION AND FUTURES COMBINED 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:       41,028
COMMITMENTS
  26,392   22,511    1,654    5,421   14,544   33,467   38,709    7,561    2,319

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:     -2,901)
   1,547   -8,030     -174   -3,712    4,992   -2,339   -3,212     -562      311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.3     54.9      4.0     13.2     35.4     81.6     94.3     18.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      74       44       10       10        7       90       55                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
OPTION AND FUTURES COMBINED 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:    -50,531)
  -1,454      -51     -498  -46,173  -48,324  -48,126  -48,873   -2,405   -1,658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:      979,945
COMMITMENTS
 273,668  121,748   18,073  660,598  830,115  952,339  969,936   27,606   10,009

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:   -218,249)
   9,846   -1,336  -10,002 -193,474 -165,780 -193,629 -177,117  -24,620  -41,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    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       31      154       87      304      150                  



Updated December 22, 2017